Cover Image

Quiver Laplacians and Feature Selection

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Sumray, Otto, Harrington, Heather A., Nanda, Vidit
Format:	Preprint
Published:	2024
Subjects:	Machine Learning Combinatorics Representation Theory Statistics Theory Quantitative Methods 16G20, 05C50, 62P05, 62H25
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Asymptotic independence in higher dimensions and its implications on risk management
by: Das, Bikramjit, et al.
Published: (2024)

Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
by: Belzile, Léo R., et al.
Published: (2025)

Adaptive inference over Besov spaces in the white noise model using $p$-exponential priors
by: Agapiou, Sergios, et al.
Published: (2022)

Comparison results for positive supermodular dependent Markov tree distributions
by: Ansari, Jonathan, et al.
Published: (2024)

On the Bernstein-smoothed lower-tail Spearman's rho estimator
by: Ouimet, Frédéric, et al.
Published: (2025)

An ordering for the strength of functional dependence
by: Ansari, Jonathan, et al.
Published: (2025)

The evolving categories multinomial distribution: introduction with applications to movement ecology and vote transfer
by: Vergara, Ricardo Carrizo, et al.
Published: (2025)

A Simple Bootstrap for Chatterjee's Rank Correlation
by: Dette, Holger, et al.
Published: (2023)

Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
by: Lyu, Guanjie, et al.
Published: (2026)

Generalized Bayes in Conditional Moment Restriction Models
by: Kankanala, Sid
Published: (2025)

Approximate Factor Model with S-vine Copula Structure
by: Han, Jialing, et al.
Published: (2025)

Dirichlet kernel density estimation for strongly mixing sequences on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)

The empirical copula process in high dimensions: Stute's representation and applications
by: Bücher, Axel, et al.
Published: (2024)

Quantifying and testing dependence to categorical variables
by: Hörmann, Siegfried, et al.
Published: (2025)

Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths
by: Somé, Sobom M., et al.
Published: (2022)

Motif Estimation via Subgraph Sampling: The Fourth Moment Phenomenon
by: Bhattacharya, Bhaswar B., et al.
Published: (2020)

A Family of Quantile Dependence Coefficients
by: Dastbaravarde, A., et al.
Published: (2024)

Location and association measures for interval-valued data based on Mallows' distance
by: Oliveira, M. Rosário, et al.
Published: (2024)

The non-backtracking random walk and its usage for vertex clustering
by: Bolla, Marianna
Published: (2025)

On the coefficients of Coxeter polynomials of trees and bipartite quivers
by: Harel, Niv, et al.
Published: (2025)

Importance sampling for Sobol' indices estimation
by: Boucharif, Haythem, et al.
Published: (2025)

Asymptotic Normality of Chatterjee's Rank Correlation
by: Kroll, Marius
Published: (2024)

Adaptive estimation of $\mathbb{L}_2$-norm of a probability density and related topics I. Lower bounds
by: Cleanthous, Galatia, et al.
Published: (2024)

Heavy-tailed Bayesian nonparametric adaptation
by: Agapiou, Sergios, et al.
Published: (2023)

Adaptive estimation of the $\mathbb{L}_2$-norm of a probability density and related topics II. Upper bounds via the oracle approach
by: Cleanthous, Galatia, et al.
Published: (2024)

Lower bounds for the trade-off between bias and mean absolute deviation
by: Derumigny, Alexis, et al.
Published: (2023)

The exact region and an inequality between Chatterjee's and Spearman's rank correlations
by: Ansari, Jonathan, et al.
Published: (2025)

Stochastic approximation method for kernel sliced average variance estimation
by: Nkou, Emmanuel De Dieu
Published: (2024)

The exact region determined by Spearman's footrule, Gini's gamma and Kendall's tau
by: Bukovšek, Damjana Kokol, et al.
Published: (2026)

On bivariate lower semilinear copulas and the star product
by: Maislinger, Lea, et al.
Published: (2024)

Optimal linear prediction with functional observations: Why you can use a simple post-dimension reduction estimator
by: Seo, Won-Ki
Published: (2024)

Randomization Tests for Conditional Group Symmetry
by: Chiu, Kenny, et al.
Published: (2024)

Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels
by: Roshka, Oleg
Published: (2026)

Phase Transition in Nonparametric Minimax Rates for Covariate Shifts on Approximate Manifolds
by: Wang, Yuyao, et al.
Published: (2025)

Characterizing extremal dependence on a hyperplane
by: Wan, Phyllis
Published: (2024)

Rothman diagrams: the geometry of causal inference in epidemiology
by: Kenah, Eben
Published: (2023)

Estimators for multivariate allometric regression model
by: Tsukuda, Koji, et al.
Published: (2024)

Adaptive Density Estimation Using Projection Kernels and Penalized Comparison to Overfitting
by: Hoang, Van Ha, et al.
Published: (2025)

Where does the tail start? Inflection Points and Maximum Curvature as Boundaries
by: Cabral, Rafael, et al.
Published: (2024)

Rank tests for time-varying covariance matrices observed under noise
by: Reiß, Markus, et al.
Published: (2026)