Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

305989118 · Jun 202019922001200920172026
48 results for AES scheme

AES scheme improves Bermudan and American option pricing for Heston models.

problem Pricing Bermudan and American options under Heston models efficiently.
method AES scheme using non-central chi-square distribution for variance process.
result AES achieves higher accuracy and computational efficiency for Bermudan options.

Graph autoencoders (AE) and variational autoencoders (VAE) are powerful node embedding methods, but suffer from scalability issues. In this paper, we introduce FastGAE, a general framework to scale graph AE and VAE to large graphs with millions of nodes and edges. Our strategy, based on an effective stochastic subgraph…

2020-02-05abs ↗pdf ↗

New research shows non-bottlenecked autoencoders can outperform bottlenecked ones for anomaly detection.

problem The necessity of a bottleneck in autoencoders for anomaly detection.
method Investigated two ways to remove bottlenecks: overparameterising the latent layer and introducing skip connections. Carried out extensive experiments on various AE types and datasets.
result Non-bottlenecked autoencoders can outperform bottlenecked ones, improving anomaly detection performance.

Graph autoencoders (AE) and variational autoencoders (VAE) recently emerged as powerful node embedding methods. In particular, graph AE and VAE were successfully leveraged to tackle the challenging link prediction problem, aiming at figuring out whether some pairs of nodes from a graph are connected by unobserved edges…

2019-05-23abs ↗pdf ↗

Deep neural networks (DNNs) have shown huge superiority over humans in image recognition, speech processing, autonomous vehicles and medical diagnosis. However, recent studies indicate that DNNs are vulnerable to adversarial examples (AEs), which are designed by attackers to fool deep learning models. Different from re…

2018-09-13abs ↗pdf ↗

Unsupervised learning is becoming more and more important recently. As one of its key components, the autoencoder (AE) aims to learn a latent feature representation of data which is more robust and discriminative. However, most AE based methods only focus on the reconstruction within the encoder-decoder phase, which ig…

2019-03-30abs ↗pdf ↗

New bounds on AE success probability in GP models.

problem Limiting the success of adversarial examples in probabilistic models.
method Investigated upper bounds on AE success probability using Gaussian Processes.
result Proved a new upper bound of AE success probability dependent on perturbation norm, kernel function, and training dataset distance.

In this paper, we suggest a framework to make use of mutual information as a regularization criterion to train Auto-Encoders (AEs). In the proposed framework, AEs are regularized by minimization of the mutual information between input and encoding variables of AEs during the training phase. In order to estimate the ent…

2017-06-14abs ↗pdf ↗

This paper proposes BAT to balance accuracy and robustness in adversarial training.

problem Balancing accuracy and robustness in adversarial training models.
method Blind adversarial training (BAT) uses a cutoff-scale strategy to adaptively estimate a nonuniform budget for AEs.
result BAT improves the overall robustness of adversarial training models.

New insights into Deep Autoencoders for better data approximation and generalization.

problem Understanding and improving generalization of deep learning models with more parameters than data.
method Interpreting Deep Autoencoders' structure and using Lie group theory for regularization.
result Regularizations enable Deep Autoencoders to better approximate data manifolds and generalize.

Over the last few years, graph autoencoders (AE) and variational autoencoders (VAE) emerged as powerful node embedding methods, with promising performances on challenging tasks such as link prediction and node clustering. Graph AE, VAE and most of their extensions rely on multi-layer graph convolutional networks (GCN) …

2020-01-21abs ↗pdf ↗

AE-LSVI identifies near-optimal policies in complex systems with minimal data.

problem Identifying near-optimal policies in complex, costly data acquisition systems.
method Combines optimism and pessimism for active exploration in a generative model setting.
result Proves near-optimal policy identification over entire state spaces with polynomial sample complexity.

Double autoencoder Ae2IAe^2I improves missing value imputation in recommender systems.

problem Imputing missing values in tables using row-row and column-column relationships.
method Simultaneously uses row-row and column-column relationships through a double autoencoder.
result Ae2IAe^2I outperforms state-of-the-art models in recommender systems.

We introduce the vine copula autoencoder (VCAE), a flexible generative model for high-dimensional distributions built in a straightforward three-step procedure. First, an autoencoder (AE) compresses the data into a lower dimensional representation. Second, the multivariate distribution of the encoded data is estimated …

2019-06-12abs ↗pdf ↗

Policy gradient reinforcement learning (RL) algorithms have achieved impressive performance in challenging learning tasks such as continuous control, but suffer from high sample complexity. Experience replay is a commonly used approach to improve sample efficiency, but gradient estimators using past trajectories typica…

2020-02-17abs ↗pdf ↗

AES uses α-divergence to select informative points for BO, improving optimization performance.

problem Optimizing complex functions with limited evaluations.
method AES uses α-divergence to select points based on dependency with global maximum.
result AES outperforms other information-based acquisition functions in various experiments.

The excellent performance of representation learning of autoencoders have attracted considerable interest in various applications. However, the structure and multi-local collaborative relationships of unlabeled data are ignored in their encoding procedure that limits the capability of feature extraction. This paper pre…

2019-06-12abs ↗pdf ↗

A new framework converts EEG signals between subjects and tasks.

problem Noise and variability in EEG data hinder generalizable signal extraction.
method Contrastive Split-Latent Permutation Autoencoder (CSLP-AE) framework.
result The CSLP-AE framework enables zero-shot conversion between unseen subjects.

In this paper, we present a general framework to scale graph autoencoders (AE) and graph variational autoencoders (VAE). This framework leverages graph degeneracy concepts to train models only from a dense subset of nodes instead of using the entire graph. Together with a simple yet effective propagation mechanism, our…

2019-02-23abs ↗pdf ↗

Common Representation Learning (CRL), wherein different descriptions (or views) of the data are embedded in a common subspace, is receiving a lot of attention recently. Two popular paradigms here are Canonical Correlation Analysis (CCA) based approaches and Autoencoder (AE) based approaches. CCA based approaches learn …

2015-04-27abs ↗pdf ↗

Cencelj and Dranishnikov showed that for certain nilpotent groups GG, K(Gab,1)AE(X)K(G_{ab},1) \in \text{AE}(X) is equivalent to K(G,1)AE(X)K(G,1) \in \text{AE}(X) for any compacta XX (here GabG_{ab} is the abelianization of GG). We examine the same problem for solvable groups. We also give an elementary proof of this fact for any nilpo…

2005-07-18abs ↗pdf ↗

In this paper we study properties of the area evolute (AE) and the center symmetry set (CSS) of a convex planar curve γγ. The main tool is to define a Minkowski plane where γγ becomes a constant width curve. In this Minkowski plane, the CSS is the evolute of γγ and the AE is an involute of the CSS. We prove that the…

2013-01-27abs ↗pdf ↗

We prove that for a compact subgroup HH of an almost connected locally compact Hausdorff group GG, the following properties are mutually equivalent: (1) HH is a maximal compact subgroup of GG, (2) G/HG/H is contractible, (3) G/HG/H is homeomorphic to a Euclidean space, (4) G/HG/H is an AE for paracompact spaces, (5) $…

2011-04-11abs ↗pdf ↗

The main point of this paper is to prove the following useful result: If the almost everywhere 2-jet of a locally quasi-convex function u satisfies a degenerate elliptic constraint F, then u is F-subharmonic, i.e., u is a viscosity F-subsolution. This AE Theorem makes otherwise difficult results transparent. Some insta…

2013-09-06abs ↗pdf ↗

Improves stability in hyperbolic neural networks for complex data generation.

problem Numerical instability in hyperbolic neural networks hinders complex architecture development.
method Proposes a novel hyperbolic AE-GAN architecture with stable layers.
result Demonstrates state-of-the-art performance in generating complex data.

Channel charting (CC) has been proposed recently to enable logical positioning of user equipments (UEs) in the neighborhood of a multi-antenna base-station solely from channel-state information (CSI). CC relies on dimensionality reduction of high-dimensional CSI features in order to construct a channel chart that captu…

2019-08-07abs ↗pdf ↗

Recently, deep learning becomes the main focus of machine learning research and has greatly impacted many important fields. However, deep learning is criticized for lack of interpretability. As a successful unsupervised model in deep learning, the autoencoder embraces a wide spectrum of applications, yet it suffers fro…

2018-12-31abs ↗pdf ↗

SentenceMIM is a probabilistic auto-encoder for language data, trained with Mutual Information Machine (MIM) learning to provide a fixed length representation of variable length language observations (i.e., similar to VAE). Previous attempts to learn VAEs for language data faced challenges due to posterior collapse. MI…

2020-02-18abs ↗pdf ↗

A deep neural network model is a powerful framework for learning representations. Usually, it is used to learn the relation xyx \to y by exploiting the regularities in the input xx. In structured output prediction problems, yy is multi-dimensional and structural relations often exist between the dimensions. The motiv…

2015-04-28abs ↗pdf ↗

GMMSEQ clusters AE data streams, identifying cluster onsets and growth.

problem Clustering unlabeled AE data with onsets and growth information.
method Modified Gaussian Mixture Models (GMM) with an objective function for AE timestamps.
result GMMSEQ provides better cluster characterization than standard methods.

LSTMs promise much to financial time-series analysis, temporal and cross-sectional inference, but we find that they do not deliver in a real-world financial management task. We examine an alternative called Continual Learning (CL), a memory-augmented approach, which can provide transparent explanations, i.e. which memo…

2019-11-11abs ↗pdf ↗