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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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2725458171,089 · Jun 202019922001200920172026
48 results for Dynamic Multilayer Networks

Unified framework detects dynamic community structure in brain networks across individuals.

problem Detecting community structure in functional brain networks across multiple subjects and over time.
method Markov-switching stochastic block model (MSS-SBM) for multilayer brain networks.
result Captures dynamic reconfiguration of modular connectivity in brain networks across different task conditions.

Global convergence of multilayer neural networks proven for any depth.

problem Global convergence of multilayer neural networks in the mean field regime.
method Mean field limit framework, neuronal embedding, bidirectional diversity condition.
result Global convergence for multilayer networks of any depths, including correlated initializations.

This work studies fluctuation in multilayer neural networks using mean field theory.

problem Understanding fluctuation in multilayer neural networks with mean field training.
method Developed a second-order mean field limit to capture fluctuation, demonstrating stability of gradient descent training.
result Gradient descent training in multilayer networks biases towards minimal fluctuation, even after convergence.

New method constructs equivariant neural networks for arbitrary matrix groups.

problem Challenges in constructing equivariant neural networks for complex groups.
method Completely general algorithm for solving equivariant layers of matrix groups.
result Constructs multilayer perceptrons equivariant to multiple groups including O(1,3), O(5), Sp(n), and Rubik's cube group.

We introduce a new Self-Organized Criticality (SOC) model for simulating price evolution in an artificial financial market, based on a multilayer network of traders. The model also implements, in a quite realistic way with respect to previous studies, the order book dy- namics, by considering two assets with variable f…

2016-06-29abs ↗pdf ↗

Study reveals similarities in knowledge flows between pharmaceutical and AI industries.

problem Understanding the dynamics of drug pipelines in global pharmaceutical industry.
method Multilayer network analysis of drug pipeline, global supply chain, and ownership data.
result Proven similarities in knowledge flows between pharmaceutical and AI industries.

Develops a framework to assess systemic risk in the economy using bank-firm network data.

problem Measuring systemic risk in the economy using multilayer network data.
method Unified framework combining techniques to reconstruct multilayer economy structure from bank and firm balance sheets, and dynamics of shock propagation.
result Identifies systemically important firms and banks, and assesses systemic risk determinants.

FVI method calculates bicausal OT with neural networks, outperforming other methods.

problem Computing bicausal optimal transport with adapted coupling structures.
method FVI method using multilayer neural networks to approximate value functions.
result FVI method outperforms linear programming and Sinkhorn methods in scalability.

ALMA improves clustering of multilayer networks.

problem Clustering multilayer networks with distinct layers and communities.
method Alternating minimization algorithm (ALMA) for simultaneous layer partition and community estimation.
result ALMA achieves higher accuracy than TWIST in clustering multilayer networks.

This work proves the asymptotic freeness of layerwise Jacobians in MLPs with Haar orthogonal matrices.

problem Proving the asymptotic freeness of layerwise Jacobians in multilayer perceptrons (MLPs).
method Replacing each layer's parameter matrix with itself multiplied by a Haar orthogonal matrix, and using the invariance of the MLP.
result Proves the asymptotic freeness of layerwise Jacobians in MLPs with Haar orthogonal matrices.

New method constructs multilayer networks from financial data, capturing dependencies across different risk factors.

problem Difficult construction of multilayer networks, neglecting time delays and interdependencies.
method Tucker tensor autoregression for direct multilayer network construction.
result Captures within and between connections, identifies strong interconnections between volumes and prices layers.

A plethora of networks is being collected in a growing number of fields, including disease transmission, international relations, social interactions, and others. As data streams continue to grow, the complexity associated with these highly multidimensional connectivity data presents novel challenges. In this paper, we…

2016-08-07abs ↗pdf ↗

We propose a method for simultaneously detecting shared and unshared communities in heterogeneous multilayer weighted and undirected networks. The multilayer network is assumed to follow a generative probabilistic model that takes into account the similarities and dissimilarities between the communities. We make use of…

2018-06-16abs ↗pdf ↗

In this paper we investigate the supervised backpropagation training of multilayer neural networks from a dynamical systems point of view. We discuss some links with the qualitative theory of differential equations and introduce the overfly algorithm to tackle the local minima problem. Our approach is based on the exis…

2018-07-27abs ↗pdf ↗

Many recent developments in network analysis have focused on multilayer networks, which one can use to encode time-dependent interactions, multiple types of interactions, and other complications that arise in complex systems. Like their monolayer counterparts, multilayer networks in applications often have mesoscale fe…

2019-08-11abs ↗pdf ↗

Proposes a new algorithm to estimate invariant subspaces across multilayer networks.

problem Estimating invariant subspaces across heterogeneous multiple networks.
method Bias-corrected joint spectral embedding algorithm that recursively calibrates diagonal bias and iteratively updates the subspace estimator.
result Established entrywise subspace perturbation bound and entrywise eigenvector central limit theorem for the algorithm.

Multilayer bootstrap network builds a gradually narrowed multilayer nonlinear network from bottom up for unsupervised nonlinear dimensionality reduction. Each layer of the network is a nonparametric density estimator. It consists of a group of k-centroids clusterings. Each clustering randomly selects data points with r…

2014-08-05abs ↗pdf ↗

A novel multilayer network approach for text analysis.

problem Clustering documents and finding topics in large collections with metadata and hyperlinks.
method Multilayer Networks and Stochastic Block Models applied to multiple data types.
result Taking into account multiple types of information improves topic and document clustering.

Artificial Neural Networks(ANN) has been phenomenally successful on various pattern recognition tasks. However, the design of neural networks rely heavily on the experience and intuitions of individual developers. In this article, the author introduces a mathematical structure called MLP algebra on the set of all Multi…

2017-01-18abs ↗pdf ↗

Study of infinitely deep but narrow neural networks using NTK theory.

problem Analyzing the role of depth in deep learning with overparameterized networks.
method Infinite-depth limit analysis of MLP and CNN using Neural Tangent Kernel (NTK) theory.
result Established trainability guarantee for infinitely deep but narrow neural networks.

GD-VAEs learn dynamics from observations using geometric and topological information.

problem Learning parsimonious representations of nonlinear dynamics from observations.
method Develops data-driven methods incorporating geometric and topological information using Variational Autoencoders (VAEs).
result GD-VAEs provide methods for learning reduced dimensional representations of nonlinear dynamics.

A method for community detection in multilayer networks using data matrices.

problem Community detection in multilayer networks with various node attributes.
method Data matrix representation and regular decomposition method extension for compression.
result Method identifies community structures well-aligned with real-world network hierarchies.

A main puzzle of deep neural networks (DNNs) revolves around the apparent absence of "overfitting", defined in this paper as follows: the expected error does not get worse when increasing the number of neurons or of iterations of gradient descent. This is surprising because of the large capacity demonstrated by DNNs to…

2018-06-29abs ↗pdf ↗

A recent line of work studies overparametrized neural networks in the "kernel regime," i.e. when the network behaves during training as a kernelized linear predictor, and thus training with gradient descent has the effect of finding the minimum RKHS norm solution. This stands in contrast to other studies which demonstr…

2019-06-13abs ↗pdf ↗

The power law has been observed in the degree distributions of many biological neural networks. Sparse deep neural networks, which learn an economical representation from the data, resemble biological neural networks in many ways. In this paper, we study if these artificial networks also exhibit properties of the power…

2018-05-04abs ↗pdf ↗

New method clusters multilayer graphs with missing nodes.

problem Clustering multilayer graphs with missing nodes.
method Proposes a new framework for multilayer graphs with missing nodes, extending clustering methods to handle incomplete data.
result Proves consistency results under the Multi-Layer Stochastic Block Model assumption and highlights promising performance on real datasets.

This paper proposes an improved design of the perceptron unit to mitigate the vanishing gradient problem. This nuisance appears when training deep multilayer perceptron networks with bounded activation functions. The new neuron design, named auto-rotating perceptron (ARP), has a mechanism to ensure that the node always…

2019-10-06abs ↗pdf ↗