Analysis finds no evidence of banks managing deposit run risk prior to 2023 Regional Banking Crisis.
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.
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A new method selects regions of interest in GC-MS data without prior target selection.
Bayesian framework for identifying localized regions of interest in dynamical systems.
The author studies regions foliated by 1D families of functions and their applications.
BALLET filters a high-confidence region of interest for Bayesian optimization.
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…
Method identifies regions of maximum dissimilarity in stochastic processes.
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…
Automatic detection of anomalies in space- and time-varying measurements is an important tool in several fields, e.g., fraud detection, climate analysis, or healthcare monitoring. We present an algorithm for detecting anomalous regions in multivariate spatio-temporal time-series, which allows for spotting the interesti…
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…
Proposes TCV for selecting models in regions of interest.
Many iterative procedures in stochastic optimization exhibit a transient phase followed by a stationary phase. During the transient phase the procedure converges towards a region of interest, and during the stationary phase the procedure oscillates in that region, commonly around a single point. In this paper, we devel…
Interior tomography for the region-of-interest (ROI) imaging has advantages of using a small detector and reducing X-ray radiation dose. However, standard analytic reconstruction suffers from severe cupping artifacts due to existence of null space in the truncated Radon transform. Existing penalized reconstruction meth…
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…
Consider a two-class clustering problem where we observe , , . The feature vector is unknown but is presumably sparse. The class labels are also unknown and the main interest is to estimate them. We are interested …
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…
Inter-subject registration of cortical areas is necessary in functional imaging (fMRI) studies for making inferences about equivalent brain function across a population. However, many high-level visual brain areas are defined as peaks of functional contrasts whose cortical position is highly variable. As such, most ali…
We study the problem of existence of isoperimetric regions for large volumes, in -locally asymptotically Euclidean Riemannian manifolds with a finite number of -asymptotically Schwarzschild ends. Then we give a geometric characterization of these isoperimetric regions, extending previous results contained in …
The study refines algebraic domains with specific boundary conditions.
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…
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…
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 …
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…
PR-GNN identifies salient brain regions for ASD biomarkers.
This paper presents a new semi-supervised framework with convolutional neural networks (CNNs) for text categorization. Unlike the previous approaches that rely on word embeddings, our method learns embeddings of small text regions from unlabeled data for integration into a supervised CNN. The proposed scheme for embedd…
Model analyzes debt recycling strategies under various fiscal regimes and jurisdictions.
To a region of the plane satisfying a suitable convexity condition we associate a knot concordance invariant . For appropriate choices of the domain this construction gives back some known knot Floer concordance invariants like Rasmussen's invariants, and the Ozsv\' ath-Stipsicz-Szab\' o upsilon invarian…
fMRI semantic category understanding using linguistic encoding models attempts to learn a forward mapping that relates stimuli to the corresponding brain activation. State-of-the-art encoding models use a single global model (linear or non-linear) to predict brain activation given the stimulus. However, the critical as…
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…
The growing conflicts in and about oil exporting regions and speculations about volatile oil prices during the last decade have renewed the public interest in predictions for the near future oil production and consumption. Unfortunately, studies from only 10 years ago, which tried to forecast the oil production during …
Finding regions for which there is higher controversy among different classifiers is insightful with regards to the domain and our models. Such evaluation can falsify assumptions, assert some, or also, bring to the attention unknown phenomena. The present work describes an algorithm, which is based on the Exceptional M…
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…
A new method detects interactions in machine learning models.
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…
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…
Study uses social network data to analyze regional inflation trends.
Waldo method constructs valid confidence regions for simulator-based inference.
The paper analyzes convergence in SGD with momentum and proposes a diagnostic test.
Deep neural networks have become widely used, obtaining remarkable results in domains such as computer vision, speech recognition, natural language processing, audio recognition, social network filtering, machine translation, and bio-informatics, where they have produced results comparable to human experts. However, th…
Multivariate Pattern (MVP) classification holds enormous potential for decoding visual stimuli in the human brain by employing task-based fMRI data sets. There is a wide range of challenges in the MVP techniques, i.e. decreasing noise and sparsity, defining effective regions of interest (ROIs), visualizing results, and…
The paper extends Reshetnyak's theorem to Lorentzian length spaces with upper curvature bounds.
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…
There is a growing interest in joint multi-subject fMRI analysis. The challenge of such analysis comes from inherent anatomical and functional variability across subjects. One approach to resolving this is a shared response factor model. This assumes a shared and time synchronized stimulus across subjects. Such a model…
Study on packing links with geometric constraints.
Optimizes subgroup selection in clinical trials.
Study pricing of American put options with stochastic interest rate and finite maturity.
New method improves Gaussian Mixture Model fitting speed.
Novel pricing method for equity-indexed annuities under uncertain volatility and stochastic interest rate.