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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.

168,932 papers · 148 categories

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224447671894 · Jun 202019922001200920172026
48 results for Latent Time Scales

Generalizes bits back coding for time-series models with latent Markov structures.

problem Efficiently compressing time-series data with latent Markov structures.
method Extends bits back coding to time-series models with latent Markov structures, including HMMs and LGSSMs.
result Effective for small scale models, promising for larger scale settings like video compression.

Recurrent Neural Processes model time series with conditional independence to capture slow variabilities efficiently.

problem Modeling time series data with slow long-term variabilities efficiently.
method Recurrent Neural Processes (RNP) model state space with conditional independence among subsequences.
result RNP state spaces improve predictive performance on real-world time-series data and nonlinear system identification.

We solve continuous-time latent SDE identifiability using diffusion shifts.

problem Identifiability of latent SDEs in continuous-time time series.
method Environment-induced shifts in diffusion covariance for additive-noise latent SDEs.
result Two diagonal diffusion regimes with distinct variance ratios identify latent coordinates up to permutation and scaling.

Sloth predicts LLM performance using latent skills across families.

problem Variations in benchmark performance due to differences in training configurations and data processing across model families.
method Sloth uses publicly available benchmark data and assumes LLM performance is driven by latent skills influenced by model size and training tokens. It exploits correlations across benchmarks to provide accurate predictions.
result Sloth predicts LLM performance accurately and offers insights into scaling behaviors for complex tasks.

New method improves uncertainty quantification in latent variable models.

problem Uncertainty quantification in latent variable models with SGLD-Gibbs.
method Statistical scaling limit theory for SGLD-Gibbs, proposing hyperparameter tuning.
result Explicit guidance on hyperparameter tuning for SGLD-Gibbs ensures meaningful uncertainty quantification.

Efficiently infers latent SDEs with scalable memory and time costs.

problem Inference of latent SDEs with high time and memory complexity.
method Amortized reparametrization of expectations under linear SDEs, coupled with efficient gradient approximation.
result Achieves similar performance to adjoint sensitivities with fewer model evaluations.

SEMASIA provides a large dataset of latent representations for model comparison.

problem Difficulty in comparing semantic structures across different neural network models.
method Collection of latent representations from 1700 pretrained models across various benchmarks.
result Consistent semantic organization across models and datasets.

The paper establishes a nearly-sharp statistical threshold for efficient learning in Latent MDPs with separated components.

problem Learning Latent Markov Decision Processes (LMDPs) with separated components.
method The paper considers various notions of separation and establishes a nearly-sharp statistical threshold for efficient learning. It also presents a quasi-polynomial algorithm with time complexity scaling in terms of the statistical threshold under a weaker assumption of separability under the optimal policy, and a near-matching time complexity lower bound under the exponential time hypothesis.
result Establishes a nearly-sharp statistical threshold for efficient learning in Latent MDPs with separated components.

State space models (SSMs) provide a flexible framework for modeling complex time series via a latent stochastic process. Inference for nonlinear, non-Gaussian SSMs is often tackled with particle methods that do not scale well to long time series. The challenge is two-fold: not only do computations scale linearly with t…

2019-01-29abs ↗pdf ↗

StrTransformer recovers sources without labels by optimizing latent matrices and enforcing structural constraints.

problem Unsupervised blind source recovery in signal processing.
method Source-wise structured Transformer framework with latent source matrix optimization, structural regularization, and branch-specific weights.
result StrTransformer learns distinct temporal-scale structures and recovers source-aligned latent trajectories.

In this paper we propose a model that combines the strengths of RNNs and SGVB: the Variational Recurrent Auto-Encoder (VRAE). Such a model can be used for efficient, large scale unsupervised learning on time series data, mapping the time series data to a latent vector representation. The model is generative, such that …

2014-12-20abs ↗pdf ↗

CrossAD detects anomalies in time series data by considering cross-scale associations and cross-window modeling.

problem Anomaly detection in time series data is challenging due to varying patterns at different scales and fixed window sizes.
method CrossAD incorporates cross-scale reconstruction and a query library to capture dynamic cross-scale associations and comprehensive context.
result CrossAD achieves state-of-the-art performance in anomaly detection across multiple real-world datasets.

We describe an adaptation of the simulated annealing algorithm to nonparametric clustering and related probabilistic models. This new algorithm learns nonparametric latent structure over a growing and constantly churning subsample of training data, where the portion of data subsampled can be interpreted as the inverse …

2014-02-22abs ↗pdf ↗

Study on reliability of latent reuse in diffusion models under distribution shift.

problem When can latent spaces from a source dataset be reused for a target dataset with different distributions?
method Considered a source-target setting with approximately low-dimensional datasets near different subspaces. Analyzed the target-domain score error due to principal-angle misalignment and target ambient noise.
result Latent reuse is reliable only if the source and target subspaces are close and the target ambient noise is not too amplified.

Efficient RL in large POMDPs with latent determinism and embeddings.

problem Efficient reinforcement learning in large-scale POMDPs with latent states and observations.
method Conditional Hilbert space embeddings, linear optimal QQ-function, deterministic latent transitions, gap assumption.
result Computationally and statistically efficient algorithm for exact optimal policy.

Deep Retrieval learns a retrievable structure for efficient large-scale recommendations.

problem Efficiently retrieving top relevant candidates in large-scale recommendation systems.
method Deep Retrieval learns a retrievable structure directly from user-item interaction data, encoding candidates into a discrete latent space and optimizing a model to maximize accuracy.
result Deep Retrieval achieves almost the same accuracy as brute-force baseline and significantly outperforms ANN baselines in a live production system.

Anomaly detection model for large networks identifies attacks with reduced false positives.

problem Detecting anomalies in large, sparse, directed networks.
method Dynamic logistic model with latent factors, variational Bayesian estimation, case-control approximation.
result Model reduces false positives by identifying red team attack with half the detection rate.

The paper optimizes portfolios using MACD signals derived from price history.

problem Optimizing risky asset portfolios with latent mean-reverting and momentum factors.
method Derives optimal strategies based on MACD signals from EMA processes.
result Establishes admissibility and verification of optimal strategies.

While matrix factorisation models are ubiquitous in large scale recommendation and search, real time application of such models requires inner product computations over an intractably large set of item factors. In this manuscript we present a novel framework that uses the inverted index representation to exploit struct…

2016-05-16abs ↗pdf ↗

Temporal aggregation reveals latent default correlation from monthly data.

problem Understanding effective default correlation from monthly default data.
method Temporal coarse-graining of latent default-probability paths.
result Temporal coarse-graining improves identifiability and reduces over-allocation of long-horizon fluctuations.

New approach predicts under latent shifts using high-dimensional images.

problem Prediction under latent subgroup shifts with high-dimensional observations.
method Recognition-parametrised model (RPM) for identifying causal latent structure.
result Successfully adapts predictions for high-dimensional image data.

We present an empirical analysis of the microstructure of financial markets and, in particular, of the static and dynamic properties of liquidity. We find that on relatively large time scales (15 minutes) large price fluctuations are connected to the failure of the subtle mechanism of compensation between the flows of …

2015-04-12abs ↗pdf ↗

The Epps effect varies under different sampling schemes, affecting correlation emergence rates.

problem Uncertainty in choosing time and sampling rates for financial systems.
method Comparison of Epps effect under calendar, volume, and trade time schemes using a Hawkes process model.
result Correlations emerge faster under trade time compared to calendar time, and linearly under volume time.

Derives operational-time variance kernel for reaction boundaries in financial markets.

problem Separating components in volatility models to better understand market dynamics.
method Derives a variance kernel for a latent-order-book reaction boundary, separating structural boundary cumulant, clock projection, and pricing-measure choice.
result Operational variance has a closed asymptotic form for long-memory forcing, with effective signed-forcing intensity and resilience.

New methods improve sampling from complex dynamical models.

problem Sampling from high-dimensional, non-linear latent dynamical models is computationally challenging.
method Introduce auxiliary MCMC and Particle Gibbs samplers with improved performance and parallelisation.
result Enhanced samplers maintain performance in high-dimensional latent spaces and support parallelisation.

Pixel-space diffusion models outperform latent models on high-resolution image synthesis.

problem Efficiency and quality trade-off in high-resolution image synthesis.
method Sigmoid loss-weighting, simplified architecture, and resolution scaling.
result Achieved 1.5 FID on ImageNet512, new SOTA results on other datasets.

The latent Dirichlet allocation (LDA) model is a widely-used latent variable model in machine learning for text analysis. Inference for this model typically involves a single-site collapsed Gibbs sampling step for latent variables associated with observations. The efficiency of the sampling is critical to the success o…

2016-08-02abs ↗pdf ↗

Temporal coarse-graining of latent default paths explains effective correlation in corporate defaults.

problem Understanding effective default correlation in corporate defaults.
method Temporal coarse-graining of latent default-probability paths, applied to corporate default-count data.
result Temporal coarse-graining provides a scale-consistent baseline that improves identifiability and reduces over-allocation of long-horizon fluctuations.

Efficiently models learning curves using Gaussian processes with latent Kronecker structure.

problem Joint modeling of machine learning model performance across hyper-parameters and training progress.
method Imposes latent Kronecker structure to leverage efficient product kernels and handle missing values.
result Matches the performance of a Transformer on a learning curve prediction task.

Decentralized learning for matching markets with time-varying preferences.

problem Matching between competing agents and supply arms with time-varying preferences.
method Linear contextual bandit framework, learning algorithms to identify latent environment and stable matchings.
result Achieve instance-dependent logarithmic regret, applicable for large markets.