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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.

168,695 papers · 148 categories

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237475712949 · Jun 202019922001200920172026
48 results for Mark networks

Motivated by the prediction of cell loads in cellular networks, we formulate the following new, fundamental problem of statistical learning of geometric marks of point processes: An unknown marking function, depending on the geometry of point patterns, produces characteristics (marks) of the points. One aims at learnin…

2018-12-19abs ↗pdf ↗

Methodology for estimating marked Hawkes processes with neural networks.

problem Estimating conditional intensity of marked Hawkes processes.
method Proposes two models: Shallow Neural Hawkes with marks and Neural Network for Non-Linear Hawkes with Marks.
result Validation on synthetic datasets and real-world cryptocurrency order book data.

We are now witnessing the increasing availability of event stream data, i.e., a sequence of events with each event typically being denoted by the time it occurs and its mark information (e.g., event type). A fundamental problem is to model and predict such kind of marked temporal dynamics, i.e., when the next event wil…

2017-01-14abs ↗pdf ↗

Neural marked point processes show saturation with complexity, leading to new simple architectures.

problem Performance saturation in neural marked point processes with complex architectures.
method Proposed GCHP with graph convolutional layers and likelihood ratio loss.
result GCHP reduces training time and improves model performance.

Paper introduces a neural network-based non-stationary influence kernel for complex event data.

problem Modeling complex, non-stationary, and dependent discrete event data.
method Neural Spectral Marked Point Processes (NSMPP) with a versatile non-stationary influence kernel.
result NSMPP outperforms state-of-the-art models on synthetic and real data.

Dropout has proven to be an effective technique for regularization and preventing the co-adaptation of neurons in deep neural networks (DNN). It randomly drops units with a probability pp during the training stage of DNN. Dropout also provides a way of approximately combining exponentially many different neural networ…

2018-08-29abs ↗pdf ↗

pLSTM tackles long-range language modeling and computer vision tasks with parallelizable linear source transition mark networks.

problem Challenges of existing recurrent architectures in handling sequences and multi-dimensional data.
method Introduces pLSTM, a parallelizable linear source transition mark network for linear graphs and DAGs, addressing vanishing/exploding activation/gradient issues.
result pLSTM outperforms Transformers in long-range tasks like arrow-pointing extrapolation and image size extrapolation.

We present a marked analogue of Carter and Saito's movie theorem. Our definition of marking was chosen to coincide with the markings that arise in link Floer homology. In order to deal with complications arising from certain isotopies, we define three equivalence relations for marked surfaces and work over an equivalen…

2014-07-17abs ↗pdf ↗

In a wide variety of applications, humans interact with a complex environment by means of asynchronous stochastic discrete events in continuous time. Can we design online interventions that will help humans achieve certain goals in such asynchronous setting? In this paper, we address the above problem from the perspect…

2018-05-23abs ↗pdf ↗

New model captures time and mark inter-dependence in TPPs.

problem Limited predictive performance of conditionally independent TPP models on entangled time and mark interactions.
method Developed a multivariate TPP that models conditional inter-dependence of time and mark, using both intensity-based and intensity-free models.
result Proposed TPP models outperform conditionally independent and dependent models in standard prediction tasks.

This paper models how features influence event triggers in high-dimensional networks.

problem Estimating context-dependent networks in high-dimensional marked point processes.
method Leveraging compositional time series and regularization methods, the paper considers autoregressive multinomial and logistic-normal models for network estimation.
result The logistic-normal model leads to a convex negative log-likelihood objective and captures dependence across categories.

We show that the emergence of systemic risk in complex systems can be understood from the evolution of functional networks representing interactions inferred from fluctuation correlations between macroscopic observables. Specifically, we analyze the long-term collective dynamics of the New York Stock Exchange between 1…

2018-07-09abs ↗pdf ↗

Study approximate marked length spectrum rigidity in non-positively curved groups.

problem Approximate rigidity of marked length spectra in non-positively curved groups.
method Compare marked length spectra of isometric actions of groups with non-positively curved features.
result Supremum of quotient of marked length spectra is approximately determined by restricted spectra.

We use Fox calculus to assign a marked polytope to a `nice' group presentation with two generators and one relator. Relating the marked vertices to Novikov-Sikorav homology we show that they determine the Bieri-Neumann-Strebel invariant of the group. Furthermore we show that in many cases the marked polytope is an inva…

2015-01-14abs ↗pdf ↗

Quantum duality map extended to general marked surfaces and its compatibility with skein algebras proven.

problem Generalizing quantum duality map to general marked surfaces and proving its compatibility with skein algebras.
method Generalized quantum duality map, reduced stated skein algebras, quantum trace maps, skein lifting.
result Compatibility of quantum duality map with skein algebras proven.

In this paper, we construct the moduli space of marked oper structures on a closed, oriented smooth surface of negative Euler characteristic as a holomorphic fiber bundle over Teichmüller space. We prove that the holonomy map from the space of marked oper structures to the moduli space of reductive flat bundles is a ho…

2018-04-12abs ↗pdf ↗

In all dimensions, we prove that the marked length spectrum of a Riemannian manifold (M,g)(M,g) with Anosov geodesic flow and non-positive curvature locally determines the metric in the sense that two close enough metrics with the same marked length spectrum are isometric. In addition, we provide a completely new stabilit…

2018-06-11abs ↗pdf ↗

Survey of stated skein modules/algebras of 3-manifolds/surfaces.

problem Understanding stated skein modules/algebras of 3-manifolds/surfaces.
method Discussion of splitting homomorphism, general structures, Frobenius homomorphism, center, dimension, representation theory.
result Skein algebra of non-closed marked surface at any root of 1 is a maximal order.

We show that all GL(2,R) equivariant point markings over orbit closures of translation surfaces arise from branched covering constructions and periodic points, completely classify such point markings over strata of quadratic differentials, and give applications to the finite blocking problem.

2017-08-10abs ↗pdf ↗

It is well known that surface-links in 4-space can be presented by diagrams on the plane of 4-valent spatial graphs with makers on the vertices, called marked graph diagrams. In this paper we extend the method of presenting surface-links by marked graph diagrams to presenting immersed surface-links. We also give some m…

2017-07-15abs ↗pdf ↗

We prove that the classical set of moves for standard spines of 3-manifolds (i.e. the MP-move and the V-move) does not suffice to relate to each other any two standard skeleta of a 3-manifold with marked boundary. We also describe a condition on the 3-manifold with marked boundary that tells whether the generalised set…

2008-04-04abs ↗pdf ↗

New theorem shows metrics of certain groups are close if their lengths are identical.

problem Identifying metrics of relatively hyperbolic groups from their lengths.
method Proved rigidity for relatively hyperbolic groups using coarse marked length spectrum.
result Metrics of relatively hyperbolic groups are uniformly close if lengths are identical.

Marked vertex diagrams provide a combinatorial way to represent knotted surfaces in R4\mathbb{R}^4; including virtual crossings allows for a theory of virtual knotted surfaces and virtual cobordisms. Biquandle counting invariants are defined only for marked vertex diagrams representing knotted orientable surfaces; we e…

2014-09-27abs ↗pdf ↗

In earlier work the Kauffman bracket polynomial was extended to an invariant of marked graphs, i.e., looped graphs whose vertices have been partitioned into two classes (marked and not marked). The marked-graph bracket polynomial is readily modified to handle graphs with weighted vertices. We present formulas that simp…

2009-05-29abs ↗pdf ↗

The paper defines new representations and groups related to virtual links.

problem Defining and studying new representations of virtual braid groups and link groups.
method Introducing virtually symmetric representations, virtual link groups, and marked Gauss diagrams.
result Established equivalence of many known representations to virtually symmetric representations.

We prove that for compact, non-contractible, one dimensional geodesic spaces, a version of the marked length spectrum conjecture holds. For a compact one dimensional geodesic space X, we define a subspace Conv(X). When X is non-contractible, we show that X deformation retracts to Conv(X). If two such spaces X, Y have t…

2012-09-17abs ↗pdf ↗

The paper explores how magnetic systems' spectra can identify metrics and 1-forms.

problem Can the marked magnetic action spectrum of magnetic systems with Anosov flow determine the metric and 1-form?
method The paper addresses this question in two settings: locally for systems with close metrics and 1-forms, and for metrics in the same conformal class.
result The paper answers the question affirmatively in both settings.

We introduce a version of Khovanov homology for alternating links with marking data, ωω, inspired by instanton theory. We show that the analogue of the spectral sequence from Khovanov homology to singular instanton homology introduced in \cite{KM_unknot} for this marked Khovanov homology collapses on the E2E_2 page fo…

2018-01-08abs ↗pdf ↗