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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

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141282422563 · Jun 202019922001200920172026
48 results for Common structure

InGRA models for efficient Granger causality learning in multivariate time series.

problem Efficiently modeling Granger causality in large-scale multivariate time series data.
method Inductive GRanger causal modeling (InGRA) framework with prototypical Granger causal attention.
result InGRA detects common causal structures and infers Granger causal structures for new individuals.

A new model detects common patterns in pollination networks.

problem Comparing organization of bipartite networks to understand community structure.
method colBiSBM, a family of probabilistic models for collections of bipartite networks.
result The method uncovers shared ecological roles and partitions networks.

We developed a novel statistical method to identify structural differences between networks characterized by structural equation models. We propose to reparameterize the model to separate the differential structures from common structures, and then design an algorithm with calibration and construction stages to identif…

2018-07-26abs ↗pdf ↗

For many structured learning tasks, the data annotation process is complex and costly. Existing annotation schemes usually aim at acquiring completely annotated structures, under the common perception that partial structures are of low quality and could hurt the learning process. This paper questions this common percep…

2019-06-12abs ↗pdf ↗

New method identifies common cause in causal insufficiency, revealing complex phase transitions.

problem Identifying common cause in causal insufficiency with observed joint probability.
method Generalized maximum likelihood method, closely related to maximum entropy principle.
result Identifies consistent common cause that aligns with the common cause principle.

Measuring the relationship between any pair of variables is a rich and active area of research that is central to scientific practice. In contrast, characterizing the common information among any group of variables is typically a theoretical exercise with few practical methods for high-dimensional data. A promising sol…

2016-06-07abs ↗pdf ↗

Proposes a new model for simulating electricity prices and their correlation structure.

problem Simulating and understanding the complex dynamics of intraday electricity prices.
method Develops a multidimensional statistical model based on Poisson measures, estimating three key parameters.
result Demonstrates the model's effectiveness in battery valuation through dynamic programming.

Paper develops a new estimator for high-dimensional panel data with common shocks.

problem Cross-sectionally dependent errors driven by common shocks in high-dimensional panel data.
method Factor-augmented sparse-group LASSO estimator combining MIDAS aggregation with latent factors.
result The estimator outperforms standard LASSO for prediction and estimation in settings with cross-sectional dependence.

This paper studies nonlinear representation learning dynamics beyond the NTK regime.

problem Efficient reasoning and inference in raw sensory data representations.
method Identifies common model structure assumption and data-architecture alignment condition for global convergence and optimality.
result Theoretical framework explains network size effects and provides practical model structure guidelines.

New contact structures on folded sums of contact mapping tori are tight under certain conditions.

problem Understanding tight contact structures on folded sums of contact mapping tori.
method Alternative bundle-theoretical construction and gluing process near the fold.
result Folded contact structures on folded sums of contact mapping tori are tight under specific conditions.

This paper unifies three regularization methods in batch reinforcement learning.

problem Learning overly-complex models in batch reinforcement learning.
method Unified weighted average transition matrix framework for three regularization methods.
result Empirical evaluation confirms intuitions about regularization methods' performance.

We study the structure of inter-industry relationships using networks of money flows between industries in 20 national economies. We find these networks vary around a typical structure characterized by a Weibull link weight distribution, exponential industry size distribution, and a common community structure. The comm…

2012-04-18abs ↗pdf ↗

Develops FGL for better portfolio allocation under common factor influence.

problem Sparsity assumption fails for stock returns driven by common factors.
method Integrates graphical models with factor structure to estimate portfolio weights and risk exposure robust to heavy-tailed distributions.
result FGL-based portfolios outperform equal-weighted and Index portfolios in empirical applications.

We present a novel optimization method, named the Combined Optimization Method (COM), for the joint optimization of two or more cost functions. Unlike the conventional joint optimization schemes, which try to find minima in a weighted sum of cost functions, the COM explores search space for common minima shared by all …

2018-08-21abs ↗pdf ↗

This work analyzes how transformers learn common linear regression tasks.

problem Understanding how in-context learning operates in real-world applications with common task structures.
method Analyzing a linear attention model trained on low-rank regression tasks.
result Statistical fluctuations in finite pre-training data induce an implicit regularization, leading to a sharp phase transition in generalization error.

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…

2013-12-31abs ↗pdf ↗

The main results on the theory of conformal and almost Grassmann structures are presented. The common properties of these structures and also the differences between them are outlined. In particular, the structure groups of these structures and their differential prolongations are found. A complete system of geometric …

1998-05-22abs ↗pdf ↗

Study pairs of subspaces with or without a common complement in Hilbert spaces.

problem Characterize pairs of subspaces with or without a common complement in Hilbert spaces.
method Analyze pairs of subspaces (S, T) in the Grassmann manifold Gr(H) of a Hilbert space H, identifying Delta and Gamma based on the existence of a common complement.
result Delta is open and its connected components are parametrized by dimension and codimension. Gamma is a C^\infty submanifold characterized by dimensions and semi-Fredholm indices.

Language models based on deep neural networks and traditional stochastic modelling have become both highly functional and effective in recent times. In this work, a general survey into the two types of language modelling is conducted. We investigate the effectiveness of the Hidden Markov Model (HMM), and the Long Short…

2019-07-09abs ↗pdf ↗

Learn to automatically plug domain-specific modules into a common network.

problem Learning inflexibility and computational intensiveness in multi-domain learning.
method Neural Architecture Search (NAS) for data-driven adapter plugging and structure design.
result NAS-driven MDL model achieves comparable performance to existing approaches.

Properties of data are frequently seen to vary depending on the sampled situations, which usually changes along a time evolution or owing to environmental effects. One way to analyze such data is to find invariances, or representative features kept constant over changes. The aim of this paper is to identify one such fe…

2012-03-01abs ↗pdf ↗

We compute the condition of minimality of a G-structure for the Gray-Hervella class W4\mathcal{W}_4 of almost hermitian manifolds and C5\mathcal{C}_5 class of almost contact metric structures. We also consider C4\mathcal{C}_4 class by comparison with the Grey-Hervella class W4\mathcal{W}_4. The common feature is the ex…

2016-07-26abs ↗pdf ↗

We consider triangulations of surfaces with edges painted three colors so that edges of each triangle have different colors. Such structures arise as Belyi data (or Grothendieck dessins d'enfant), on the other hand they enumerate pairs of permutations determined up to a common conjugation. The topic of these notes is l…

2017-10-31abs ↗pdf ↗

In generalized complex geometry, we revisit linear subspaces and submanifolds that have an induced generalized complex structure. We give an expression of the induced structure that allows us to deduce a smoothness criteria, we dualize the results to submersions and we make a few comments on generalized complex mapping…

2014-12-03abs ↗pdf ↗

We present an approach to model-based hierarchical clustering by formulating an objective function based on a Bayesian analysis. This model organizes the data into a cluster hierarchy while specifying a complex feature-set partitioning that is a key component of our model. Features can have either a unique distribution…

2013-01-16abs ↗pdf ↗

Low-dimensional structure in images helps deep learning models generalize better.

problem Understanding the intrinsic dimensionality of images for better model performance.
method Applied dimension estimation tools to popular image datasets and used GANs to manipulate intrinsic dimensionality.
result Natural image datasets have very low intrinsic dimensionality, which aids neural networks in learning and generalizing.

In recent years, there is a growing interest in learning Bayesian networks with continuous variables. Learning the structure of such networks is a computationally expensive procedure, which limits most applications to parameter learning. This problem is even more acute when learning networks with hidden variables. We p…

2012-07-11abs ↗pdf ↗

We simplify information measure computation using learned features.

problem Computing information measures from raw data is computationally expensive.
method Developed a separable design for computing information measures from learned feature representations.
result A variety of information measures can be computed efficiently through learned feature representations.

We build a simple diagnostic criterion for approximate factor structure in large cross-sectional equity datasets. Given a model for asset returns with observable factors, the criterion checks whether the error terms are weakly cross-sectionally correlated or share at least one unobservable common factor. It only requir…

2016-12-15abs ↗pdf ↗

On the probability simplex, we can consider the standard information geometric structure with the e- and m-affine connections mutually dual with respect to the Fisher metric. The geometry naturally defines submanifolds simultaneously autoparallel for the both affine connections, which we call {\em doubly autoparallel s…

2017-11-30abs ↗pdf ↗