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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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130261391521 · Jun 202019922001200920172026
48 results for Long Distance Dependencies

This paper uses SPk languages to explore LDD characteristics and multi-element dependencies.

problem Understanding and modeling Long Distance Dependencies (LDDs) with multi-element interactions.
method Generated datasets with various properties using Strictly k-Piecewise languages, analyzed using mutual information.
result The number of interacting elements in a dependency is a key characteristic of LDDs.

We consider the task of detecting regulatory elements in the human genome directly from raw DNA. Past work has focused on small snippets of DNA, making it difficult to model long-distance dependencies that arise from DNA's 3-dimensional conformation. In order to study long-distance dependencies, we develop and release …

2017-10-03abs ↗pdf ↗

Physics: Similar long-distance properties can mask vastly different short-distance metrics.

problem Classifying homogeneous metrics on group manifolds by long-distance properties.
method Apply universality concept to geometry, focusing on metrics on Lie groups.
result Many metrics on low-dimensional Lie groups have similar long-distance properties despite differing short-distance properties.

HighwayGraph models long-distance node relations in GNNs with improved performance.

problem Limited-layer information propagation in GNNs hinders long-distance node relation modeling.
method Proposes two solutions: implicit and explicit modeling of long-distance node relations using shallow GNN architectures and a self-training framework.
result HighwayGraph achieves consistent and significant improvements over four GNNs on three benchmark datasets.

The study examines Hawkes processes and their long-term behavior.

problem Understanding the long-term behavior of Hawkes processes.
method Proving functional limit theorems under various conditions on the dispersion of child events.
result Functional limit theorems hold for Hawkes processes with different levels of child event dispersion.

Deep RNNs excel at capturing long-term dependencies in sequential data.

problem Lack of a formal measure for RNNs' long-term memory capacity.
method Introduced a measure called Start-End separation rank to quantify RNNs' ability to model long-term dependencies.
result Deep RNNs support Start-End separation ranks that are combinatorially higher than shallow ones.

Paper proposes Gini distance statistics for estimating feature-label dependence.

problem Identifying statistical dependence between features and categorical labels.
method Generalized Gini distance in RKHS for feature-label dependence estimation.
result Gini distance statistics converge faster and have tighter error bounds than distance covariance.

Uniform-in-time analysis for Stein Variational Gradient Descent across various metrics.

problem Understanding long-term behavior of finite-particle systems in relation to their mean-field limits.
method Developed uniform-in-time propagation-of-chaos results for continuous-time SVGD using cutoff strategies and finite-dimensional theories.
result Uniform-in-time propagation-of-chaos bounds in various metrics, including Langevin kernel Stein discrepancy, Wasserstein-1, and Wasserstein-2 distances.

We exhibit an efficient procedure for testing, based on a single long state sequence, whether an unknown Markov chain is identical to or ε\varepsilon-far from a given reference chain. We obtain nearly matching (up to logarithmic factors) upper and lower sample complexity bounds for our notion of distance, which is bas…

2019-01-31abs ↗pdf ↗

Machine learning can help us in solving problems in the context big data analysis and classification, as well as in playing complex games such as Go. But can it also be used to find novel protocols and algorithms for applications such as large-scale quantum communication? Here we show that machine learning can be used …

2019-04-24abs ↗pdf ↗

Improves retrieval accuracy for hierarchical documents, especially for distant matches.

problem Limited expressive power of dual encoder models in hierarchical retrieval.
method Proves feasibility of DEs for HR, introduces pretrain-finetune recipe to improve long-distance retrieval.
result Pretrain-finetune boosts recall on long-distance pairs from 19% to 76%.

We consider a point cloud Xn:={x1,,xn}X_n := \{ x_1, \dots, x_n \} uniformly distributed on the flat torus Td:=Rd/Zd\mathbb{T}^d : = \mathbb{R}^d / \mathbb{Z}^d , and construct a geometric graph on the cloud by connecting points that are within distance ε\varepsilon of each other. We let P(Xn)\mathcal{P}(X_n) be the space of probability …

2017-02-11abs ↗pdf ↗

BlockEcho method improves imputation of block-wise missing data.

problem Block-wise missing data reduces interpolation capability and predictive power.
method Integrates Matrix Factorization (MF) within Generative Adversarial Networks (GAN) to retain long-distance inter-element relationships.
result Superior performance on public datasets across three domains, especially at higher missing rates.

We present a case-study demonstrating the usefulness of Bayesian hierarchical mixture modelling for investigating cognitive processes. In sentence comprehension, it is widely assumed that the distance between linguistic co-dependents affects the latency of dependency resolution: the longer the distance, the longer the …

2017-02-02abs ↗pdf ↗

We develop the distance dependent Chinese restaurant process (CRP), a flexible class of distributions over partitions that allows for non-exchangeability. This class can be used to model many kinds of dependencies between data in infinite clustering models, including dependencies across time or space. We examine the pr…

2009-10-06abs ↗pdf ↗

PBO methods improve RNN performance in learning long-term dependencies.

problem Training RNNs to learn long-term dependencies is challenging.
method Population-based global optimisation (PBO) techniques, including evolution strategies and particle swarm optimisation.
result PBO methods lead to performance improvements in RNNs for volatility forecasting.

Novel graph model forecasts urban traffic with reduced spatial complexity.

problem Challenges in traffic forecasting due to spatio-temporal complexity, especially in urban environments.
method MW-TGC network model that combines spatial and temporal dependencies using multi-weighted adjacency matrices and graph convolution operations.
result MW-TGC network outperforms other models in urban-core and urban-mix sites, reducing variance in heterogeneous environments.

Paper provides GOT convergence guarantees for sub-gamma distributions and dependent samples.

problem Estimating GOT distance under general settings.
method Gaussian-smoothed optimal transport (GOT) framework, sub-gamma distributions, dependent samples, kernel MMD distances.
result Convergence guarantees for GOT distance under more general settings.

Introduces Spectral Attention for better long-range time series forecasting.

problem Challenges in capturing long-range dependencies in time series forecasting.
method Spectral Attention mechanism that preserves temporal correlations and long-range dependencies.
result Achieves state-of-the-art results on 11 real-world time series datasets.

Researchers modify dpd_p distance to handle long, thin splines.

problem Maintaining stability in convergence metrics with scalar curvature approaching positivity.
method Introducing and analyzing a modified dpd_p distance to handle persistent splines.
result The modified dpd_p distance provides a stable estimate, useful for geometric stability.

New empirical process bounds reveal trade-off between dependence and complexity in nonparametric learning.

problem Understanding generalization in nonparametric learning with temporal dependencies.
method Developed bounds on expected supremum of empirical processes under β/ρβ/ρ-mixing assumptions.
result Achieved rates similar to i.i.d. setting under long-range dependence with complex function classes.

A new RNN model tackles long-time dependencies with fast, invertible, and memory-efficient hidden states.

problem Challenges in processing sequential inputs with long-time dependencies in RNNs.
method A novel RNN architecture based on a Hamiltonian system of oscillators.
result The proposed RNN mitigates exploding and vanishing gradient problems, providing state-of-the-art performance.

Representation and learning of long-range dependencies is a central challenge confronted in modern applications of machine learning to sequence data. Yet despite the prominence of this issue, the basic problem of measuring long-range dependence, either in a given data source or as represented in a trained deep model, r…

2019-04-08abs ↗pdf ↗

Distance plays a fundamental role in measuring similarity between objects. Various visualization techniques and learning tasks in statistics and machine learning such as shape matching, classification, dimension reduction and clustering often rely on some distance or similarity measure. It is of tremendous importance t…

2018-10-05abs ↗pdf ↗

Combines CNN and Transformer for financial time series forecasting.

problem Forecasting financial time series, especially stock prices, is challenging due to short-term and long-term dependencies.
method Uses CNN for short-term dependencies and Transformer for long-term dependencies.
result Demonstrated superior performance in forecasting stock price changes compared to traditional methods.

Sequence models assign probabilities to variable-length sequences such as natural language texts. The ability of sequence models to capture temporal dependence can be characterized by the temporal scaling of correlation and mutual information. In this paper, we study the mutual information of recurrent neural networks …

2019-05-10abs ↗pdf ↗

FDBM models use fractional Brownian motion to model complex stochastic processes.

problem Capturing memory effects and long-range dependencies in stochastic processes.
method Developed a generative diffusion bridge framework using a Markovian approximation of fractional Brownian motion.
result FDBM outperforms standard models in predicting future states and unpaired data translation.

Study finds long-range dependence in financial markets, but deep generative models struggle to replicate it.

problem Long-range dependence in financial markets and challenges of deep generative models.
method Empirical analysis of financial data from three sectors, including LRD through various statistical methods and deep learning models.
result Deep generative models can reproduce stylized features but fail to capture long-range dependence structures.

We prove that every Teichmuller geodesic of a finite type surface contains a string of intersecting long, thick and dominant segments, such that the distance between consecutive segments is bounded. This is key to obtaining some results about Teichmuller geodesics which mimic those for hyperbolic geodesics. These resul…

2012-09-18abs ↗pdf ↗

This paper presents empirical evidence using recently developed techniques in econophysics suggesting that the degree of long-range dependence in interest rates depends on the conduct of monetary policy. We study the term structure of interest rates for the US and find evidence that global Hurst exponents change dramat…

2006-07-26abs ↗pdf ↗

New RNN model handles long-term dependencies in irregularly-sampled time series.

problem Handling long-term dependencies in irregularly-sampled time series data.
method Designing ODE-LSTMs that separate memory from continuous-time state.
result ODE-LSTMs outperform other RNN-based models on non-uniformly sampled data with long-term dependencies.