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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.

169,291 papers · 148 categories

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102204306408 · Jun 202019922001200920182026
48 results for Probabilistic Temporal Tensor Factorization

Proposes a scalable algorithm for large-scale probabilistic tensor analysis.

problem Leveraging time constraints to capture evolving tensor data.
method Introduces a new tensor data split strategy and an efficient algorithm for stochastic Alternating Direction Method of Multipliers.
result Demonstrates that P2^2T2^2F is a highly effective and efficiently scalable algorithm.

A new tensor decomposition method for fMRI data captures both spatial and temporal variability.

problem Challenges in modeling shared and subject-specific structure in multisubject spatiotemporal data, especially in neuroimaging.
method Introduces a spatiotemporal variational tensor decomposition (ST-VTD) framework combining tensor factorization with structured priors for flexible representation of spatial and temporal dynamics.
result Significantly improves latent factor recovery in fMRI data compared to classical and probabilistic decomposition benchmarks.

Probabilistic Boolean tensor decomposition improves accuracy and scalability.

problem Approximating multi-way binary data with interpretable low-rank factors.
method Scalable sampling-based posterior inference exploiting combinatorial structure.
result Maximum a posteriori decompositions outperform existing techniques.

Bayesian Temporal Factorization predicts multidimensional time series with missing data.

problem Predicting large-scale, multidimensional spatiotemporal data with missing values.
method Integrates low-rank matrix/tensor factorization and VAR process into a probabilistic model.
result Superior performance on real-world spatiotemporal data sets compared to existing methods.

TATD predicts missing entries in time-evolving tensors by exploiting temporal dependency and sparsity.

problem Predict missing entries in time-evolving tensors with temporal dependency and sparsity issues.
method TATD (Time-Aware Tensor Decomposition) integrates temporal dependency and time-varying sparsity through a smoothing regularization with Gaussian kernel and alternating optimization.
result TATD achieves state-of-the-art accuracy for decomposing temporal tensors.

Proposes a new tensor decomposition method for functional temporal data with adaptive complexity.

problem Challenges in temporal tensor decomposition for general tensor data with continuous indexes.
method Encodes continuous spatial indexes as learnable Fourier features and uses neural ODEs for temporal trajectories. Introduces a sparsity-inducing prior for complexity adaptation.
result Significantly outperforms existing methods in prediction performance and robustness against noise.

TASTE combines static and temporal data for phenotyping EHRs.

problem Phenotyping EHRs with both static and temporal data.
method Jointly models static and temporal tensors using PARAFAC2 and non-negative matrix factorization, alternatingly solving sub-problems.
result TASTE outperforms existing methods in speed and clinical meaningfulness of phenotypes.

Tensor-networks enhance probabilistic modeling in physics and machine learning.

problem Understanding the expressive power of different tensor-network factorizations.
method Rigorous analysis of various tensor-network factorizations of discrete multivariate probability distributions.
result There are unbounded separations between the resource requirements of some tensor-network factorizations.

Tensor factorization uncovers hidden patterns in student behavior data.

problem Discovering low-dimensional structure in high-dimensional behavioral data.
method Non-negative tensor factorization applied to wearable sensor data.
result Tensor factorization reveals clusters of students with different behaviors.

Unified tensor factorization for efficient 3D convolutions in spatio-temporal emotion analysis.

problem Training deep 3D convolutions is computationally expensive and requires large datasets.
method Tensor factorization framework for separable higher-order convolutions.
result Improved spatio-temporal emotion estimation on large datasets.

Bayesian model identifies outliers and determines tensor rank in streaming data.

problem Outliers and over-fitting in streaming tensor factorization.
method Variational Bayesian Inference for robust tensor rank determination and outlier identification.
result Model accurately identifies sparse outliers and determines tensor rank.

A new probabilistic BTD method for tensor data.

problem Modeling higher-order tensors with robust inference.
method Probabilistic Block-Term Decomposition using variational Bayesian inference and von-Mises Fisher distribution.
result The proposed pBTD can quantify multi-linear structures robustly.

COPA models sparse, irregular tensors with constraints for interpretable temporal data.

problem Interpretable modeling of sparse, irregular tensors with constraints.
method COPA integrates optimization constraints like sparsity, non-negativity, and temporal smoothness into a hybrid optimization framework.
result COPA achieves significant speedups and interpretable results on large datasets.

Proposes FATTNN for tensor-on-tensor regression with improved prediction and reduced computation.

problem Tensor-on-tensor regression with complex tensor structures and nonlinear relationships.
method Integrates tensor factor models into deep neural networks to handle nonlinearity and reduce data dimensionality.
result Significant improvements in prediction accuracy and computational efficiency over traditional methods.

A new model BGAR(1) improves temporal NMF for time series data.

problem Temporal NMF models lack a well-defined stationary distribution.
method Introduced a new Gamma Markov chain model BGAR(1) to overcome the limitation of previous models.
result BGAR(1) model has a well-defined stationary distribution.

PSMF factorizes time-varying datasets into a dictionary and time-varying coefficients.

problem Factorizing time-varying and non-stationary datasets with temporal nonlinearities.
method Probabilistic Sequential Matrix Factorization (PSMF) using nonlinear Gaussian state-space models and approximate extended Kalman filtering.
result PSMF can account for temporal nonlinearities and estimate generic subspace models.

The data in many disciplines such as social networks, web analysis, etc. is link-based, and the link structure can be exploited for many different data mining tasks. In this paper, we consider the problem of temporal link prediction: Given link data for times 1 through T, can we predict the links at time T+1? If our da…

2010-05-21abs ↗pdf ↗

Paper proposes a new LSTM model for spatio-temporal learning.

problem Challenging video tasks require learning long-term spatio-temporal correlations.
method Introduces a higher-order convolutional LSTM model with tensor train decomposition.
result Model achieves state-of-the-art performance with significantly fewer parameters.

Proposes a matrix completion method for medical records with long time intervals.

problem Incomplete medical records due to long time intervals between patient visits.
method Decomposes a matrix with missing data into latent factors with locally linear constraint.
result The proposed algorithm achieves the best performance compared to existing methods.

Proposes a model to understand urban dynamics from mega-metropolises.

problem Understanding residents mobility patterns in mega-metropolises.
method Neighbor-Regularized and context-aware Non-negative Tensor Factorization (NR-cNTF).
result NR-cNTF accurately captures city rhythms and spatial communities.

SALT models combine ARHMM and SLDS for efficient, interpretable time-series analysis.

problem Efficient modeling of systems with time-varying dynamics and long-range dependencies.
method Switching autoregressive low-rank tensor models parameterized with a low-rank factorization.
result SALT models provide a balance of interpretability and efficiency, outperforming ARHMMs and SLDSs.

GLSKF improves tensor completion by capturing both global and local variations.

problem Tensor completion with missing entries, especially in data with spatial or temporal side information.
method Integrates smoothness-constrained low-rank factorization with a locally correlated residual process.
result GLSKF achieves superior performance and scalability on real-world datasets.

BaTFLED predicts tensor responses using Bayesian factorization with external data.

problem Predicting multi-dimensional responses with shared characteristics.
method Probabilistic Bayesian framework for tensor factorization with Tucker decomposition and sparsity priors.
result BaTFLED outperforms other models on cold start tasks and DREAM challenge.

Paper develops a method for causal representation learning from irregular tensors.

problem Complex patterns in high-dimensional, irregular tensor data.
method Novel causal formulation and CaRTeD framework integrating temporal causal representation learning with irregular tensor decomposition.
result Framework provides theoretical guarantees and outperforms state-of-the-art techniques.

New method improves sales forecasting accuracy using tensor factorization.

problem Improving sales forecasting accuracy in retail businesses.
method Advanced Temporal Latent-factor Approach to Sales forecasting (ATLAS) using tensor factorization.
result Accurate and individualized prediction for sales across multiple stores and products.

Deep conditional generative models are developed to simultaneously learn the temporal dependencies of multiple sequences. The model is designed by introducing a three-way weight tensor to capture the multiplicative interactions between side information and sequences. The proposed model builds on the Temporal Sigmoid Be…

2016-05-22abs ↗pdf ↗

New taxonomy and evaluation of neural network compression methods.

problem Efficiency of deep neural networks in real-world applications.
method Categorization and evaluation of tensor factorization and probabilistic compression methods.
result SVD and probabilistic compression methods are complementary and give the best results.

BKTR models spatiotemporal data with scalable tensor regression.

problem High computational cost in applying STVC to large-scale spatiotemporal data.
method Summarize STVC coefficients in a tensor, reformulate as low-rank tensor regression, incorporate GP priors for local dependencies.
result BKTR efficiently models large spatiotemporal datasets with reduced parameters and local dependencies.

Estimates joint probability distribution from 1-way marginals using low-rank tensors and random projections.

problem Nonparametric estimation of joint probability mass function (PMF) from limited data.
method Low-rank tensor decomposition and random projections to link data to PMF estimation.
result Estimates joint density from 1-way marginals using transformed space and novel algorithm.

This paper reviews methods for discovering patient subgroups from EHR data.

problem Discovering subgroups of patients and co-occurring medical conditions from EHR data.
method Low-rank data approximation methods like matrix and tensor decompositions.
result These methods provide transparent and interpretable insights into patient phenotypes.