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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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6.6%13.2%19.9%26.5% · Jun 201919922001200920182026
48 results for Persistent Hidden States

Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs). In this paper, we introduce a novel spectral algorithm to perform inference in HSMMs. Unlike expectation maximization (EM), our approach cor…

2014-07-12abs ↗pdf ↗

This paper reviews recent advances in Bayesian nonparametric techniques for constructing and performing inference in infinite hidden Markov models. We focus on variants of Bayesian nonparametric hidden Markov models that enhance a posteriori state-persistence in particular. This paper also introduces a new Bayesian non…

2014-06-30abs ↗pdf ↗

A new model separates persistence and transition priors in HDP-HMM.

problem Limitation of sticky HDP-HMM in expressing different persistence strengths.
method Developed a disentangled sticky HDP-HMM (DS-HDP-HMM) with novel Gibbs sampling algorithms.
result DS-HDP-HMM outperforms sticky HDP-HMM and HDP-HMM on synthetic and real data.

A new method detects interactions in neural networks using topological analysis.

problem Detecting interactions between input features in neural networks.
method Topological analysis of neural network connectivity to quantify interaction strength.
result The PID algorithm outperforms state-of-the-art baselines in interaction detection tasks.

The paper explores hidden torus symmetries in integrable systems and their stability.

problem Structural stability of singularities in integrable systems.
method Use of hidden torus actions near singular orbits and integrable perturbations.
result Persistence of toric symmetries and structural stability of Kalashnikov's parabolic orbits.

Hybrid model improves synthetic equity data generation.

problem Generating realistic synthetic financial time series.
method Discretized excess growth rates into states with Poisson jumps, estimating parameters directly.
result Framework achieved high pass rates for distributional and volatility clustering tests.

This study uses persistent homology to analyze complex transitional networks from time series data.

problem Lack of effective tools to summarize complex topology in transitional networks.
method Persistent homology from topological data analysis applied to coarse-grained state-space networks (CGSSN).
result CGSSN improves dynamic state detection and noise robustness compared to other methods.

This study uses HMM and RL to dynamically allocate equities, Treasuries, and gold based on market regimes.

problem Developing a dynamic portfolio allocation strategy for different market conditions.
method Characterizes market regimes using Markov switching models and HMM, then applies RL for allocation decisions.
result RL-based allocation outperforms passive strategies, providing lower drawdowns and higher Sharpe ratios.

New model predicts energy prices volatility by smoothing time variation and persistence.

problem Separate study of volatility's time variation and persistence.
method Dynamic persistence model that allows shocks with heterogeneous persistence to vary smoothly over time.
result Significantly improves volatility forecasts over state-of-the-art models.

A new GARCH model uses a two-dimensional Markov chain to capture long memory in volatility.

problem Capturing long-term volatility persistence in financial data.
method A GARCH-type model with state-dependent decay of past shocks using a two-dimensional Markov chain.
result The model successfully captures substantial volatility persistence and outperforms forecasts using only a two-dimensional state.

Investigates JM for reducing downside risk in market regimes.

problem Mitigating downside risk during market downturns.
method Statistical jump model for identifying market regimes, optimizing penalty for state transitions.
result JM-guided strategies outperform traditional models in reducing risk and enhancing returns.

Paper shows how LSTM can remember long sequences by attending to persisted information.

problem LSTMs struggle with long sequences due to fading information and bias towards recent data.
method The paper introduces a mechanism that allows LSTMs to attend to information in memory based on how long it was persisted by the gating mechanism.
result The method improves LSTM's ability to process long sequences by retrieving information proportionally to its persistence in memory.

The study confirms conditions for QQ-learning with persistent exploration.

problem Formulating conditions for QQ-learning with persistent exploration.
method Formulated assumptions for QQ-learning with local and global clocks, ensuring persistent exploration.
result The Robbins-Monro conditions are confirmed for QQ-learning with persistent exploration.

A method for vectorizing persistence diagrams simplifies topological data analysis.

problem Challenges in integrating persistence diagrams into machine learning pipelines.
method Quantized Persistence and Integral transforms of Diagrams (Qupid) using binning and discrete transforms.
result Qupid preserves highly competitive performances compared to state-of-the-art methods across various classification tasks.

This paper tackles hidden state inference for HMMs using particle filtering.

problem Inference for hidden states under HMMs is challenging due to unavailable true labels.
method Adaptive conformal inference framework using particle filtering.
result The framework produces prediction sets with specific aggregated coverage levels.

New topological methods for hypergraph data improve community detection and pattern recognition.

problem Community detection and pattern recognition in hypergraph data.
method Introducing a new topological space structure of hypergraph data, proposing modified nearest neighbors methods.
result Improved methods for community detection and pattern recognition in hypergraph data.

Persistent homology (PH) is a rigorous mathematical theory that provides a robust descriptor of data in the form of persistence diagrams (PDs) which are 2D multisets of points. Their variable size makes them, however, difficult to combine with typical machine learning workflows. In this paper we introduce persistence c…

2018-02-13abs ↗pdf ↗

Bayesian method classifies actin cytoskeleton networks using topological data.

problem Classifying the structure of biological networks, especially actin cytoskeleton networks.
method Transform actin cytoskeleton networks into persistence diagrams, quantify variability with Bayesian framework, estimate posterior distributions.
result Bayesian framework successfully classifies actin filament networks, outperforming state-of-the-art methods.

Reducing volatility proxy improves apparent market correlation dynamics.

problem Attributing apparent slow collective market dynamics to intrinsic or driver inheritance.
method Coupled Ornstein-Uhlenbeck model with VIX proxy, decomposing and controlling for autocorrelation.
result VIX-coupled model reduces effective relaxation time from 298 to 61 trading days, improving fit over bare mean reversion.

Improves neural net generalization by modeling hidden state distribution.

problem Brittleness and failure of existing neural nets, especially with sparse labeled data and adversarial training.
method State reification: modeling hidden state distribution and projecting test states towards it.
result Helps neural nets generalize better, especially with sparse labeled data and adversarial training.

Paper tackles NAT translation issues with auxiliary regularization.

problem Improves NAT translation quality by addressing repeated and incomplete translations.
method Improves decoder hidden representations via two auxiliary regularization terms.
result Significant improvement in NAT model accuracy with better inference efficiency.

Modeling poverty transitions in India over 54 years, showing rising but persistent poverty.

problem Understanding and addressing poverty dynamics in India over long periods.
method Stochastic model of Geometric Brownian Motion with reallocation (RGBM).
result Annual poverty transitions are common, but poverty persists, especially among the poorest.

The study uses Bayesian Hidden Markov Models to predict cryptocurrency returns.

problem Predicting the volatility and trends of cryptocurrencies.
method Bayesian Hidden Markov Models with four states to capture different return characteristics.
result The NHHM model with four states outperforms other models in predicting cryptocurrency returns.

News sentiment in U.S. economic newspapers has become more persistent over 45 years.

problem Understanding the temporal dynamics of U.S. economic news sentiment over time.
method Daily economic news sentiment index from 1980-2025, analyzed using sentiment indexes.
result News sentiment states have become more persistent, with longer residence times in optimistic or pessimistic regimes.

New model clusters mixed-type data with missing values, improving air quality analysis.

problem Clustering mixed-type data with missing values and regime persistence.
method Statistical jump model incorporating regime persistence and handling missing data.
result Superior performance in inferring persistent air quality regimes compared to traditional methods.

Wide neural networks with narrow bottlenecks behave like deep Gaussian processes.

problem Understanding the behavior of neural networks with narrow layers in the wide limit.
method Analyzing the wide limit of BNNs with narrow bottlenecks, showing they behave like a composition of GPs.
result Wide neural networks with narrow bottlenecks form a composition of GPs, termed a bottleneck NNGP.

Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional nature of transition dynamics performing inference in the iHMM is difficult. In th…

2015-05-03abs ↗pdf ↗

TopInG improves graph interpretability using persistent homology.

problem Lack of interpretability in Graph Neural Networks (GNNs).
method TopInG uses persistent homology to identify persistent rationale subgraphs in graphs.
result TopInG improves predictive accuracy and interpretability compared to state-of-the-art methods.

Safe control of systems with unknown dynamics using persistent excitation.

problem Tension between safety and exploration in data-driven control.
method System identification through persistent excitation, robust constraint satisfaction, and synthesis of feedback controllers.
result Non-asymptotic guarantees on estimation and controller performance.

Improved neural architecture search techniques fail to learn structural similarity.

problem NAS techniques fail to learn structural similarity.
method Investigated ENAS controller's hidden state and proposed a solution by training with a memory buffer.
result Models sampled from identical controller hidden states have no correlation with graph similarity metrics.

Direct approach for handling contextual bandits with latent state dynamics.

problem Handling contextual bandits with latent state dynamics, especially when rewards depend on posterior probabilities of hidden states.
method Direct reduction to standard linear contextual bandits, extended analysis of HMM parameters, periodic update of reward-model parameters.
result Periodic update of reward-model parameters allows handling complex dependencies in hidden states.