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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.

168,695 papers · 148 categories

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80159239318 · Jun 202019922001200920172026
48 results for Latent Factor Indeterminacy

The paper explores indeterminacy in latent factor projections and its implications for data representation.

problem Indeterminacy in latent factor projections and its implications for data representation.
method Analyzes the fundamental problem of indeterminacy in latent factor projections and discusses its implications for data representation.
result Latent factor determinacy across all facets is achieved when the feature-dimension grows to infinity.

New framework identifies strongly identifiable models from flexible generators.

problem Indeterminacies in generative models that prevent unique latent codes.
method Theoretical framework for analyzing latent variable models, excluding certain indeterminacies.
result Strong identifiability possible even with flexible nonlinear generators.

New method identifies latent causal variables from observed data, overcoming indeterminacies.

problem Identifying latent causal variables from observed data, especially when latent variables are weight-variant.
method Introduces a novel identifiability condition for latent causal models, proposing SuaVE method.
result Identifies latent causal variables up to trivial permutation and scaling, demonstrating consistency and efficacy.

LANCA uses ANM to learn latent causal factors without supervision.

problem Learning latent causal factors without supervision.
method LANCA employs a deterministic Wasserstein Auto-Encoder coupled with a differentiable ANM Layer.
result LANCA outperforms baselines on physics and photorealistic environments.

We formulate and solve a tensor model using a latent-variable approach.

problem Parameter inference for Poisson canonical polyadic tensor models.
method Latent-variable formulation, Expectation-Maximization algorithms, Fisher information matrices.
result Derivation of Fisher information for PCP models, insights into model well-posedness.

System tackles indeterminacies in automated audio captioning.

problem Word selection and sentence length indeterminacies in automated audio captioning.
method Solves caption generation and sub-indeterminacy problems through multi-task learning to estimate keywords and sentence length.
result Model achieved 20.7 SPIDEr score, significantly outperforming baseline.

The fuzzy ROC extends Receiver Operating Curve (ROC) visualization to the situation where some data points, falling in an indeterminacy region, are not classified. It addresses two challenges: definition of sensitivity and specificity bounds under indeterminacy; and visual summarization of the large number of possibili…

2019-03-04abs ↗pdf ↗

The paper concerns the tree invariants of string links, introduced by Kravchenko and Polyak and closely related to the classical Milnor linking numbers also known as μˉ\barμ--invariants. We prove that, analogously as for μˉ\barμ--invariants, certain residue classes of tree invariants yield link homotopy invariants of c…

2016-02-20abs ↗pdf ↗

The paper proves inequalities linking Wasserstein distances and eigenfunctions in RCD(K,∞) spaces.

problem Estimating Wasserstein distances and their bounds in RCD(K,∞) spaces.
method Similar techniques used to prove inequalities involving pp-Wasserstein distances and Laplace eigenfunctions.
result Proves a conjectured lower bound on pp-Wasserstein distance between positive and negative parts of Laplace eigenfunctions.

Two-cycle GEILA equilibria are OLG equilibria and vice versa, with applications to indeterminacy and bubbles.

problem Relationship between GEILA and OLG models.
method Proof of equilibrium equivalence and application to indeterminacy and bubbles.
result GEILA and OLG models are equivalent under certain conditions.

We discuss price variations distributions in foreign exchange markets, characterizing them both in calendar and business time frameworks. The price dynamics is found to be the result of two distinct processes, a multi-variance diffusion and an error process. The presence of the latter, which dominates at short time sca…

1999-06-23abs ↗pdf ↗

We use an action, of 2l-component string links on l-component string links, defined by the first author and Xiao-Song Lin, to lift the indeterminacy of finite type link invariants. The set of links up to this new indeterminacy is in bijection with the orbit space of the restriction of this action to the stabilizer of t…

2008-04-22abs ↗pdf ↗

Paper establishes identifiability conditions for a model with two latent vectors and auxiliary data.

problem Identifying conditions for a statistical model with two latent vectors and auxiliary data.
method Proposes a statistical model with two latent vectors and auxiliary data, establishing various identifiability conditions.
result Identifiability conditions reveal a dimensionality relation and link model indeterminacies to maximum link weights.

New method recovers causal DAGs from general environments without strict assumptions.

problem Recovering causal DAGs from real-world data with varying distributions.
method Formalizes desiderata for causal representation learning in general environments, leveraging sufficient change conditions up to third-order derivatives.
result Fully recovers latent DAG and identifies latent variables up to minor indeterminacies under nonparametric mixing.

New method identifies latent variables without strong assumptions.

problem Recovering latent variables from observational data without strong assumptions.
method Diverse dictionary learning, using set-theoretic intersections, complements, and symmetric differences.
result Identifiability of latent variables up to appropriate indeterminacies without strong assumptions.

Khovanov homology is a recently introduced invariant of oriented links in R3\mathbb{R}^3. It categorifies the Jones polynomial in the sense that the (graded) Euler characteristic of the Khovanov homology is a version of the Jones polynomial for links. In this paper we study torsion of the Khovanov homology. Based on ou…

2004-05-25abs ↗pdf ↗

Proposes MD-LiNA for multi-domain latent factor causal discovery.

problem Discovering causal structures among latent factors from multi-domain data.
method Multi-Domain Linear Non-Gaussian Acyclic Models (MD-LiNA) with an integrated two-phase algorithm.
result Locally consistent estimators of causal structure among shared latent factors.

Interventional data helps identify latent factors without distributional assumptions.

problem Identifying latent factors from interventional data without distributional assumptions.
method Leveraging geometric signatures of latent factors' support from interventional data.
result Latent causal factors can be identified up to permutation and scaling given data from perfect do-interventions.

The Matrix Factorization models, sometimes called the latent factor models, are a family of methods in the recommender system research area to (1) generate the latent factors for the users and the items and (2) predict users' ratings on items based on their latent factors. However, current Matrix Factorization models p…

2017-10-02abs ↗pdf ↗

Sparse GFA identifies disease factors in FTD subgroups.

problem Heterogeneity in neurological disorders hinders understanding and treatment.
method Sparse Group Factor Analysis (GFA) with regularised horseshoe priors.
result Identified latent disease factors differentially expressed in FTD subgroups.

ATLAS separates invariant and transferable latent factors across diverse environments.

problem Transfer learning and robust prediction in heterogeneous environments.
method ATLAS leverages invariance principle to disentangle latent factors and uses auxiliary labels for robust prediction.
result Near-oracle performance and robust transferable prediction in new environments.

Proposes iVDFM for identifying latent factors in multivariate time series.

problem Identifying latent factors in multivariate time series with structural dynamics.
method Identifiable Variational Dynamic Factor Model (iVDFM) with iVAE-style conditioning.
result Identifiable latent factors up to permutation and component-wise affine transformations.

This paper uses Factored Latent Analysis (FLA) to learn a factorized, segmental representation for observations of tracked objects over time. Factored Latent Analysis is latent class analysis in which the observation space is subdivided and each aspect of the original space is represented by a separate latent class mod…

2012-07-11abs ↗pdf ↗

New tests for identifying the number of latent factors in short panels with small time dimensions.

problem Determining the number of latent factors in short panels with small time dimensions.
method Eigenvalue tests based on variance-covariance matrices of asset returns, with assumptions on spherical errors or instrumental variables for factor betas.
result Established asymptotic distributional results and proposed a novel statistical test for weak factors.

In this letter, we propose a new identification criterion that guarantees the recovery of the low-rank latent factors in the nonnegative matrix factorization (NMF) model, under mild conditions. Specifically, using the proposed criterion, it suffices to identify the latent factors if the rows of one factor are \emph{suf…

2017-09-02abs ↗pdf ↗

SENA-discrepancy-VAE interprets latent causal factors in biological pathways.

problem Interpreting latent causal factors in biological pathways.
method SENA-discrepancy-VAE, a model based on discrepancy-VAE, that produces interpretable latent causal factors.
result Sena-discrepancy-VAE achieves comparable predictive performance with non-interpretable counterparts while providing biologically meaningful causal factors.

New method AnInfoNCE uncovers latent factors in contrastive learning with practical variability.

problem Theoretical assumptions of contrastive learning loss overlook practical variability in positive pairs.
method AnInfoNCE, a generalization of InfoNCE, models anisotropic variability to uncover latent factors.
result AnInfoNCE increases recovery of latent factors in CIFAR10 and ImageNet, albeit at the cost of accuracy.

We prove the existence of (branched) conformal immersions F: S^2 -> R^3 with mean curvature H > 0 arbitrarily prescribed up to a 3-dimensional affine indeterminacy. A similar result is proved for the space forms S^3, H^3 and partial results for surfaces of higher genus.

2012-04-23abs ↗pdf ↗

Method evaluates disentanglement in DLVMs, including those not aligned with latent axes.

problem Evaluate disentanglement in DLVMs, especially those not aligned with latent axes.
method Proposes a statistical method to discover generative factors of a dataset.
result Empirically demonstrates the advantage of the method on two datasets.

Models for recommender systems use latent factors to explain the preferences and behaviors of users with respect to a set of items (e.g., movies, books, academic papers). Typically, the latent factors are assumed to be static and, given these factors, the observed preferences and behaviors of users are assumed to be ge…

2015-09-15abs ↗pdf ↗

New method disentangles shared and private latent factors in multimodal data.

problem Challenges in disentangling shared and private latent factors in multimodal data.
method Proposes a modification to existing multimodal Variational Autoencoders (MMVAE) to better handle modality-specific variation.
result Demonstrates improved robustness of modified MMVAE to modality-specific variation.

We present a clear-cut example of the importance of the functorial approach of gauge-natural bundles and the general theory of Lie derivatives for classical field theory, where the sole correct geometrical formulation of Einstein (-Cartan) gravity coupled with Dirac fields gives rise to an unexpected indeterminacy in t…

2002-01-24abs ↗pdf ↗

Proposes σσ-PCA to learn identifiable linear transformations without whitening.

problem Cannot identify axes with equal variances in PCA.
method Unified model for linear and nonlinear PCA, introducing a missing piece to eliminate rotational indeterminacy.
result Eliminates subspace rotational indeterminacy in PCA.

Here we propose a novel model family with the objective of learning to disentangle the factors of variation in data. Our approach is based on the spike-and-slab restricted Boltzmann machine which we generalize to include higher-order interactions among multiple latent variables. Seen from a generative perspective, the …

2012-10-19abs ↗pdf ↗

Study improves interpretability in generative models by disentangling latent variables in scientific datasets.

problem Extracting generative factors from complex, high-dimensional datasets in unsupervised or semi-supervised settings.
method Introducing Aux-VAE, a novel architecture within the VAE framework, which disentangles latent variables by guiding them with auxiliary variables.
result Aux-VAE achieves disentanglement with minimal modifications to the standard VAE loss function, validated on multiple datasets.

New method for disentangling latent factors with sparse dependencies.

problem Disentangling latent factors from observed variables and past factors.
method Mechanism sparsity regularization and sparse causal graphical model.
result Identifiability of latent factors up to a sparse causal graph.

Latent factor models have been used widely in collaborative filtering based recommender systems. In recent years, deep learning has been successful in solving a wide variety of machine learning problems. Motivated by the success of deep learning, we propose a deeper version of latent factor model. Experiments on benchm…

2019-12-10abs ↗pdf ↗