Research
On-device research index

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.

169,051 papers · 148 categories

Trend · papers per month

202405607809 · Jun 202019922001200920172026
48 results for Hidden State Dynamics

Direct approach for handling contextual bandits with latent state dynamics.

problem Handling contextual bandits with latent state dynamics, especially when rewards depend on posterior probabilities of hidden states.
method Direct reduction to standard linear contextual bandits, extended analysis of HMM parameters, periodic update of reward-model parameters.
result Periodic update of reward-model parameters allows handling complex dependencies in hidden states.

Modified asymmetric hidden Markov models for time series with autoregressive components.

problem Dynamic relationships between variables in time series data.
method Introducing an asymmetric autoregressive component to recent asymmetric hidden Markov models.
result The model can choose the optimal autoregressive order for better likelihood.

Improves memory robustness in RNNs for sequential data.

problem Improving memory robustness in RNNs for sequential data processing.
method Utilized various training protocols, datasets, and architectures to analyze hidden state dynamics and propose a regularization technique.
result Manipulating hidden state speeds improves memory robustness over time.

Learning nonlinear dynamics from diffusion data is a challenging problem since the individuals observed may be different at different time points, generally following an aggregate behaviour. Existing work cannot handle the tasks well since they model such dynamics either directly on observations or enforce the availabi…

2018-07-22abs ↗pdf ↗

DISTANA improves weather prediction by inferring hidden factors from temperature data.

problem Inferring hidden factors in spatiotemporal processes without supervision.
method Enhanced DISTANA architecture for spatiotemporal data, active tuning for latent state inference.
result DISTANA achieves more accurate predictions than other methods, inferring hidden factors from temperature data.

Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional nature of transition dynamics performing inference in the iHMM is difficult. In th…

2015-05-03abs ↗pdf ↗

Study evaluates initialization strategies for infinite hidden Markov models.

problem Limited attention to initialization in infinite hidden Markov models.
method Systematically evaluated distance-based clustering, model-based, and uniform initializations.
result Distance-based clustering initializations consistently outperform other methods.

A framework combining HSMM and survival analysis for lifecycle-oriented mobility analysis.

problem Understanding individual metro usage dynamics over multi-year horizons.
method A state-based lifecycle modeling framework integrating HSMM and discrete-time survival analysis.
result Identification of interpretable mobility states, transition dynamics, and state-dependent exit and re-entry processes.

The study uses Bayesian Hidden Markov Models to predict cryptocurrency returns.

problem Predicting the volatility and trends of cryptocurrencies.
method Bayesian Hidden Markov Models with four states to capture different return characteristics.
result The NHHM model with four states outperforms other models in predicting cryptocurrency returns.

The paper optimizes portfolios in a market with hidden drift and random expert opinions.

problem Optimizing portfolios in a market with hidden Gaussian drift and random expert signals.
method Modeling the hidden drift using Kalman filters and solving the utility maximization problem with dynamic programming.
result Derivation of optimal portfolio weights and utility maximization under the given market conditions.

We study the computational tractability of PAC reinforcement learning with rich observations. We present new provably sample-efficient algorithms for environments with deterministic hidden state dynamics and stochastic rich observations. These methods operate in an oracle model of computation -- accessing policy and va…

2018-03-01abs ↗pdf ↗

New method shows hidden state can significantly improve differential privacy in SGD.

problem Differential privacy in SGD with hidden state.
method Proves converging privacy bounds for hidden state SGD, using privacy amplification techniques.
result Privacy bound converges exponentially fast and is smaller than composition bounds.

DCRNN improves LSTM for chaotic dynamical system forecasting.

problem Modeling chaotic dynamical systems with recurrent neural networks.
method DCRNN incorporates learnable skip-connections and a Lyapunov stability regularization term.
result DCRNN outperforms LSTM in 100 out of 100 experiments, reducing mean squared error by 80.0%.

Paper presents a fast method for estimating hidden states in Bayesian models.

problem Estimating hidden states in Bayesian state space models efficiently.
method Amortized simulation-based inference with pretraining.
result The method achieves sufficient accuracy and fast inference times.

New method learns quantum states using neural networks, revealing hidden dynamics.

problem High-precision ground state estimation of quantum many-body problems.
method Stochastic reconfiguration method with neural network Ansatz states.
result Learning landscape modes with least entanglement have largest eigenvalues, suggesting correlations are encoded in large flat valleys.

Hamiltonian RNN controls hidden states gradient for long-term dependencies.

problem Challenges in learning long-term dependencies in RNNs.
method Symplectic discretization of Hamiltonian system to control gradient.
result Hamiltonian RNN outperforms other RNNs without hyperparameter optimization.

The study uses a novel model to analyze Bitcoin and Ether price series, revealing hidden states of market activity.

problem Cryptocurrency markets' dual nature and unobservable parameters.
method Non-Homogeneous Hidden Markov (NHHM) model with financial and blockchain covariates.
result Identifies two hidden states of market activity in Bitcoin: fundamental and noise traders.

A new method learns state and proposal dynamics in state-space models using neural networks.

problem Inference in non-linear state-space models.
method StateMixNN method using neural networks for proposal and transition distributions.
result Significantly improved recovery of hidden state, especially in highly non-linear scenarios.

Researchers analyze how RNNs solve intent detection tasks using dynamical systems theory.

problem Understanding the internal mechanisms of RNNs in intent detection.
method Investigating RNN architectures through a dynamical systems perspective.
result Identified fixed point topology and limited number of attractors in RNN dynamics.

ROAD-EnKFs use learned low-dimensional models to improve state reconstruction and forecasting.

problem Reconstructing and forecasting states of unknown or expensive systems.
method Learned low-dimensional surrogate models and ensemble Kalman filter integration.
result ROAD-EnKFs achieve higher accuracy at lower computational cost than existing methods.

We propose dynamical systems trees (DSTs) as a flexible class of models for describing multiple processes that interact via a hierarchy of aggregating parent chains. DSTs extend Kalman filters, hidden Markov models and nonlinear dynamical systems to an interactive group scenario. Various individual processes interact a…

2012-07-11abs ↗pdf ↗

This paper enhances LSTM neural networks for multi-variable time series data, providing interpretable insights.

problem Accurate prediction of multi-variable time series data with interpretable insights.
method Variable-wise hidden states and a mixture attention mechanism to model the generative process of the target variable.
result Enhanced prediction performance by capturing the dynamics of different variables.

New algorithm for collective Gaussian hidden Markov models inference.

problem Inference of collective Gaussian hidden Markov models from aggregate data.
method Collective Gaussian forward-backward algorithm, extending Sinkhorn belief propagation.
result Convergence guarantee and applicability to single individual Kalman filter.

Recurrent networks learn beliefs from history in partially observable environments.

problem Learning optimal policies in partially observable environments.
method Trained recurrent neural networks to approximate value functions, measuring mutual information between hidden states and beliefs.
result Recurrent networks' hidden states correlate with beliefs of relevant state variables, improving expected return.

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 ↗

Hidden Markov Neural Networks balance adaptation and forgetting in time-series data.

problem Balancing adaptation to new data and forgetting outdated information in time-series forecasting.
method Modeling weights as hidden states of a Hidden Markov model, using a filtering algorithm for learning a variational approximation of the posterior distribution over weights, and employing sequential Bayes by Backprop with variational DropConnect for regularization.
result Achieves strong predictive performance and effective uncertainty quantification on various tasks.

Uniform scaling limits in AdamW-trained transformers converge to ODEs.

problem Understanding the dynamics of large-depth transformers trained with AdamW.
method Modeling transformer dynamics as an interacting particle system coupled through attention, proving convergence to ODEs.
result The joint dynamics of hidden states and backpropagated variables converge uniformly to an ODE system.

Learning the parameters of a (potentially partially observable) random field model is intractable in general. Instead of focussing on a single optimal parameter value we propose to treat parameters as dynamical quantities. We introduce an algorithm to generate complex dynamics for parameters and (both visible and hidde…

2012-05-09abs ↗pdf ↗

Many real-valued stochastic time-series are locally linear (Gassian), but globally non-linear. For example, the trajectory of a human hand gesture can be viewed as a linear dynamic system driven by a nonlinear dynamic system that represents muscle actions. We present a mixed-state dynamic graphical model in which a hid…

2013-01-23abs ↗pdf ↗

New algorithm learns unstable, partially observable systems.

problem Learning in unstable and partially observable Gaussian Process State-Space Models.
method Structured variational inference with efficient forward-backward pass and modified conditioning step.
result Good test performance in stable and unstable real systems with hidden states.