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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.

168,932 papers · 148 categories

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2755518261,101 · Jun 202019922001200920172026
48 results for Recurrent Neural Processes

Recurrent Neural Processes model time series with conditional independence to capture slow variabilities efficiently.

problem Modeling time series data with slow long-term variabilities efficiently.
method Recurrent Neural Processes (RNP) model state space with conditional independence among subsequences.
result RNP state spaces improve predictive performance on real-world time-series data and nonlinear system identification.

RecNets use RNNs to process image channels in a compact, recurrent way.

problem Creating efficient neural network architectures for computer vision.
method Introducing RecNets with CRC layers that simulate recurrent processing of image channels.
result RecNets achieve superior size-accuracy trade-off compared to other compact models.

This work introduces a new model for complex stochastic processes.

problem Difficulties in representing non-stationary distributions with conventional models.
method Recurrent Autoregressive Flows using normalizing flows with recurrent neural connections.
result Demonstrates the effectiveness of the proposed model through experiments.

Next-gen reservoir computers fail to predict complex processes, highlighting need for better architectures.

problem Predicting complex, non-Markovian processes with recurrent neural networks.
method Lower bound from Fano's inequality and analysis of large probabilistic state machines.
result Next-generation reservoir computers have an error probability at least 60% higher than optimal for highly non-Markovian processes.

Process Mining consists of techniques where logs created by operative systems are transformed into process models. In process mining tools it is often desired to be able to classify ongoing process instances, e.g., to predict how long the process will still require to complete, or to classify process instances to diffe…

2018-09-16abs ↗pdf ↗

Bayesian Recurrent Neural Networks improve fault detection and identification in manufacturing.

problem Detect and identify faults in chemical processes to ensure optimal operations.
method Bayesian Recurrent Neural Networks (BRNNs) with variational dropout.
result BRNNs provide uncertainty estimates for fault detection and identification.

This study analyzes how RNNs process context in sentiment analysis.

problem Understanding how recurrent neural networks process context in sentiment analysis.
method Developed methods to reverse engineer RNNs, identifying contextual effects and quantifying their strength and timescale.
result Identified inputs that induce contextual effects and quantified their properties.

UNIPoint universally approximates point process intensities.

problem How to precisely describe the flexibility of point process models.
method Proof using Stone-Weierstrass Theorem, transfer functions, and recurrent neural networks.
result UNIPoint performs better than other models on synthetic and real-world datasets.

Traditional Recurrent Neural Networks assume vectorized data as inputs. However many data from modern science and technology come in certain structures such as tensorial time series data. To apply the recurrent neural networks for this type of data, a vectorisation process is necessary, while such a vectorisation leads…

2017-08-01abs ↗pdf ↗

Paper establishes bounds for RNN-TPPs, showing four-layer networks can achieve vanishing errors.

problem Understanding theoretical limits of RNN-TPPs.
method Characterized RNN complexity, constructed neural approximations, applied truncation technique.
result Four-layer RNN-TPPs can achieve vanishing generalization errors.

In this work, we present the Grounded Recurrent Neural Network (GRNN), a recurrent neural network architecture for multi-label prediction which explicitly ties labels to specific dimensions of the recurrent hidden state (we call this process "grounding"). The approach is particularly well-suited for extracting large nu…

2017-05-23abs ↗pdf ↗

Proposes a new model for time-to-event prediction with uncertainty quantification.

problem Lack of uncertainty in time-to-event predictions using recurrent neural networks.
method Deep Kernel Accelerated Failure Time models combining RNN and sparse Gaussian Process.
result Model delivers better uncertainty estimates compared to related methods.

In this paper, we show that the recent integration of statistical models with deep recurrent neural networks provides a new way of formulating volatility (the degree of variation of time series) models that have been widely used in time series analysis and prediction in finance. The model comprises a pair of complement…

2017-11-30abs ↗pdf ↗

New kernel-based models improve on traditional neural methods in sequence modeling.

problem Sequence modeling challenges in natural language processing and neuroscience.
method Kernel-based recurrent neural networks and convolutional neural networks.
result Kernel-based models perform on par or better than traditional neural methods.

NeuroMemFPP uses LSTM to estimate FPP parameters with high accuracy.

problem Estimating parameters of fractional Poisson process with memory and long-range dependence.
method Recurrent Neural Network (RNN), specifically Long Short-Term Memory (LSTM), for parameter estimation.
result The LSTM-based approach reduces MSE by about 55.3% compared to traditional MOM method.

In recent years, China, the United States and other countries, Google and other high-tech companies have increased investment in artificial intelligence. Deep learning is one of the current artificial intelligence research's key areas. This paper analyzes and summarizes the latest progress and future research direction…

2018-04-05abs ↗pdf ↗

Graph processes model a number of important problems such as identifying the epicenter of an earthquake or predicting weather. In this paper, we propose a Graph Convolutional Recurrent Neural Network (GCRNN) architecture specifically tailored to deal with these problems. GCRNNs use convolutional filter banks to keep th…

2019-03-05abs ↗pdf ↗

A new memory-efficient sign language translation model reduces weight usage.

problem Memory constraints in real-time sign language translation.
method Variational Bayesian sequence-to-sequence network with Gaussian posterior and Indian Buffet Process prior.
result The proposed model achieves substantial weight compression without compromising performance.

Adaptive lateral connections improve visual action recognition.

problem Feedforward neural models lack feedback and lateral connections like the primate visual cortex.
method Dynamic weights in recurrent lateral connections, iteratively reintroduced input.
result Significant performance gains in visual action recognition without pretraining.

ARMIN improves memory efficiency and lightness in neural networks.

problem Complex memory addressing and inefficient memory information exploitation in previous MANNs.
method ARMIN uses hidden state for automatic memory addressing and a novel RNN cell for memory integration.
result ARMIN achieves lower computational overhead and similar performances compared to vanilla LSTM.

Study evaluates CL methods in RNNs, highlighting differences from feedforward networks.

problem Preventing catastrophic forgetting in RNNs processing sequential data.
method Comprehensive evaluation of CL methods, including elastic weight consolidation and hypernetworks.
result Weight-importance methods perform similarly regardless of sequence length but require more stability for high working memory demands.

A new approach to learning in brain-like networks using adversarial algorithms.

problem Complex inter-dependencies in brain-like networks not compatible with conditional independence assumptions.
method Adversarial algorithm for learning models of perceptual processing.
result The approach can mimic known neural phenomena and yields testable hypotheses.

Recurrent neural networks are powerful models for processing sequential data, but they are generally plagued by vanishing and exploding gradient problems. Unitary recurrent neural networks (uRNNs), which use unitary recurrence matrices, have recently been proposed as a means to avoid these issues. However, in previous …

2016-10-31abs ↗pdf ↗

Time-aware neural models improve system identification from unevenly sampled data.

problem Improving system identification from continuous variables with unevenly sampled time data.
method Introduced a time-aware and stationary extension of recurrent neural networks.
result Demonstrated improved performance on industrial input/output processes.

Develops a deep non-stationary kernel for non-stationary spatio-temporal point processes.

problem Capturing non-stationary dependencies in point process data.
method Approximates the influence kernel with a novel low-rank decomposition and introduces a log-barrier penalty to maintain non-negativity.
result Demonstrates superior performance and computational efficiency compared to state-of-the-art methods.

Improved speech recognition for voice assistants by analyzing speech data.

problem Reducing false triggers in speech-enabled assistants.
method Post-processing LVCSR hypothesis lattice with a Bidirectional Lattice Recurrent Neural Network (LatticeRNN).
result LatticeRNN significantly improves detection accuracy over traditional methods.

Study improves forecasting in betting markets using novel neural networks.

problem Improving short-term price movement predictions in betting exchanges.
method Innovative convolutional attention mechanisms applied to recurrent neural networks and bi-dimensional layers.
result All proposed innovations positively impact classification task performance.

Recurrent networks learn beliefs from history in partially observable environments.

problem Learning optimal policies in partially observable environments.
method Trained recurrent neural networks to approximate value functions, measuring mutual information between hidden states and beliefs.
result Recurrent networks' hidden states correlate with beliefs of relevant state variables, improving expected return.

Complex numbers have long been favoured for digital signal processing, yet complex representations rarely appear in deep learning architectures. RNNs, widely used to process time series and sequence information, could greatly benefit from complex representations. We present a novel complex gated recurrent cell, which i…

2018-06-21abs ↗pdf ↗

Recurrent Neural Networks (RNNs) achieve state-of-the-art results in many sequence-to-sequence modeling tasks. However, RNNs are difficult to train and tend to suffer from overfitting. Motivated by the Data Processing Inequality (DPI), we formulate the multi-layered network as a Markov chain, introducing a training met…

2017-08-29abs ↗pdf ↗