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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.

169,181 papers · 148 categories

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55111166221 · Jun 202019922001200920182026
48 results for Hidden Integrality

Paper addresses hidden faces in configuration space integrals for embeddings.

problem Understanding hidden faces in configuration space integrals for long embeddings.
method Modified configuration space integrals incorporating acyclic bar complex of a dg algebra.
result Cochain map from new graph complex to de Rham complex of embeddings modulo immersions.

The paper explores hidden torus symmetries in integrable systems and their stability.

problem Structural stability of singularities in integrable systems.
method Use of hidden torus actions near singular orbits and integrable perturbations.
result Persistence of toric symmetries and structural stability of Kalashnikov's parabolic orbits.

A novel unsupervised feature learning architecture using multi-clustering integration and MIRBM.

problem Feature learning without labeled data.
method Multi-clustering integration module with MIRBM, using K-means, affinity propagation, and spectral clustering.
result The proposed architecture outperforms state-of-the-art methods in clustering tasks.

The objective of this paper is to investigate how noisy and incomplete observations can be integrated in the process of building a reduced-order model. This problematic arises in many scientific domains where there exists a need for accurate low-order descriptions of highly-complex phenomena, which can not be directly …

2015-10-08abs ↗pdf ↗

The hidden M-algebra is integrated into a super-Lie group, allowing for compactification of extra dimensions.

problem Integrating the hidden M-algebra into a super-Lie group to model super-exceptional spacetimes.
method Left-invariant extension of the decomposed M-theory 3-form, providing a computer-checked re-derivation and streamlined conception of super-Lie groups.
result Lattice subgroups of the hidden M-group allow toroidal compactification of hidden dimensions, akin to topological T-duality.

Deep belief networks can approximate any multivariate density with binary hidden units.

problem Approximating multivariate probability densities with binary hidden units.
method Sharp quantitative bounds on approximation error in terms of hidden units.
result Deep belief networks can approximate any multivariate density with binary hidden units under mild integrability requirements.

Proposes integrating global and local entropy for more reliable LLMs.

problem Uncertainty in large language models (LLMs) leads to unreliable predictions.
method Measures global uncertainty from hidden-state matrices and local uncertainty from tokens, combining them via a multiplicative gate.
result Global-Local Uncertainty (GLU) outperforms unsupervised baselines across multiple models and benchmarks.

SDP relaxation for Sub-Gaussian Mixture Model achieves optimal error bound and robustness.

problem Estimating discrete clustering structures in Sub-Gaussian Mixture Model.
method Hidden integrality property of SDP relaxation and semi-random robustness analysis.
result SDP relaxation achieves optimal error bound and robustness in semi-random setting.

New estimators for causal effects in DAGs with hidden variables, addressing computational and statistical challenges.

problem Estimating causal effects in DAGs with hidden variables beyond traditional criteria.
method Introduces novel one-step corrected plug-in and targeted minimum loss-based estimators for causal effects in DAGs with hidden variables.
result Root-n consistent causal effect estimates with desirable statistical properties.

Estimates crypto risk premia using hidden factors and finds significant integration with traditional markets.

problem Estimating risk premia in cryptocurrency returns.
method Giglio-Xiu (2021) three-pass approach, controlling for latent factors and non-tradable state variables.
result Latent factors significantly impact crypto returns, highlighting the importance of controlling for unobserved risks.

Dual model combines HMM and neural networks for energy trading during volatile periods.

problem Optimizing energy trading performance during market volatility.
method Integrates Hidden Markov Models and neural networks with Black-Litterman portfolio optimization.
result Achieved 83% return with Sharpe ratio 0.77 during COVID period.

CgNN uses network structure as IVs to estimate causal effects in networks.

problem Hidden confounders complicate causal effect estimation in network data.
method CgNN combines GNNs and attention mechanisms to leverage network structure as IVs.
result CgNN effectively mitigates hidden confounder bias and improves causal effect estimation.

CRUs model irregular time series with continuous hidden states.

problem Handling irregular time intervals in sequential data.
method Continuous Recurrent Units (CRUs) that integrate hidden states via a linear stochastic differential equation.
result CRUs outperform methods based on neural ordinary differential equations in irregular time series interpolation.

Reinforcement learning (RL) in Markov decision processes (MDPs) with large state spaces is a challenging problem. The performance of standard RL algorithms degrades drastically with the dimensionality of state space. However, in practice, these large MDPs typically incorporate a latent or hidden low-dimensional structu…

2016-11-11abs ↗pdf ↗

New method integrates computer models from different disciplines with better predictive performance.

problem Integration of multi-disciplinary computer models with distinct complexities and computation times.
method Developed a linked deep Gaussian process (DGP) method that integrates individual Gaussian process emulators in a network.
result Linked deep Gaussian process emulators outperform standard LGP emulators and single DGPs fitted to the network as a whole.

New method infers hidden states in continuous-time phenomena better than traditional models.

problem Traditional HSMM's are limited to discrete time grids and cannot handle irregularly spaced data.
method Formulated integro-differential forward and backward equations for CTSMC's, introduced scalable Viterbi-type algorithm.
result Efficiently solved equations for posterior marginals and path estimates.

Testing procedures for predictive regressions with lagged autoregressive variables imply a suboptimal inference in presence of small violations of ideal assumptions. We propose a novel testing framework resistant to such violations, which is consistent with nearly integrated regressors and applicable to multi-predictor…

2016-12-15abs ↗pdf ↗

Stochastic Volatility in Mean models with heavy-tailed distributions using Hidden Markov Models

problem Accurate inference for Stochastic Volatility in Mean models with heavy-tailed distributions
method Numerically stable estimation procedure and parallel computing
result Significant reduction in computational times

QT improves inference in complex PGMs with hidden variables.

problem Intractable learning and prediction errors in undirected PGMs with hidden variables.
method Query training (QT) learns a worse model to improve marginal inference.
result QT produces better marginals for a given inference algorithm than the original model.

Killing tensor fields have been thought of as describing hidden symmetry of space(-time) since they are in one-to-one correspondence with polynomial first integrals of geodesic equations. Many problems in classical mechanics can be formulated as geodesic problems in curved spaces and spacetimes, and thus solving the de…

2017-04-07abs ↗pdf ↗

Algorithm BGLM-OFU minimizes regret in combinatorial causal bandits with binary models.

problem Minimizing expected regret in combinatorial causal bandits with binary generalized linear models.
method BGLM-OFU algorithm based on maximum likelihood estimation for Markovian BGLMs, and causal inference techniques for linear models with hidden variables.
result Achieves O(TlogT)O(\sqrt{T}\log T) regret for binary generalized linear models.

BacHMMachine harmonizes Baroque chorales using theory-driven principles and Hidden Markov Models.

problem Algorithmic harmonization of Baroque chorales.
method Theory-driven approach guided by music composition principles, combined with data-driven learning of key and chord transitions.
result BacHMMachine generates musically coherent harmonizations with reduced computational burden and greater interpretability.

Paper proposes ARPHMM for fault detection and prognosis in aero-engines.

problem Fault detection and prognosis in aero-engines using sensor data.
method Autoregressive Partially-hidden Markov Model (ARPHMM) with prior knowledge integration.
result Model estimates remaining useful life and degradation level.

RILA learns HQMMs robustly against adversarial corruption.

problem Robustness of HQMM learning algorithms under adversarial perturbations.
method Adversarially Corrupted HQMM (AC-HQMM) and Robust Iterative Learning Algorithm (RILA).
result RILA outperforms existing algorithms in convergence stability, corruption resilience, and physical validity.

We construct a general procedure to extract the exclusive Racah matrices S and \bar S from the inclusive 3-strand mixing matrices by the evolution method and apply it to the first simple representations R =[1], [2], [3] and [2,2]. The matrices S and \bar S relate respectively the maps (R\otimes R)\otimes \bar R\longrig…

2016-05-16abs ↗pdf ↗

A new method removes biases in data integration by using surrogate control outcomes.

problem Data integration methods can be biased due to data-dependent processes.
method Post-integrated inference method using surrogate control outcomes to account for latent heterogeneity.
result The method provides consistent and efficient estimators under minimal assumptions and potential misspecifications.

SNEPPPs use squared neural networks to efficiently model Poisson point processes.

problem Efficiently modeling Poisson point processes with flexibility.
method Parameterizing intensity function with squared norm of a two-layer neural network.
result Closed-form integration of intensity function for quadratic time computation.

Paper presents a method for probabilistic load forecasting using adaptive online learning.

problem Inability to assess intrinsic uncertainties and capture dynamic changes in consumption patterns.
method Adaptive online learning of hidden Markov models for recursive parameter updates and sequential prediction.
result Significant improvement in performance compared to existing techniques across various scenarios.

We investigated the feature map inside deep neural networks (DNNs) by tracking the transport map. We are interested in the role of depth (why do DNNs perform better than shallow models?) and the interpretation of DNNs (what do intermediate layers do?) Despite the rapid development in their application, DNNs remain anal…

2016-05-10abs ↗pdf ↗

Study wave functions in complex Chern-Simons theory, finding integrality and rational points.

problem Understanding wave functions in complex Chern-Simons theory.
method Conjecture and prove integrality structure, develop techniques to determine wave functions at rational points.
result Wave functions have integrality structure and can be determined at rational points.

We developed a faster method for calculating neuron importance in neural networks.

problem Assigning importance to individual neurons in deep learning models.
method We developed Neuron Integrated Gradients, a scalable implementation of Total Conductance.
result Neuron Integrated Gradients is faster and empirically stronger than DeepLIFT.