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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.

168,694 papers · 148 categories

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1234 · Apr 202019922001200920172026
48 results for ECM/GEM

The thesis models financial returns using mixtures of generalized normal distributions.

problem Estimation issues in financial return analysis.
method Mixtures of generalized normal distributions (MGND), ECM/GEM algorithms, constrained mixture models (CMGND), GND-HMMs.
result Enhanced accuracy and interpretability in financial return modeling.

The ECME algorithm has proven to be an effective way of accelerating the EM algorithm for many problems. Recognising the limitation of using prefixed acceleration subspace in ECME, we propose the new Dynamic ECME (DECME) algorithm which allows the acceleration subspace to be chosen dynamically. Our investigation of an …

2010-04-04abs ↗pdf ↗

Classifies semi-equivelar gems on surfaces with Euler characteristic -1.

problem Classifying semi-equivelar gems on surfaces with negative Euler characteristic.
method Regular colored graphs representing PL dd-manifolds, cyclic sequence of face degrees around vertices.
result Identifies 12 types of semi-equivelar gems for surfaces with Euler characteristic -1.

PROBE algorithm efficiently solves sparse high-dimensional linear regression.

problem Sparse high-dimensional linear regression models with complex parameter spaces.
method Partitioned empirical Bayes ECM algorithm for computationally efficient MAP estimation.
result PROBE algorithm provides robust and efficient coordinate-wise optimization.

Study examines remittances in Nepal, linking external demand and domestic monetary conditions.

problem Understanding the dynamics of remittances in Nepal's economy.
method Constructed composite indices via PCA for external demand and domestic monetary conditions. Used ARDL, cointegration, DOLS, ECM, and machine learning for analysis.
result Strong positive long-run effect of external demand on remittances, significant negative impact of tighter domestic monetary conditions.

This paper classifies semi-equivelar gems on a double torus.

problem Classifying semi-equivelar gems on surfaces with negative Euler characteristic.
method Regular colored graphs representing the double torus, with identical cyclic face degree sequences around each vertex.
result 31 types of semi-equivelar gems on the double torus.

In lifelong learning, the learner is presented with a sequence of tasks, incrementally building a data-driven prior which may be leveraged to speed up learning of a new task. In this work, we investigate the efficiency of current lifelong approaches, in terms of sample complexity, computational and memory cost. Towards…

2018-12-02abs ↗pdf ↗

Efficient Bayesian LMM framework for high-dimensional longitudinal data.

problem Scalability and dependence in high-dimensional longitudinal data.
method Partitioned empirical Bayes ECM algorithm for scalable MAP estimation.
result Identification of genes and clinical factors associated with a lupus biomarker.

Within crystallization theory, two interesting PL invariants for dd-manifolds have been introduced and studied, namely {\it gem-complexity} and {\it regular genus}. In the present paper we prove that, for any closed connected PL 44-manifold MM, its gem-complexity k(M)\mathit{k}(M) and its regular genus $ \mathcal G(M)…

2015-04-03abs ↗pdf ↗

Factorization machine (FM) is an effective model for feature-based recommendation which utilizes inner product to capture second-order feature interactions. However, one of the major drawbacks of FM is that it couldn't capture complex high-order interaction signals. A common solution is to change the interaction functi…

2020-02-16abs ↗pdf ↗

Current deep neural networks can achieve remarkable performance on a single task. However, when the deep neural network is continually trained on a sequence of tasks, it seems to gradually forget the previous learned knowledge. This phenomenon is referred to as \textit{catastrophic forgetting} and motivates the field c…

2019-09-25abs ↗pdf ↗

GEM learns a manifold for cross-modal data, capturing structure without modality dependence.

problem Modality-specific neural models limit flexibility and custom architecture.
method Casts learning as manifold inference, enforcing coverage, linearity, and isometry.
result GEM learns latent structure across image, shape, audio, and cross-modal domains.

We solve the isomorphism problem for the whole class of Lins-Mandel gems (graphs encoded manifolds). We also present certain homeomorphisms of branched cyclic coverings of two-bridge hyperbolic links. As a consequence, we prove that, in in a wide subset of interesting cases, the isomorphism conditions for Lins-Mandel g…

2001-02-18abs ↗pdf ↗

We describe an algorithm to subdivide automatically a given set of PL n-manifolds (via coloured triangulations or, equivalently, via crystallizations) into classes whose elements are PL-homeomorphic. The algorithm, implemented in the case n=4, succeeds to solve completely the PL-homeomorphism problem among the catalogu…

2014-08-02abs ↗pdf ↗

The paper studies special crystallizations of 4-manifolds to minimize certain PL-invariants.

problem Minimizing combinatorially defined PL-invariants in crystallizations of compact 4-manifolds.
method Analysis of semi-simple and weak semi-simple crystallizations to minimize regular genus, Gurau degree, gem-complexity, and trisection genus.
result An original theorem on the minimization of PL-invariants for compact 4-manifolds with weak semi-simple crystallizations.

New model solves complex SDEs with high-dimensional spatial and stochastic spaces.

problem Solving SDEs with high-dimensional spatial and stochastic spaces.
method Physics-informed deep generative model (sPI-GeM) combining PI-BasisNet and PI-GeM.
result Scalable solution for high-dimensional SDE problems.

The idea of studying trisections of closed smooth 44-manifolds via (singular) triangulations, endowed with a suitable vertex-labelling by three colors, is due to Bell, Hass, Rubinstein and Tillmann, and has been applied by Spreer and Tillmann to colored triangulations associated to the so called simple crystallization…

2019-10-19abs ↗pdf ↗

Graph Energy Matching improves generation quality for molecular graphs.

problem Discrete energy-based models struggle with efficient and high-quality sampling for graph generation.
method Inspired by transport-map optimization, Graph Energy Matching learns a permutation-invariant potential energy to guide sampling.
result GEM matches or surpasses discrete diffusion baselines on molecular graph benchmarks.

Generative neural network models, including Generative Adversarial Network (GAN) and Auto-Encoders (AE), are among the most popular neural network models to generate adversarial data. The GAN model is composed of a generator that produces synthetic data and of a discriminator that discriminates between the generator's …

2019-05-23abs ↗pdf ↗

Derives an empirical capacity model for self-attention neural networks.

problem Theoretical capacity of large transformer models is not fully utilized by current optimization algorithms.
method Analyzes memory capacity of transformers using synthetic training data and common training algorithms.
result Derives an empirical capacity model (ECM) for a generic transformer.

This contribution to the proceedings of the Cracow meeting on `Applications of Random Matrix Theory' summarizes a series of studies, some old and others more recent on financial applications of Random Matrix Theory (RMT). We first review some early results in that field, with particular emphasis on the applications of …

2005-07-14abs ↗pdf ↗

We extend to dimension n3n \geq 3 the concept of ρρ-pair in a coloured graph and we prove the existence theorem for minimal rigid crystallizations of handle-free, closed nn-manifolds.

2011-05-03abs ↗pdf ↗

In this paper, we propose a general framework to learn a robust large-margin binary classifier when corrupt measurements, called anomalies, caused by sensor failure might be present in the training set. The goal is to minimize the generalization error of the classifier on non-corrupted measurements while controlling th…

2016-10-21abs ↗pdf ↗

In this paper, we propose a general framework to learn a robust large-margin binary classifier when corrupt measurements, called anomalies, caused by sensor failure might be present in the training set. The goal is to minimize the generalization error of the classifier on non-corrupted measurements while controlling th…

2015-07-16abs ↗pdf ↗

GEM detects malicious accounts using adaptive embeddings from heterogeneous graphs.

problem Detecting malicious accounts on a leading mobile payment platform.
method Adaptive learning of discriminative embeddings from heterogeneous account-device graphs with attention mechanism for node importance.
result GEM consistently outperforms competitive methods in detecting malicious accounts.

Distributed asynchronous SGD has become widely used for deep learning in large-scale systems, but remains notorious for its instability when increasing the number of workers. In this work, we study the dynamics of distributed asynchronous SGD under the lens of Lagrangian mechanics. Using this description, we introduce …

2018-05-22abs ↗pdf ↗

Let (Γ,γ)(Γ,γ) be a crystallization of connected compact 3-manifold MM with hh boundary components. Let G(M)\mathcal{G}(M) and k(M)\mathit k (M) be the regular genus and gem-complexity of MM respectively, and let G(M)\mathcal{G}(\partial M) be the regular genus of M\partial M. We prove that $$\mathit k (M)\geq 3 (\mathcal{G…

2020-01-28abs ↗pdf ↗

Paper quantifies uncertainties in EIS spectra of SOFCs, proposing VB method for online monitoring.

problem Distortions in EIS spectra due to disturbances, drifts, and sensor noise.
method Proposes variational Bayes (VB) method for quantifying spectral uncertainty in EIS of SOFCs.
result VB method provides approximate distributions of ECM parameters with low computational load.

We consider a statistical model for pairs of traded assets, based on a Cointegrated Vector Auto Regression (CVAR) Model. We extend standard CVAR models to incorporate estimation of model parameters in the presence of price series level shifts which are not accurately modeled in the standard Gaussian error correction mo…

2010-08-01abs ↗pdf ↗

Paper tackles estimating individual treatment effects from observational data.

problem Estimating the difference between outcomes with and without treatment from single observation.
method Formulated as inference from hidden variables, uses a model of four causal populations, proposes ECM algorithm.
result ECM algorithm provides better performance compared to baseline methods on synthetic and real-world data.