Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

Trend · papers per month

119238356475 · Jun 202019922001200920172026
48 results for slope estimation

A recently proposed SLOPE estimator (arXiv:1407.3824) has been shown to adaptively achieve the minimax 2\ell_2 estimation rate under high-dimensional sparse linear regression models (arXiv:1503.08393). Such minimax optimality holds in the regime where the sparsity level kk, sample size nn, and dimension pp satisfy …

2019-09-20abs ↗pdf ↗

The SLOPE estimates regression coefficients by minimizing a regularized residual sum of squares using a sorted-1\ell_1-norm penalty. The SLOPE combines testing and estimation in regression problems. It exhibits suitable variable selection and prediction properties, as well as minimax optimality. This paper introduces …

2016-08-31abs ↗pdf ↗

The paper improves precision matrix estimation by SLOPE, especially in high-dimensional settings.

problem Estimating precision matrices with structured edge patterns.
method Graphical SLOPE, focusing on sparsity and cluster recovery.
result The method converges to the optimal solution and accurately identifies cluster structures.

This text is the rejoinder following the discussion of a survey paper about minimal penalties and the slope heuristics (Arlot, 2019. Minimal penalties and the slope heuristics: a survey. Journal de la SFDS). While commenting on the remarks made by the discussants, it provides two new results about the slope heuristics …

2019-09-30abs ↗pdf ↗

We consider a curvature flow V=HV=H in the band domain Ω:=[1,1]×RΩ:=[-1,1]\times \R, where, for a graphic curve ΓtΓ_t, VV denotes its normal velocity and HH denotes its curvature. If ΓtΓ_t contacts the two boundaries ±Ω\partial_\pm Ω of ΩΩ with constant slopes, in 1993, Altschular and Wu \cite{AW1} proved that ΓtΓ_t converge…

2019-07-26abs ↗pdf ↗

The study examines methods to correct measurement error in nutritional epidemiology studies.

problem Measurement error in nutritional studies leads to biased and underconfident estimates.
method The article reviews various bias-correction models for exposure variables in nutritional epidemiology.
result Bias-correction methods are essential for accurate inference in nutritional studies.

We introduce a financial portfolio optimization framework that allows us to automatically select the relevant assets and estimate their weights by relying on a sorted 1\ell_1-Norm penalization, henceforth SLOPE. Our approach is able to group constituents with similar correlation properties, and with the same underlyin…

2017-10-06abs ↗pdf ↗

The paper characterizes SLOPE's trade-off between FDP and TPP, showing its power limit and superiority over Lasso.

problem Characterizing the SLOPE trade-off between FDP and TPP.
method Using variational perspective and Gaussian random designs, the paper derives upper and lower bounds on the optimal trade-off.
result SLOPE outperforms Lasso in terms of FDP, TPP, and l2 estimation risk.

This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation are established. The estimators that achieve the optimal rates are constructed …

2011-08-17abs ↗pdf ↗

The study bounds slopes for Dehn fillings of two-bridge knots with hyperbolic representations.

problem Bounding slopes for Dehn fillings of two-bridge knots with hyperbolic representations.
method Combining the Riley polynomial with Khoi's surgery-slope formula, and analyzing meridian and longitude translation parameters.
result The set of surgery slopes admitting hyperbolic PSL(2,R)\mathrm{PSL}(2,\mathbb{R}) representations is bounded.

It is shown that given any link-manifold, there is an algorithm to decide if the manifold contains an embedded, essential planar surface; if it does, the algorithm will construct one. If a slope on the boundary of the link-manifold is given, there is an algorithm to determine if the slope bounds an embedded punctured-d…

2006-08-28abs ↗pdf ↗

We study the asymptotic behavior of quantized Ding functionals along Bergman geodesic rays and prove that the slope at infinity can be expressed in terms of Donaldson-Futaki invariants and Chow weights. Based on the slope formula, we introduce a new algebro-geometric stability on Fano manifolds and show that the existe…

2016-07-19abs ↗pdf ↗

The anomaly flow on a complex 3-fold is studied with integral Shi-type estimates and long-time existence conditions.

problem Long-time existence of the anomaly flow on a compact complex 3-fold.
method Integral Shi-type estimates adapted from integration-by-parts arguments, with a smallness condition on the slope parameter.
result Long-time existence of the anomaly flow on a compact complex 3-fold under a smallness condition on the slope parameter.

Nested model averaging improves high-dimensional linear regression performance.

problem High-dimensional linear regression with predictor ordering impact.
method Combining model averaging with regularized estimators on the solution path.
result Nested model averaging with lasso and SLOPE outperforms competing methods.

The growth rate of real GDP per capita in the biggest OECD countries is represented as a sum of two components - a steadily decreasing trend and fluctuations related to the change in some specific age population. The long term trend in the growth rate is modelled by an inverse function of real GDP per capita with a con…

2012-05-25abs ↗pdf ↗

The slope conjecture proposed by Garoufalidis asserts that the Jones slopes given by the sequence of degrees of the colored Jones polynomials are boundary slopes. We verify the slope conjecture for graph knots, i.e. knots whose Gromov volume vanish.

2015-01-06abs ↗pdf ↗

Using the Hatcher-Oertel algorithm for finding boundary slopes of Montesinos knots, we prove the Slope Conjecture and the Strong Slope Conjecture for a family of 3-tangle pretzel knots. More precisely, we prove that the maximal degrees of the colored Jones polynomial of such knots determine a boundary slope as predicte…

2016-02-15abs ↗pdf ↗

The Slope Conjecture proposed by Garoufalidis asserts that the degree of the colored Jones polynomial determines a boundary slope, and its refinement, the Strong Slope Conjecture proposed by Kalfagianni and Tran asserts that the linear term in the degree determines the topology of an essential surface that satisfies th…

2018-11-28abs ↗pdf ↗

Whilst there are many approaches to detecting changes in mean for a univariate time-series, the problem of detecting multiple changes in slope has comparatively been ignored. Part of the reason for this is that detecting changes in slope is much more challenging. For example, simple binary segmentation procedures do no…

2017-01-06abs ↗pdf ↗

Birg{é} and Massart proposed in 2001 the slope heuristics as a way to choose optimally from data an unknown multiplicative constant in front of a penalty. It is built upon the notion of minimal penalty, and it has been generalized since to some "minimal-penalty algorithms". This paper reviews the theoretical results ob…

2019-01-22abs ↗pdf ↗

A slope p/qp/q is a characterising slope for a knot KK in S3S^3 if the oriented homeomorphism type of p/qp/q-surgery on KK determines KK uniquely. We show that when KK is a hyperbolic knot its set of characterising slopes contains all but finitely many slopes p/qp/q with q3q \geq 3. We prove stronger results for hyper…

2018-07-29abs ↗pdf ↗

The Slope Conjecture relates the degree of the colored Jones polynomial to the boundary slopes of a knot. We verify the Slope Conjecture and the Strong Slope Conjecture for Montesinos knots M(1r,1s1u,1t)M(\frac{1}{r},\frac{1}{s-\frac{1}{u}},\frac{1}{t} ) with r,u,tr,u,t odd, ss even and u1u\leq-1, r<1<1<s,tr<-1<1<s,t.

2017-10-19abs ↗pdf ↗

A non-trivial slope rr on a knot KK in S3S^3 is called a characterizing slope if whenever the result of rr-surgery on a knot KK' is orientation preservingly homeomorphic to the result of rr-surgery on KK, then KK' is isotopic to KK. Ni and Zhang ask: for any hyperbolic knot KK, is a slope r=p/qr = p/q with $|p| +…

2016-01-08abs ↗pdf ↗

Let X be a norm curve in the SL(2,C)-character variety of a knot exterior M. Let t = || b || / || a || be the ratio of the Culler-Shalen norms of two distinct non-zero classes a, b in H_1(\partial M, Z). We demonstrate that either X has exactly two associated strict boundary slopes \pm t, or else there are strict bound…

2002-11-08abs ↗pdf ↗

The (Strong) Slope Conjecture relates the degree of the colored Jones polynomial of a knot to certain essential surfaces in the knot complement. We verify the Slope Conjecture and the Strong Slope Conjecture for 3-string Montesinos knots satisfying certain conditions.

2018-04-14abs ↗pdf ↗

The study confirms conjectures about slopes of knots using knot Floer homology.

problem Verifying conjectures about non-integer characterizing slopes of knots.
method Using knot Floer homology, the study verifies conjectures for specific classes of knots.
result Almost all slopes are characterizing for many knots, and infinitely many for LL-space knots.

A slope pq\frac pq is called a characterizing slope for a given knot K0K_0 in S3S^3 if whenever the pq\frac pq-surgery on a knot KK in S3S^3 is homeomorphic to the pq\frac pq-surgery on K0K_0 via an orientation preserving homeomorphism, then K=K0K=K_0. In this paper we try to find characterizing slopes for torus knots $…

2012-06-25abs ↗pdf ↗