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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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114229343457 · Jun 202019922001200920172026
48 results for tensor-variate analysis

Improved image learning using elliptically contoured tensor-variate distributions.

problem Inadequate statistical analysis for tensor-valued data, especially with heavier or lighter tails.
method Developed a family of elliptically contoured tensor-variate distributions and derived their properties and procedures for estimation.
result Tensor-variate classification rules and tensor-on-tensor regression better predict and characterize data than TVN-based methods.

Extends multivariate regression for tensor-variate data, identifying brain regions and facial characteristics.

problem Challenges in fitting regression models with multivariate responses and covariates.
method Low-rank tensor formats on regression coefficients and tensor-variate normal distribution for errors.
result Maximum likelihood estimators for tensor-on-tensor regression via block-relaxation algorithms.

MSFA clusters high-dimensional spatial data using spline-based covariance structures.

problem Clustering high-dimensional spatial data with flexible covariance structures.
method Mixture of spatial factor analyzers with spline-based covariance and matrix variate factor analyzers for dimensionality reduction.
result Proposed models accurately infer and differentiate distinct spatial patterns in tensor-variate data.

tvGP-VAE models tensor-valued latent variables with Gaussian processes for better data structure representation.

problem Agnostic latent variables in VAEs ignore data structure correlations.
method Proposes tensor-variate Gaussian process prior for variational autoencoder.
result Explicitly modeling correlation structures improves model performance in reconstruction.

A multi-way factor analysis model is introduced for tensor-variate data of any order. Each data item is represented as a (sparse) sum of Kruskal decompositions, a Kruskal-factor analysis (KFA). KFA is nonparametric and can infer both the tensor-rank of each dictionary atom and the number of dictionary atoms. The model …

2016-12-08abs ↗pdf ↗

SG-PALM learns interpretable tensor models for high-dimensional data.

problem Learning interpretable tensor models for high-dimensional data.
method SG-PALM combines Sylvester generative model and fast proximal alternating linearized minimization.
result SG-PALM converges linearly to global optimum and scales to high dimensions.

TEAFormers preserve multi-dimensional time series structures for better forecasting.

problem Traditional Transformers flatten multi-dimensional time series data, losing critical multi-dimensional relationships.
method Tensor-Augmented Transformer (TEAFormer) with Tensor-Augmentation (TEA) module.
result Significant performance enhancements in time series forecasting across benchmarks.

This paper introduces compositional data analysis for financial ratios, improving industry-level analysis.

problem Statistical issues with standard financial ratios at industry level.
method Compositional data analysis techniques for financial ratios.
result Improved analysis of financial ratios using compositional data methods.

Paper combines geometry and time-series analysis for spatiotemporal data.

problem Multivariate time-series data from multiple sensors.
method Combines manifold learning, Riemannian geometry, and spectral analysis.
result Proposes Riemannian multi-resolution analysis (RMRA) for dynamic mode extraction.

In this paper the exact linear relation between the leading eigenvectors of the modularity matrix and the singular vectors of an uncentered data matrix is developed. Based on this analysis the concept of a modularity component is defined, and its properties are developed. It is shown that modularity component analysis …

2015-10-19abs ↗pdf ↗

This paper investigates to identify the requirement and the development of machine learning-based mobile big data analysis through discussing the insights of challenges in the mobile big data (MBD). Furthermore, it reviews the state-of-the-art applications of data analysis in the area of MBD. Firstly, we introduce the …

2018-08-02abs ↗pdf ↗

Interactive DR framework for comparing datasets.

problem Limited flexibility in existing DR methods for comparative analysis.
method Unified linear comparative analysis (ULCA) with interactive optimization and visualization.
result ULCA and optimization algorithm improve comparative analysis efficiency and flexibility.

Proposes a multivariate regression model for better analysis of multiple datasets.

problem Insufficient performance of single-dataset analysis in integrative studies.
method Sparse estimation for variable and group selection, alternating direction method of multipliers algorithm.
result Demonstrated improved performance through simulations and real data analysis.

This study analyzes data science vocabulary changes over 13 years.

problem Understanding evolution of data science terms over time.
method Exploratory Data Analysis, Latent Semantic Analysis, Latent Dirichlet Analysis, N-grams Analysis.
result Identified new vocabulary and its incorporation into scientific literature.

FinSphere improves stock analysis quality with AI and expert-curated data.

problem Lack of objective evaluation metrics and depth in stock analysis by FinLLMs.
method Developed AnalyScore, curated Stocksis dataset, and FinSphere AI agent.
result FinSphere outperforms general and domain-specific LLMs in generating high-quality stock analysis reports.

This study examines whether PCA can effectively identify nitrogen pollution sources in rivers.

problem Identifying pollution sources in rivers for effective environmental management.
method Principal Component Analysis and its modifications, along with Independent Component Analysis and Factor Analysis, are applied to nitrogen pollution source identification.
result PCA and related techniques can be powerful tools for uncovering nitrogen pollution sources in rivers.

Paper introduces probabilistic methods to approximate archetypal analysis, reducing complexity.

problem Inherent computational complexity of archetypal analysis limits its practical applicability.
method Two preprocessing techniques: dimensionality reduction and representation cardinality reduction, using probabilistic geometry.
result The method effectively reduces scaling and provides near-optimal solutions for prediction errors.

We present a unifying framework which reduces the construction of probabilistic component analysis techniques to a mere selection of the latent neighbourhood, thus providing an elegant and principled framework for creating novel component analysis models as well as constructing probabilistic equivalents of deterministi…

2013-03-13abs ↗pdf ↗

Deep learning techniques are rapidly advanced recently, and becoming a necessity component for widespread systems. However, the inference process of deep learning is black-box, and not very suitable to safety-critical systems which must exhibit high transparency. In this paper, to address this black-box limitation, we …

2019-03-13abs ↗pdf ↗

In this paper, we explore the effectiveness of dynamic analysis techniques for identifying malware, using Hidden Markov Models (HMMs) and Profile Hidden Markov Models (PHMMs), both trained on sequences of API calls. We contrast our results to static analysis using HMMs trained on sequences of opcodes, and show that dyn…

2019-01-06abs ↗pdf ↗

Improved LDA method for better classification and dimensionality reduction.

problem Improving linear discriminant analysis for better classification performance.
method Integrates spectrally-corrected covariance matrix and regularized discriminant analysis.
result SRLDA has a linear classification global optimal solution under spiked model assumption.

CDVI improves variational inference for survival analysis by considering censoring mechanisms.

problem Challenges in applying variational methods to survival data, especially the dependence on censoring.
method Censor-dependent variational inference (CDVI) tailored for latent variable models in survival analysis.
result Significant improvements in estimating individual survival distributions.

The kernel matrix used in kernel methods encodes all the information required for solving complex nonlinear problems defined on data representations in the input space using simple, but implicitly defined, solutions. Spectral analysis on the kernel matrix defines an explicit nonlinear mapping of the input data represen…

2018-12-14abs ↗pdf ↗

Prototypal analysis is introduced to overcome two shortcomings of archetypal analysis: its sensitivity to outliers and its non-locality, which reduces its applicability as a learning tool. Same as archetypal analysis, prototypal analysis finds prototypes through convex combination of the data points and approximates th…

2017-01-31abs ↗pdf ↗

Paper proposes FinAR-Bench to evaluate LLMs in financial analysis tasks.

problem Inaccurate financial analysis by LLMs leading to investment and regulatory issues.
method Proposes FinAR-Bench, a benchmark dataset with three steps: key info extraction, financial indicator calculation, and logical reasoning.
result LLMs perform better in key info extraction and indicator calculation but struggle with logical reasoning.

These are lecture notes for the course "Analysis and X-ray tomography". The course is a broad overview of various tools in analysis that can be used to study X-ray tomography. The focus is on tools and ideas, not so much on technical details and minimal assumptions. Only very basic functional analysis is assumed as bac…

2017-11-15abs ↗pdf ↗

We investigate the difference between using an 1\ell_1 penalty versus an 1\ell_1 constraint in generalized eigenvalue problems, such as principal component analysis and discriminant analysis. Our main finding is that an 1\ell_1 penalty may fail to provide very sparse solutions; a severe disadvantage for variable sel…

2014-10-22abs ↗pdf ↗

Can textual data be compressed intelligently without losing accuracy in evaluating sentiment? In this study, we propose a novel evolutionary compression algorithm, PARSEC (PARts-of-Speech for sEntiment Compression), which makes use of Parts-of-Speech tags to compress text in a way that sacrifices minimal classification…

2017-09-20abs ↗pdf ↗

This paper deals with various topics in analysis on hyperbolic spaces. It surveys some recent progress in non-Euclidean Fourier Analysis and proves some new results for the geodesic Radon transform on hyperbolic spaces.

2004-11-18abs ↗pdf ↗