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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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66131197262 · Jun 202019922001200920182026
48 results for Recurrent Poisson Factorization

RPF improves recommendation by modeling user and item interactions over time.

problem Temporal behavior and recurrent activities of users are not well modeled in existing recommendation systems.
method Introduces Recurrent Poisson Factorization (RPF) that uses a Poisson process to model temporal feedback.
result RPF outperforms state-of-the-art methods on various datasets.

This study improves fast non-Bayesian Poisson factorization for implicit-feedback recommendation systems.

problem Improving recommendation quality and speed for implicit-feedback data.
method Regularized Poisson models, frequentist optimization, sparse solutions.
result Frequentist approach yields better top-N recommendations with shorter fitting times.

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.

A beta-negative binomial (BNB) process is proposed, leading to a beta-gamma-Poisson process, which may be viewed as a "multi-scoop" generalization of the beta-Bernoulli process. The BNB process is augmented into a beta-gamma-gamma-Poisson hierarchical structure, and applied as a nonparametric Bayesian prior for an infi…

2011-12-15abs ↗pdf ↗

Study new involutivity theorems for Poisson quasi-Nijenhuis manifolds.

problem Understanding involutivity in Poisson quasi-Nijenhuis geometry.
method Present new versions of deformation and involutivity theorems under specific factorization hypotheses.
result New versions of involutivity theorems for Poisson quasi-Nijenhuis manifolds.

We develop a Bayesian Poisson matrix factorization model for forming recommendations from sparse user behavior data. These data are large user/item matrices where each user has provided feedback on only a small subset of items, either explicitly (e.g., through star ratings) or implicitly (e.g., through views or purchas…

2013-11-07abs ↗pdf ↗

Non-negative matrix factorization models based on a hierarchical Gamma-Poisson structure capture user and item behavior effectively in extremely sparse data sets, making them the ideal choice for collaborative filtering applications. Hierarchical Poisson factorization (HPF) in particular has proved successful for scala…

2016-04-13abs ↗pdf ↗

Paper introduces ZIPTF and C-ZIPTF for better tensor factorization of zero-inflated count data.

problem Inefficient tensor factorization for zero-inflated count data, especially in scRNA-seq.
method Zero Inflated Poisson Tensor Factorization (ZIPTF) and Consensus Zero Inflated Poisson Tensor Factorization (C-ZIPTF).
result ZIPTF and C-ZIPTF improve tensor factorization accuracy and consistency for zero-inflated count data.

Models for recommender systems use latent factors to explain the preferences and behaviors of users with respect to a set of items (e.g., movies, books, academic papers). Typically, the latent factors are assumed to be static and, given these factors, the observed preferences and behaviors of users are assumed to be ge…

2015-09-15abs ↗pdf ↗

A gamma process dynamic Poisson factor analysis model is proposed to factorize a dynamic count matrix, whose columns are sequentially observed count vectors. The model builds a novel Markov chain that sends the latent gamma random variables at time (t1)(t-1) as the shape parameters of those at time tt, which are linked …

2015-12-30abs ↗pdf ↗

Graph morphism maps Poisson cocycles to symmetries, revealing factorization through Jacobi identity.

problem Mapping graph cocycles to symmetries of Poisson structures.
method Kontsevich graph orientation morphism and differential consequences of Jacobi identity.
result Existence of factorization through differential consequences of Jacobi identity.

This paper uses cPF to build recommender systems from raw count data.

problem Sparse, over-dispersed and bursty count data make direct use in recommender systems challenging.
method Compound Poisson Factorization (cPF) with a unified framework (dcPF) and adaptive algorithm.
result dcPF achieves better recommendation scores than Poisson Factorization on raw or binarized data.

Model-based collaborative filtering analyzes user-item interactions to infer latent factors that represent user preferences and item characteristics in order to predict future interactions. Most collaborative filtering algorithms assume that these latent factors are static, although it has been shown that user preferen…

2016-08-17abs ↗pdf ↗

Paper proposes VAE-BPTF for better tensor factorization of sparse, imbalanced count data.

problem Inference of Bayesian Poisson-Gamma models for sparse and imbalanced count data is challenging.
method Variational auto-encoder framework with multi-layer perceptron networks for complex update information sharing and reweighting.
result VAE-BPTF outperforms current models in reconstruction errors and latent factor coherence across real-world datasets.

RVRAE combines deep learning and dynamic factor models for better stock returns prediction.

problem Improving stock returns prediction in volatile markets.
method Combines dynamic factor modeling with variational recurrent autoencoder (VRAE). Uses prior-posterior learning for optimal factor model.
result RVRAE outperforms traditional methods in predicting stock returns and estimating variances.

Proposes a deep learning model to improve stock market prediction.

problem Lack of interpretability in linear multi-factor models for stock prediction.
method Extends linear multi-factor model to LSTM+LRP for non-linear and time-varying predictions.
result Deep recurrent factor model outperforms traditional models in predictive capability.

To infer a multilayer representation of high-dimensional count vectors, we propose the Poisson gamma belief network (PGBN) that factorizes each of its layers into the product of a connection weight matrix and the nonnegative real hidden units of the next layer. The PGBN's hidden layers are jointly trained with an upwar…

2015-11-06abs ↗pdf ↗

Enhances count process modelling with Markov-modulated non-homogeneous Poisson process.

problem Count data modelling challenges, especially in complex scenarios.
method Introduces a flexible frequency perturbation measure into Markov-modulated Poisson process framework.
result Natural incorporation of observed event arrivals and latent factors.

KF-RTRL approximates RTRL for online learning of long-term dependencies.

problem Lack of efficient algorithms for learning long-term dependencies in RNNs.
method KF-RTRL uses Kronecker factorization to approximate RTRL gradients.
result KF-RTRL is an unbiased, memory-efficient online learning algorithm with lower noise than UORO.

The paper studies quasi-Sturmian colorings on regular trees, distinguishing bounded and unbounded types.

problem Coloring regular trees with quasi-Sturmian properties.
method Developed an induction algorithm similar to Sturmian colorings, distinguishing types by recurrence function.
result Obtained an induction algorithm for quasi-Sturmian colorings on regular trees.

New algorithm guarantees optimal convergence rate for stochastic optimization.

problem Optimal convergence rate for stochastic optimization algorithms.
method Regularized versions of Minimization by Incremental Surrogate Optimization (MISO) with arbitrary recurrent data sampling.
result Expected optimality gap converges at O(n1/2)O(n^{-1/2}) under general recurrent sampling schemes.

Recurrent iterated function systems (RIFSs) are improvements of iterated function systems (IFSs) using elements of the theory of Marcovian stochastic processes which can produce more natural looking images. We construct new RIFSs consisting substantially of a vertical contraction factor function and nonlinear transform…

2013-04-07abs ↗pdf ↗

RIMs improve generalization by specializing modular structures.

problem Improving generalization and robustness to changes in tasks.
method Recurrent Independent Mechanisms (RIMs) architecture with independent dynamics, sparing communication, and selective updates.
result RIMs lead to dramatic improvement in generalization on tasks with varying factors.

The paper explains practical insights for sparse network modeling.

problem Resolving pathologies in traditional network modeling, focusing on sparsity.
method Sparse exchangeable graphs, network subsampling, test-train dataset splitting, mean field variational inference.
result Practical insights and methods for sparse network modeling.

The paper develops new inequalities for Markov chain sums, linking them to mixing time.

problem Establishing concentration inequalities for Markov chain sums.
method Developed novel concentration inequalities for geometrically ergodic Markov chains, linking bounds to mixing time constants.
result Explicit bounds for additive functionals of Markov chains, linked to Rosenthal inequality constants and mixing properties.

The paper shows deep connections between exotic smoothings of a small R^4 (the spacetime), the leaf space of codimension-1 foliations (related to noncommutative algebras) and quantization. At first we relate a small exotic R^4 to codimension-1 foliations of the 3-sphere unique up to foliated cobordisms and characterize…

2011-07-18abs ↗pdf ↗

A common approach to analyze a covariate-sample count matrix, an element of which represents how many times a covariate appears in a sample, is to factorize it under the Poisson likelihood. We show its limitation in capturing the tendency for a covariate present in a sample to both repeat itself and excite related ones…

2016-04-25abs ↗pdf ↗

We outline the notions and concepts of the calculus of variational multivectors within the Poisson formalism over the spaces of infinite jets of mappings from commutative (non)graded smooth manifolds to the factors of noncommutative associative algebras over the equivalence under cyclic permutations of the letters in t…

2011-12-25abs ↗pdf ↗

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.

Optimizes Bayesian priors for matrix factorization without posterior inference.

problem Selecting optimal priors for Bayesian models in machine learning.
method Prior predictive distribution and virtual statistics matching user-provided or observed data statistics.
result Analytically determines hyperparameters for Poisson factorization models.

A new deep approach to Kalman filtering integrates uncertainty estimates efficiently.

problem Integrating uncertainty estimates into deep time-series models.
method Proposes a Recurrent Kalman Network (RKN) that learns directly using backpropagation.
result RKN obtains more accurate uncertainty estimates and slightly improved prediction performance.