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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.

169,341 papers · 148 categories

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109218327436 · Jun 202019922001200920182026
48 results for Dirichlet fragmentation process

Study shows how adaptive traders decide between fragmented or consolidated markets based on venue demand.

problem Understanding market fragmentation and consolidation in adaptive trading systems.
method Analysis of adaptive traders choosing trading venues based on past experience, considering aggregate parameters like demand to supply ratio.
result Conditions for market fragmentation and stability of steady states are identified, showing fragmented states are metastable.

New model integrates community and link clustering for network data.

problem Lack of embedded prior information and community evolution description in MMSB.
method Fragmentation coagulation process for community and link clustering, with Gibbs sampling for inference.
result Model infers community structure and evolution, improving MMSB.

We suggest an analytical approach for Pareto-Zipf law, where we assume random multiplicative noise and fragmentation processes for the growth of the number of citizens of each city and the number of the cities, respectively.

2008-02-27abs ↗pdf ↗

FluxLayer solves cross-chain liquidity fragmentation for better MEV capture.

problem Cross-chain fragmented liquidity and MEV optimization.
method Three-layer framework integrating settlement, intent, and leverage mechanisms.
result FluxLayer enhances cross-chain MEV by capturing more arbitrage opportunities.

A new method detects outliers using ensembles of Dirichlet process mixtures.

problem Challenges in unsupervised outlier detection using Dirichlet process mixtures.
method Ensembles of Dirichlet process Gaussian mixtures with random subspace and subsampling.
result Empirically outperforms existing approaches in unsupervised outlier detection.

FIRE method improves model performance in federated learning by penalizing fragmentation-induced covariate shifts.

problem Performance degradation in federated learning due to data fragmentation and covariate shift.
method FIRE method accumulates fragmentation-induced covariate shift divergences via approximate Fisher information and uses it as a per-fragment loss penalty.
result FIRE outperforms importance weighting and federated learning benchmarks by up to 5.3% on shifted validation sets.

Study on Dirichlet process mixtures for clustering consistency.

problem Consistency of clustering with Dirichlet process mixtures.
method Analysis of posterior distribution as sample size increases, focusing on consistency for the number of clusters.
result Consistency for the number of clusters can be achieved with a properly adapted concentration parameter in a Bayesian setting.

We propose the supervised hierarchical Dirichlet process (sHDP), a nonparametric generative model for the joint distribution of a group of observations and a response variable directly associated with that whole group. We compare the sHDP with another leading method for regression on grouped data, the supervised latent…

2014-12-17abs ↗pdf ↗

We describe a simple and efficient procedure for approximating the Lévy measure of a Gamma(α,1)\text{Gamma}(α,1) random variable. We use this approximation to derive a finite sum-representation that converges almost surely to Ferguson's representation of the Dirichlet process based on arrivals of a homogeneous Poisson process.…

2011-07-04abs ↗pdf ↗

Proposes a new method for generating random parameters in neural networks.

problem Improving randomized learning of feedforward neural networks.
method Randomly selects slope angles, rotates activation functions, and distributes them across the input space.
result The method gives better results than the common approach, especially for complex target functions.

Automated rock fragmentation assessment using deep learning and spatial statistics.

problem Assessing post-blast rock fragmentation in real-time.
method Fine-tuned YOLO12l-seg model for instance segmentation, followed by spatial statistics.
result Framework accurately assesses rock fragmentation patterns in real-time.

The paper shows how Hamiltonian diffeomorphisms and homeomorphisms can be broken down into smaller, manageable pieces.

problem Fragmenting Hamiltonian diffeomorphisms and homeomorphisms on surfaces.
method Develops a C0C^0-fragmentation property for Hamiltonian diffeomorphisms and homeomorphisms on surfaces, proving it with a Lipschitz estimate.
result Hamiltonian diffeomorphisms and homeomorphisms can be decomposed into smaller, compactly supported pieces with a Lipschitz estimate on the C0C^0-norm.

Network science reveals fragmentation and integration in US financial industry.

problem Understanding the evolution of US financial industry over time.
method TVP-VAR approach on stock market returns to infer unobserved links, network science tools.
result Fragmentation and integration coexist in US financial industry, challenging sectoral macroprudential frameworks.

Deep learning solves jigsaw puzzles by classifying fragment positions.

problem Automated reconstruction of archaeological fragments from jigsaw puzzles.
method Classifies relative positions of fragments using deep neural networks and local feature co-occurrences.
result Our method outperforms state-of-the-art by 25%.

Proposes CHDP for modeling cooperative hierarchical structures with Dirichlet processes.

problem Lack of flexible topic modeling for cooperative hierarchical structures.
method Introduces Cooperative Hierarchical Dirichlet Processes (CHDP) with superposition and maximization measures.
result Demonstrates improved modeling of cooperative hierarchical structures with CHDP.

We present a Dirichlet process mixture model over discrete incomplete rankings and study two Gibbs sampling inference techniques for estimating posterior clusterings. The first approach uses a slice sampling subcomponent for estimating cluster parameters. The second approach marginalizes out several cluster parameters …

2012-03-15abs ↗pdf ↗

This paper proposes a Hilbert space embedding for Dirichlet Process mixture models via a stick-breaking construction of Sethuraman. Although Bayesian nonparametrics offers a powerful approach to construct a prior that avoids the need to specify the model size/complexity explicitly, an exact inference is often intractab…

2012-10-16abs ↗pdf ↗

Bayesian methods model diverse groups with censored data.

problem Pooling and analyzing small heterogeneous groups of time-to-event data.
method Three Bayesian nonparametric methods: Dirichlet process, hierarchical Dirichlet process, and nested Dirichlet process.
result Model accuracy comparison on simulated and real-world datasets.

Deep neural networks generate coherent melodies from music corpora.

problem Creating algorithms that can compose music with long-term temporal dependencies.
method Employed gated recurrent unit networks to learn from a large corpus of melodies.
result Generated coherent melodies and suggested possible continuations.

Fragmented exchanges arise due to speed advantages in high-activity regions.

problem Fragmentation of distributed securities exchanges due to speed advantages in high-activity regions.
method Economic model and Monte Carlo simulations of a decentralized exchange with two miner clusters.
result Speed advantage increases with infrastructure asymmetry between regions.

Study examines Bitcoin market fragmentation and price formation, revealing market leader-lagger dynamics and trading strategies.

problem Understanding price formation in fragmented Bitcoin markets at sub-second time scales.
method Utilized granular orderbook and trades data, constructed features, and trained linear models to explain market returns.
result Fee regime determines market leadership and profitability of taker strategies, maker strategies tested in real-world trading.

Unified framework for Gaussian process methods in differential equations.

problem Fragmented approaches to Gaussian process methods in differential equations.
method Unified Bayesian perspective integrating differential equation constraints.
result Consolidation of existing methods and foundation for future research.

SVM and N-best algorithm classify microbial marker clades from genome sequences.

problem Classifying microbial clades from genome sequences, especially new species.
method Support vector machine (SVM) with N-best algorithm, time series feature extraction, random fragment generation, k-mer size selection.
result Recognition accuracy rates above 28% in top-1 candidate, above 91% in top-10 candidate.

Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize inference in such models have relied on introducing approximations, which can lead to in…

2012-11-29abs ↗pdf ↗

A new GAN model LDAGAN uses Latent Dirichlet Allocation to model multimodal images.

problem Ignoring the structure and multimodal characteristics of vision data in GANs.
method Introduced a Dirichlet prior for multimodal image generation leading to LDAGAN. LDAGAN defines generative modes for each sample and uses a VEM algorithm for adversarial training.
result Experimental results show LDAGAN outperforms other GANs on real-world datasets.