Research
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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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0111 · May 201319922001200920172026
3 results for “tuning-insensitive”
Pivotal Estimation of Linear Discriminant Analysis in High Dimensionsmath.ST

PANDA improves linear discriminant analysis in high dimensions with minimal tuning.

problem Linear discriminant analysis in high-dimensional settings.
method PANDA: a tuning-insensitive method for linear discriminant analysis.
result PANDA achieves optimal convergence rates in estimation error and misclassification rate.
linear discriminant analysishigh dimensionstuning-insensitiveoptimal convergencemisclassification rate
2023-09-18abs ↗pdf ↗
The flare Package for High Dimensional Linear Regression and Precision Matrix Estimation in Rstat.ML

A new R package for high-dimensional regression and precision matrix estimation.

problem High-dimensional linear regression and precision matrix estimation challenges.
method flare package implements various regression methods and extensions for sparse precision matrix estimation.
result The flare package is efficient and scalable for large problems.
R packagehigh dimensional regressionprecision matrix estimationalternating direction method of multiplierssparse precision matrix estimation
2020-06-27abs ↗pdf ↗