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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.

169,341 papers · 148 categories

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48 results for Latent Factor Model

A new model Weighted-SVD improves recommendation accuracy by adjusting latent factor weights.

problem Current Matrix Factorization models assume equal weights for all latent factors, which may not be accurate.
method Integrates linear regression with SVD to allow different weights for latent factors.
result The Weighted-SVD model outperforms other models in RMSE metrics on multiple datasets.

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.

Integrates regression trees to explain latent factor models in recommendation systems.

problem Difficulty in explaining latent factor models in personalized recommendations.
method Builds regression trees on users and items using user-generated reviews to guide latent factor model learning and explain latent factors.
result Model generates explainable recommendations by tracking latent profiles through regression tree paths.

New criterion ensures recovery of latent factors in NMF with mild conditions.

problem Identifying latent factors in nonnegative matrix factorization (NMF) under mild conditions.
method Proposed a new identification criterion based on the scatteredness of one factor's rows in the nonnegative orthant.
result Latent factors can be provably identified from the NMF model with minimal structural assumptions.

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 ↗

Bayes-Factor-VAE models improve disentanglement of latent factors in data.

problem Disentangling latent factors in data using standard Gaussian priors is suboptimal.
method Introduced hierarchical Bayesian deep auto-encoder models with hyper-priors on latent variances.
result Bayes-Factor-VAEs outperform existing methods in latent disentanglement.

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.

A combined model integrates latent factor and logistic regression for citation network analysis.

problem Insufficient representation by either latent factor or logistic regression alone.
method Proposes a combined model integrating latent factor and logistic regression, with parameter estimation through joint-likelihood and penalty terms.
result The proposed method captures both main technological trends and ad-hoc dependencies in citation networks.

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.

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.

Paper analyzes optimal trading with latent factors causing price jumps and diffusion.

problem Optimal trading with latent factors affecting price movements.
method Demonstrates learning the posterior distribution over latent states and solving the optimal trading problem.
result Explicit solution to latent optimal trading problem and verification theorem.

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.

Paper tackles cold start problem in recommendation systems using deep learning and latent factor models.

problem Cold start problem in recommendation systems for new users and items.
method Uses model-based approach and deep learning, specifically latent factor model and convolutional neural network.
result Significantly outperforms baseline estimators in experiments.

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.

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 ↗

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.

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.

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.

This paper proposes a joint factor analysis and latent clustering framework for better data representation.

problem Finding well-suited low-dimensional representations for data analytics tasks.
method Joint factor analysis and latent clustering framework using matrix and tensor factorization models.
result Learning cluster-aware low-dimensional representations of matrix and tensor data.

Plug-in method decomposes latent representations into interpretable factors.

problem Decomposing latent representations in neural networks without altering the original models.
method Factors' Decomposer-Entangler Network (FDEN) that learns to decompose latent representations into mutually independent factors.
result FDEN framework effectively decomposes latent representations into interpretable factors, maintaining original model integrity.

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.

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.

New method estimates latent gene expression factors without overlap with known confounders.

problem Estimating latent variance components in gene expression data with known confounders.
method Restricted maximum-likelihood method maximizing likelihood on orthogonal subspace.
result Method reduces runtime and attains greater likelihood values than gradient-based optimizers.

Proposes a VAE variant for ordinal content factors.

problem Isolating ordinal-valued content factors in deep latent variable models.
method Introduces a partially ordered set (poset) structure and a conditional Gaussian spacing prior model.
result Significant improvements in content-style separation over previous non-ordinal approaches.

Paper proposes VAE-BPTF for better tensor factorization of sparse, imbalanced count data.

problem Inference of Bayesian Poisson-Gamma models for sparse and imbalanced count data is challenging.
method Variational auto-encoder framework with multi-layer perceptron networks for complex update information sharing and reweighting.
result VAE-BPTF outperforms current models in reconstruction errors and latent factor coherence across real-world datasets.

HireVAE adapts to market regimes for online stock prediction.

problem Building an online and adaptive factor model for stock prediction.
method HireVAE uses a hierarchical latent space to estimate latent factors from historical market information.
result HireVAE outperforms previous methods in active returns across benchmarks.

Flexible multi-view learning through Gaussian process latent variable model.

problem Learning from multiple data views with latent factors.
method Nonparametric Gaussian process latent variable model for multi-view data.
result First published results of learning from dozens of views, even with scarce data.

A new model uses firm characteristics to predict asset covariances.

problem Risk models are noisy and dependent on historical returns.
method Characteristic-Driven Dynamic Factor Model (CD-DFM) that learns latent representations from firm characteristics.
result CD-DFM produces interpretable factor portfolios and competitive covariance forecasts.

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.

Proposes a model to handle mobile health data with irregular measurements.

problem Handling heterogeneous, multi-resolution data in mobile health.
method Individualized dynamic latent factor model for irregular multi-resolution time series data.
result Superior performance compared to existing methods in simulation and smartwatch data applications.

Method ranks generative models without needing latent factor supervision.

problem Challenges in selecting generative models for qualities like disentanglement.
method Ranking generative models based on training dynamics, without requiring labels for latent factors.
result Method correlates with supervised disentanglement metrics and can predict downstream performance.

A simple whitening method improves disentanglement in VAEs without sacrificing reconstruction quality.

problem Learning disentangled latent variables in VAEs.
method Proposes a whitening-based approach to disentangle latent variables in VAEs.
result The method finds interpretable latent factors without compromising reconstruction quality.