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.
Efficiently factorizes coupled matrix tensor data for better accuracy and speed.
Flexible framework for CMTF with ADMM for various constraints and couplings.
New algorithm for low-rank optimal transport with improved interpretability and efficiency.
Paper proposes C-STM for multimodal neuroimaging data classification.
Paper proposes an algorithm for PARAFAC2-based CMTF models with various constraints.
DS2CF-Net learns hierarchical representations with deep coupled factorization and enriched prior.
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…
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 …
Linear-cost unbiased estimates for complex models via couplings.
CVAE learns disentangled and coupled representations without prior knowledge.
A network-based approach identifies financial factors from asset interactions, explaining market dynamics.
New algorithm tackles low-rank constraints in optimal transport problems.
We propose a nonparametric Bayesian factor regression model that accounts for uncertainty in the number of factors, and the relationship between factors. To accomplish this, we propose a sparse variant of the Indian Buffet Process and couple this with a hierarchical model over factors, based on Kingman's coalescent. We…
Joint analysis of data from multiple information repositories facilitates uncovering the underlying structure in heterogeneous datasets. Single and coupled matrix-tensor factorization (CMTF) has been widely used in this context for imputation-based recommendation from ratings, social network, and other user-item data. …
ReDi improves few-step generation for discrete data models.
We study a class of Poisson tensors on a fibered manifold which are compatible with the fiber bundle structure by the so-called almost coupling condition. In the case of a -dimensional orientable fibered manifolds with -dimensional bases, we describe a global behavior of almost coupling Poisson tensors and their …
New method linearizes nonlinear coupled oscillators on graphs.
dCMF models evolving patterns in multiway data with temporal dynamics.
The paper prices a new life insurance policy for couples, considering various contingent benefits.
Stein's method for measuring convergence to a continuous target distribution relies on an operator characterizing the target and Stein factor bounds on the solutions of an associated differential equation. While such operators and bounds are readily available for a diversity of univariate targets, few multivariate targ…
There has recently been considerable interest in completing a low-rank matrix or tensor given only a small fraction (or few linear combinations) of its entries. Related approaches have found considerable success in the area of recommender systems, under machine learning. From a statistical estimation point of view, the…
Paper studies asymmetric matrix sensing, proving gradient descent converges to low-rank solutions.
Probabilistic approaches for tensor factorization aim to extract meaningful structure from incomplete data by postulating low rank constraints. Recently, variational Bayesian (VB) inference techniques have successfully been applied to large scale models. This paper presents full Bayesian inference via VB on both single…
This paper introduces a novel recurrent model for music composition that is tailored to the structure of polyphonic music. We propose an efficient new conditional probabilistic factorization of musical scores, viewing a score as a collection of concurrent, coupled sequences: i.e. voices. To model the conditional distri…
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…
DeCom predicts post-COVID RSV timing and intensity with NPI consideration.
How can we correlate neural activity in the human brain as it responds to words, with behavioral data expressed as answers to questions about these same words? In short, we want to find latent variables, that explain both the brain activity, as well as the behavioral responses. We show that this is an instance of the C…
We propose an extension of the canonical polyadic (CP) tensor model where one of the latent factors is allowed to vary through data slices in a constrained way. The components of the latent factors, which we want to retrieve from data, can vary from one slice to another up to a diffeomorphism. We suppose that the diffe…
We describe a model for capturing the statistical structure of local amplitude and local spatial phase in natural images. The model is based on a recently developed, factorized third-order Boltzmann machine that was shown to be effective at capturing higher-order structure in images by modeling dependencies among squar…
We present a unified invariance framework for supervised neural networks that can induce independence to nuisance factors of data without using any nuisance annotations, but can additionally use labeled information about biasing factors to force their removal from the latent embedding for making fair predictions. Invar…
A new method uncovers discrete and continuous factors in gene expression data.
CPFM integrates dimensionality reduction and reconstruction with flow networks.
We propose a new method to estimate Wasserstein distances and optimal transport plans between two probability distributions from samples in high dimension. Unlike plug-in rules that simply replace the true distributions by their empirical counterparts, our method promotes couplings with low transport rank, a new struct…
This paper tackles multi-marginal optimal transport problems using DC programming.
Data representations that contain all the information about target variables but are invariant to nuisance factors benefit supervised learning algorithms by preventing them from learning associations between these factors and the targets, thus reducing overfitting. We present a novel unsupervised invariance induction f…
A scalable framework selects top factors from CAE latent factors for better portfolio optimization.
Computational approaches to transcription factor binding site identification have been actively researched for the past decade. Negative examples have long been utilized in de novo motif discovery and have been shown useful in transcription factor binding site search as well. However, understanding of the roles of nega…
We identity a by-far-unrecognized problem of Adam-style optimizers which results from unnecessary coupling between momentum and adaptivity. The coupling leads to instability and divergence when the momentum and adaptivity parameters are mismatched. In this work, we propose a method, Laprop, which decouples momentum and…
The paper extends statistical estimation techniques under differential privacy.
Most popular word embedding techniques involve implicit or explicit factorization of a word co-occurrence based matrix into low rank factors. In this paper, we aim to generalize this trend by using numerical methods to factor higher-order word co-occurrence based arrays, or \textit{tensors}. We present four word embedd…
Non-negative matrix factorization models based on a hierarchical Gamma-Poisson structure capture user and item behavior effectively in extremely sparse data sets, making them the ideal choice for collaborative filtering applications. Hierarchical Poisson factorization (HPF) in particular has proved successful for scala…
Faster GW alignment for incomparable point clouds via low-rank couplings.
Paper proves uniqueness of Ricci flows from nonatomic measures on surfaces.
In this work, an ensemble of economic interacting agents is considered. The agents are arranged in a linear array where only local couplings are allowed. The deterministic dynamics of each agent is given by a map. This map is expressed by two factors. The first one is a linear term that models the expansion of the agen…
Exponential family extensions of principal component analysis (EPCA) have received a considerable amount of attention in recent years, demonstrating the growing need for basic modeling tools that do not assume the squared loss or Gaussian distribution. We extend the EPCA model toolbox by presenting the first exponentia…
Proposes tPARAFAC2 for tracking evolving patterns in time-evolving data.
Goldbach conjecture is one of the most famous open mathematical problems. It states that every even number, bigger than two, can be presented as a sum of 2 prime numbers. % In this work we present a deep learning based model that predicts the number of Goldbach partitions for a given even number. Surprisingly, our mode…
NCPF model improves traffic data imputation with neural and tensor methods.