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.
Study reveals centralization in Bitcoin transactions involving retail users.
The problem of frequent pattern mining has been studied quite extensively for various types of data, including sets, sequences, and graphs. Somewhat surprisingly, another important type of data, namely rank data, has received very little attention in data mining so far. In this paper, we therefore addresses the problem…
Bayesian model identifies health disparities in disease progression.
Study on markets with insiders receiving private signals affecting asset prices and information flow.
Explainable Artificial Intelligence (XAI)has received a great deal of attention recently. Explainability is being presented as a remedy for the distrust of complex and opaque models. Model agnostic methods such as LIME, SHAP, or Break Down promise instance-level interpretability for any complex machine learning model. …
It has often been taken as a working assumption that directed links in information networks are frequently formed by "short-cutting" a two-step path between the source and the destination -- a kind of implicit "link copying" analogous to the process of triadic closure in social networks. Despite the role of this assump…
Study uses neural networks to filter financial spillovers from noise.
This paper creates a tagging system for paintings using historical descriptions.
In this paper, we investigate the impact of diverse user preference on learning under the stochastic multi-armed bandit (MAB) framework. We aim to show that when the user preferences are sufficiently diverse and each arm can be optimal for certain users, the O(log T) regret incurred by exploring the sub-optimal arms un…
AGDA and variance-reduced methods solve nonconvex-nonconcave minimax problems globally and faster.
Proposes a guaranteed regularization method for maximum likelihood estimation using gauge symmetry in Kullback-Leibler divergence.
Study evaluates data augmentation methods for prostate cancer detection in MRI.
Reinforcement learning with trajectory feedback instead of state-action rewards.
This work is done as part of a master's thesis project. The increase in the volume of data has given rise to various issues related to the collection, storage, analysis and exploitation of these data in order to create an added value. In this master, we are interested in the search of frequent closed patterns in the tr…
Evidence acquisition costs influence disclosure behavior and preference.
Improved ridge regression with Frequent Directions for large-scale tasks.
Efficient methods estimate concordance probability for big data.
Orthogonal frequency division multiplexing (OFDM) has been widely applied in current communication systems. The artificial intelligence (AI)-aided OFDM receivers are currently brought to the forefront to replace and improve the traditional OFDM receivers. In this study, we first compare two AI-aided OFDM receivers, nam…
We present a scalable end-to-end classifier that uses streaming physiological and medication data to accurately predict the onset of sepsis, a life-threatening complication from infections that has high mortality and morbidity. Our proposed framework models the multivariate trajectories of continuous-valued physiologic…
Conventional multiuser detection techniques either require a large number of antennas at the receiver for a desired performance, or they are too complex for practical implementation. Moreover, many of these techniques, such as successive interference cancellation (SIC), suffer from errors in parameter estimation (user …
We propose a framework for the derivation and evaluation of distributed iterative algorithms for receiver cooperation in interference-limited wireless systems. Our approach views the processing within and collaboration between receivers as the solution to an inference problem in the probabilistic model of the whole sys…
Enhances data augmentation for regression tasks.
Use of an autoencoder (AE) as a normal model is a state-of-the-art technique for unsupervised-anomaly detection in sounds (ADS). The AE is trained to minimize the sample mean of the anomaly score of normal sounds in a mini-batch. One problem with this approach is that the anomaly score of rare-normal sounds becomes hig…
In deep reinforcement learning (RL) tasks, an efficient exploration mechanism should be able to encourage an agent to take actions that lead to less frequent states which may yield higher accumulative future return. However, both knowing about the future and evaluating the frequentness of states are non-trivial tasks, …
Study automates detection of visitation disruptions in ICU patients.
Paper defends deep learning classifiers against channel-aware adversarial attacks.
Blockchain scaling reduces gas fees, allowing more frequent liquidity updates and concentration.
Iterative information processing, either based on heuristics or analytical frameworks, has been shown to be a very powerful tool for the design of efficient, yet feasible, wireless receiver architectures. Within this context, algorithms performing message-passing on a probabilistic graph, such as the sum-product (SP) a…
DCASE 2021 ASD task tackles domain-shifted anomalous sound detection.
Adversaries can fool deep learning modulator classifiers over wireless channels.
Yield curve forecasting is an important problem in finance. In this work we explore the use of Gaussian Processes in conjunction with a dynamic modeling strategy, much like the Kalman Filter, to model the yield curve. Gaussian Processes have been successfully applied to model functional data in a variety of application…
This paper introduces the combinatorial Boolean model (CBM), which is defined as the class of linear combinations of conjunctions of Boolean attributes. This paper addresses the issue of learning CBM from labeled data. CBM is of high knowledge interpretability but naïve learning of it requires exponentially large compu…
We propose a novel receiver for orthogonal frequency division multiplexing (OFDM) transmissions in impulsive noise environments. Impulsive noise arises in many modern wireless and wireline communication systems, such as Wi-Fi and powerline communications, due to uncoordinated interference that is much stronger than the…
Proposes using frequent sequences to improve sequential recommendation models.
Some high-dimensional data.sets can be modelled by assuming that there are many different linear constraints, each of which is Frequently Approximately Satisfied (FAS) by the data. The probability of a data vector under the model is then proportional to the product of the probabilities of its constraint violations. We …
Bayesian approach to portfolio selection reduces pessimism in frequent trading.
Temperature scaling fails for distributions with class overlaps, while Mixup improves calibration.
This study presents an efficient incremental/decremental approach for big streams based on Kernel Ridge Regression (KRR), a frequently used data analysis in cloud centers. To avoid reanalyzing the whole dataset whenever sensors receive new training data, typical incremental KRR used a single-instance mechanism for upda…
New learning methods for open systems with variable agents.
This paper tackles the 'Clever Hans' effect in anomaly detection models.
Retirement gratuity is the money companies typically pay their employees at the end of their contracts or at the time of leaving the company. It is a defined benefit plan and is often given as an alternative to a pension plan. In Botswana, there is now a new pattern whereby companies give their employees the option to …
In this study, we systematically investigate the impact of class imbalance on classification performance of convolutional neural networks (CNNs) and compare frequently used methods to address the issue. Class imbalance is a common problem that has been comprehensively studied in classical machine learning, yet very lim…
Less frequent retraining improves forecast accuracy in retail demand forecasting.
Whenever a social media user decides to share a story, she is typically pleased to receive likes, comments, shares, or, more generally, feedback from her followers. As a result, she may feel compelled to use the feedback she receives to (re-)estimate her followers' preferences and decides which stories to share next to…
FedRec learns universal receivers for fading channels without channel statistics.
PAIR-CI calibrates CI tests for causal discovery with incomplete data.
Concerns about interpretability, computational resources, and principled inductive priors have motivated efforts to engineer sparse neural models for NLP tasks. If sparsity is important for NLP, might well-trained neural models naturally become roughly sparse? Using the Taxi-Euclidean norm to measure sparsity, we find …
SAGE enhances reinforcement learning by injecting hints to prevent model stagnation.