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.
Study ridge regression for non-identically distributed data with varying variances.
The paper analyzes ridge regression with random features for non-identically distributed data.
Gene expression levels in a population vary extensively across tissues. Such heterogeneity is caused by genetic variability and environmental factors, and is expected to be linked to disease development. The abundance of experimental data now enables the identification of features of gene expression profiles that are s…
Boundary effects inflate variance in Gaussian processes, leading to acquisition bias.
The paper analyzes high-dimensional kernel regression, showing different risk curves based on data and regularization.
Method selects number of communities in weighted networks.
We prove that if a geodesic metric measure space satisfies a comparison condition for isoperimetric profile and if the observable variance is maximal, then the space is foliated by minimal geodesics, where the observable variance is defined to be the supremum of the variance of 1-Lipschitz functions on the space. Our r…
Automated investment managers, or robo-advisors, have emerged as an alternative to traditional financial advisors. The viability of robo-advisors crucially depends on their ability to offer personalized financial advice. We introduce a novel framework, in which a robo-advisor interacts with a client to solve an adaptiv…
We propose Gaussian processes for signals over graphs (GPG) using the apriori knowledge that the target vectors lie over a graph. We incorporate this information using a graph- Laplacian based regularization which enforces the target vectors to have a specific profile in terms of graph Fourier transform coeffcients, fo…
Study optimal algorithms for recovering signals through inhomogeneous low-rank channels.
A method to produce personalized classification models to automatically review online dating profiles on Tinder is proposed, based on the user's historical preference. The method takes advantage of a FaceNet facial classification model to extract features which may be related to facial attractiveness. The embeddings fr…
A method to describe Riemann surfaces using graph profiles is proposed.
In cheminformatics, compound-target binding profiles has been a main source of data for research. For data repositories that only provide positive profiles, a popular assumption is that unreported profiles are all negative. In this paper, we caution audience not to take this assumption for granted, and present empirica…
Method controls extrapolation in prediction profiles for statistical and machine learning models.
Background: While machine learning (ML) models are rapidly emerging as promising screening tools in critical care medicine, the identification of homogeneous subphenotypes within populations with heterogeneous conditions such as pediatric sepsis may facilitate attainment of high-predictive performance of these prognost…
Research tackles investor confusion in ESG rankings, offering tailored strategies.
We equip many non compact non simply connected surfaces with smooth Riemannian metrics whose isoperimetric profile is smooth, a highly non generic property. The computation of the profile is based on a calibration argument, a rearrangement argument, the Bol-Fiala curvature dependent inequality, together with new result…
We introduce a spectrum of monotone coarse invariants for metric measure spaces called Poincaré profiles. The two extremes of this spectrum determine the growth of the space, and the separation profile as defined by Benjamini--Schramm--Timár. In this paper we focus on properties of the Poincaré profiles of groups with …
A new bandit strategy improves learning speed at the cost of accuracy.
Logarithmic separation profile in hyperbolic groups shows hierarchical structure.
Framework for continuous-time network data representation learning.
Framework detects shape shifts in functional profiles using Fréchet mean and shape invariant model.
The profile of a sample is the multiset of its symbol frequencies. We show that for samples of discrete distributions, profile entropy is a fundamental measure unifying the concepts of estimation, inference, and compression. Specifically, profile entropy a) determines the speed of estimating the distribution relative t…
Study quantifies how LLMs capture higher-order statistical structure using cumulant expansion.
Study compares isoperimetric profiles on manifolds with integral Ricci curvature bounds.
We introduce a generalisation of the well-known ARCH process, widely used for generating uncorrelated stochastic time series with long-term non-Gaussian distributions and long-lasting correlations in the (instantaneous) standard deviation exhibiting a clustering profile. Specifically, inspired by the fact that in a var…
There has been a rapid proliferation of machine learning/deep learning (ML) models and wide adoption of them in many application domains. This has made profiling and characterization of ML model performance an increasingly pressing task for both hardware designers and system providers, as they would like to offer the b…
Estimates lower bounds for isoperimetric profiles and improves on previous estimates for specific manifolds.
In the context of sub-Riemannian Heisenberg groups Hn, n \geq 1, we shall study Isoperimetric Profiles, which are closed compact hypersurfaces having constant horizontal mean curvature, very similar to ellipsoids. Our main goal is to study the stability of Isoperimetric Profiles.
Paper describes profiles of multivariate normal distributions and novel estimators for mutual information.
Non-Negative Matrix Factorization, NMF, attempts to find a number of archetypal response profiles, or parts, such that any sample profile in the dataset can be approximated by a close profile among these archetypes or a linear combination of these profiles. The non-negativity constraint is imposed while estimating arch…
Investing in cryptocurrencies can improve portfolio risk-return profile, especially with diversification strategies.
Random layer-wise pruning profiles are as effective as metric-based ones for various datasets.
Study lampshuffler groups' isoperimetric profiles, refining previous estimates.
Proposes a method for valid inference in GPLSIMs with longitudinal data.
The study analyzes how large language models form and express investor risk profiles.
A new framework for adaptive behavior using reusable value profiles.
It is shown that, in dimensions , isoperimetric profiles of compact real analytic Riemannian manifolds are semi-analytic.
Study applies HRP to Latin American markets, showing smoother risk-return profile.
The hypercube's perimeter is significantly larger than expected near half volume.
The first known example of a complete Riemannian manifold whose isoperimetric profile is discontinuous is given.
With the maturation of metabolomics science and proliferation of biobanks, clinical metabolic profiling is an increasingly opportunistic frontier for advancing translational clinical research. Automated Machine Learning (AutoML) approaches provide exciting opportunity to guide feature selection in agnostic metabolic pr…
We study the shape of inflated surfaces introduced in \cite{B1} and \cite{P1}. More precisely, we analyze profiles of surfaces obtained by inflating a convex polyhedron, or more generally an almost everywhere flat surface, with a symmetry plane. We show that such profiles are in a one-parameter family of curves which w…
Develops a method to disaggregate aerosol optical depth into vertical extinction profiles.
We propose a new class of structured methods for Monte Carlo (MC) sampling, called DPPMC, designed for high-dimensional nonisotropic distributions where samples are correlated to reduce the variance of the estimator via determinantal point processes. We successfully apply DPPMCs to problems involving nonisotropic distr…
We show that there is a complete connected 2-dimensional Riemannian manifold with discontinuous isoperimetric profile, answering a question of Nardulli and Pansu.
Order submission and cancellation are two constituent actions of stock trading behaviors in order-driven markets. Order submission dynamics has been extensively studied for different markets, while order cancellation dynamics is less understood. There are two positions associated with a cancellation, that is, the price…
A comparison theorem for the isoperimetric profile on the universal cover of surfaces evolving by normalised Ricci flow is proven. For any initial metric, a model comparison is constructed that initially lies below the profile of the initial metric and which converges to the profile of the constant curvature metric. Th…