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.
We propose a sparse and low-rank tensor regression model to relate a univariate outcome to a feature tensor, in which each unit-rank tensor from the CP decomposition of the coefficient tensor is assumed to be sparse. This structure is both parsimonious and highly interpretable, as it implies that the outcome is related…
Cluster analysis methods are used to identify homogeneous subgroups in a data set. In biomedical applications, one frequently applies cluster analysis in order to identify biologically interesting subgroups. In particular, one may wish to identify subgroups that are associated with a particular outcome of interest. Con…
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…
We derive fundamental sample complexity bounds for recovering sparse and structured signals for linear and nonlinear observation models including sparse regression, group testing, multivariate regression and problems with missing features. In general, sparse signal processing problems can be characterized in terms of t…
This paper describes a hierarchical learning strategy for generating sparse representations of multivariate datasets. The hierarchy arises from approximation spaces considered at successively finer scales. A detailed analysis of stability, convergence and behavior of error functionals associated with the approximations…
We develop a novel method for counterfactual analysis based on observational data using prediction intervals for units under different exposures. Unlike methods that target heterogeneous or conditional average treatment effects of an exposure, the proposed approach aims to take into account the irreducible dispersions …
The paper analyzes sparse high-dimensional linear regression with random design and unknown error variance, providing adaptiveness and concentration rates.
problem Sparse high-dimensional linear regression with random design and unknown error variance.
method Analysis of posterior concentration rates, employing techniques to address model misspecification.
result Adaptiveness and concentration rates of the posterior for sparse high-dimensional linear regression.
Successfully navigating a complex environment to obtain a desired outcome is a difficult task, that up to recently was believed to be capable only by humans. This perception has been broken down over time, especially with the introduction of deep reinforcement learning, which has greatly increased the difficulty of tas…
Gene expression data represents a unique challenge in predictive model building, because of the small number of samples (n) compared to the huge amount of features (p). This "n<<p" property has hampered application of deep learning techniques for disease outcome classification. Sparse learning by incorporating ex…
Kernel means are frequently used to represent probability distributions in machine learning problems. In particular, the well known kernel density estimator and the kernel mean embedding both have the form of a kernel mean. Unfortunately, kernel means are faced with scalability issues. A single point evaluation of the …
Exact simulation of correlated binary outcomes using PMF constraints and linear programming.
problem Simulating dependent Bernoulli outcomes with specific means and correlations.
method Formulate the problem over the joint Bernoulli PMF, impose constraints, and solve as a linear program. Use convex-hull characterization and truncated-moment completion scheme for feasibility and simulation.
result Exact simulation framework for correlated binary outcomes, providing a convex-hull characterization and truncated-moment completion scheme.
We demonstrate that, in the classical non-stochastic regret minimization problem with d decisions, gains and losses to be respectively maximized or minimized are fundamentally different. Indeed, by considering the additional sparsity assumption (at each stage, at most s decisions incur a nonzero outcome), we derive…
Clinical decision making is challenging because of pathological complexity, as well as large amounts of heterogeneous data generated as part of routine clinical care. In recent years, machine learning tools have been developed to aid this process. Intensive care unit (ICU) admissions represent the most data dense and t…
As a popular tool for producing meaningful and interpretable models, large-scale sparse learning works efficiently when the underlying structures are indeed or close to sparse. However, naively applying the existing regularization methods can result in misleading outcomes due to model misspecification. In particular, t…
Traditional semantic similarity models often fail to encapsulate the external context in which texts are situated. However, textual datasets generated on mobile platforms can help us build a truer representation of semantic similarity by introducing multimodal data. This is especially important in sparse datasets, maki…
We consider inference about a scalar parameter under a non-parametric model based on a one-step estimator computed as a plug in estimator plus the empirical mean of an estimator of the parameter's influence function. We focus on a class of parameters that have influence function which depends on two infinite dimensiona…
Contextual bandit algorithms are sensitive to the estimation method of the outcome model as well as the exploration method used, particularly in the presence of rich heterogeneity or complex outcome models, which can lead to difficult estimation problems along the path of learning. We study a consideration for the expl…
Outlier detection aims to identify unusual data instances that deviate from expected patterns. The outlier detection is particularly challenging when outliers are context dependent and when they are defined by unusual combinations of multiple outcome variable values. In this paper, we develop and study a new conditiona…
Choice models, which capture popular preferences over objects of interest, play a key role in making decisions whose eventual outcome is impacted by human choice behavior. In most scenarios, the choice model, which can effectively be viewed as a distribution over permutations, must be learned from observed data. The ob…