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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.

168,742 papers · 148 categories

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99199298397 · May 202619922001200920172026
48 results for Latent Constructs

TPLVM models portfolio construction for non-Gaussian financial data.

problem Optimal asset allocation in finance with non-Gaussian fluctuations.
method Student's t-process latent variable model (TPLVM) for portfolio optimization.
result TPLVM outperforms Gaussian process latent variable model in minimum-variance portfolio construction.

New method uses Diffusion Maps for latent space modeling of dynamical systems.

problem Building reduced dynamical models from time series data.
method Two rounds of Diffusion Maps on latent coordinates, with lifting back to ambient space.
result Approximation of full state functions in reduced coordinates.

Fractal Flow enhances normalizing flows with interpretable latent space and hierarchical modeling.

problem High-dimensional density estimation and generative modeling challenges.
method Integrates topic modeling (LDA) and fractal strategy into normalizing flows.
result Achieves latent clustering, controllable generation, and superior estimation accuracy.

Graph neural network constructs a sparse latent point cloud from dense point clouds.

problem Efficiently reconstructing and simulating point clouds with fine details.
method Irregular graph convolutional neural network with non-isotropic operations.
result The model can reconstruct dense point clouds from a sparse latent representation.

GLAD improves latent graph generation by quantizing discrete latent space.

problem Latent space graph generative models lack performance and make unnatural assumptions.
method Adapting diffusion bridges to a discrete latent space, avoiding data space decompositions.
result GLAD achieves competitive performance on graph benchmark datasets.

LIMP learns latent shapes with metric preservation, improving generative models.

problem Insufficient training data for high-fidelity latent representations.
method Metric preservation as a prior, geometric distortion criterion, geodesic loss.
result Synthetic samples of higher quality achieved through metric preservation.

We propose a Bayesian nonparametric method for low-pass filtering that can naturally handle unevenly-sampled and noise-corrupted observations. The proposed model is constructed as a latent-factor model for time series, where the latent factors are Gaussian processes with non-overlapping spectra. With this construction,…

2019-02-09abs ↗pdf ↗

Deep NLP models benefit from underlying structures in the data---e.g., parse trees---typically extracted using off-the-shelf parsers. Recent attempts to jointly learn the latent structure encounter a tradeoff: either make factorization assumptions that limit expressiveness, or sacrifice end-to-end differentiability. Us…

2018-09-03abs ↗pdf ↗

Quantizes latent space to improve disentanglement in models.

problem Learning disentangled representations from unlabeled data.
method Quantizes latent space into discrete code vectors with a learnable scalar codebook and applies high weight decay regularization.
result Quantized-latent autoencoder (QLAE) outperforms prior work in disentanglement without sacrificing data reconstruction.

Paper identifies latent factors from noisy measurements using tensor decomposition.

problem Identification of latent factors from noisy, correlated measurements.
method Tensor decomposition of third order cross moments, Kruskal theorem, Kotlarski identity, generalized Kruskal rank.
result Full distribution of latent factors and measurement errors identified without injective measurements.

To explore underlying complementary information from multiple views, in this paper, we propose a novel Latent Multi-view Semi-Supervised Classification (LMSSC) method. Unlike most existing multi-view semi-supervised classification methods that learn the graph using original features, our method seeks an underlying late…

2019-09-09abs ↗pdf ↗

Unified framework for accurate coresets in latent variable models and regularized regression.

problem Efficiently training models on large datasets.
method Unified framework for constructing accurate coresets for latent variable models and p\ell_p-regularized regression.
result Unified framework reduces coreset size for latent variable models and p\ell_p-regularized regression.

Ensemble unsupervised anomaly detection using IRT for hidden ground truth.

problem Challenges in constructing an ensemble from unsupervised anomaly detection methods.
method Use Item Response Theory to compute latent traits and construct an ensemble that downplays noisy methods.
result Demonstrated effectiveness of IRT ensemble on extensive data repository.

LVM-GP solves PDEs with uncertainty using latent variables and Gaussian processes.

problem Uncertainty quantification in PDE solutions with noisy data.
method Combines latent variable model and Gaussian process for uncertainty-aware prediction.
result Efficiently captures functional dependencies and robust uncertainty quantification.

GFlowNet-EM learns complex latent variable models with discrete structures.

problem Challenges in modeling posteriors over discrete compositional latents with expectation-maximization.
method Uses GFlowNets to learn stochastic policies for sampling from complex posterior distributions.
result GFlowNet-EM enables training expressive LVMs with discrete compositional latents.

EXoN creates an explainable latent space for semi-supervised learning.

problem Creating an explainable latent space for semi-supervised learning.
method EXoN combines VAE with SCI (Soft-label Consistency Interpolation) to create an explainable latent space.
result EXoN reduces the cost of investigating representation patterns on the latent space.

We study the exploration problem in episodic MDPs with rich observations generated from a small number of latent states. Under certain identifiability assumptions, we demonstrate how to estimate a mapping from the observations to latent states inductively through a sequence of regression and clustering steps -- where p…

2019-01-25abs ↗pdf ↗

Paper introduces Latent-CLIP for efficient text-image comparison in latent space.

problem Efficiently compare text and images in latent space without costly decoding.
method Trains CLIP model in latent space, uses Latent-CLIP rewards for noise optimization, and guides generation away from harmful content.
result Latent-CLIP matches CLIP performance on text-image classification and harmful content detection.

Study provides selective inference method for latent block models.

problem Challenges in constructing a test on a block structure selected by clustering algorithms.
method Developed a selective inference method for latent block models using squared residue minimization and simulated annealing.
result Proposed tests effectively handle selective bias in block structures compared to naive tests.

GraphOpt learns the formation mechanism of graphs from observed structures.

problem Learning formation mechanisms from observed graphs with complex structural properties.
method GraphOpt uses maximum entropy inverse reinforcement learning to solve the link formation problem in a sequential decision-making process.
result GraphOpt discovers a latent objective function that can explain and transfer across different graphs.

This paper explores how the latent structure affects clustering in GAN-generated data.

problem Achieving well-clustered data in GAN-generated spaces, especially with class imbalance.
method Derives conditions for faithful clustering in GANs, including multimodal latent space, latent space inversion, and cluster priors imposition.
result Necessary and sufficient conditions for clustering in GANs are identified, and their importance is demonstrated through ablative studies.

Latent block models are used for probabilistic biclustering, which is shown to be an effective method for analyzing various relational data sets. However, there has been no statistical test method for determining the row and column cluster numbers of latent block models. Recent studies have constructed statistical-test…

2019-06-10abs ↗pdf ↗

Researchers identify latent variables and causal structures from nonlinear hierarchical models.

problem Challenging task of identifying latent variables and causal structures from observational data, especially when relationships are nonlinear.
method Investigated nonlinear latent hierarchical causal models, developed identification criterion, and constructed an estimation procedure.
result Identifiability of causal structures and latent variables achieved under mild assumptions.

A new method maps high-dimensional Bayesian inverse problems to lower dimensions.

problem High-dimensional Bayesian inverse problems with complex prior information.
method Data-driven VAE prior and KRnet map for posterior approximation in latent space.
result Efficiently reduces computational cost and approximates posterior distributions.

A novel circuit motif uses sister cells for inference with correlated priors.

problem Structured priors in neural systems pose architectural challenges.
method Proposes a novel circuit motif using sister cells to implement correlated priors without direct interactions.
result Demonstrates the efficacy of correlated priors for inference in noisy environments.

Constructing powerful generative models for natural images is a challenging task. PixelCNN models capture details and local information in images very well but have limited receptive field. Variational autoencoders with a factorial decoder can capture global information easily, but they often fail to reconstruct detail…

2019-08-26abs ↗pdf ↗

Latent-IMH improves Bayesian inference for expensive operators.

problem Efficient sampling from posterior distributions in inverse problems with computationally expensive operators.
method Metropolis-Hastings independence sampler using approximate and exact operators.
result Latent-IMH outperforms existing methods in computational efficiency.

New method identifies latent variables with causal dependencies from observed data.

problem Identify latent variables with causal relationships from observed data.
method Linear causal disentanglement via higher-order cumulants, with perfect and soft interventions.
result Recovery of parameters via coupled tensor decomposition and polynomial equations.

Proposes learning latent reward model for planning from rewards.

problem Planning in high-dimensional state spaces with limited reward information.
method Directly learns a latent dynamics model from rewards, planning in latent state-space.
result Successfully learns accurate latent reward prediction model, achieving strong performance and high sample efficiency.

We propose a novel approach for preserving topological structures of the input space in latent representations of autoencoders. Using persistent homology, a technique from topological data analysis, we calculate topological signatures of both the input and latent space to derive a topological loss term. Under weak theo…

2019-06-03abs ↗pdf ↗

Developing a dialogue agent that is capable of making autonomous decisions and communicating by natural language is one of the long-term goals of machine learning research. Traditional approaches either rely on hand-crafting a small state-action set for applying reinforcement learning that is not scalable or constructi…

2017-05-29abs ↗pdf ↗

The manifold hypothesis states that many kinds of high-dimensional data are concentrated near a low-dimensional manifold. If the topology of this data manifold is non-trivial, a continuous encoder network cannot embed it in a one-to-one manner without creating holes of low density in the latent space. This is at odds w…

2018-07-12abs ↗pdf ↗

New estimators reduce variance in training variational autoencoders with discrete latent variables.

problem Training variational autoencoders with discrete latent variables requires efficient gradient estimation.
method Introduce ReinMax-Rao and ReinMax-CV estimators using Rao-Blackwellisation and control variates.
result Demonstrate superior performance on training variational autoencoders with discrete latent spaces.

New method compresses facial videos using GANs and latent space optimization.

problem Efficiently compressing facial videos at low bit rates.
method Leverages StyleGAN for latent space representation and compression, learns optimal compression through entropy model and perceptual loss.
result Significantly reduces perceptual distortion at low bit rates compared to state-of-the-art codecs.