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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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154308462616 · Jun 202019922001200920172026
48 results for structured regression

Enhances tensor regression for interpretability and performance.

problem Interpreting and modeling multidimensional tensor data with structural heterogeneity.
method Generalized Nonnegative Structured Kruskal Tensor Regression (NS-KTR) with hybrid regularization and nonnegativity constraints.
result NS-KTR outperforms conventional methods in synthetic and real hyperspectral datasets.

A new graph-based approach for estimating complex data with manifold structure.

problem Regression of large-scale, complex data with underlying geometric structure and noises.
method Constructing a skeleton graph to capture geometric structure, defining metrics, and applying nonparametric regression.
result Statistical guarantees and effectiveness demonstrated through simulations and real data examples.

FaStR improves scalability for time-aware RS with varying coefficients.

problem Limited applicability of structured regression models to large-scale data with categorical effects and many interactions.
method Combines structured additive regression and factorization approaches in a neural network-based model implementation.
result FaStR scales better and performs competitively with other time-aware RS in prediction performance.

Deep P-Spline automates DNN structure selection for complex regression problems.

problem Challenges in selecting optimal network structures for DNNs.
method Linking neuron selection to knot placement in basis expansion techniques, introducing a difference penalty for automated knot selection.
result Deep P-Spline extends model class and forms a latent variable modeling framework with theoretical guarantees.

Develops experimental design for discovering missing physics in bioreactors.

problem Discovering missing physics in incomplete model structures of process systems.
method Combines universal differential equations and symbolic regression with sequential experimental design.
result Successfully recovered true model structure of a bioreactor using machine learning techniques.

A successful approach to structured learning is to write the learning objective as a joint function of linear parameters and inference messages, and iterate between updates to each. This paper observes that if the inference problem is "smoothed" through the addition of entropy terms, for fixed messages, the learning ob…

2014-07-03abs ↗pdf ↗

The paper improves GP regression for sparse sensor data in structural mode shape reconstruction.

problem Reconstructing full-field structural mode shapes from sparse sensor data.
method Physics-Constrained Single-Output Gaussian Process (CONS-SOGP) framework.
result The proposed method provides more accurate and reliable mode shapes.

This paper extends neural collapse to regression problems, revealing key features and structures.

problem Understanding the structure learned by deep neural networks in regression tasks.
method Established Neural Regression Collapse (NRC) across different models, analyzing feature and weight alignments.
result Deep neural regression models exhibit a collapsed feature space, aligning with target dimensions and covariances.

Bayesian framework for sphere regression using Gaussian fields.

problem Nonparametric regression on the sphere with Gaussian priors.
method Isotropic Gaussian field priors, harmonic structure, exact posterior distributions, optimal spectral truncation, posterior contraction rates.
result Sharp posterior contraction rates for Gaussian priors with polynomially decaying angular power spectra.

Nash integrates covariate-specific side info into sparse regression via neural networks.

problem Sparse linear regression struggles with covariates exhibiting structure or coming from heterogeneous sources.
method Neural Adaptive Shrinkage (Nash) framework that integrates side information into sparse regression via neural networks. Uses split variational empirical Bayes algorithm.
result Nash improves accuracy and adaptability over existing methods in real data experiments.

Proposes a neural network for contextual regression.

problem Improving model efficiency and interpretability in regression with contextual features.
method Simple contextual neural network (SCtxtNN) that separates context identification from context-specific regression.
result SCtxtNN achieves lower excess mean squared error and more stable performance than feed-forward neural networks.

A new method for linear regression using feature graphs and hierarchical shrinkage.

problem Estimating robust parameters for linear regression models.
method Hierarchical Feature Regression (HFR) estimator that constructs a supervised feature graph to shrink parameters towards group targets.
result Demonstrates good predictive accuracy and versatility compared to other regularization techniques.

A new Gaussian process regression method infers implicit manifold structure from data.

problem Scaling Gaussian process regression to high-dimensional data.
method Proposes a fully differentiable Gaussian process regression technique that infers implicit manifold structure from data.
result Improves predictive performance and calibration of standard Gaussian process regression in high-dimensional settings.

Tensor Neural Networks improve regression accuracy and efficiency.

problem Nonparametric regression problems with complex, high-dimensional functions.
method Integrates statistical regression and numerical integration within a tensor neural network framework.
result Superior performance in approximation accuracy and generalization capacity compared to FFNs and RBNs.

Reduced-rank method improves least-squares regression under output regularity.

problem Least-squares regression with infinite dimensional outputs.
method Reduced-rank method for solving least-squares problems with output regularity assumptions.
result Learning bounds and improved statistical performance compared to full-rank method.

Novel Fréchet regression method handles errors-in-variables with low-rank covariates.

problem Regression with noisy and limited covariate data.
method Combines global Fréchet regression and principal component regression for low-rank structure.
result Improved efficiency and accuracy in high-dimensional and noisy data settings.

Develops a Bayesian framework for symbolic regression of scientific expressions.

problem Lack of principled uncertainty quantification and interpretability in existing symbolic regression methods.
method Hierarchical Bayesian framework with tree-structured symbolic expressions and Markov chain Monte Carlo inference.
result Robust performance on various datasets, including single-atom catalysis.

This paper studies statistical estimation in optional regression models.

problem Estimating parameters in regression models with optional semimartingale processes.
method Structural least squares (LS) estimates and their sequential versions.
result Strong consistency of LS-estimates and fixed accuracy of sequential LS-estimates.

Ridge regression analysis under varying sample size and dimensionality.

problem Prediction error analysis in asymptotic ridge regression.
method Characterization of prediction error based on covariance and parameter structure.
result Interpolation can be optimal even with bounded SNR if true parameter coefficients are larger on high-variance directions.

Metrics assess uncertainty structure and distribution for regression models.

problem Quantifying uncertainty in high-dimensional and nonlinear regression tasks.
method Two bounded comparison metrics for uncertainty structure and distribution.
result DNNs and DNOs provide encouraging uncertainty metric values in high dimensions.

This work analyzes how transformers learn common linear regression tasks.

problem Understanding how in-context learning operates in real-world applications with common task structures.
method Analyzing a linear attention model trained on low-rank regression tasks.
result Statistical fluctuations in finite pre-training data induce an implicit regularization, leading to a sharp phase transition in generalization error.

Deep neural nets can estimate regression with dependent data without the curse of dimensionality.

problem Regression with dependent data and structural assumptions on the regression function.
method Deep recurrent neural network estimate under suitable structural assumptions.
result Deep neural nets can circumvent the curse of dimensionality for regression with dependent data.

Localized transfer learning improves nonparametric regression performance.

problem Improving nonparametric regression performance on target tasks.
method Localized transfer learning framework that models heterogeneity and partition covariate space into cells.
result Sharp minimax rates show local transfer mitigates the curse of dimensionality.

We study the problem of learning a sparse linear regression vector under additional conditions on the structure of its sparsity pattern. This problem is relevant in machine learning, statistics and signal processing. It is well known that a linear regression can benefit from knowledge that the underlying regression vec…

2010-10-04abs ↗pdf ↗

Paper proposes an algorithm to reconstruct optimal model structure from graph adjacency matrix.

problem Optimal model structure reconstruction from weighted colored graph adjacency matrix.
method Uses prize-collecting Steiner tree algorithm to reconstruct minimum spanning tree.
result Demonstrates the effectiveness of the prize-collecting Steiner tree algorithm for model structure reconstruction.

Modal regression estimates the local modes of the distribution of YY given X=xX=x, instead of the mean, as in the usual regression sense, and can hence reveal important structure missed by usual regression methods. We study a simple nonparametric method for modal regression, based on a kernel density estimate (KDE) of …

2014-12-04abs ↗pdf ↗

Transformer attention layers solve single-location regression tasks.

problem Understanding token-wise sparsity and internal linear representations in attention-based models.
method Introduce single-location regression task and a simplified predictor based on self-attention layers.
result Transformer attention layers are asymptotically Bayes optimal and can learn underlying structures effectively.

Lecture notes on advanced linear regression methods.

problem Understanding the properties of linear regression estimators in high dimensions.
method Proposition-proof exploration of least squares, ridgeless, ridge, and lasso estimators.
result Detailed analysis of the existence, uniqueness, relations, computation, and non-asymptotic properties of these estimators.

New method for scalable inference in large-scale regression models with complex error structures.

problem Challenges in statistical inference for large-scale regression models with dependent errors.
method Generalized Method of Wavelet Moments with Exogenous variables (GMWMX).
result Statistical validity and scalability of GMWMX for linear models with complex error structures.

We study the following three fundamental problems about ridge regression: (1) what is the structure of the estimator? (2) how to correctly use cross-validation to choose the regularization parameter? and (3) how to accelerate computation without losing too much accuracy? We consider the three problems in a unified larg…

2019-10-06abs ↗pdf ↗

Physics-informed model predicts beam stiffness and monitors structural health.

problem Predicting and monitoring the stiffness of Euler-Bernoulli beams.
method Physics-informed Gaussian process model using the Euler-Bernoulli beam equation.
result Model accurately predicts bending stiffness and detects structural damage.