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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.

168,657 papers · 148 categories

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180360539719 · Jun 202019922001200920172026
48 results for sparse point observations

CDSSD detects sparse changes in partially observable data streams.

problem Online change detection of sparse changes in partially observable high-dimensional data streams.
method Smooth-sparse decomposition, spike-slab variational Bayesian inference, adaptive sampling via Thompson sampling.
result CDSSD effectively detects sparse changes in partially observable data streams.

Sparse point observations can provide useful local constraints, but their benefit for radar-like fields depends on the training loss, uncertainty representation, and how observation support is encoded in the model.

problem Improving dense radar-field forecasts with sparse point observations
method A multimodal graph neural network nowcasting system over the Nordic radar domain
result Each source improves a different part of the forecast problem

Sparse Gaussian Processes improve scalability by learning inducing points from data.

problem Scaling issues in Gaussian Processes due to cubic computational cost.
method Amortized learning of inducing points and variational posterior parameters using neural networks.
result Significant reduction in the number of inducing points, improving scalability.

CNNs predict spatial fields from sparse data.

problem Predicting complete spatial fields from limited observations.
method Convolutional Neural Networks (CNNs) trained on a single partially observed field.
result CNNs can flexibly capture local spatial patterns without explicit covariance modeling.

New method recovers sparse signals from nonlinear observations with robust error bounds.

problem Recovering two sparse vectors from nonlinearly mixed observations with limited data.
method Regularization-based framework combining Huberized data fidelity and generalized folded-concave penalties with a proximal alternating algorithm.
result Estimation error bounds of order σslog(n)/mσ\sqrt{s\log(n)/m} at every localized stationary point, with oracle rate σs/mσ\sqrt{s/m} under beta-min condition.

We investigate the difficulties of training sparse neural networks and make new observations about optimization dynamics and the energy landscape within the sparse regime. Recent work of \citep{Gale2019, Liu2018} has shown that sparse ResNet-50 architectures trained on ImageNet-2012 dataset converge to solutions that a…

2019-06-25abs ↗pdf ↗

DDD reformulated for sparse matrices, integrating trajectory and snapshot time series data.

problem Efficiently integrate trajectory and snapshot time series data.
method Reformulate DDD to use compact basis functions, reducing parameter scaling.
result Inference of sparse matrices reduces the number of parameters in DDD.

Mixture models and topic models generate each observation from a single cluster, but standard variational posteriors for each observation assign positive probability to all possible clusters. This requires dense storage and runtime costs that scale with the total number of clusters, even though typically only a few clu…

2016-09-23abs ↗pdf ↗

Sparse deep learning improves prediction uncertainty for time series data.

problem Uncertainty quantification for dependent data like time series.
method Sparse recurrent neural networks (RNNs) for time series data.
result Sparse deep learning can consistently estimate and predict time series data with correct uncertainty quantification.

Sparse modeling improves portfolio optimization by reducing errors in complex market systems.

problem Errors in multivariate modeling of markets and economy.
method L0-norm sparse elliptical modeling to reduce oversimplification, and study likelihood in- and out-of-sample for different parameter lengths.
result Sparse models lead to better portfolio performance, higher out-of-sample likelihood, and lower volatility.

The use of Gaussian process models is typically limited to datasets with a few tens of thousands of observations due to their complexity and memory footprint. The two most commonly used methods to overcome this limitation are 1) the variational sparse approximation which relies on inducing points and 2) the state-space…

2020-01-15abs ↗pdf ↗

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 ↗

A new method selects inducing points to optimize high-throughput Bayesian optimisation.

problem Current inducing point selection methods sacrifice high-fidelity modeling of promising regions.
method Information-theoretic criterion to select inducing points maximizing global and maximum value uncertainties.
result Surrogate models support high-precision high-throughput Bayesian optimisation.

Latent-EnSF improves data assimilation for high-dimensional systems with sparse observations.

problem Challenges in high-dimensional, nonlinear Bayesian filtering with sparse observations.
method A novel data assimilation method using latent representations and a coupled VAE for efficient state encoding and reconstruction.
result Latent-EnSF outperforms traditional methods in accuracy, convergence, and efficiency for complex systems.

Spatio-temporal point process models play a central role in the analysis of spatially distributed systems in several disciplines. Yet, scalable inference remains computa- tionally challenging both due to the high resolution modelling generally required and the analytically intractable likelihood function. Here, we expl…

2013-05-17abs ↗pdf ↗

DFSOS improves sparse discriminant analysis for high-dimensional data.

problem Sparse discriminant analysis in high-dimensional settings with feature selection.
method Deflation-Free Sparse Optimal Scoring (DFSOS) using Bregman iteration and orthogonality-constrained optimization.
result DFSOS achieves comparable or better classification accuracy than deflation-based methods.

The paper tackles tensor factorization and completion from noisy data.

problem Sparse nonnegative tensor factorization and completion from partial and noisy observations.
method Minimizes the sum of maximum likelihood estimation and tensor 0\ell_0 norm with nonnegativity constraints.
result Error bounds and minimax lower bounds are established for the proposed model.

Given a collection of entities (or nodes) in a network and our intermittent observations of activities from each entity, an important problem is to learn the hidden edges depicting directional relationships among these entities. Here, we study causal relationships (excitations) that are realized by a multivariate Hawke…

2016-08-03abs ↗pdf ↗

LD-EnSF speeds up data assimilation with sparse observations.

problem Efficiently assimilate sparse and noisy data into complex dynamical systems.
method LD-EnSF uses latent dynamics networks and history-aware LSTM encoders to process sparse observations without full-space simulations.
result Achieves significant speedups over existing methods while maintaining high accuracy.

SDIFT generates full-field dynamics from sparse, irregular data.

problem Modeling and reconstructing physical dynamics from sparse, off-grid observations.
method SDIFT uses a functional Tucker model and sequential diffusion for generating full-field evolution from irregular sparse observations.
result Significant improvements in reconstruction accuracy and computational efficiency compared to state-of-the-art approaches.

Develops a new point process model for detecting neural spike sequences.

problem Detecting sparse sequences of neural spikes in high-dimensional spike trains.
method A point process model that represents sequence occurrences as marked events in continuous time, with learnable time warping parameters.
result Demonstrates improved detection and modeling of neural spike sequences.

Brain networks in fMRI are typically identified using spatial independent component analysis (ICA), yet mathematical constraints such as sparse coding and positivity both provide alternate biologically-plausible frameworks for generating brain networks. Non-negative Matrix Factorization (NMF) would suppress negative BO…

2016-07-01abs ↗pdf ↗

Entropy regularization improves interpretability of probabilistic clustering models.

problem Bayesian nonparametric mixture models often produce unbalanced cluster frequencies.
method Interpreting the posterior as penalized likelihood, entropy regularization reduces sparsely-populated clusters.
result The proposed entropy-regularized estimator enhances interpretability without sacrificing computational convenience.

We propose an expert-augmented actor-critic algorithm, which we evaluate on two environments with sparse rewards: Montezumas Revenge and a demanding maze from the ViZDoom suite. In the case of Montezumas Revenge, an agent trained with our method achieves very good results consistently scoring above 27,000 points (in ma…

2018-09-10abs ↗pdf ↗

New method for hyperparameter tuning in sparse matrix factorization.

problem Hyperparameter tuning in sparse matrix factorization.
method Numerical method based on evaluating the zero point of normalization factor in sparse matrix prior.
result Our method outperforms existing algorithms in ground-truth sparse matrix reconstruction.

FLASH-MAX predicts electromagnetic fields from sparse data in seconds.

problem Predicting homogeneous electromagnetic fields from sparse pointwise observations.
method Exact-by-construction neural network architecture that satisfies Maxwell's equations symbolically.
result FLASH-MAX achieves sub-1% relative validation error from 1K sparse observations in seconds.

Machine learning enhances ocean studies by analyzing sparse, multi-scale data.

problem Sparse, multi-scale ocean data limits traditional methods.
method Machine learning techniques applied to ocean observations, theory, and numerical simulations.
result ML can advance theoretical oceanographic exploration and numerical simulations.

Stochastic Sparse Subspace Clustering improves subspace clustering by reducing over-segmentation through dropout.

problem Over-segmentation in subspace clustering.
method Introducing dropout regularization to enforce denser connections between points from the same subspace.
result Stochastic Sparse Subspace Clustering effectively handles large datasets and reduces over-segmentation.

Gaussian Processes improve data interpolation from diverse experiments.

problem Interpolation of sparse and inconsistent datasets from various experiments.
method Used Gaussian Processes (GP) for data interpolation, including uncertainty quantification.
result GPs successfully interpolate data and quantify uncertainties, demonstrating consistency across different sources.