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.
New model captures time and mark inter-dependence in TPPs.
Paper establishes bounds for RNN-TPPs, showing four-layer networks can achieve vanishing errors.
Accelerates TPP sampling with speculative decoding for faster sequence generation.
Neural TPPs improve EHR modelling efficiency.
New method models MTPP without predefined intensity functions.
Survey of TPPs from Bayesian, neural, and LLM perspectives.
Smooth neural TPPs using B-splines for better efficiency and accuracy.
Introduces CuFun model for more accurate TPPs using CDF.
ADD-THIN improves TPP forecasting by handling long-term data sequences.
HRTPP improves TPP interpretability and accuracy in medical event modeling.
Generative model for TPPs using signatures and distributional discrepancies.
The paper characterizes SLOPE's trade-off between FDP and TPP, showing its power limit and superiority over Lasso.
Efficiently models event-based data with general parametric kernels.
TriTPP models enable faster and more flexible event data modeling.
Latent Block-Diffusion Temporal Point Processes (LBDTPP) is a semi-autoregressive framework for generating asynchronous event sequences.
Event sequences can be modeled by temporal point processes (TPPs) to capture their asynchronous and probabilistic nature. We propose an intensity-free framework that directly models the point process distribution by utilizing normalizing flows. This approach is capable of capturing highly complex temporal distributions…
2-level SLOPE improves high-dimensional inference with fewer hyperparameters.
Temporal Point Processes (TPP) with partial likelihoods involving a latent structure often entail an intractable marginalization, thus making inference hard. We propose a novel approach to Maximum Likelihood Estimation (MLE) involving approximate inference over the latent variables by minimizing a tight upper bound on …
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…
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…
A marked graph diagram is a link diagram possibly with marked -valent vertices. S. J. Lomonaco, Jr. and K. Yoshikawa introduced a method of representing surface-links by marked graph diagrams. Specially, K. Yoshikawa gave local moves on marked graph diagrams, nowadays called Yoshikawa moves. It is now known that two…
Methodology for estimating marked Hawkes processes with neural networks.
Study approximate marked length spectrum rigidity in non-positively curved groups.
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…
We classify GL(2,R) invariant point markings over components of strata of Abelian differentials. Such point markings exist only when the component is hyperelliptic and arise from marking Weierstrass points or two points exchanged by the hyperelliptic involution. We show that these point markings can be used to determin…
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…
Quantum duality map extended to general marked surfaces and its compatibility 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…
Paper shows non-arithmetic surface with unique geometric property.
In this paper we study the skein algebras of marked surfaces and the skein modules of marked 3-manifolds. Muller showed that skein algebras of totally marked surfaces may be embedded in easy to study algebras known as quantum tori. We first extend Muller's result to permit marked surfaces with unmarked boundary compone…
A graph helps understand Artin groups better.
In all dimensions, we prove that the marked length spectrum of a Riemannian manifold 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…
Survey of stated skein modules/algebras of 3-manifolds/surfaces.
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.
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…
Develops quasi-likelihood analysis for marked point processes and applies it to Hawkes processes.
The paper extends intensity models for limit order books using marked point processes.
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…
Study of infinite type surfaces' mapping class groups via hyperbolic structures.
Closed manifolds with close marked spectra are approximately isometric.
By using the cohomology theory of quandles, quandle cocycle invariants and shadow quandle cocycle invariants are defined for oriented links and surface-links via broken surface diagrams. By using symmetric quandles, symmetric quandle cocycle invariants are also defined for unoriented links and surface-links via broken …
New theorem shows metrics of certain groups are close if their lengths are identical.
This is a survey on the project `Decorated Marked Surfaces', where we introduce the decoration on a marked surfaces , to study Calabi-Yau-2 (cluster) categories, Calabi-Yau-3 (Fukaya) categories, braid groups for quivers with potential, quadratic differentials and stability conditions.
Marked vertex diagrams provide a combinatorial way to represent knotted surfaces in ; 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…
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…
The subject of this paper is the relationship among the marked length spectrum, the length spectrum, the Laplace spectrum on functions, and the Laplace spectrum on forms on Riemannian nilmanifolds. In particular, we show that for a large class of three-step nilmanifolds, if a pair of nilmanifolds in this class has the …
The subject of this paper is the relationship among the marked length spectrum, the length spectrum, the Laplace spectrum on functions, and the Laplace spectrum on forms on Riemannian nilmanifolds. In particular, we show that for a large class of three-step nilmanifolds, if a pair of nilmanifolds in this class has the …
Study proves rigidity of marked length spectra in contracting group actions.