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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

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76152228304 · Jun 202019922001200920172026
48 results for sparse canonical vectors

This article considers the problem of sparse estimation of canonical vectors in linear discriminant analysis when pNp\gg N. Several methods have been proposed in the literature that estimate one canonical vector in the two-group case. However, G1G-1 canonical vectors can be considered if the number of groups is GG. In…

2014-03-24abs ↗pdf ↗

Canonical correlation analysis was proposed by Hotelling [6] and it measures linear relationship between two multidimensional variables. In high dimensional setting, the classical canonical correlation analysis breaks down. We propose a sparse canonical correlation analysis by adding l1 constraints on the canonical vec…

2017-05-30abs ↗pdf ↗

Given two data matrices XX and YY, sparse canonical correlation analysis (SCCA) is to seek two sparse canonical vectors uu and vv to maximize the correlation between XuXu and YvYv. However, classical and sparse CCA models consider the contribution of all the samples of data matrices and thus cannot identify an unde…

2017-10-13abs ↗pdf ↗

We consider the scenario where one observes an outcome variable and sets of features from multiple assays, all measured on the same set of samples. One approach that has been proposed for dealing with this type of data is ``sparse multiple canonical correlation analysis'' (sparse mCCA). All of the current sparse mCCA t…

2014-01-22abs ↗pdf ↗

Efficient algorithms for sparse parameter recovery in mixture models.

problem Support recovery of high-dimensional sparse latent vectors in mixture models.
method Efficient algorithms with logarithmic sample complexity dependence on dimensionality.
result First guarantees on support recovery for various mixture models.

Given two sets of variables, derived from a common set of samples, sparse Canonical Correlation Analysis (CCA) seeks linear combinations of a small number of variables in each set, such that the induced canonical variables are maximally correlated. Sparse CCA is NP-hard. We propose a novel combinatorial algorithm for s…

2016-05-29abs ↗pdf ↗

Paper develops IFTRR to solve sparse generalized eigenvalue problems efficiently.

problem Finding the leading eigenvector with at most k nonzero entries in sparse generalized eigenvalue problems.
method Inverse-free truncated Rayleigh-Ritz method (IFTRR) with a new truncation strategy.
result IFTRR efficiently finds the support set of the leading eigenvector for large scale problems.

Proposes PSCCA for estimating correlations and canonical correlations in sparse count data.

problem Estimating correlations and canonical correlations in sparse count data from next-generation sequencing.
method Probabilistic approach for sparse count data sets (PSCCA).
result PSCCA outperforms other methods in estimating true correlations and canonical correlations at the natural parameter level.

For a submanifold M in a Euclidean space, the tangential component x^T of the position vector field x of M is the most natural vector field tangent to the Euclidean submanifold, called the canonical vector field of M. In this article, first we prove that the canonical vector field of every Euclidean submanifold is alwa…

2018-01-22abs ↗pdf ↗

Sparse GCA finds linear relationships in multiple datasets, using gradient descent.

problem Finding linear relationships across multiple datasets with sparse loading vectors.
method Formulated as generalized eigenvalue problems, used a thresholded gradient descent algorithm.
result Proposed algorithm yields tight estimation error bounds and demonstrates effectiveness on synthetic datasets.

Bayesian method improves sparse CCA for multi-view data.

problem Integrative statistical analysis of multi-view high-dimensional data.
method Bayesian infinite factor model with graphical horseshoe prior or diagonal structure to encourage sparsity.
result The proposed Bayesian ScSCCA approach achieves robust estimation of sparse CCA.

The position vector field x is the most elementary and natural geometric object on a Euclidean submanifold MM. The position vector field plays very important roles in mathematics as well as in physics. Similarly, the tangential component x^T of the position vector field is the most natural vector field tangent to the …

2017-12-24abs ↗pdf ↗

Canonical Correlation Analysis (CCA) is a classical tool for finding correlations among the components of two random vectors. In recent years, CCA has been widely applied to the analysis of genomic data, where it is common for researchers to perform multiple assays on a single set of patient samples. Recent work has pr…

2012-06-18abs ↗pdf ↗

Holomorphic vector fields and anti-canonical divisors on complex manifolds are studied.

problem Existence of non-trivial holomorphic vector fields on compact complex manifolds.
method Vanishing result for measure preserving holomorphic vector fields, Gibbs stability, and log terminal singularities.
result No non-trivial holomorphic vector fields on compact complex manifolds with big anti-canonical line bundle.

A new approach to the sparse Canonical Correlation Analysis (sCCA)is proposed with the aim of discovering interpretable associations in very high-dimensional multi-view, i.e.observations of multiple sets of variables on the same subjects, problems. Inspired by the sparse PCA approach of Journee et al. (2010), we also s…

2019-09-17abs ↗pdf ↗

We present a novel method for solving Canonical Correlation Analysis (CCA) in a sparse convex framework using a least squares approach. The presented method focuses on the scenario when one is interested in (or limited to) a primal representation for the first view while having a dual representation for the second view…

2009-08-19abs ↗pdf ↗

Sparse Canonical Correlation Analysis (CCA) has received considerable attention in high-dimensional data analysis to study the relationship between two sets of random variables. However, there has been remarkably little theoretical statistical foundation on sparse CCA in high-dimensional settings despite active methodo…

2013-11-24abs ↗pdf ↗

The paper proves a section for Anosov vector fields on compact manifolds.

problem Proving the existence of a canonical nonzero section for Anosov vector fields.
method Analyzing Anosov vector fields and flat vector bundles on compact manifolds.
result A canonical nonzero section exists and is C1C^{1} with respect to the Gauss-Manin connection.

Geometric equation defines canonical metrics on vector bundle families.

problem Finding canonical metrics on families of holomorphic vector bundles.
method Introducing a geometric partial differential equation for families of holomorphic vector bundles.
result Construction of Hermite--Einstein metrics in adiabatic classes on product manifolds and proof of the existence of a unique solution for the Dirichlet problem.

This paper introduces \infty- and nn-fold vector bundles as special functors from the \infty- and nn-cube categories to the category of smooth manifolds. We study the cores and "n-pullbacks" of nn-fold vector bundles and we prove that any nn-fold vector bundle admits a non-canonical isomorphism to a decomposed …

2018-09-05abs ↗pdf ↗

This paper solves a problem in 3D geometry by defining a canonical partition for certain manifolds.

problem Building an explicit canonical decomposition for orientable 3-manifolds defined by vector-colourings of 3-polytopes.
method Analysis of results from previous studies on similar problems.
result A complete answer to the problem of decomposing orientable 3-manifolds defined by vector-colourings of 3-polytopes.

The paper introduces canonical parameters for marginally trapped surfaces in Minkowski space.

problem Determining marginally trapped surfaces in Minkowski space.
method Introducing canonical parameters and proving existence and uniqueness theorems.
result Every marginally trapped surface is determined by three smooth functions.

Let M be a simply connected Riemannian symmetric space, with at most one flat direction. We show that every Riemannian (or unitary) vector bundle with parallel curvature over M is an associated vector bundle of a canonical principal bundle, with the connection inherited from the principal bundle. The problem of finding…

1997-12-22abs ↗pdf ↗

Paper proposes ASCCA for sparse CCA with trace Lasso regularization.

problem Sparse CCA in high-dimensional settings with correlated variables.
method Trace Lasso regularization, reformulated to Riemannian manifolds, inexact augmented Lagrangian method.
result Improved stability and interpretation of sparse CCA.

New methods integrate nonlinear, sparse, and multi-view aspects for high-dimensional data analysis.

problem Integrating nonlinear dependence, sparsity, and multi-view data in high-dimensional datasets.
method Proposes HSIC-SGCCA, SA-KGCCA, and TS-KGCCA methods for multi-view high-dimensional data analysis.
result HSIC-SGCCA outperforms competing methods in multi-view variable selection.

Study on recovering supports of multiple sparse vectors from mixed linear measurements.

problem Recovering supports of multiple sparse vectors from a mixture of linear measurements.
method Developed algorithms to identify the support of all component vectors using polynomial and quasi-polynomial number of measurements.
result Polynomial and quasi-polynomial number of measurements sufficient for recovering the supports of all component vectors.

Feature hashing and other random projection schemes are commonly used to reduce the dimensionality of feature vectors. The goal is to efficiently project a high-dimensional feature vector living in Rn\mathbb{R}^n into a much lower-dimensional space Rm\mathbb{R}^m, while approximately preserving Euclidean norm. These sc…

2019-03-08abs ↗pdf ↗

Study on null hypersurfaces with constant angle in Lorentzian manifolds.

problem Understanding constant angle null hypersurfaces in Lorentzian manifolds.
method Introduced constant angle null hypersurfaces, analyzed with respect to a given ambient vector field, and provided classification results.
result Null hypersurfaces have a canonical principal direction when the vector field is closed and conformal.

To ensure interpretability of extracted sources in tensor decomposition, we introduce in this paper a dictionary-based tensor canonical polyadic decomposition which enforces one factor to belong exactly to a known dictionary. A new formulation of sparse coding is proposed which enables high dimensional tensors dictiona…

2017-04-03abs ↗pdf ↗

Regularised canonical correlation analysis was recently extended to more than two sets of variables by the multiblock method Regularised generalised canonical correlation analysis (RGCCA). Further, Sparse GCCA (SGCCA) was proposed to address the issue of variable selection. However, for technical reasons, the variable …

2016-10-29abs ↗pdf ↗

The study characterizes and analyzes spacelike surfaces with a canonical normal null direction in Minkowski 4-space.

problem Characterizing and analyzing spacelike surfaces with a specific null direction in Minkowski space.
method Using geometric properties, Gauss map, and a nonlinear partial differential equation, the study characterizes and analyzes these surfaces.
result Characterizations and properties of spacelike surfaces with a canonical normal null direction are obtained.

Study improves error bounds for sparse regression with heavy-tailed covariates.

problem Estimating sparse coefficients in linear regression with heavy-tailed covariates.
method Employed an 1\ell_1-penalized Huber regression method.
result Error bound identical to Gaussian case for LL-subexponential covariates.