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.
This work improves sample efficiency in meta-learning for nonlinear tasks.
New method reduces high-dimensional data to key features.
ProSub uses angles in feature space to classify data as in- or out-of-distribution.
Deep ensembles have been empirically shown to be a promising approach for improving accuracy, uncertainty and out-of-distribution robustness of deep learning models. While deep ensembles were theoretically motivated by the bootstrap, non-bootstrap ensembles trained with just random initialization also perform well in p…
In this work, we propose a subspace-based algorithm for DOA estimation which iteratively reduces the disturbance factors of the estimated data covariance matrix and incorporates prior knowledge which is gradually obtained on line. An analysis of the MSE of the reshaped data covariance matrix is carried out along with c…
Spectral Method is a commonly used scheme to cluster data points lying close to Union of Subspaces by first constructing a Random Geometry Graph, called Subspace Clustering. This paper establishes a theory to analyze this method. Based on this theory, we demonstrate the efficiency of Subspace Clustering in fairly broad…
A new method for anomaly detection using random subspaces and Gaussian mixture models.
Error-robust multi-view clustering tackles noisy data across multiple sources.
Rare data in a large-scale database are called outliers that reveal significant information in the real world. The subspace-based outlier detection is regarded as a feasible approach in very high dimensional space. However, the outliers found in subspaces are only part of the true outliers in high dimensional space, in…
Text classification has become indispensable due to the rapid increase of text in digital form. Over the past three decades, efforts have been made to approach this task using various learning algorithms and statistical models based on bag-of-words (BOW) features. Despite its simple implementation, BOW features lack se…
A new method tackles bilevel optimization using Lanczos process for efficient hyper-gradient computation.
New Krylov subspace methods speed up mixed-effects models with crossed random effects.
Subspace clustering (SC) refers to the problem of clustering high-dimensional data into a union of low-dimensional subspaces. Based on spectral clustering, state-of-the-art approaches solve SC problem within a two-stage framework. In the first stage, data representation techniques are applied to draw an affinity matrix…
ALPCAHUS clusters data from multiple subspaces with varying noise.
Physics-based framework improves building energy forecasting.
LOFT separates subspace rotation and transformation for orthogonal fine-tuning.
A new method compresses NLP networks by using multiple subspaces instead of a single one.
Unified multi-view learning framework using OPLS with regularization and deep extensions.
PCA adapted for curved spaces improves data analysis.
Random projections are able to perform dimension reduction efficiently for datasets with nonlinear low-dimensional structures. One well-known example is that random matrices embed sparse vectors into a low-dimensional subspace nearly isometrically, known as the restricted isometric property in compressed sensing. In th…
New CRB derived for curved models using extrinsic geometry.
This paper studies the problem of data-adaptive representations for big, distributed data. It is assumed that a number of geographically-distributed, interconnected sites have massive local data and they are interested in collaboratively learning a low-dimensional geometric structure underlying these data. In contrast …
Hyperspectral remote sensing images (HSIs) usually have high spectral resolution and low spatial resolution. Conversely, multispectral images (MSIs) usually have low spectral and high spatial resolutions. The problem of inferring images which combine the high spectral and high spatial resolutions of HSIs and MSIs, resp…
This paper discusses a new type of discriminant analysis based on the orthogonal projection of data onto a generalized difference subspace (GDS). In our previous work, we have demonstrated that GDS projection works as the quasi-orthogonalization of class subspaces, which is an effective feature extraction for subspace …
Improved Bandit PCA with optimal regret bound.
The main goal of this paper is to study the geometric structures associated with the representation of tensors in subspace based formats. To do this we use a property of the so-called minimal subspaces which allows us to describe the tensor representation by means of a rooted tree. By using the tree structure and the d…
Geometric approach combines asset returns and investor views for better portfolio optimization.
Paper proposes an alternative method to price American options using HJM approach.
We study inference and learning based on a sparse coding model with `spike-and-slab' prior. As in standard sparse coding, the model used assumes independent latent sources that linearly combine to generate data points. However, instead of using a standard sparse prior such as a Laplace distribution, we study the applic…
Quantum machine learning: Adiabatic quantum SVM outperforms classical methods.
We develop a semi-analytic approach to the valuation of auto-callable structures with accrual features subject to barrier conditions. Our approach is based on recent studies of multi-assed binaries, present in the literature. We extend these studies to the case of time-dependent parameters. We compare numerically the s…
Two ML approaches learn local volatility surfaces from option prices, with GP being arbitrage-free.
This paper critiques the Standardized Measurement Approach (SMA) for operational risk and recommends maintaining Advanced Measurement Approach (AMA).
Distributed Acoustic Sensing (DAS) using fiber optic cables is a promising new technology for pipeline monitoring and protection. In this work, we applied and compared two approaches for event detection using DAS: Classic machine learning approach and the approach based on image processing and deep learning. Although w…
A new Euclidean approach reveals the pentagram map's beauty.
Two approaches extend knowledge distillation to Gaussian Processes, showing relationships to existing methods.
We discuss the relative merits of optimistic and randomized approaches to exploration in reinforcement learning. Optimistic approaches presented in the literature apply an optimistic boost to the value estimate at each state-action pair and select actions that are greedy with respect to the resulting optimistic value f…
Classical approaches for approximate inference depend on cleverly designed variational distributions and bounds. Modern approaches employ amortized variational inference, which uses a neural network to approximate any posterior without leveraging the structures of the generative models. In this paper, we propose Amorti…
Online boosting method improves weak to strong learner.
Predicting potential credit default accounts in advance is challenging. Traditional statistical techniques typically cannot handle large amounts of data and the dynamic nature of fraud and humans. To tackle this problem, recent research has focused on artificial and computational intelligence based approaches. In this …
In this paper, we present a new wrapper feature selection approach based on Jensen-Shannon (JS) divergence, termed feature selection with maximum JS-divergence (FSMJ), for text categorization. Unlike most existing feature selection approaches, the proposed FSMJ approach is based on real-valued features which provide mo…
Two new methods for option pricing without or with a riskless asset.
An integrated and extendable approach for stress-testing loan portfolios
Bayesian symbolic regression automates model discovery from data.
Common Representation Learning (CRL), wherein different descriptions (or views) of the data are embedded in a common subspace, is receiving a lot of attention recently. Two popular paradigms here are Canonical Correlation Analysis (CCA) based approaches and Autoencoder (AE) based approaches. CCA based approaches learn …
Two approaches detect EV charging patterns at stations.
Recently, Nyström method has proved its prominence empirically and theoretically in speeding up the training of kernel machines while retaining satisfactory performances and accuracy. So far, there are several different approaches proposed to exploit Nyström method in scaling up kernel machines. However, there is no co…
The floating body approach to affine surface area is adapted to a holomorphic context providing an alternate approach to Fefferman's invariant hypersurface measure.