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.
Efficient methods for sparse random projections improve classification accuracy in very high-dimensional data.
In general, the clustering problem is NP-hard, and global optimality cannot be established for non-trivial instances. For high-dimensional data, distance-based methods for clustering or classification face an additional difficulty, the unreliability of distances in very high-dimensional spaces. We propose a distance-ba…
The paper explains how ReLU nets converge globally in high dimensions without strict assumptions.
We present new findings in regard to data analysis in very high dimensional spaces. We use dimensionalities up to around one million. A particular benefit of Correspondence Analysis is its suitability for carrying out an orthonormal mapping, or scaling, of power law distributed data. Power law distributed data are foun…
We present a very fast algorithm for general matrix factorization of a data matrix for use in the statistical analysis of high-dimensional data via latent factors. Such data are prevalent across many application areas and generate an ever-increasing demand for methods of dimension reduction in order to undertake the st…
In this paper we consider the problem of clustering collections of very short texts using subspace clustering. This problem arises in many applications such as product categorisation, fraud detection, and sentiment analysis. The main challenge lies in the fact that the vectorial representation of short texts is both hi…
Novel tests for genetic independence in high-dimensional data.
A fast method for finding counterfactual explanations for decision forests.
Tensorized random projections reduce high-dimensional tensor size efficiently.
We introduce a method to learn a hierarchy of successively more abstract representations of complex data based on optimizing an information-theoretic objective. Intuitively, the optimization searches for a set of latent factors that best explain the correlations in the data as measured by multivariate mutual informatio…
Performing signal processing tasks on compressive measurements of data has received great attention in recent years. In this paper, we extend previous work on compressive dictionary learning by showing that more general random projections may be used, including sparse ones. More precisely, we examine compressive K-mean…
Survey of embedding methods for high-dimensional and network data.
A model learns causal representations from high-dimensional data.
A new method classifies high-dimensional images with minimal labels using diffusion geometry.
Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion methods often assume a simple uniform missing mechanism. In this work, we study ma…
In this note we would like to present "an analysts' point of view" on the Nash-Kuiper theorem and in particular highlight the very close connection to some aspects of turbulence -- a paradigm example of a high-dimensional phenomenon.
SSNL improves simulation-based inference for high-dimensional data.
In the recent years more and more high-dimensional data sets, where the number of parameters is high compared to the number of observations or even larger, are available for applied researchers. Boosting algorithms represent one of the major advances in machine learning and statistics in recent years and are su…
SparseChem speeds up ML for small molecules.
Class prediction is an important application of microarray gene expression data analysis. The high-dimensionality of microarray data, where number of genes (variables) is very large compared to the number of samples (obser- vations), makes the application of many prediction techniques (e.g., logistic regression, discri…
Paper evaluates and improves private feature selection methods.
Cluster analysis of very high dimensional data can benefit from the properties of such high dimensionality. Informally expressed, in this work, our focus is on the analogous situation when the dimensionality is moderate to small, relative to a massively sized set of observations. Mathematically expressed, these are the…
The paper analyzes how re-weighting helps in reducing variance in high-dimensional kernel methods under covariate shifts.
SVM and linear regression models coincide in high dimensions.
A good measure of similarity between data points is crucial to many tasks in machine learning. Similarity and metric learning methods learn such measures automatically from data, but they do not scale well respect to the dimensionality of the data. In this paper, we propose a method that can learn efficiently similarit…
Proposes efficient deep causal generative models for high-dimensional causal inference.
We propose a vector auto-regressive (VAR) model with a low-rank constraint on the transition matrix. This new model is well suited to predict high-dimensional series that are highly correlated, or that are driven by a small number of hidden factors. We study estimation, prediction, and rank selection for this model in …
Paper develops a novel approach for classifying high-dimensional mixed data.
In this paper we propose a cyclical coordinate descent (CCD) algorithm for solving high dimensional risk parity problems. We show that this algorithm converges and is very fast even with large covariance matrices (n > 500). Comparison with existing algorithms also shows that it is one of the most efficient algorithms.
Canonical correlation analysis (CCA) is a technique to find statistical dependencies between a pair of multivariate data. However, its application to high dimensional data is limited due to the resulting time complexity. While the conventional CCA algorithm requires polynomial time, we have developed an algorithm that …
Paper develops KMS Wasserstein for high-dimensional data reduction.
Proposes a method to visualize finer cluster structures in high-dimensional data.
Consider observation data, comprised of n observation vectors with values on a set of attributes. This gives us n points in attribute space. Having data structured as a tree, implied by having our observations embedded in an ultrametric topology, offers great advantage for proximity searching. If we have preprocessed d…
Distance weighted discrimination (DWD) was originally proposed to handle the data piling issue in the support vector machine. In this paper, we consider the sparse penalized DWD for high-dimensional classification. The state-of-the-art algorithm for solving the standard DWD is based on second-order cone programming, ho…
Many emerging use cases of data mining and machine learning operate on large datasets with data from heterogeneous sources, specifically with both sparse and dense components. For example, dense deep neural network embedding vectors are often used in conjunction with sparse textual features to provide high dimensional …
Due to the increasing availability of high-dimensional empirical applications in many research disciplines, valid simultaneous inference becomes more and more important. For instance, high-dimensional settings might arise in economic studies due to very rich data sets with many potential covariates or in the analysis o…
TSRGA scales multivariate linear regression for feature-distributed data.
Learning the undirected graph structure of a Markov network from data is a problem that has received a lot of attention during the last few decades. As a result of the general applicability of the model class, a myriad of methods have been developed in parallel in several research fields. Recently, as the size of the c…
The interpretation of Large Hadron Collider (LHC) data in the framework of Beyond the Standard Model (BSM) theories is hampered by the need to run computationally expensive event generators and detector simulators. Performing statistically convergent scans of high-dimensional BSM theories is consequently challenging, a…
A new robust regression method handles outliers in high-dimensional data.
Paper proposes efficient methods for forecasting with large datasets.
The recent literature on deep learning offers new tools to learn a rich probability distribution over high dimensional data such as images or sounds. In this work we investigate the possibility of learning the prior distribution over neural network parameters using such tools. Our resulting variational Bayes algorithm …
Efficiently trains GMMs for streaming data with SGD, addressing local optima and numerical instabilities.
The nullspace and regularization impact high-dimensional linear regression interpretability.
Gaussian Processes (GPs) are known to provide accurate predictions and uncertainty estimates even with small amounts of labeled data by capturing similarity between data points through their kernel function. However traditional GP kernels are not very effective at capturing similarity between high dimensional data poin…
Specifying utility functions is a key step towards applying the discrete choice framework for understanding the behaviour processes that govern user choices. However, identifying the utility function specifications that best model and explain the observed choices can be a very challenging and time-consuming task. This …
Study of Bayes optimal learning in high-dimensional linear regression with network side information.
High-dimensional data models, often with low sample size, abound in many interdisciplinary studies, genomics and large biological systems being most noteworthy. The conventional assumption of multinormality or linearity of regression may not be plausible for such models which are likely to be statistically complex due …