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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.

168,695 papers · 148 categories

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6481,2961,9442,592 · Jun 202019922001200920172026
48 results for Region of Interest

Analysis finds no evidence of banks managing deposit run risk prior to 2023 Regional Banking Crisis.

problem Determining factors for deposit run risk management before a regional banking crisis.
method Cross-sectional analysis of interest rate and equity use by banks.
result No evidence of banks managing deposit run risk via their balance sheet.

A new method selects regions of interest in GC-MS data without prior target selection.

problem Challenges in GC-MS data analysis due to fragmentation and shared fragment ions.
method Uses a pseudo F-ratio moving window (ψψFRMV) to automatically select regions of interest.
result Algorithm can accurately identify signal regions in GC-MS data.

Bayesian framework for identifying localized regions of interest in dynamical systems.

problem Identifying regions of high-resolution uncertainty quantification in complex dynamical systems.
method Bayesian inference with Gaussian process surrogate and polynomial chaos expansion.
result Unified computational scheme reduces overall cost for uncertainty quantification.

The author studies regions foliated by 1D families of functions and their applications.

problem Understanding regions represented as foliated forms and natural smooth maps onto them.
method Investigates natural smooth maps respecting canonical projections and moment maps, focusing on foliated regions.
result Discusses the 1st derivative of functions and critical sets in foliated regions.

BALLET filters a high-confidence region of interest for Bayesian optimization.

problem High-dimensional and non-stationary Bayesian optimization challenges.
method Adaptive level-set estimation using two probabilistic models.
result Ballets can efficiently shrink the search space and exhibit tighter regret bounds.

Image segmentation is the process of partitioning an image into a set of meaningful regions according to some criteria. Hierarchical segmentation has emerged as a major trend in this regard as it favors the emergence of important regions at different scales. On the other hand, many methods allow us to have prior inform…

2018-02-20abs ↗pdf ↗

Method identifies regions of maximum dissimilarity in stochastic processes.

problem Comparing local characteristics of two random processes to find periods of maximum dissimilarity.
method Bayesian inference with integrated nested Laplace approximation for stochastic processes.
result Identifies regions of maximum dissimilarity with a certain volume.

Functional connectivity refers to the temporal statistical relationship between spatially distinct brain regions and is usually inferred from the time series coherence/correlation in brain activity between regions of interest. In human functional brain networks, the network structure is often inferred from functional m…

2014-12-20abs ↗pdf ↗

Researchers in functional neuroimaging mostly use activation coordinates to formulate their hypotheses. Instead, we propose to use the full statistical images to define regions of interest (ROIs). This paper presents two machine learning approaches, transfer learning and selection transfer, that are compared upon their…

2012-09-07abs ↗pdf ↗

Identification of regions of interest (ROI) associated with certain disease has a great impact on public health. Imposing sparsity of pixel values and extracting active regions simultaneously greatly complicate the image analysis. We address these challenges by introducing a novel region-selection penalty in the framew…

2016-05-27abs ↗pdf ↗

Consider a two-class clustering problem where we observe Xi=iμ+ZiX_i = \ell_i μ+ Z_i, ZiiidN(0,Ip)Z_i \stackrel{iid}{\sim} N(0, I_p), 1in1 \leq i \leq n. The feature vector μRpμ\in R^p is unknown but is presumably sparse. The class labels i{1,1}\ell_i\in\{-1, 1\} are also unknown and the main interest is to estimate them. We are interested …

2015-02-24abs ↗pdf ↗

fMRI semantic category understanding using linguistic encoding models attempt to learn a forward mapping that relates stimuli to the corresponding brain activation. Classical encoding models use linear multi-variate methods to predict the brain activation (all voxels) given the stimulus. However, these methods essentia…

2018-11-26abs ↗pdf ↗

This paper presents a methodology for image classification using Graph Neural Network (GNN) models. We transform the input images into region adjacency graphs (RAGs), in which regions are superpixels and edges connect neighboring superpixels. Our experiments suggest that Graph Attention Networks (GATs), which combine g…

2020-02-13abs ↗pdf ↗

Dynamic Ensemble Selection (DES) techniques aim to select locally competent classifiers for the classification of each new test sample. Most DES techniques estimate the competence of classifiers using a given criterion over the region of competence of the test sample (its the nearest neighbors in the validation set). T…

2018-04-18abs ↗pdf ↗

Kulldorff's (1997) seminal paper on spatial scan statistics (SSS) has led to many methods considering different regions of interest, different statistical models, and different approximations while also having numerous applications in epidemiology, environmental monitoring, and homeland security. SSS provides a way to …

2019-06-13abs ↗pdf ↗

Recently dictionary screening has been proposed as an effective way to improve the computational efficiency of solving the lasso problem, which is one of the most commonly used method for learning sparse representations. To address today's ever increasing large dataset, effective screening relies on a tight region boun…

2016-08-21abs ↗pdf ↗

Model analyzes debt recycling strategies under various fiscal regimes and jurisdictions.

problem Understanding debt recycling dynamics and their impact on repayment times and equity growth.
method Developed a calibrated model incorporating mortgage interest rates, borrowing costs, and tax shields.
result Introducing positive interest rates without tax shields contracts success regions and lengthens repayment times, but tax shields partially reverse these effects.

To a region CC of the plane satisfying a suitable convexity condition we associate a knot concordance invariant ΥCΥ^C. For appropriate choices of the domain this construction gives back some known knot Floer concordance invariants like Rasmussen's hih_i invariants, and the Ozsv\' ath-Stipsicz-Szab\' o upsilon invarian…

2017-09-05abs ↗pdf ↗

Pointwise localization allows more precise localization and accurate interpretability, compared to bounding box, in applications where objects are highly unstructured such as in medical domain. In this work, we focus on weakly supervised localization (WSL) where a model is trained to classify an image and localize regi…

2019-07-25abs ↗pdf ↗

Deep networks realize complex mappings that are often understood by their locally linear behavior at or around points of interest. For example, we use the derivative of the mapping with respect to its inputs for sensitivity analysis, or to explain (obtain coordinate relevance for) a prediction. One key challenge is tha…

2019-07-07abs ↗pdf ↗

A new method detects interactions in machine learning models.

problem Interpreting non-linear and interaction effects in machine learning models.
method Regional effect plots with implicit interaction detection.
result The method quantifies and interprets feature effects reliably, less confounded by interactions.

We consider the region of closed timelike curves (CTC's) in three-dimensional flat Lorentz spacetimes. The interest in this global geometrical feature goes beyond the purely mathematical. Such spacetimes may be considered lower-dimensional toy models of sourceless Einstein gravity or cosmology. In particular, our inter…

2002-01-21abs ↗pdf ↗

This paper presents a new probabilistic generative model for image segmentation, i.e. the task of partitioning an image into homogeneous regions. Our model is grounded on a mid-level image representation, called a region tree, in which regions are recursively split into subregions until superpixels are reached. Given t…

2015-06-11abs ↗pdf ↗

Waldo method constructs valid confidence regions for simulator-based inference.

problem Constructing valid confidence regions for simulator-based inference with high-dimensional data.
method Reframes Wald test statistic and uses regression-based machinery for Neyman inversion.
result Waldo method produces conditionally valid and precise confidence regions.

The paper analyzes convergence in SGD with momentum and proposes a diagnostic test.

problem Detecting convergence in stochastic gradient descent with momentum.
method Analyzes the transient and stationary phases of SGD with momentum, constructs a statistical diagnostic test.
result The proposed diagnostic test effectively detects convergence in the stationary phase of SGD with momentum.

The paper extends Reshetnyak's theorem to Lorentzian length spaces with upper curvature bounds.

problem Characterizing upper curvature bounds in Lorentzian geometry.
method Analogous to Reshetnyak's theorem, using convex regions and 1-anti-Lipschitz maps.
result Characterization of upper curvature bounds via four-point configurations.

While Gaussian probability densities are omnipresent in applied mathematics, Gaussian cumulative probabilities are hard to calculate in any but the univariate case. We study the utility of Expectation Propagation (EP) as an approximate integration method for this problem. For rectangular integration regions, the approx…

2011-11-29abs ↗pdf ↗

Study pricing of American put options with stochastic interest rate and finite maturity.

problem Pricing American put options with stochastic interest rate and finite maturity.
method Applied stochastic calculus and Ito's lemma to derive the option value's formula and optimal exercise boundary.
result Existence and parametrisation of the optimal exercise boundary for the Vasicek model.

Novel pricing method for equity-indexed annuities under uncertain volatility and stochastic interest rate.

problem Pricing equity-indexed annuities with early surrender risk under uncertain market conditions.
method Advanced financial modeling techniques, including uncertain volatility framework and Hull-White model for interest rate dynamics. Numerical algorithm using tree-based framework with local volatility optimization.
result High effectiveness of the proposed numerical algorithm compared to machine learning-based methods.