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4 Pith papers cite this work. Polarity classification is still indexing.

4 Pith papers citing it

years

2026 4

verdicts

UNVERDICTED 4

representative citing papers

Fixed-order PCA: Theory for Overestimated Factor Models

math.ST · 2026-05-18 · unverdicted · novelty 7.0

Establishes asymptotic consistency of factor estimates and √T-normality in factor-augmented regressions for fixed R ≥ r using anisotropic local laws from random matrix theory.

Rethinking the Rank Threshold for LoRA Fine-Tuning

cs.LG · 2026-05-05 · unverdicted · novelty 7.0

For binary classification in the NTK regime, LoRA rank r=1 suffices and is often optimal under cross-entropy loss, reducing the prior sufficient condition from r>=12.

Post-Screening Portfolio Selection

q-fin.PM · 2026-04-19 · unverdicted · novelty 6.0

A Lasso-based screening step followed by low-dimensional mean-variance optimization on the selected assets improves high-dimensional portfolio construction, with a defactoring extension for strong factors.

citing papers explorer

Showing 4 of 4 citing papers.

  • Fixed-order PCA: Theory for Overestimated Factor Models math.ST · 2026-05-18 · unverdicted · none · ref 147

    Establishes asymptotic consistency of factor estimates and √T-normality in factor-augmented regressions for fixed R ≥ r using anisotropic local laws from random matrix theory.

  • Rethinking the Rank Threshold for LoRA Fine-Tuning cs.LG · 2026-05-05 · unverdicted · none · ref 10

    For binary classification in the NTK regime, LoRA rank r=1 suffices and is often optimal under cross-entropy loss, reducing the prior sufficient condition from r>=12.

  • A unified perspective on fine-tuning and sampling with diffusion and flow models stat.ML · 2026-04-30 · unverdicted · none · ref 204

    A unified framework for exponential tilting in diffusion and flow models that includes bias-variance decompositions showing finite gradient variance for some methods, norm bounds on adjoint ODEs, and adapted losses with new Crooks and Jarzynski identities.

  • Post-Screening Portfolio Selection q-fin.PM · 2026-04-19 · unverdicted · none · ref 128

    A Lasso-based screening step followed by low-dimensional mean-variance optimization on the selected assets improves high-dimensional portfolio construction, with a defactoring extension for strong factors.