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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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48 results for spectral package

A Python package solves source duplication in single channel LVMs using spectral regularisation.

problem Source duplication in LVMs hampers their practical use in single channel applications.
method Spectral regularisation term added to address source duplication issue.
result Spectral regularisation framework enables easier investigation and utilisation of LVMs.

Analyzes a finite set of metrics and functions to determine manifold torsion.

problem Determining the torsion of a manifold from a finite set of metrics and functions.
method Introduces a finite set of analytic quantities derived from a Riemannian metric and Morse function, which determine the torsion of the manifold.
result The virtually small spectral package determines the torsion of the manifold, analogous to calculating the Euler-Poincaré characteristic.

Python package for estimating Hurst exponent in fBm.

problem Estimating Hurst exponent in fractional Brownian motion.
method Whittle's likelihood method applied to fractional Gaussian noise.
result Implementation achieves state-of-the-art accuracy and speed.

Learning a graph with a specific structure is essential for interpretability and identification of the relationships among data. It is well known that structured graph learning from observed samples is an NP-hard combinatorial problem. In this paper, we first show that for a set of important graph families it is possib…

2019-09-24abs ↗pdf ↗

Spectral clustering has been one of the widely used methods for community detection in networks. However, large-scale networks bring computational challenges to the eigenvalue decomposition therein. In this paper, we study the spectral clustering using randomized sketching algorithms from a statistical perspective, whe…

2020-01-20abs ↗pdf ↗

Continuing the previous work, we propose a further extension of the structure equation for a truncated CMC hierarchy by the non-commuting, truncated Virasoro algebra of non-local symmetries. Via a canonical dressing transformation, we first define a wave function for the CMC hierarchy. This leads to a pair of additiona…

2014-08-14abs ↗pdf ↗

Randomized spectral co-clustering speeds up large-scale directed networks.

problem Co-clustering directed networks efficiently for large-scale data.
method Randomized spectral co-clustering algorithms using random-projection and random-sampling techniques.
result Theoretical and numerical validation of approximation and misclustering error rates.

R package innsight interprets deep neural networks predictions.

problem Interpreting predictions of deep neural networks.
method Unified and user-friendly framework implementing feature attribution methods for neural networks, independent of deep learning library.
result Offers a variety of visualization tools for tabular, signal, image data or a combination.

Higher-order tensors have received increased attention across science and engineering. While most tensor decomposition methods are developed for a single tensor observation, scientific studies often collect side information, in the form of node features and interactions thereof, together with the tensor data. Such data…

2019-10-21abs ↗pdf ↗

The public package registry npm is one of the biggest software registry. With its 216 911 software packages, it forms a big network of software dependencies. In this paper we evaluate various methods for finding similar packages in the npm network, using only the structure of the graph. Namely, we want to find a way of…

2016-02-11abs ↗pdf ↗

Random Forests [Breiman:2001] (RF) are a fully non-parametric statistical method requiring no distributional assumptions on covariate relation to the response. RF are a robust, nonlinear technique that optimizes predictive accuracy by fitting an ensemble of trees to stabilize model estimates. The randomForestSRC packag…

2015-01-28abs ↗pdf ↗

In most sampling algorithms, including Hamiltonian Monte Carlo, transition rates between states correspond to the probability of making a transition in a single time step, and are constrained to be less than or equal to 1. We derive a Hamiltonian Monte Carlo algorithm using a continuous time Markov jump process, and ar…

2015-09-13abs ↗pdf ↗

This paper conducts an empirically study on the trade package composed of a sequence of consecutive purchases or sales of 23 stocks in Chinese stock market. We investigate the probability distributions of the execution time, the number of trades and the total trading volume of trade packages, and analyze the possible s…

2011-03-08abs ↗pdf ↗

bnlearn is an R package which includes several algorithms for learning the structure of Bayesian networks with either discrete or continuous variables. Both constraint-based and score-based algorithms are implemented, and can use the functionality provided by the snow package to improve their performance via parallel c…

2009-08-26abs ↗pdf ↗

The book "Handbook of Finsler geometry" has been included with a CD containing an elegant Maple package, FINSLER, for calculations in Finsler geometry. Using this package, an example concerning a Finsler generalization of Einstein's vacuum field equations was treated. In this example, the calculation of the components …

2013-06-04abs ↗pdf ↗

Learning graphical models from data is an important problem with wide applications, ranging from genomics to the social sciences. Nowadays datasets often have upwards of thousands---sometimes tens or hundreds of thousands---of variables and far fewer samples. To meet this challenge, we have developed a new R package ca…

2017-03-11abs ↗pdf ↗

BKP R package models spatially varying binomial probabilities efficiently.

problem Modeling spatially varying binomial probabilities efficiently.
method Beta Kernel Process (BKP) combining localized kernel-weighted likelihoods with conjugate beta priors.
result Closed-form posterior inference without requiring latent variables or intensive MCMC sampling.

Package {mlr3spatiotempcv} simplifies spatiotemporal resampling methods in R.

problem Assessing and tuning spatial and spatiotemporal machine learning models.
method Integrates various spatiotemporal resampling methods into the {mlr3} framework.
result Provides a consistent interface for spatiotemporal resampling methods.

ODTLearn learns optimal decision trees for predictive and prescriptive tasks.

problem Learning optimal decision trees for high-stakes predictive and prescriptive tasks.
method Mixed-integer optimization framework and object-oriented design.
result Implementation of optimal decision trees for various tasks.