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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.

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17345067 · May 202619922001200920172026
48 results for Joint PMF

This paper presents a Bayesian method for estimating the rank of a low-rank tensor model of joint PMF.

problem Estimating the rank of a low-rank tensor model of joint PMF from observed data.
method Bayesian framework for estimating low-rank components and rank simultaneously, using variational inference.
result Automatic rank detection and improved estimation accuracy compared to cross-validation methods.

Estimates joint probability distribution from 1-way marginals using low-rank tensors and random projections.

problem Nonparametric estimation of joint probability mass function (PMF) from limited data.
method Low-rank tensor decomposition and random projections to link data to PMF estimation.
result Estimates joint density from 1-way marginals using transformed space and novel algorithm.

This work proposes a new method to estimate joint probability from pairwise marginals, reducing sample complexity.

problem Direct nonparametric estimation of high-dimensional joint probability is infeasible due to the curse of dimensionality.
method Developed a coupled nonnegative matrix factorization (CNMF) framework using only pairwise marginals.
result The method provably recovers the joint probability mass function up to bounded error in finite iterations under reasonable conditions.

Exact simulation of correlated binary outcomes using PMF constraints and linear programming.

problem Simulating dependent Bernoulli outcomes with specific means and correlations.
method Formulate the problem over the joint Bernoulli PMF, impose constraints, and solve as a linear program. Use convex-hull characterization and truncated-moment completion scheme for feasibility and simulation.
result Exact simulation framework for correlated binary outcomes, providing a convex-hull characterization and truncated-moment completion scheme.

A simple method for estimating PMF on large supports, preserving structure and suppressing noise.

problem Nonparametric estimation of multi-modal, heavy-tailed PMF on large discrete support.
method Data-dependent low-pass filtering on a line graph Laplacian.
result Smooth, multi-modal estimate of PMF that preserves coarse structure and suppresses noise.

CG-BGs combine flow-based models with PMFs to sample large systems efficiently.

problem Sampling equilibrium molecular configurations from the Boltzmann distribution is challenging.
method Coarse-grained Boltzmann Generators (CG-BGs) use flow-based models and learned PMFs for efficient sampling.
result CG-BGs provide a practical route for sampling larger molecular systems efficiently.

Paper proves non-arithmetic Teichmüller length spectra for subgroup of mapping class groups.

problem Proving non-arithmetic Teichmüller length spectra for subgroups of mapping class groups.
method Introducing cross-ratios on Teichmüller and projectable mapping classes, studying their geometric and dynamical properties.
result Every non-elementary subgroup of the mapping class group has non-arithmetic Teichmüller length spectrum.

Previous work on recommender systems mainly focus on fitting the ratings provided by users. However, the response patterns, i.e., some items are rated while others not, are generally ignored. We argue that failing to observe such response patterns can lead to biased parameter estimation and sub-optimal model performanc…

2012-10-16abs ↗pdf ↗

This project compares MCMC and VI for Bayesian PMF on MovieLens.

problem Intractable posterior distribution in PMF.
method Employed MCMC and VI for Bayesian inference on MovieLens.
result VI converges faster, MCMC provides more accurate estimates.

We consider the limit set in Thurston's compactification PMF of Teichmueller space of some Teichmueller geodesics defined by quadratic differentials with minimal but not uniquely ergodic vertical foliations. We show that a) there are quadratic differentials so that the limit set of the geodesic is a unique point, b) th…

2014-06-03abs ↗pdf ↗

Application of discrete-time survival methods for continuous-time survival prediction is considered. For this purpose, a scheme for discretization of continuous-time data is proposed by considering the quantiles of the estimated event-time distribution, and, for smaller data sets, it is found to be preferable over the …

2019-10-15abs ↗pdf ↗

For a convex cocompact subgroup G<Mod(S)G<Mod(S), and points x,yTeich(S)x,y \in Teich(S) we obtain asymptotic formulas as RR\to \infty of BR(x)Gy|B_{R}(x)\cap Gy| as well as the number of conjugacy classes of pseudo-Anosov elements in GG of dilatation at most RR. We do this by developing an analogue of Patterson-Sullivan theory for the…

2012-04-08abs ↗pdf ↗

PRZI traders adapt their quote-prices based on a strategy parameter s, affecting market dynamics.

problem Understanding the dynamics of continuous double auction markets with adaptive traders.
method Introduced a new zero-intelligence trader PRZI that uses a parameterised probability distribution to generate quote-prices. Used a stochastic hill-climber algorithm to adapt strategies based on market conditions.
result The co-evolutionary dynamics of PRZI traders can lead to rich and complex market behaviors, including periods of stability and change.

This work tackles multivariate CDFs and copulas using tensor factorization.

problem Learning multivariate distributions, especially for mixed random variables, is challenging.
method Introducing a low-rank model for efficient sampling, inference, and uncertainty quantification.
result The proposed model outperforms traditional methods in various applications.

Polytopic Matrix Factorization models data as latent vectors from a polytope, maximizing determinant for identifiability.

problem Data decomposition with semi-structured latent vectors and polytope constraints.
method Model input data as latent vectors from a polytope, using determinant maximization for identifiability.
result Identifiability condition for polytopes with specific symmetry restrictions.

Paper shows ergodicity and irreducibility of mapping class group boundary representation.

problem Ergodicity and irreducibility of mapping class group boundary representation.
method Statistical hyperbolicity and classical result of Masur generalization.
result Boundary representation of mapping class group is ergodic and irreducible.

Graph convolutional neural networks (GCNNs) have been attracting increasing research attention due to its great potential in inference over graph structures. However, insufficient effort has been devoted to the aggregation methods between different convolution graph layers. In this paper, we introduce a graph attribute…

2019-05-14abs ↗pdf ↗

In this paper, we investigate the common scenario where every candidate item for recommendation is characterized by a maximum capacity, i.e., number of seats in a Point-of-Interest (POI) or size of an item's inventory. Despite the prevalence of the task of recommending items under capacity constraints in a variety of s…

2017-01-18abs ↗pdf ↗

Matrix factorization (MF) has become a common approach to collaborative filtering, due to ease of implementation and scalability to large data sets. Two existing drawbacks of the basic model is that it does not incorporate side information on either users or items, and assumes a common variance for all users. We extend…

2014-07-29abs ↗pdf ↗

The paper explores the relationship between joint mixability and negative dependence structures.

problem Understanding the connection between joint mixability and various negative dependence concepts.
method Analyzes the properties of joint mixes and their relation to negative dependence structures.
result Derives necessary and sufficient conditions for a joint mix to be negatively dependent.

We discuss the general properties of the theory of joint invariants of a smooth Lie group action in a manifold. Many of the known results about differential invariants, including Lie's finiteness theorem, have simpler versions in the context of joint invariants. We explore the relation between joint and differential in…

2014-10-29abs ↗pdf ↗

Paper proposes a new method to evaluate joint risk under uncertainty.

problem Evaluating joint risk of multiple insurance risks under dependence uncertainty.
method Axiomatic approach to scalar and vector-valued distortion joint risk measures.
result Established a new scalar distortion joint risk measure with positive homogeneity.

Introduces joint Shapley values to measure feature importance in models.

problem Measuring the importance of feature sets in machine learning models.
method Extends Shapley's axioms to measure a set of features' average contribution to a model's prediction.
result Joint Shapley values provide unique insights and are more consistent with local intuitions.

Study proposes a new model for joint survival annuity valuation.

problem Valuation of joint survival annuities and options.
method Linear-rational Wishart mortality model based on stochastic matrix affine process.
result Derives closed-form expression for joint survival annuity and option.

Estimates joint causal effects using single-variable interventions on nonlinear models.

problem Estimating joint causal effects from single-variable interventions.
method Identifiability result and practical estimator for decomposing causal effects.
result Joint effects can be inferred without joint interventional data for nonlinear additive models.

Proposes joint LCA for multiview data to identify shared and view-specific components.

problem Extracting shared components sequentially from multiview data.
method Formulates a matrix decomposition model with joint and individual structures, proposes a penalty term objective function, and employs a refitting procedure.
result Achieves simultaneous estimation and rank selection for cross covariance.

Joint diffusion models improve data representation for both generation and prediction.

problem Inconsistent performance between generation and classification tasks in joint models.
method Extended vanilla diffusion model with a classifier for joint end-to-end training.
result Joint diffusion model outperforms state-of-the-art hybrid methods in classification and generation.

The Neural Testbed evaluates joint predictions of neural agents, revealing their limitations.

problem Evaluating the quality of joint predictions generated by neural agents.
method Developed an open-source benchmark (The Neural Testbed) to assess agents' marginal and joint predictions.
result Popular Bayesian deep learning agents perform poorly on joint predictions, even with accurate marginal predictions.

We consider the problem of approximate joint triangularization of a set of noisy jointly diagonalizable real matrices. Approximate joint triangularizers are commonly used in the estimation of the joint eigenstructure of a set of matrices, with applications in signal processing, linear algebra, and tensor decomposition.…

2016-07-02abs ↗pdf ↗