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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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25.0%50.0%75.0%100.0% · Jun 199319922001200920172026
48 results for sparse curves

Paper proposes embedding models to capture semantic similarities of categorical attributes in financial bonds.

problem Challenges in finding similar bonds due to overshadowing of categorical non-financial attributes.
method Embedding models to capture semantic similarities of categorical attributes.
result Improves risk modeling and curve construction via sparse-issuer augmentation.

SAEs struggle with curved activation manifolds, revealing layer-dependent scaling laws.

problem Sparse autoencoders' reconstruction error varies across layers, not fitting existing scaling laws.
method Cross-layer study of 844 SAE checkpoints, fitting and regressing on manifold geometry.
result Manifold geometry predicts layer-dependent width exponents in SAEs, with transferable coefficients.

Model shows loss curve with two distinct exponents due to sparse activations.

problem Sparse activations impact neural network scaling laws.
method Introduced a model for neural scaling laws under sparse activations, derived asymptotic population loss, and analyzed gradient-descent dynamics.
result Loss curve exhibits double-descent peak near interpolation threshold with two distinct scaling exponents.

New techniques improve the accuracy of identifying nonlinear systems from noisy data.

problem Identifying nonlinear dynamical systems from noisy state measurements.
method Comparative study of local and global smoothing techniques to denoise state measurements and improve sparse regression methods.
result Global smoothing methods outperform local methods in improving the accuracy of governing equation recovery.

US Yield curve has recently collapsed to its most flattened level since subprime crisis and is close to the inversion. This fact has gathered attention of investors around the world and revived the discussion of proper modeling and forecasting yield curve, since changes in interest rate structure are believed to repres…

2018-07-31abs ↗pdf ↗

Framework for transferring discount curve estimates across fixed-income product classes.

problem Challenges in estimating discount curves from sparse or noisy data.
method Proposes a vector-valued kernel ridge regression (KR) framework with economic regularization.
result Transfer learning tightens confidence intervals and improves extrapolation performance.

Neural network model improves robustness of mortgage bond yield curve estimation.

problem Overfitting and instability in traditional yield curve estimation methods for small mortgage bond markets.
method Neural network framework with a new loss function for smoothness and stability.
result Empirical results show more robust and stable yield curve estimates compared to existing methods.

Deep model predicts shapes of curves with multiple covariates.

problem Predicting shapes of planar curves with various covariates.
method Deep learning model using complex-valued functions, conditional covariance smoother with modality-specific encoders.
result Model accurately predicts shapes of curves with multimodal covariates.

Study develops efficient algorithm for probabilistic penetration response of composite plates.

problem Probabilistic modeling of discrete structural response, focusing on binary events like buckling.
method Adaptive domain-based decomposition, sparse grid sampling, assumption of monotonic behavior.
result Efficient computational framework for probabilistic penetration response of composite plates.

Study compares L1 and VG sparsity priors in inverse problems.

problem Sparse regularization in inverse problems with incomplete or corrupted measurements.
method Compared L1 regularization with Variational Garrote (VG), a probabilistic method approximating L0 sparsity.
result VG often achieves lower minimum generalization error and improved stability in strongly underdetermined regimes.

Study on theoretical limits of 0\ell_0 sparse-regression algorithms using Fl RDT.

problem Understanding the performance limits of 0\ell_0 norm based optimization algorithms in compressed sensing and sparse regression.
method Utilized Fully lifted random duality theory (Fl RDT) to analyze the maximum-likelihood (ML) decoding performance.
result Uncovered phase-transition (PT) and descending 0\ell_0 (d0\ell_0) curves that separate successful and unsuccessful algorithm performance.

Non-negative curvature affects Markov chains' mixing and expansion properties.

problem Understanding the behavior of Markov chains with non-negative curvature.
method Analyzing conductance, displacement, and cutoff phenomenon in sparse Markov chains.
result Non-negatively curved Markov chains exhibit specific, non-standard behavior in terms of mixing and expansion.

Unified framework identifies nonlinear systems using characteristic curves and neural networks.

problem Balancing interpretability and flexibility in nonlinear system identification.
method Combines differential equation structure with neural networks, using characteristic curves as modular components.
result NN-CC approach outperforms other methods in complex nonlinear systems.

Bayesian approach improves uncertainty in deep learning models.

problem Uncertainty quantification in deep learning models.
method Bayesian point of view, Gaussian approximability, semi-parametric Bernstein-von Mises theorems.
result Bayesian credible regions have valid frequentist coverage, providing theoretical justification for deep learning.

Soft diamond regularizers improve deep learning performance and sparsity.

problem Improving deep learning performance and sparsity of trained weights.
method New soft diamond synaptic weight priors based on thick-tailed symmetric alpha stable probability curves.
result Soft diamond regularizers outperform state-of-the-art methods in deep learning tasks.

In clinical practice and biomedical research, measurements are often collected sparsely and irregularly in time while the data acquisition is expensive and inconvenient. Examples include measurements of spine bone mineral density, cancer growth through mammography or biopsy, a progression of defective vision, or assess…

2018-09-24abs ↗pdf ↗

Characterizing the phase transitions of convex optimizations in recovering structured signals or data is of central importance in compressed sensing, machine learning and statistics. The phase transitions of many convex optimization signal recovery methods such as 1\ell_1 minimization and nuclear norm minimization are…

2015-09-15abs ↗pdf ↗

AUC (Area under the ROC curve) is an important performance measure for applications where the data is highly imbalanced. Learning to maximize AUC performance is thus an important research problem. Using a max-margin based surrogate loss function, AUC optimization problem can be approximated as a pairwise rankSVM learni…

2016-12-27abs ↗pdf ↗

Develops method to assess feature importance in black-box models for unconditional distribution.

problem Lack of methods to analyze feature importance in black-box models for unconditional distribution.
method Approximation method to compute feature importance curves for unconditional distribution.
result Produces sparse and faithful results, computationally efficient.

MINN-SA enhances cancer detection using TCR sequences with better interpretability.

problem Challenges in detecting cancers using TCR sequences due to one-to-many correspondence.
method Multiple Instance Neural Networks based on Sparse Attention (MINN-SA).
result MINN-SA achieves highest AUC scores on 10 cancer types compared to existing MIL approaches.

We introduce GAMSEL (Generalized Additive Model Selection), a penalized likelihood approach for fitting sparse generalized additive models in high dimension. Our method interpolates between null, linear and additive models by allowing the effect of each variable to be estimated as being either zero, linear, or a low-co…

2015-06-11abs ↗pdf ↗

DiTSNe-Ia model accurately reconstructs supernovae spectra from light curves.

problem Difficult identification and interpretation of diverse sub-populations of supernovae.
method Variational diffusion-based generative model conditioned on light curves.
result DiTSNe-Ia achieves significantly more accurate reconstructions than SALT3 across all phases.

Building upon recent advances in entropy-regularized optimal transport, and upon Fenchel duality between measures and continuous functions , we propose a generalization of the logistic loss that incorporates a metric or cost between classes. Unlike previous attempts to use optimal transport distances for learning, our …

2019-05-15abs ↗pdf ↗

The paper explores algorithms to transform 3-manifold triangulations while controlling sparsity.

problem Designing efficient algorithms for 3-manifold triangulations with controlled sparsity.
method Revisit and apply a linear-time algorithm for converting triangulations into Heegaard diagrams, and present a quasi-linear-time algorithm for retriangulation.
result Quasi-linear-time algorithm producing a Heegaard diagram with controlled sparsity.

A study on the depth of graph neural networks on sparse graphs, revealing a dichotomy based on the Kesten-Stigum ratio.

problem Determining the optimal depth of graph neural networks for sparse graphs.
method Analyzing the sparse contextual stochastic block model with a message-passing classifier.
result The value of depth is governed by the Kesten-Stigum ratio, with thresholds dividing performance into geometric and branching processes.

This work introduces a method to compare sparse neural network topologies using graph theory.

problem Comparing and understanding sparse neural network topologies, especially during training.
method Introducing Neural Network Sparse Topology Distance (NNSTD) to measure distances between different sparse neural networks.
result Sparse neural networks can outperform over-parameterized models without further structure optimization.

Bayesian GAMs improve predictive performance for high-dimensional data.

problem Sparse regularization in GAMs leads to excess shrinkage and difficulty in selecting nonlinear effects.
method Developed a novel spike-and-slab LASSO prior and scalable EM-Coordinate Descent algorithm.
result Improved predictive and computational performance compared to existing models.

Sparse deep neural networks(DNNs) are efficient in both memory and compute when compared to dense DNNs. But due to irregularity in computation of sparse DNNs, their efficiencies are much lower than that of dense DNNs on regular parallel hardware such as TPU. This inefficiency leads to poor/no performance benefits for s…

2018-08-10abs ↗pdf ↗

Sparse DNNs face scalability issues; MIT/IEEE/Amazon challenge analyzes best solutions.

problem Scalability issues in Sparse Deep Neural Networks (DNNs).
method Mathematically defined DNN inference computation, community submissions from various fields.
result Sparse DNN execution time, TmDNNT_{ m DNN}, is strongly dependent on the number of operations, NmopN_{ m op}.

In compressed sensing, we wish to reconstruct a sparse signal xx from observed data yy. In sparse coding, on the other hand, we wish to find a representation of an observed signal yy as a sparse linear combination, with coefficients xx, of elements from an overcomplete dictionary. While many algorithms are competit…

2013-10-31abs ↗pdf ↗

We propose a data-driven algorithm for the maximum a posteriori (MAP) estimation of stochastic processes from noisy observations. The primary statistical properties of the sought signal is specified by the penalty function (i.e., negative logarithm of the prior probability density function). Our alternating direction m…

2017-05-16abs ↗pdf ↗

Sparse coding approximates the data sample as a sparse linear combination of some basic codewords and uses the sparse codes as new presentations. In this paper, we investigate learning discriminative sparse codes by sparse coding in a semi-supervised manner, where only a few training samples are labeled. By using the m…

2013-11-26abs ↗pdf ↗

A closed hyperbolic surface of genus g2g\ge 2 can be decomposed into pairs of pants along shortest closed geodesics and if these curves are sufficiently short (and with lengths uniformly bounded away from 0), then the geometry of the surface is essentially determined by the combinatorics of the pants decomposition. The…

2013-06-26abs ↗pdf ↗