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.
Noise injection improves inference privacy in DNN models.
Survey classifies Clustered Federated Learning into three types of approaches.
AI applications pose increasing demands on performance, so it is not surprising that the era of client-side distributed software is becoming important. On top of many AI applications already using mobile hardware, and even browsers for computationally demanding AI applications, we are already witnessing the emergence o…
FedLoRU improves FL efficiency by using low-rank updates.
A framework for federated adversarial learning with convergence analysis.
Federated learning improves SPCA for sparse components.
In many real-world applications of machine learning, data are distributed across many clients and cannot leave the devices they are stored on. Furthermore, each client's data, computational resources and communication constraints may be very different. This setting is known as federated learning, in which privacy is a …
Federated learning is a recent advance in privacy protection. In this context, a trusted curator aggregates parameters optimized in decentralized fashion by multiple clients. The resulting model is then distributed back to all clients, ultimately converging to a joint representative model without explicitly having to s…
Detecting faults and SLA violations in a timely manner is critical for telecom providers, in order to avoid loss in business, revenue and reputation. At the same time predicting SLA violations for user services in telecom environments is difficult, due to time-varying user demands and infrastructure load conditions. In…
Web application security has become a major concern in recent years, as more and more content and services are available online. A useful method for identifying security vulnerabilities is black-box testing, which relies on an automated crawling of web applications. However, crawling Rich Internet Applications (RIAs) i…
This paper tackles efficient federated learning for generalized linear bandits.
Noise-aware Bayesian inference framework for locally private data collection.
FedGTEA learns new tasks in federated learning with task embeddings and alignment.
Bank behaviour is important for pricing XVA because it links different counterparties and thus breaks the usual XVA pricing assumption of counterparty independence. Consider a typical case of a bank hedging a client trade via a CCP. On client default the hedge (effects) will be removed (rebalanced). On the other hand, …
Recently, the development and implementation of phishing attacks require little technical skills and costs. This uprising has led to an ever-growing number of phishing attacks on the World Wide Web. Consequently, proactive techniques to fight phishing attacks have become extremely necessary. In this paper, we propose H…
Federated learning is a distributed, privacy-aware learning scenario which trains a single model on data belonging to several clients. Each client trains a local model on its data and the local models are then aggregated by a central party. Current federated learning methods struggle in cases with heterogeneous client-…
Theoretical study explains why federated optimization fails to achieve perfect fitting.
The t-distributed Stochastic Neighbor Embedding (tSNE) algorithm has become in recent years one of the most used and insightful techniques for the exploratory data analysis of high-dimensional data. tSNE reveals clusters of high-dimensional data points at different scales while it requires only minimal tuning of its pa…
Split learning preserves privacy in 1D CNN models for detecting heart abnormalities.
Federated learning improves by training central model with client model outputs.
New method addresses class imbalance in federated learning.
Bayesian VFLMSP improves multimodal survival prediction with privacy.
New method for semi-supervised learning in federated learning with and without labels at clients.
Several groups are currently investigating how deep learning may advance the state-of-the-art in image and video coding. An open question is how to make deep neural networks work in conjunction with existing (and upcoming) video codecs, such as MPEG AVC, HEVC, VVC, Google VP9 and AOM AV1, as well as existing container …
This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known Lévy process: The compound Poisson process. The semi-Markov extension of the compound Poisson process naturally leads to the compound fractional Poisson proc…
We introduce a class of hybrid marked point processes, which encompasses and extends continuous-time Markov chains and Hawkes processes. While this flexible class amalgamates such existing processes, it also contains novel processes with complex dynamics. These processes are defined implicitly via their intensity and a…
A deep Neyman-Scott process uses Poisson processes for efficient inference in complex point processes.
The study examines Hawkes processes and their long-term behavior.
Elliptical processes generalize Gaussian and Student-t models with fat tails and computational efficiency.
We show that the stick-breaking construction of the beta process due to Paisley, et al. (2010) can be obtained from the characterization of the beta process as a Poisson process. Specifically, we show that the mean measure of the underlying Poisson process is equal to that of the beta process. We use this underlying re…
We investigate the Student-t process as an alternative to the Gaussian process as a nonparametric prior over functions. We derive closed form expressions for the marginal likelihood and predictive distribution of a Student-t process, by integrating away an inverse Wishart process prior over the covariance kernel of a G…
Efficient methods for Lévy models using SINH-regular processes.
The aim of process discovery, originating from the area of process mining, is to discover a process model based on business process execution data. A majority of process discovery techniques relies on an event log as an input. An event log is a static source of historical data capturing the execution of a business proc…
GRM uses graph neural networks to score process activity relevance.
Researchers study the geometric properties of a specific type of stable processes.
This study bridges discrete and continuous state spaces using the Ehrenfest process and diffusion models.
The fractional Poisson process (FPP) is a counting process with independent and identically distributed inter-event times following the Mittag-Leffler distribution. This process is very useful in several fields of applied and theoretical physics including models for anomalous diffusion. Contrary to the well-known Poiss…
Gaussian process priors are commonly used in aerospace design for performing Bayesian optimization. Nonetheless, Gaussian processes suffer two significant drawbacks: outliers are a priori assumed unlikely, and the posterior variance conditioned on observed data depends only on the locations of those data, not the assoc…
Elliptical processes extend Gaussian models with heavier tails.
In this paper, we obtain the finite-horizon and infinite-horizon ruin probability asymptotics for risk processes with claims of subexponential tails for non-stationary arrival processes that satisfy a large deviation principle. As a result, the arrival process can be dependent, non-stationary and non-renewal. We give t…
We characterize the combinatorial structure of conditionally-i.i.d. sequences of negative binomial processes with a common beta process base measure. In Bayesian nonparametric applications, such processes have served as models for latent multisets of features underlying data. Analogously, random subsets arise from cond…
The paper analyzes multivariate Hawkes processes and their induced population processes.
Study on error probability for classification of heavy-tailed renewal processes.
Study shows convergence rates for BSDEs approximated by compound Poisson processes.
Non-Markovian point process shows power-law scaling, similar to nonlinear Markovian process.
State spaces of multifactor approximations of nonnegative Volterra processes are linear transformations of the nonnegative orthant.
Automated process discovery is a class of process mining methods that allow analysts to extract business process models from event logs. Traditional process discovery methods extract process models from a snapshot of an event log stored in its entirety. In some scenarios, however, events keep coming with a high arrival…
The paper models user-advertiser interactions using point processes.