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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.

169,051 papers · 148 categories

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48 results for Multiscale Structures

MsIGN tackles high-dimensional Bayesian inference using multiscale structure.

problem High-dimensional Bayesian inference challenges due to the curse of dimensionality.
method MsIGN generates samples from coarse to fine scale, minimizing Jeffreys divergence.
result MsIGN outperforms previous approaches in posterior approximation and mode capture.

Paper proposes a new adaptive multiscale value function approximation for reinforcement learning.

problem Value function approximation in reinforcement learning with varying complexity.
method Adaptive multiscale approximation using multiresolution analysis and tree approximation.
result Convergence rate of the multiscale approximation is independent of basis function regularity.

The paper proposes a method to estimate latent structures in multivariate data without assuming their existence.

problem Estimating latent structures in multivariate distributions that are difficult to identify and reflect the data generating mechanism.
method A model-free approach using a multiscale nonparametric maximum likelihood estimator.
result The method captures meaningful discrete structure at different scales and integrates them to yield an interpretable discrete representation.

This paper proposes a novel multiscale estimator for the integrated volatility of an Ito process, in the presence of market microstructure noise (observation error). The multiscale structure of the observed process is represented frequency-by-frequency and the concept of the multiscale ratio is introduced to quantify t…

2008-03-04abs ↗pdf ↗

Optimal multiscale learning of linear operators

problem Statistical and computational limits of learning bounded linear operators between Sobolev spaces
method Reformulate as an infinite-dimensional matrix regression problem with heterogeneous multiscale structure
result Establish minimax rates and construct a finite-resolution blockwise least-squares estimator attaining these rates

Data-driven method solves multiscale elliptic PDEs with random coefficients.

problem Solving multiscale elliptic PDEs with random coefficients.
method Data-driven approach based on intrinsic dimension reduction.
result Efficient solution of multiscale elliptic PDEs with random coefficients.

Paper introduces MN-DAG for modeling evolving causal relationships in multivariate time series.

problem Modeling causal relationships that evolve over time and occur at different scales.
method Probabilistic generative model based on spectral and causality theories, combined with Bayesian stochastic variational inference.
result MN-CASTLE outperforms baseline models in identifying causal relationships in multivariate time series data.

The paper proves Gorenstein contractions for multiscale differentials on nodal curves.

problem Proving Gorenstein contractions for multiscale differentials on nodal curves.
method Addressing the conjecture by Ranganathan and Wise, showing contractions level by level.
result Multiscale differentials can be contracted to Gorenstein singularities, level by level, from the top down.

Framework models multiscale dynamics with Bayesian learning for regime changes.

problem Analyzing complex interactions between fast and slow processes.
method Hierarchical state-space modeling with Sequential Monte Carlo.
result Bayesian approach accurately tracks state transitions and identifies switching dynamics.

New MHSNs extract multiscale features from complex data for robust classification.

problem Signal classification and domain classification on complex data.
method Layered structure with multiscale basis dictionaries, pooling operations, and invariant features.
result High-accuracy classification with fewer parameters than traditional graph neural networks.

A hybrid method combines model-based and data-driven approaches for multiscale constitutive responses.

problem High computational costs and inaccuracies in nonlinear multiscale methods.
method Hybrid methodology combining model-based constitutive laws, data-driven corrections, and computational multiscale approaches.
result Model-data-driven approach improves macroscale simulations with similar accuracy and computational cost.

Bayesian model learns multiscale interactions in complex systems.

problem Understanding dynamic interplay between processes at different time scales.
method Bayesian learning framework with Particle Gibbs with Ancestor Sampling (PGAS) algorithm.
result Demonstrated the effectiveness of the proposed approach through simulations.

DMGNN predicts 3D human motions using adaptive multiscale graphs.

problem Predicting 3D skeleton-based human motions accurately.
method Dynamic multiscale graph neural networks (DMGNN) with adaptive multiscale graphs and MGCU.
result DMGNN outperforms state-of-the-art methods in short and long-term predictions.

Combining neural networks and multiscale decomposition for financial market analysis.

problem Financial markets' complexity and mainstream models' limitations in capturing non-linear structures.
method Neural networks for non-linear associations combined with multiscale decomposition.
result Improved understanding of financial market data substructures.

A framework learns multiscale dynamics from single trajectories using normalizing flows.

problem Learning effective stochastic dynamics from single observed paths of slow variables.
method Data-driven approach based on coupled multiscale SDEs, stochastic averaging, and normalizing flows for density modeling.
result Scalable approach to capturing epistemic uncertainty in multiscale systems.

Enhances topology optimization with multiclass microstructures using latent variable Gaussian process.

problem Lack of an inherent ordering or distance measure between different classes of microstructures.
method Extended latent-variable Gaussian process (LVGP) models to multi-response LVGP (MR-LVGP) models for metamaterials.
result Improved performance through consistent load-transfer paths for micro- and macro-structures.

Deep neural network algorithms are difficult to analyze because they lack structure allowing to understand the properties of underlying transforms and invariants. Multiscale hierarchical convolutional networks are structured deep convolutional networks where layers are indexed by progressively higher dimensional attrib…

2017-03-12abs ↗pdf ↗

New algorithm learns switching dynamics from multiple neural signals.

problem Learning accurate switching dynamical system models from multimodal neural data.
method Unsupervised learning algorithm for multiscale switching dynamical system models.
result Switching multiscale dynamical system models outperform single-scale models in behavior decoding.

Structural equation models and Bayesian networks have been widely used to study causal relationships between continuous variables. Recently, a non-Gaussian method called LiNGAM was proposed to discover such causal models and has been extended in various directions. An important problem with LiNGAM is that the results a…

2009-09-16abs ↗pdf ↗

GINNs combine deep learning with PGMs for physics-based multiscale systems.

problem Intrinsic computational bottlenecks and lack of sufficient data for QoI estimation.
method Hybrid approach combining deep learning with probabilistic graphical models, informed by structured priors for CVs.
result GINNs produce tight confidence intervals for non-Gaussian QoIs.

The paper extends entropy maximization to multiscale settings and applies it to neural networks.

problem Achieving optimal risk bounds in neural networks using multiscale entropy.
method Generalizing maximum entropy to multiscale settings and applying it to neural networks.
result The multiscale Gibbs posterior can achieve a smaller excess risk than the single-scale Gibbs posterior in a teacher-student scenario.

Deep AD on images outperforms traditional methods.

problem Traditional AD methods struggle with unsupervised learning due to lack of labeled data.
method Used deep learning on ImageNet to discern between normal and a few random natural images.
result Deep AD classifiers trained on a few random images outperform current state-of-the-art methods.

The paper provides an efficient method to price path-dependent derivatives using multiscale stochastic volatility models.

problem Pricing path-dependent derivatives under multiscale stochastic volatility models.
method Derives a Malliavin representation for the first-order approximation of the price of path-dependent derivatives.
result An efficient Monte Carlo approximation for pricing path-dependent derivatives is derived.

Generative models improve for multiscale scientific data with new noise and interpolation techniques.

problem Numerical challenges in generating high-fidelity samples for multiscale scientific data.
method Design of noise distributions and interpolation schedules in function space to ensure Lipschitz regularity and finite noise roughness.
result Scale-adaptive noise and interpolation schedules improve numerical efficiency and fidelity of generated samples.

Many real world graphs, such as the graphs of molecules, exhibit structure at multiple different scales, but most existing kernels between graphs are either purely local or purely global in character. In contrast, by building a hierarchy of nested subgraphs, the Multiscale Laplacian Graph kernels (MLG kernels) that we …

2016-03-20abs ↗pdf ↗

The study offers a multiscale model for SPX and VIX options pricing.

problem Capturing the multiscale volatility of financial markets.
method Derives approximate analytic pricing formulas under a multiscale stochastic volatility model.
result The model reduces errors on SPX and VIX option pricing by 9.9% and 13.2% respectively.