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.

169,341 papers · 148 categories

Trend · papers per month

69139208277 · Jun 202019922001200920182026
48 results for Burstiness Scale

Proposes a new model to accurately describe random series of events.

problem Accurately and parsimoniously characterize random series of events (RSEs).
method Burstiness Scale (BuSca) model, which views RSEs as a mix of Poissonian and self-exciting processes.
result BuSca accurately describes RSEs in diverse systems, even with only two parameters.

Combustion reaction kinetics models are used for the description of a special class of bursty Financial Time Series. The small number of parameters they depend upon enable financial analysts to predict the time as well as the magnitude of the jump of the value of the portfolio. Several Financial Time Series are analyse…

2001-01-07abs ↗pdf ↗

We present a new, efficient method for automatically detecting severe conflicts `edit wars' in Wikipedia and evaluate this method on six different language WPs. We discuss how the number of edits, reverts, the length of discussions, the burstiness of edits and reverts deviate in such pages from those following the gene…

2011-07-19abs ↗pdf ↗

This paper uses cPF to build recommender systems from raw count data.

problem Sparse, over-dispersed and bursty count data make direct use in recommender systems challenging.
method Compound Poisson Factorization (cPF) with a unified framework (dcPF) and adaptive algorithm.
result dcPF achieves better recommendation scores than Poisson Factorization on raw or binarized data.

This study reveals statistical patterns in ERC20 token transactions on Ethereum blockchain.

problem Understanding transactional dynamics in decentralized systems.
method Examined over 44 million ERC20 token transfers, categorized by address type (EOA or SC), and analyzed using scaling laws.
result EOA-driven transactions exhibit consistent statistical behavior, while SC-driven activity displays sublinear scaling and bursty activity.

Paper proposes a new Markov model for efficient PLC system design.

problem Efficient estimation of Markov model parameters for bursty error channels.
method Introduced a Block Diagonal Markov model and a modified Baum-Welch algorithm.
result Efficient estimation of state transition matrix ΛΛ for PLC system design.

Hybrid model improves geopolitical conflict forecasting.

problem Forecasting geopolitical events from sparse, bursty data.
method Sparse Temporal Fusion Transformer (TFT) + Variational Nearest Neighbor Gaussian Process (VNNGP).
result Consistently outperforms standalone TFT in long-range horizons.

Paper proposes a new method to handle missing data in medical records using sequential variational autoencoders.

problem Missing data in medical records due to sensor off-times and uneven data collection.
method Sequential variational autoencoders (VAEs) with a new methodology called Shi-VAE.
result Shi-VAE achieves the best performance in terms of both metrics compared to state-of-the-art methods.

Poseidon optimizes deep learning training on GPU clusters by reducing network communication.

problem Substantial parameter synchronization over the network in distributed DL implementations.
method Overlap communication and computation, use a hybrid communication scheme.
result Achieves significant speed-ups in DL training on GPU clusters.

New method uses reinforcement learning to accurately estimate available network bandwidth.

problem Accurate and fast estimation of available bandwidth in networks with varying cross-traffic.
method Employed reinforcement learning, specifically the εε-greedy algorithm in a multi-armed bandit approach.
result Proposed method identifies available bandwidth with high precision and converges under various challenging conditions.

Robust Bayesian models are appealing alternatives to standard models, providing protection from data that contains outliers or other departures from the model assumptions. Historically, robust models were mostly developed on a case-by-case basis; examples include robust linear regression, robust mixture models, and bur…

2015-10-17abs ↗pdf ↗

Paper proves EM algorithm convergence for mixtures of discrete and continuous parameters.

problem Nontrivial convergence analysis for EM algorithms with mixed-integer parameters.
method Introduces conditions for EM convergence in mixed-integer optimization.
result Proves convergence of EM-based sparse Bayesian learning algorithm.

Improves text clustering by incorporating sequential features and word embeddings.

problem Lack of sequential information and synonym handling in current text clustering methods.
method SiDPMM model that models documents as joint of bags of words, sequential features, and word embeddings.
result Significant improvement in performance and accurate inference of cluster numbers.

A new metric, Weighted Regret, unifies FDR and power evaluation in online multiple testing.

problem The asymmetric costs of false positives and false negatives in automated pipelines.
method Introducing Weighted Regret and Decoupled-OMT (DOMT) to unify FDR and power evaluation.
result DOMT achieves an order-optimal sublinear mitigation of threshold depletion in bursty environments.

In online social media systems users are not only posting, consuming, and resharing content, but also creating new and destroying existing connections in the underlying social network. While each of these two types of dynamics has individually been studied in the past, much less is known about the connection between th…

2014-03-11abs ↗pdf ↗

Study develops curvature for contact-sequence networks, revealing temporal dynamics.

problem Lack of geometric analysis for temporal network sequences.
method Develops Forman--Ricci curvature on spatiotemporal prism complexes.
result Two curvature variants disagree on 56-67% of temporal edges.

Exact asymptotic solutions found for nonlinear Hawkes processes.

problem Analytical solutions for nonlinear Hawkes processes with positive and negative feedbacks.
method Field master equation approach to classify steady-state solutions.
result Explicit power law formulas for steady-state intensity distributions Pss(λ)λ1aP_{\mathrm{ss}}(λ)\propto λ^{-1-a}, with aa as a function of parameters.

New scaling framework for MoE architectures ensures stability and optimal performance at scale.

problem Lack of principled understanding of how hyperparameters should scale in MoE architectures.
method Developed a novel Dynamical Mean Field Theory (DMFT) for three scaling regimes of MoE architectures.
result Derived Maximally Scale-Stable Parameterization (MSSP) for SGD and Adam, providing robust learning rate transfer and monotonic improvement with scale.

New principles needed for scaling large language models, challenging traditional regularization methods.

problem The shift from generalization to scaling in machine learning requires new guiding principles.
method Examining the effectiveness of traditional regularization methods in the scaling-centric era.
result Traditional principles of regularization may not generalize to larger scales, highlighting new phenomena like scaling law crossover.

Improves U-Net for scale equivariance in semantic segmentation.

problem Improving generalization in semantic segmentation tasks with varying scales.
method Introduces Scale Equivariant U-Net (SEU-Net) with carefully applied subsampling and upsampling layers and scale-equivariant layers.
result Significantly improved generalization to different scales compared to U-Net and scale-equivariant architecture without upsampling.

New scaling laws optimize model size, training, and inference for better performance.

problem Trade-off between model size and inference cost in modern LLMs.
method Train-to-Test (T2T^2) scaling laws that jointly optimize model size, training tokens, and inference samples.
result Optimal pretraining decisions shift into overtraining regime, leading to stronger performance.

This study examines how reward scaling impacts non-saturating ReLU networks in reinforcement learning.

problem The impact of reward scaling on non-saturating ReLU networks in reinforcement learning.
method Proposes an Adaptive Network Scaling framework to find a suitable reward scale during learning.
result Empirical studies justify the effectiveness of the Adaptive Network Scaling framework.