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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.

169,051 papers · 148 categories

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295786114 · May 202619922001200920182026
48 results for Cross Coregionalization

Enhances MTGP for better hierarchical latent interactions.

problem Current MTGPs struggle with hierarchical latent interactions.
method Proposes a novel kernel representation for hierarchical interactions in LMC of MTGP.
result Promotes knowledge transferring in MTGP through hierarchical interactions.

Develops a scalable multi-task Gaussian process with neural embedding for improved performance.

problem High model complexity and limited model capability in multi-task Gaussian processes.
method Neural embedding of coregionalization, advanced variational inference, sparse approximation.
result Higher prediction quality and better generalization of the NSVLMC model.

DeepICMGP surrogate models multiple outputs efficiently.

problem Challenges in modeling dependencies between multiple outputs using traditional multi-output GPs.
method Introduces hierarchical coregionalization structures across layers in DGPs.
result Demonstrates competitive performance and active learning strategies.

E-LMC improves spatial field prediction accuracy by linearizing complex fields.

problem Predicting complex spatial fields with high accuracy and efficiency.
method Introducing an invertible neural network to linearize nonlinear spatial fields, enabling the use of LMC for nonlinear problems.
result Maximum improvement of about 40% over original LMC, outperforming other models.

Establishes connection between MTDNN and multitask GP, revealing weight correlation as key to task sharing.

problem Limited theoretical understanding of information sharing in MTDNN.
method Derives multitask GP kernels for MTDNN and MTBNN, showing shared hyper-parameters and last layer weights.
result Information sharing in MTDNN is due to weight correlation, not intermediate layer weights.

A new model uses sparse Gaussian processes to hedge electricity market risks.

problem Risk minimization in electricity markets due to non-storability and volatility.
method Coregionalized sparse Gaussian processes to model price and load correlations.
result The model outperforms traditional average-load strategies in hedging.

MO-GP models fill gaps in biophysical data with across-domain info transfer.

problem Gap filling of biophysical parameters LAI and fAPAR over rice areas.
method Multi-output Gaussian Processes (MO-GP) based on Linear Model of Coregionalization (LMC).
result MO-GP models successfully predict biophysical variables even in high missing data regimes.

Gaussian processes (GPs), or distributions over arbitrary functions in a continuous domain, can be generalized to the multi-output case: a linear model of coregionalization (LMC) is one approach. LMCs estimate and exploit correlations across the multiple outputs. While model estimation can be performed efficiently for …

2017-05-30abs ↗pdf ↗

IPGP framework improves psychological assessment by integrating shared and unique traits.

problem Tackles the debate on shared vs unique personality traits across individuals.
method Uses Gaussian process coregionalization model for non-Gaussian ordinal data, with stochastic variational inference for scalability.
result Improves prediction and estimation of individualized factor structures compared to existing methods.

Paper introduces a new model to handle multi-task learning across different input domains.

problem Learning correlated tasks across varying input domains.
method Develops a novel heterogeneous stochastic variational linear model of coregionalization (HSVLMC) for multi-task learning.
result The proposed model outperforms existing models in diverse multi-task scenarios.

Fleet control method improves sample efficiency in IoT environments.

problem Improving sample efficiency in reinforcement learning for fleet control.
method Coregionalized Gaussian Process Policy Iteration for knowledge transfer between fleet members.
result Significantly outperforms baseline approaches in terms of median and variance of results.

We generalize the log Gaussian Cox process (LGCP) framework to model multiple correlated point data jointly. The observations are treated as realizations of multiple LGCPs, whose log intensities are given by linear combinations of latent functions drawn from Gaussian process priors. The combination coefficients are als…

2018-05-24abs ↗pdf ↗

The paper tackles counterfactual inference with multioutput deep kernels in high-dimensional settings.

problem Performing counterfactual inference with observational data in high-dimensional settings with multiple actions and outcomes.
method The paper presents a general class of counterfactual multi-task deep kernels models based on Structural Causal Models (SCM) and Gaussian Processes.
result The models estimate causal effects and learn policies efficiently, scaling well with high dimensions.

Efficiently predicts high-fidelity PDE solutions using multi-fidelity Gaussian processes.

problem Expensive high-fidelity solutions for PDEs on discretized domains.
method Multi-Fidelity High-Order Gaussian Process (MFHoGP) that integrates multi-fidelity examples and scales to large numbers of outputs.
result Significantly reduces the cost of high-fidelity PDE solutions through efficient Gaussian process modeling.

Traditionally, knot theorists have considered projections of knots where there are two strands meeting at every crossing. A triple crossing is a crossing where three strands meet at a single point, such that each strand bisects the crossing. In this paper we find a relationship between the triple crossing number and th…

2018-05-11abs ↗pdf ↗

A quadruple crossing is a crossing in a projection of a knot or link that has four strands of the knot passing straight through it. A quadruple crossing projection is a projection such that all of the crossings are quadruple crossings. In a previous paper, it was proved that every knot and link has a quadruple crossing…

2012-11-12abs ↗pdf ↗

Extends GP regression to complex Helmholtz problems, improving wavefield inference in brain elastography.

problem Infer complex Helmholtz wavefields from sparse, noisy data.
method Operator-informed Gaussian processes, realifying complex operator into real blocks, using PDE residuals and boundary traces.
result Competitive with finite-difference and neural-network methods, reconstructs brain shear curl field with high correlation.

The paper studies unlinking links with minimal crossing changes.

problem Unlinking links with minimal changes when crossings between components are fixed.
method Examined minimum number of crossing changes for links with linking number zero and unknotted components.
result Data and general results about asymmetry of unlinking between components for links with up to ten crossings.

Traditionally, knot theorists have considered projections of knots where there are two strands meeting at every crossing. A multi-crossing is a crossing where more than two strands meet at a single point, such that each strand bisects the crossing. In this paper we generalize ideas in traditional braid theory to multi-…

2018-05-11abs ↗pdf ↗

A multi-crossing (or n-crossing) is a singular point in a projection at which n strands cross so that each strand bisects the crossing. We generalize the classic result of Kauffman, Murasugi, and Thistlethwaite, which gives the upper bound on the span of the bracket polynomial of K as 4c_2(K), to the n-crossing number:…

2014-07-16abs ↗pdf ↗

It is known that the arc index of alternating knots is the minimal crossing number plus two and the arc index of prime nonalternating knots is less than or equal to the minimal crossing number. We study some cases when the arc index is strictly less than the minimal crossing number. We also give minimal grid diagrams o…

2011-06-13abs ↗pdf ↗

There are non-vanishing price responses across different stocks in correlated financial markets. We further study this issue by performing different averages, which identify active and passive cross-responses. The two average cross-responses show different characteristic dependences on the time lag. The passive cross-r…

2016-03-04abs ↗pdf ↗

Every link in the 3-sphere has a projection to the plane where the only singularities are pairwise transverse triple points. The associated diagram, with height information at each triple point, is a triple-crossing diagram of the link. We give a set of diagrammatic moves on triple-crossing diagrams analogous to the Re…

2017-06-28abs ↗pdf ↗

The aim of the present paper is to prove that the minimal number of virtual crossings for some families of virtual knots grows quadratically with respect to the minimal number of classical crossings. All previously known estimates for virtual crossing number were principally no more than linear in the number of classic…

2011-07-25abs ↗pdf ↗

A triple crossing is a crossing in a projection of a knot or link that has three strands of the knot passing straight through it. A triple crossing projection is a projection such that all of the crossings are triple crossings. We prove that every knot and link has a triple crossing projection and then investigate c_3(…

2012-07-31abs ↗pdf ↗

We define 2-crossed module bundle 2-gerbes related to general Lie 2-crossed modules and discuss their properties. A 2-crossed module bundle 2-gerbe over a manifold is defined in terms of a so called 2-crossed module bundle gerbe, which is a crossed module bundle gerbe equipped with an extra sructure. It is shown that s…

2009-11-08abs ↗pdf ↗

New method detects intrinsic cross-correlations in non-stationary time series affected by common factors.

problem Bias in cross-correlation analysis due to common external factors.
method Multifractal temporally weighted detrended partial cross-correlation analysis (MF-TWDPCCA).
result MF-TWDPCCA accurately detects intrinsic cross-correlations between non-stationary time series.

The study finds significant power-law cross correlations in Bitcoin's return-volatility dynamics.

problem Investigating asymmetry in Bitcoin's return-volatility relationships.
method Analysis of daily and high-frequency Bitcoin data to identify cross correlations.
result Power-law cross correlations between returns and future volatilities are observed, indicating long-range dependencies.

Two crossing homomorphisms on braid groups are shown to be equivalent.

problem Comparing two definitions of crossing homomorphisms on braid groups.
method Diagrammatic and algebraic definitions of crossing homomorphisms compared and computed for simple braids.
result Diagrammatic and algebraic crossing homomorphisms are equivalent.

Pseudo links have two crossing types: classical crossings and indeterminate crossings. They were first introduced by Ryo Hanaki as a possible tool for analyzing images produced by electron microscopy of DNA. A normalized bracket polynomial is defined for pseudo links and then used to construct and obstruction to cosmet…

2015-12-15abs ↗pdf ↗

It is classically known that generic smooth maps of R^2 into R^3 admit only cross cap singularities. This suggests that the class of cross caps might be an important object in differential geometry. We show that the standard cross cap (u,uv,v^2) has non-trivial isometric deformations with infinite dimensional freedom. …

2012-07-17abs ↗pdf ↗

Quantum machine learning uses quantum cross entropy to minimize loss, but measurement loss affects this process.

problem Quantum machine learning's loss minimization through cross entropy is affected by measurement outcomes.
method Defined quantum cross entropy, proved its lower bounds, and investigated its relation to quantum fidelity and likelihood.
result Quantum cross entropy is lower-bounded by negative log-likelihood when derived from quantum data, but measurement outcomes can cause loss.

The paper defines and calculates an upper bound for the equivariant crossing number of two-bridge knots.

problem Finding the minimum number of crossings in symmetric diagrams for two-bridge knots.
method Defining and calculating c2(K)c_2(K) for two-bridge knots by restricting diagrams to two types.
result An algorithm to determine c2(K)c_2(K) for any two-bridge knot and results up to 14 crossings.