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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.

168,695 papers · 148 categories

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2835678501,133 · Jun 202019922001200920172026
48 results for Coupled Data

UNTIE learns representations of coupled categorical data.

problem Challenges in learning from unlabeled categorical data with complex couplings.
method UNTIE approach for unsupervised representation learning of heterogeneous couplings.
result UNTIE significantly improves categorical data representations on 25 diverse datasets.

Flexible framework for CMTF with ADMM for various constraints and couplings.

problem Challenges in data fusion from multiple sources with varying characteristics.
method Flexible algorithmic framework using AO and ADMM for various constraints, loss functions, and couplings.
result Accurate and computationally efficient results for various loss functions, including KL divergence.

Paper proposes an algorithm for PARAFAC2-based CMTF models with various constraints.

problem Jointly analyze matrices and tensors with irregular/ragged data.
method Alternating Optimization (AO) and ADMM for fitting PARAFAC2-based CMTF models with various constraints.
result Accurately recovers underlying patterns using various constraints and linear couplings.

Coupled tensor decomposition reveals the joint data structure by incorporating priori knowledge that come from the latent coupled factors. The tensor ring (TR) decomposition is invariant under the permutation of tensors with different mode properties, which ensures the uniformity of decomposed factors and mode attribut…

2020-01-09abs ↗pdf ↗

Novel framework detects lead-lag relationships in Chinese A-share market.

problem Detecting lead-lag relationships in the Chinese A-share market.
method Two-stage framework: long-term coupling via correlation, dynamic time warping, and rank-based metrics; high-frequency data analysis via cross-correlation, Granger causality, and regression models.
result Strongly coupled stock pairs often exhibit lead-lag effects, especially at finer time scales.

MUSIC learns coupled systems with sparse data and incomplete physics.

problem Learning coupled systems with incomplete physical constraints and missing data.
method Sparsity induced multitask neural network framework integrating partial physical constraints with data-driven learning.
result MUSIC accurately learns solutions to complex coupled systems under data-scarce and noisy conditions.

Paper proposes C-STM for multimodal neuroimaging data classification.

problem Multimodal neuroimaging data fusion for better classification.
method Coupled Support Tensor Machine (C-STM) using latent factors from ACMTF.
result C-STM achieves better classification performance than single-mode classifiers.

Efficiently models tree-like data with coupled branches using HMMs.

problem Modeling sequential data with coupled branches in biological systems.
method Developed a dynamic programming algorithm for tree-based HMMs with coupled branches.
result Efficiently solves likelihood, decoding, and parameter learning problems for tree-based HMMs with coupled branches.

This work introduces a new method for coupling base and target densities in generative models.

problem Generating samples from complex target distributions using simple base distributions.
method Developed a framework of stochastic interpolants with data-dependent couplings.
result Constructing dynamical transport maps that serve as conditional generative models.

We present a general framework, the coupled compound Poisson factorization (CCPF), to capture the missing-data mechanism in extremely sparse data sets by coupling a hierarchical Poisson factorization with an arbitrary data-generating model. We derive a stochastic variational inference algorithm for the resulting model …

2017-01-09abs ↗pdf ↗

A new method for conditional sampling using paired Wasserstein Autoencoders.

problem Conditional sampling from complex data distributions.
method Derive a novel loss function for Wasserstein Autoencoders to enable sampling from OT-type couplings.
result Learned cost-optimal transport maps and conditional sampling from an OT-type coupling.

The aim here is to study the concept of pairing multifractality between time series possessing non-Gaussian distributions. The increasing number of rare events creates "criticality". We show how the pairing between two series is affected by rare events, which we call "coupled criticality". A method is proposed for stud…

2015-10-11abs ↗pdf ↗

U-Net trained to recover acoustic interference striations from distorted data.

problem Recovering acoustic interference striations from distorted signals.
method Training a U-Net using a random mode-coupling matrix model to generate training data.
result U-Net successfully recovers AISs under various conditions.

Unified framework for Brownian motion distances on specific geometric manifolds.

problem Understanding Brownian motion distances on radially isoparametric manifolds.
method Developed a geometric framework and derived drift-window inequalities.
result Unified framework for coadapted Brownian couplings on RIM.

We propose a set of convex low rank inducing norms for a coupled matrices and tensors (hereafter coupled tensors), which shares information between matrices and tensors through common modes. More specifically, we propose a mixture of the overlapped trace norm and the latent norms with the matrix trace norm, and then, w…

2017-05-15abs ↗pdf ↗

Develop a framework for barycentric projections of optimal transport plans on Riemannian manifolds.

problem Optimal transport couplings are probabilistic objects, while many learning pipelines require deterministic maps.
method Develop a framework for barycentric projections of transport couplings on Riemannian manifolds.
result The intrinsic projection maps each source point to the conditional Fréchet mean of its destination law and is shown to be the best deterministic representative under squared geodesic loss.

Motivated by the study of coupled Kähler-Einstein metrics by Hultgren and Witt Nyström and coupled Kähler-Ricci solitons by Hultgren, we study in this paper coupled Sasaki-Einstein metrics and coupled Sasaki-Ricci solitons. We first show an isomorphism between the Lie algebra of all transverse holomorphic vector fields…

2018-12-10abs ↗pdf ↗

Theoretical models of the strong nuclear interaction contain unknown coupling constants (parameters) that must be determined using a pool of calibration data. In cases where the models are complex, leading to time consuming calculations, it is particularly challenging to systematically search the corresponding paramete…

2019-02-03abs ↗pdf ↗

Defines coupled embeddability for maps on products of spaces, generating examples and nonexamples.

problem Understanding when maps on products of spaces can be embedded.
method Uses known results for nonsingular biskew and bilinear maps, studies genericity properties, extends Whitney embedding theorems, and relates to Z/2\mathbb{Z}/2-coindex of embedding spaces.
result Generates strong obstructions to coupled embeddability in terms of combinatorics of triangulations.

Develops non-Markovian couplings for sub-Riemannian Brownian motions.

problem Constructing couplings for sub-Riemannian Brownian motions starting from points on the same vertical fiber.
method Uses global isometries to construct maximal couplings, satisfying a reflection principle.
result Estimates coupling time and applies to inequalities for the heat semigroup.

We give necessary and sufficient conditions for existence of solutions to a general system of complex Monge-Ampère equations on Fano horosymmetric manifolds. In particular, we get necessary and sufficient conditions for existence of coupled Kähler-Ricci solitons, Mabuchi metrics and twisted Kähler-Einstein metrics in t…

2018-12-18abs ↗pdf ↗

Develops an algorithm for bilevel optimization with coupled constraints.

problem Challenges in bilevel optimization with coupled constraints.
method Primal-dual-assisted penalty approach and a fully first-order algorithm (BLOCC).
result Established rigorous convergence theory and demonstrated effectiveness on real-world applications.

We consider the inverse Ising problem, i.e. the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the likelihood into a form, which allows for simple iterative inference algorithms with…

2017-09-04abs ↗pdf ↗

Study predicts electricity prices using LSTM models with feature selection, considering market coupling.

problem Accurate day-ahead electricity price forecasting in coupled markets.
method Hybrid LSTM-based deep learning models with feature selection algorithms.
result Proposed models achieve considerably accurate results in Nordic market.

Joint analysis of data from multiple sources has the potential to improve our understanding of the underlying structures in complex data sets. For instance, in restaurant recommendation systems, recommendations can be based on rating histories of customers. In addition to rating histories, customers' social networks (e…

2011-05-17abs ↗pdf ↗

Numerical observations on martingale couplings are confirmed under certain conditions.

problem Understanding the validity of numerical observations on maximizers and minimizers of martingale couplings.
method Investigation of sufficient conditions and counterexamples for the property to hold.
result The non-decreasing property of martingale couplings is preserved for maximizers under specific conditions.

The paper analyzes the non-Gaussian behavior of inflation and unemployment over 70 years using multifractal methods.

problem Capturing unusual fluctuations in inflation and unemployment over long periods.
method Coupled multifractal approach to analyze non-Gaussian distributions of inflation and unemployment over 70 years.
result The non-Gaussianity of unemployment is noticeable only for periods smaller than 1 year, while inflation's non-Gaussianity persists across all time scales.

QDSB accelerates Schrödinger bridge learning with quantized approximations.

problem Learning generative models from unpaired samples.
method Quantized diffusion Schrödinger bridges (QDSB) using anchor-quantized distributions and cell-wise sampling.
result QDSB achieves sample quality similar to existing methods but with significantly less computational time.

New normalizing flows in hyperbolic space improve posterior modeling for hierarchical data.

problem Limited flexibility of existing normalizing flows in Euclidean space for hierarchical data.
method Elevated normalizing flows to hyperbolic spaces using coupling transforms and Wrapped Hyperboloid Coupling.
result Improved performance on density estimation and hierarchical graph data.

The paper proposes methods to estimate MCMC quality with couplings, bounding Wasserstein distance.

problem Improving MCMC efficiency without sacrificing asymptotic consistency.
method Estimators based on couplings of Markov chains to assess quality of asymptotically biased sampling methods.
result Empirical upper bounds of Wasserstein distance for assessing MCMC quality.

The paper studies the question of whether the classical mirror and synchronous couplings of two Brownian motions minimise and maximise, respectively, the coupling time of the corresponding geometric Brownian motions. We establish a characterisation of the optimality of the two couplings over any finite time horizon and…

2013-04-07abs ↗pdf ↗

Paper proves CFlows can approximate any diffeomorphism and applies it in Bayesian optimization.

problem Proving the universality of CFlows in approximating diffeomorphisms.
method Deriving the universality of Para-CFlows through affine coupling layers and invertible linear transforms.
result Para-CFlows can approximate any diffeomorphism in C^k-norm.

Global solutions found for a wave-Klein-Gordon system with strong couplings in divergence form.

problem Global well-posedness of a wave-Klein-Gordon system with strong couplings in divergence form.
method Constructed an auxiliary system with shifted primitives to handle the strong couplings.
result Established global well-posedness theorem for the wave-Klein-Gordon system.