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.
Paper presents a method for estimating Hawkes process parameters.
We present a framework to learn privacy-preserving encodings of images that inhibit inference of chosen private attributes, while allowing recovery of other desirable information. Rather than simply inhibiting a given fixed pre-trained estimator, our goal is that an estimator be unable to learn to accurately predict th…
Sequential learning, also called lifelong learning, studies the problem of learning tasks in a sequence with access restricted to only the data of the current task. In this paper we look at a scenario with fixed model capacity, and postulate that the learning process should not be selfish, i.e. it should account for fu…
Recent studies have shown that information disclosed on social network sites (such as Facebook) can be used to predict personal characteristics with surprisingly high accuracy. In this paper we examine a method to give online users transparency into why certain inferences are made about them by statistical models, and …
Spiking neural networks (SNNs) with a lattice architecture are introduced in this work, combining several desirable properties of SNNs and self-organized maps (SOMs). Networks are trained with biologically motivated, unsupervised learning rules to obtain a self-organized grid of filters via cooperative and competitive …
Determinantal Point Processes (DPPs) provide an elegant and versatile way to sample sets of items that balance the point-wise quality with the set-wise diversity of selected items. For this reason, they have gained prominence in many machine learning applications that rely on subset selection. However, sampling from a …
Neuromorphic column performs online unsupervised clustering.
NNNH uses neural networks to model complex event patterns.
Mamba Hawkes Process improves modeling of event sequences with long-term dependencies.
Neurons and networks in the cerebral cortex must operate reliably despite multiple sources of noise. To evaluate the impact of both input and output noise, we determine the robustness of single-neuron stimulus selective responses, as well as the robustness of attractor states of networks of neurons performing memory ta…
Facing a heavy task, any single person can only make a limited contribution and team cooperation is needed. As one enjoys the benefit of the public goods, the potential benefits of the project are not always maximized and may be partly wasted. By incorporating individual ability and project benefit into the original pu…
Investigates consumption and investment strategies with preference for liquid assets.
We present a new method for uncertainty estimation and out-of-distribution detection in neural networks with softmax output. We extend softmax layer with an additional constant input. The corresponding additional output is able to represent the uncertainty of the network. The proposed method requires neither additional…
Deep generative model discovers inhibitors for unknown targets.
In a market system, regulations are designed to prevent or rectify market failures that inhibit fair exchange, such as monopoly or transactions with hidden costs. Because regulations reduce profits to those possessing unfair advantage, these advantaged corporations (whether individuals, companies, or other collective o…
We present the Network-based Biased Tree Ensembles (NetBiTE) method for drug sensitivity prediction and drug sensitivity biomarker identification in cancer using a combination of prior knowledge and gene expression data. Our devised method consists of a biased tree ensemble that is built according to a probabilistic bi…
This is part 2 of a 3-part article where we provide an -algorithm to produce a surgery presentation of a 3-manifold induced by a gem with a resolution. In this part we produce a sequence of colored simplicial 2-complexes which are inverses and dual to the sequence of gems produced in the first part. The refinem…
DNN is presenting human-level performance for many complex intelligent tasks in real-world applications. However, it also introduces ever-increasing security concerns. For example, the emerging adversarial attacks indicate that even very small and often imperceptible adversarial input perturbations can easily mislead t…
We tackle the problem of Federated Learning in the non i.i.d. case, in which local models drift apart, inhibiting learning. Building on an analogy with Lifelong Learning, we adapt a solution for catastrophic forgetting to Federated Learning. We add a penalty term to the loss function, compelling all local models to con…
We study the problem of estimating the expected reward of the optimal policy in the stochastic disjoint linear bandit setting. We prove that for certain settings it is possible to obtain an accurate estimate of the optimal policy value even with a number of samples that is sublinear in the number that would be required…
New GP-VAE model improves scalability and performance.
We report analytical results for the development of the viscous fingering instability in a cylindrical Hele-Shaw cell of radius a and thickness b. We derive a generalized version of Darcy's law in such cylindrical background, and find it recovers the usual Darcy's law for flow in flat, rectangular cells, with correctio…
New findings allow infinite mean intensity Hawkes processes to be stable.
Study finds reinforcement learning performance plateaus due to environmental interference.
In this work, an ensemble of economic interacting agents is considered. The agents are arranged in a linear array where only local couplings are allowed. The deterministic dynamics of each agent is given by a map. This map is expressed by two factors. The first one is a linear term that models the expansion of the agen…
The high-dimensionality and volume of large scale multistream data has inhibited significant research progress in developing an integrated monitoring and diagnostics (M&D) approach. This data, also categorized as big data, is becoming common in manufacturing plants. In this paper, we propose an integrated M\&D approach…
ED-VAE improves VAEs by explicitly including entropy components in ELBO.
Many events occur in the world. Some event types are stochastically excited or inhibited---in the sense of having their probabilities elevated or decreased---by patterns in the sequence of previous events. Discovering such patterns can help us predict which type of event will happen next and when. We model streams of d…
Parallel computing has played an important role in speeding up convex optimization methods for big data analytics and large-scale machine learning (ML). However, the scalability of these optimization methods is inhibited by the cost of communicating and synchronizing processors in a parallel setting. Iterative ML metho…
Model-based learning algorithms have been shown to use experience efficiently when learning to solve Markov Decision Processes (MDPs) with finite state and action spaces. However, their high computational cost due to repeatedly solving an internal model inhibits their use in large-scale problems. We propose a method ba…
Estimates effect sizes and power from a pilot experiment.
Under-parameterization hinders deep RL's efficiency.
Reconstructing network connectivity from the collective dynamics of a system typically requires access to its complete continuous-time evolution although these are often experimentally inaccessible. Here we propose a theory for revealing physical connectivity of networked systems only from the event time series their i…
Adapts MBDOE for real-time parameter estimation in complex systems.
Creating efficient deep neural networks involves repetitive manual optimization of the topology and the hyperparameters. This human intervention significantly inhibits the process. Recent publications propose various Neural Architecture Search (NAS) algorithms that automate this work. We have applied a customized NAS a…
Proposes a new model for complex multivariate event data.
Requirements elicitation can be very challenging in projects that require deep domain knowledge about the system at hand. As analysts have the full control over the elicitation process, their lack of knowledge about the system under study inhibits them from asking related questions and reduces the accuracy of requireme…
Nyström KPCA balances computational efficiency and statistical accuracy.
It is widely believed that the backpropagation algorithm is essential for learning good feature detectors in early layers of artificial neural networks, so that these detectors are useful for the task performed by the higher layers of that neural network. At the same time, the traditional form of backpropagation is bio…
Drug discovery projects entail cycles of design, synthesis, and testing that yield a series of chemically related small molecules whose properties, such as binding affinity to a given target protein, are progressively tailored to a particular drug discovery goal. The use of deep learning technologies could augment the …
Bayesian network models are finding success in characterizing enzyme-catalyzed reactions, slow conformational changes, predicting enzyme inhibition, and genomics. In this work, we apply them to statistical modeling of peptides by simultaneously identifying amino acid sequence motifs and using a motif-based model to cla…
A new method for robust product Markovian quantization overcomes numerical instabilities.
Polygonal meshes provide an efficient representation for 3D shapes. They explicitly capture both shape surface and topology, and leverage non-uniformity to represent large flat regions as well as sharp, intricate features. This non-uniformity and irregularity, however, inhibits mesh analysis efforts using neural networ…
Research on probabilistic models of networks now spans a wide variety of fields, including physics, sociology, biology, statistics, and machine learning. These efforts have produced a diverse ecology of models and methods. Despite this diversity, many of these models share a common underlying structure: pairwise intera…
Cascading chains of events are a salient feature of many real-world social, biological, and financial networks. In social networks, social reciprocity accounts for retaliations in gang interactions, proxy wars in nation-state conflicts, or Internet memes shared via social media. Neuron spikes stimulate or inhibit spike…
The ubiquitous availability of wearable sensors is responsible for driving the Internet-of-Things but is also making an impact on sport sciences and precision medicine. While human activity recognition from smartphone data or other types of inertial measurement units (IMU) has evolved to one of the most prominent daily…
Binary representation is desirable for its memory efficiency, computation speed and robustness. In this paper, we propose adjustable bounded rectifiers to learn binary representations for deep neural networks. While hard constraining representations across layers to be binary makes training unreasonably difficult, we s…
TPSQRs model longitudinal event data, detecting ADRs from EHRs.