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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.

168,694 papers · 148 categories

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20416181 · May 202619922001200920172026
48 results for Non-backtracking Paths

New matrix reveals cluster info in sparse directed graphs.

problem Analyzing cluster information in directed graphs.
method Proposed complex non-backtracking matrix integrating Hermitian adjacency matrix and non-backtracking matrix properties.
result The complex non-backtracking matrix holds cluster information, especially for sparse directed graphs.

New findings support a new community recovery threshold for Stochastic Block Model with many communities.

problem Recovering communities in Stochastic Block Model with more than sqrt(n) communities.
method Counting specific motifs to achieve polynomial-time community recovery above a new threshold.
result LDP fails below the new threshold, but polynomial-time recovery is possible above it.

A new graph neural network (NBA-GNN) avoids revisiting nodes to improve accuracy.

problem Redundancy in graph neural network updates causes over-squashing and inaccurate recognition.
method Proposes non-backtracking graph neural networks (NBA-GNN) that update messages without revisiting nodes.
result The NBA-GNN alleviates over-squashing and improves performance on graph benchmarks.

This paper presents VEC-NBT, a variation on the unsupervised graph clustering technique VEC, which improves upon the performance of the original algorithm significantly for sparse graphs. VEC employs a novel application of the state-of-the-art word2vec model to embed a graph in Euclidean space via random walks on the n…

2017-08-26abs ↗pdf ↗

New findings on community recovery in SBM with many communities.

problem Determining community recovery conditions in SBM with more than sqrt(n) communities.
method Constructing motifs and counting them to prove community recovery above the proposed threshold.
result Proving community recovery above the proposed threshold in SBM with K >= sqrt(n) communities.

Spectral clustering is a standard approach to label nodes on a graph by studying the (largest or lowest) eigenvalues of a symmetric real matrix such as e.g. the adjacency or the Laplacian. Recently, it has been argued that using instead a more complicated, non-symmetric and higher dimensional operator, related to the n…

2014-06-07abs ↗pdf ↗

Unified spectral clustering for sparse networks with heterogeneous degrees.

problem Efficiently detecting communities in sparse networks with varying degrees.
method Developed a parametrized regularized Laplacian matrix for spectral clustering.
result Improved parametrization accounts for network heterogeneity and community hardness.

Spectral algorithms are classic approaches to clustering and community detection in networks. However, for sparse networks the standard versions of these algorithms are suboptimal, in some cases completely failing to detect communities even when other algorithms such as belief propagation can do so. Here we introduce a…

2013-06-24abs ↗pdf ↗

Motivated by community detection, we characterise the spectrum of the non-backtracking matrix BB in the Degree-Corrected Stochastic Block Model. Specifically, we consider a random graph on nn vertices partitioned into two equal-sized clusters. The vertices have i.i.d. weights {φu}u=1n\{ φ_u \}_{u=1}^n with second moment $Φ…

2016-09-08abs ↗pdf ↗

New method detects communities in complex hypergraphs, matching theoretical limits.

problem Detecting communities in non-uniform hypergraphs with varying hyperedge sizes.
method Developed a spectral theory for weighted non-backtracking operators on non-uniform hypergraphs.
result Achieved the Kesten-Stigum bound for weak recovery in a general class of non-uniform HSBMs.

There have been several spectral bounds for the percolation transition in networks, using spectrum of matrices associated with the network such as the adjacency matrix and the non-backtracking matrix. However they are far from being tight when the network is sparse and displays clustering or transitivity, which is repr…

2017-10-04abs ↗pdf ↗

HollowFlow speeds up likelihood evaluation for large-scale models.

problem Prohibitive scaling of sample likelihood computations in flow-based models.
method Introduces HollowFlow, a flow-based generative model using a NoBGNN with a block-diagonal Jacobian structure.
result Achieves up to O(n^2) speed-up in likelihood evaluation for large systems.

We consider the problem of clustering partially labeled data from a minimal number of randomly chosen pairwise comparisons between the items. We introduce an efficient local algorithm based on a power iteration of the non-backtracking operator and study its performance on a simple model. For the case of two clusters, w…

2016-05-20abs ↗pdf ↗

This paper analyzes DeepWalk and node2vec for community detection in large networks.

problem Community detection in large, sparse networks.
method Low-dimensional network embedding algorithms (DeepWalk and node2vec) applied to random walk segments.
result The performance of DeepWalk and node2vec in recovering communities depends on the length of random walk segments and sparsity of the network.

Community detection is a fundamental problem in network analysis with many methods available to estimate communities. Most of these methods assume that the number of communities is known, which is often not the case in practice. We study a simple and very fast method for estimating the number of communities based on th…

2015-07-03abs ↗pdf ↗

We say that a subset SFNS\subseteq F_N is \emph{spectrally rigid} if whenever T1,T2cvNT_1, T_2\in cv_N are points of the (unprojectivized) Outer space such that gT1=gT2||g||_{T_1}=||g||_{T_2} for every gSg\in S then T1=T2T_1=T_2 in $\cvn$. It is well-known that FNF_N itself is spectrally rigid; it also follows from the result of Smil…

2010-01-12abs ↗pdf ↗

The paper develops methods to price and hedge options in path-dependent stock models.

problem Pricing and hedging options under complex stock models.
method Develops a path-dependent PDE for option pricing and differentiability of path-dependent SDE solutions.
result Provides formulas for option Greeks and differentiability of path-dependent SDE solutions.

Extend classical theory of affine processes to path-dependent setting

problem Path-dependent affine processes
method Introduce path-dependent coefficients and provide analytic formulas for their Fourier--Laplace transform
result Define path-dependent affine processes through their exponential-affine Fourier--Laplace transform and establish a characterization theorem

Simpler method derived for path geometries on surfaces, characterizing projective path geometries.

problem Characterizing projective path geometries on surfaces.
method Solving the equivalence problem of sub-Riemannian geometry of signature (1,1) on a contact 3-manifold.
result Characterization of projective path geometries in terms of their chains.

Traditionally, community detection in graphs can be solved using spectral methods or posterior inference under probabilistic graphical models. Focusing on random graph families such as the stochastic block model, recent research has unified both approaches and identified both statistical and computational detection thr…

2017-05-23abs ↗pdf ↗

Recently, path norm was proposed as a new capacity measure for neural networks with Rectified Linear Unit (ReLU) activation function, which takes the rescaling-invariant property of ReLU into account. It has been shown that the generalization error bound in terms of the path norm explains the empirical generalization b…

2018-09-19abs ↗pdf ↗

We consider the problem of path inference: given a path prefix, i.e., a partially observed sequence of nodes in a graph, we want to predict which nodes are in the missing suffix. In particular, we focus on natural paths occurring as a by-product of the interaction of an agent with a network---a driver on the transporta…

2019-03-18abs ↗pdf ↗

Introduces q-paths for generalizing geometric annealing paths in machine learning.

problem Limited applicability of existing path methods in machine learning.
method Develops a family of paths derived from a generalized mean, including geometric and arithmetic mixtures.
result Empirical gains in Bayesian inference and generative model evaluation.

This paper improves tail dependence analysis by introducing a path-based approach.

problem The classical tail dependence coefficient fails to capture non-exchangeable features of tail dependence.
method The paper introduces a path-based maximal tail dependence approach to capture the most pronounced feature of dependence over all possible paths.
result The paper proves the existence and provides an explicit characterization of the path-based maximal TDC, improving analytical and computational tractability.

This paper considers possible price paths of a financial security in an idealized market. Its main result is that the variation index of typical price paths is at most 2, in this sense, typical price paths are not rougher than typical paths of Brownian motion. We do not make any stochastic assumptions and only assume t…

2010-05-03abs ↗pdf ↗

One-shot path planning for multiple agents using neural networks.

problem Efficiently generating optimal or near-optimal paths for multiple agents in robotics.
method Utilizes fully convolutional neural networks for one-shot multi-agent path planning.
result Demonstrates successful generation of optimal or near-optimal paths in over 85% of cases for multi-path planning.

Foundation for robust finance using rough path theory.

problem Mathematical models of financial markets under Knightian uncertainty.
method Introducing Property (RIE) for càdlàg paths, proving existence of rough integrals, verifying admissibility of trading strategies.
result Existence and stability of rough path integrals for non-gradient integrands.

Paper proposes method for generating paths of stochastic volatility CGMY process for option pricing.

problem Generating accurate sample paths for stochastic volatility models for option pricing.
method Monte-Carlo method for European and American options, least square regression for calibration.
result Calibrated model parameters to S\&P 100 index options market using path-dependent options.

The paper proves signatures of non-geometric rough paths can approximate functionals uniformly.

problem Approximating functionals of non-geometric rough paths.
method Extending rough paths with time and quadratic variation terms, proving uniform approximation.
result Linear functionals of extended signatures uniformly approximate continuous functionals.

A positive path in the linear symplectic group $\Sp(2n)$ is a smooth path which is everywhere tangent to the positive cone. These paths are generated by negative definite (time-dependent) quadratic Hamiltonian functions on Euclidean space. A special case are autonomous positive paths, which are generated by time-indepe…

1996-06-18abs ↗pdf ↗

The study proves unique path lifting properties and their implications on quotient spaces and covering maps.

problem Understanding unique path lifting properties and their implications on quotient spaces and covering maps.
method The study uses group actions on R\mathbb R-trees and path lifting properties to prove the main results.
result Every map of manifolds with the unique path lifting property is a covering map.

The paper calculates sensitivities for financial derivatives using path weighting methods.

problem Computing sensitivities for path-dependent financial derivatives with high variance and degeneracy issues.
method Proposes explicit path weighting formula, variance reduction adjustment, and covariance inflation technique.
result Effective methods to address high variance and degeneracy in sensitivities computation.

Develops a numerical scheme for solving path-dependent FBSDEs and PDEs.

problem Solving path-dependent FBSDEs and PDEs numerically.
method Picard iteration method for FBSDEs, concentration inequality for estimator, supervised learning with neural networks for PDEs.
result Proves convergence and rate of convergence for the Picard iteration method.

Global invariant for path structures and differential equations defined on torus.

problem Global invariant for path structures and differential equations.
method Computed as a secondary invariant from a Cartan connection on a canonical bundle.
result Formula for global invariant of second order differential equations on torus.

New algorithmic view of ℓ2 regularization using ODEs and path-following methods.

problem Optimizing convex loss functions with ℓ2 regularization.
method Established an equivalence between ℓ2-regularized solution paths and ODEs, proposing path-following algorithms based on homotopy methods and numerical ODE solvers.
result The solution path can be viewed as a hybrid of gradient descent and Newton method, providing novel schemes to choose grid points and reducing computational cost.