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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.

168,657 papers · 148 categories

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88177265353 · Jun 202019922001200920172026
48 results for Graph Correlation

This paper sets thresholds for recovering vertex correspondences in partially correlated graphs.

problem Recovering hidden vertex correspondences in partially correlated graphs.
method Proposed partially correlated Erdős-Rényi graphs model; information-theoretic thresholds; correlated functional digraphs.
result Optimal rates for partial and exact recovery of vertex correspondences.

Polynomial-time algorithm matches correlated random graphs with non-vanishing correlation.

problem Matching correlated random graphs with non-vanishing edge correlation.
method Iterative algorithm for polynomial-time recovery of latent matching.
result Algorithm succeeds in recovering latent matching as long as edge correlation is non-vanishing.

CopulaGNN integrates graph representational and correlational roles for better node-level predictions.

problem Graphs encode diverse roles in node-level prediction tasks, but GNNs struggle with correlational information.
method Copula theory to describe multivariate dependence, integrating representational and correlational graph information.
result CopulaGNN improves GNN performance on regression tasks by leveraging both types of graph information.

Efficient algorithm for matching graphs with community structure.

problem Graph matching between correlated stochastic block models with constant correlation.
method Partition trees rooted from each vertex, comparing edge statistics to different communities.
result First low-order polynomial-time algorithm achieving exact matching with high probability in dense graphs.

This work optimizes induced correlation in joint graph embeddings.

problem Optimizing correlation across embedded networks in joint graph embeddings.
method Developed corr2Omni algorithm to estimate optimal Omnibus weights.
result corr2Omni algorithm improves inference fidelity compared to classical Omnibus construction.

Paper forecasts stock correlations using a hybrid model combining graph neural networks and transformers.

problem Improving stock correlation forecasts for better portfolio management.
method Hybrid model combining Transformer and graph attention networks for forecasting residual deviations from historical data.
result The hybrid model reduces correlation forecasting error compared to rolling-window estimates.

Enhances community detection in correlated networks with node attributes.

problem Community detection in multiple networks with correlated node attributes and edges.
method Introduced the correlated Contextual Stochastic Block Model (CSBM), developed a two-step matching procedure.
result Algorithm recovers exact node correspondence, enabling enhanced community detection.

Polynomial time algorithm matches correlated Gaussian matrices without vanishing correlation.

problem Matching vertices in two correlated Erdős-Rényi graphs.
method Iterative matching algorithm for correlated Gaussian Wigner matrices.
result First polynomial time algorithm for graph matching with arbitrarily small constant correlation.

We study graph matching with correlated Gaussian features and find thresholds for exact recovery.

problem Graph matching with correlated Gaussian features.
method Information-theoretic thresholds and conditions for exact and almost exact recovery.
result Contextual information introduces a richer structure, with thresholds for exact and almost exact recovery no longer coinciding.

CaLoNet integrates spatial and local correlations for multivariate time series classification.

problem Ignoring spatial and local correlations in multivariate time series classification.
method Model spatial correlations using causality modeling, extract local correlations, integrate into graph neural network.
result Competitive performance compared to state-of-the-art methods on UEA datasets.

Graph Canonical Correlation Analysis improves CCA for multiomics datasets.

problem Limited ability of conventional CCA methods to incorporate structured patterns in cross-correlation matrices.
method Graph Canonical Correlation Analysis (gCCA) calculates canonical correlations based on the graph structure of cross-correlation matrices.
result gCCA outperforms competing CCA methods in simulations and multiomics dataset analysis.

Efficiently matches random graphs with inhomogeneous edge probabilities.

problem Matching latent vertex correspondence between two correlated random graphs with inhomogeneous edge probabilities.
method Inspired by Ding et al. (2021), an efficient matching algorithm is developed with conditions on minimal average degree and minimal correlation.
result An efficient matching algorithm is obtained as long as the minimal average degree is at least Ω(log2n)Ω(\log^{2} n) and the minimal correlation is at least 1O(log2n)1 - O(\log^{-2} n).

MTRGL learns temporal correlations from multi-modal data for improved pair trading.

problem Discerning temporal correlations among financial entities.
method Combines time series data and discrete features into a temporal graph, using a memory-based temporal graph neural network.
result MTRGL outperforms traditional methods in temporal graph link prediction and pair trading.

PPM improves graph matching for correlated Gaussian Wigner models with high probability.

problem Graph matching in the Correlated Gaussian Wigner model with edge correlations.
method Seeded projected power method (PPM) for iterative improvement of initial partial matches.
result PPM recovers ground-truth matching with high probability in O(log n) iterations if seed is close enough.

A new model for multiview data analysis using graph autoencoders.

problem Nonlinear multiview canonical correlation analysis for large datasets.
method Variational approach with graph convolutional neural networks.
result Competitive performance on classification, clustering, and recommendation tasks.

OmniMatch algorithm perfectly matches graphs without edge correlation.

problem Graph matching in the absence of edge correlation.
method OmniMatch algorithm for seeded multiple graph matching.
result OmniMatch aligns O(sα)O(s^α) unseeded vertices across multiple networks efficiently and perfectly.

Efficient algorithm for graph matching in correlated stochastic block models.

problem Graph matching in correlated stochastic block models with balanced communities.
method Extends previous work on centered subgraph counts to handle estimation errors and edge correlation.
result First efficient algorithm for graph matching in the logarithmic average degree regime, matching all but a vanishing fraction of vertices with high probability.

Paper studies vertex correspondence recovery in correlated graphs with node features.

problem Recovering hidden vertex correspondence between two correlated graphs with observed edge weights and node features.
method Introduced featured correlated Gaussian Wigner model and proposed QPAlign algorithm for quadratic programming relaxation.
result Characterized optimal information-theoretic thresholds for exact and partial recovery of latent mapping.

The paper explores statistical limits for detecting correlation in tree structures.

problem Detecting correlation between two tree structures.
method Investigates conditions for existence of one-sided tests in the limit of large tree depth.
result Identifies a phase transition at correlation parameter s=αs = \sqrt{α}, where tests exist for s>αs > \sqrt{α}.

Proposes a model to detect changes in multivariate time series data.

problem Detect abrupt changes in multivariate time series data considering dependencies and correlations.
method Integrates graph neural networks into an encoder-decoder framework to model correlation structures and dynamics.
result Advantageous performance on CPD tasks over strong baselines, classifying changes as correlation or independent.

Researchers prove it's impossible to partially recover graph alignments in certain conditions.

problem Recovering vertex correspondence between two random graphs with correlated edges.
method Used the probabilistic method to build automorphisms between tree components of a subcritical Erdös-Rényi graph.
result Proved an impossibility result for partial recovery in the sparse regime with constant average degree and correlation.

AGCRN forecasts traffic using adaptive graph and recurrent learning.

problem Forecasting traffic dynamics with complex spatial and temporal correlations.
method Adaptive Graph Convolutional Recurrent Network (AGCRN) with Node Adaptive Parameter Learning (NAPL) and Data Adaptive Graph Generation (DAGG).
result AGCRN outperforms state-of-the-art models without pre-defined graphs.

Detecting edge correlation between two graphs sharpens a threshold based on densest subgraph.

problem Detecting edge correlation between two Erdős-Rényi graphs.
method Formulated as a hypothesis testing problem, connecting to densest subgraph detection.
result Sharp information-theoretic threshold established for edge correlation detection.

New algorithm achieves almost exact graph matching in almost quadratic time.

problem Graph matching under correlated Erdős-Rényi models.
method Rank-based graph matching using local tree correlation tests.
result Achieves almost exact recovery in almost quadratic time complexity.

New method clusters evolving networks using spatio-temporal graph Laplacian.

problem Clustering communities in time-varying graphs.
method Extends spectral clustering to dynamic graphs using CCA and spatio-temporal graph Laplacian.
result The spatio-temporal graph Laplacian clearly interprets cluster evolution over time.

TCGPN improves stock forecasting by capturing temporal correlation patterns.

problem Stock forecasting with minimal periodicity and large node numbers.
method TCGPN uses Temporal-Correlation fusion encoder and pre-training methods to handle large datasets.
result TCGPN achieves state-of-the-art results on real stock market data.

A new test statistic counts tree co-occurrences to detect edge correlation between networks.

problem Detecting edge correlation between networks using latent vertex correspondence.
method The test statistic is based on counting co-occurrences of signed trees for a family of non-isomorphic trees.
result The test runs in n2+o(1)n^{2+o(1)} time and succeeds with high probability for large nn.

We consider the problem of providing nonparametric confidence guarantees for undirected graphs under weak assumptions. In particular, we do not assume sparsity, incoherence or Normality. We allow the dimension DD to increase with the sample size nn. First, we prove lower bounds that show that if we want accurate infe…

2013-09-26abs ↗pdf ↗

Partial recovery of node mappings between correlated graphs is possible under specific conditions.

problem Recovering a one-to-one mapping between nodes of two correlated graphs with a fraction of correct matches.
method Analyzing the graph isomorphism problem as a noisy version, considering Erdős-Rényi graphs, and providing conditions for partial recovery.
result Necessary and sufficient conditions for partial recovery of node mappings in correlated graphs are given.

Study identifies and analyzes spurious correlations in data-driven models.

problem Spurious correlations in data-driven models are unreliable and hard to detect.
method Collect and analyze synthetic datasets generated from causal graphs to investigate spurious correlations.
result Patterns connecting spurious correlation hypotheses and model design choices were observed.

How can graph theory be applied to investing in the stock market? The answer may help investors realize the true risks of their investments, help prevent recessions like that of 2008, and increase financial literacy amongst students. Using several original Python programs, we take a correlation matrix with correlations…

2019-02-02abs ↗pdf ↗

Graph alignment problem solved with convex relaxations for correlated matrices.

problem Recovering hidden vertex permutations from correlated Gaussian matrices.
method Convex relaxations of the quadratic assignment problem over doubly stochastic matrices.
result The solution of the convex relaxation concentrates around the ground-truth permutation matrix for certain correlation parameters.

Paper tackles robust graph matching in dense graphs with AMP type algorithm.

problem Matching recovery between correlated Gaussian Wigner matrices with adversarial perturbations.
method Approximate Message Passing (AMP) type iterative algorithm with time-dependent matrix multiplication.
result Algorithm succeeds in polynomial time for non-vanishing correlation and small perturbations.

Generalizes Hodge correlators using quantum master equation concepts.

problem Developing a mathematical framework for non-acyclic Chern-Simons theory.
method Introduces a DG Lie algebra of uni-trivalent graphs with loops satisfying a Maurer-Cartan equation.
result Arithmetic analogue of effective action and quantum master equation.