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.
TaRP predicts missing relations in KGs using type and instance-level info.
Effectively modelling hidden structures in a network is very practical but theoretically challenging. Existing relational models only involve very limited information, namely the binary directional link data, embedded in a network to learn hidden networking structures. There is other rich and meaningful information (e.…
Identifying the underlying directional relations from observational time series with nonlinear interactions and complex relational structures is key to a wide range of applications, yet remains a hard problem. In this work, we introduce a novel minimum predictive information regularization method to infer directional r…
GenIE extracts structured text with fewer errors and more entities.
Most of metric learning approaches are dedicated to be applied on data described by feature vectors, with some notable exceptions such as times series, trees or graphs. The objective of this paper is to propose a metric learning algorithm that specifically considers relational data. The proposed approach can take benef…
Although there are millions of transgender people in the world, a lack of information exists about their health issues. This issue has consequences for the medical field, which only has a nascent understanding of how to identify and meet this population's health-related needs. Social media sites like Twitter provide ne…
Many researchers both in academia and industry have long been interested in the stock market. Numerous approaches were developed to accurately predict future trends in stock prices. Recently, there has been a growing interest in utilizing graph-structured data in computer science research communities. Methods that use …
We propose an unsupervised object matching method for relational data, which finds matchings between objects in different relational datasets without correspondence information. For example, the proposed method matches documents in different languages in multi-lingual document-word networks without dictionaries nor ali…
It is well-known that there are a number of relations between theoretical finance theory and information theory. Some of these relations are exact and some are approximate. In this paper we will explore some of these relations and determine under which conditions the relations are exact. It turns out that portfolio the…
Relational Networks (RN) as introduced by Santoro et al. (2017) have demonstrated strong relational reasoning capabilities with a rather shallow architecture. Its single-layer design, however, only considers pairs of information objects, making it unsuitable for problems requiring reasoning across a higher number of fa…
Study compares hypergraph and graph-level models for higher-order relational learning.
Cone structures in quantum field theory linked to information geometry.
We study an optimal investment problem under default risk where related information such as loss or recovery at default is considered as an exogenous random mark added at default time. Two types of agents who have different levels of information are considered. We first make precise the insider's information flow by us…
Whatever information a deep neural network has gleaned from training data is encoded in its weights. How this information affects the response of the network to future data remains largely an open question. Indeed, even defining and measuring information entails some subtleties, since a trained network is a determinist…
We propose Macau, a powerful and flexible Bayesian factorization method for heterogeneous data. Our model can factorize any set of entities and relations that can be represented by a relational model, including tensors and also multiple relations for each entity. Macau can also incorporate side information, specificall…
Memory-based neural networks model temporal data by leveraging an ability to remember information for long periods. It is unclear, however, whether they also have an ability to perform complex relational reasoning with the information they remember. Here, we first confirm our intuitions that standard memory architectur…
REST framework predicts stock trends by considering stock-specific and related-stock events.
In this paper, we provide an approach to clustering relational matrices whose entries correspond to either similarities or dissimilarities between objects. Our approach is based on the value of information, a parameterized, information-theoretic criterion that measures the change in costs associated with changes in inf…
I-AID categorizes disaster tweets into useful information types.
Using different sources of information to support automated extracting of relations between biomedical concepts contributes to the development of our understanding of biological systems. The primary comprehensive source of these relations is biomedical literature. Several relation extraction approaches have been propos…
CURE extracts relations without supervision by clustering similar entity pairs.
RKT model improves knowledge tracing by considering exercise relations and student forget behavior.
Temporal networks are ubiquitous and evolve over time by the addition, deletion, and changing of links, nodes, and attributes. Although many relational datasets contain temporal information, the majority of existing techniques in relational learning focus on static snapshots and ignore the temporal dynamics. We propose…
Multimodal datasets contain an enormous amount of relational information, which grows exponentially with the introduction of new modalities. Learning representations in such a scenario is inherently complex due to the presence of multiple heterogeneous information channels. These channels can encode both (a) inter-rela…
This paper proposes a new meta-learning method -- named HARMLESS (HAwkes Relational Meta LEarning method for Short Sequences) for learning heterogeneous point process models from short event sequence data along with a relational network. Specifically, we propose a hierarchical Bayesian mixture Hawkes process model, whi…
Study the topological information of map germs using Euler obstruction.
Kendall transformation converts continuous data into categorical vectors for robust information theory.
Financial forecasting is challenging and attractive in machine learning. There are many classic solutions, as well as many deep learning based methods, proposed to deal with it yielding encouraging performance. Stock time series forecasting is the most representative problem in financial forecasting. Due to the strong …
We introduce the Mutual Information Machine (MIM), a novel formulation of representation learning, using a joint distribution over the observations and latent state in an encoder/decoder framework. Our key principles are symmetry and mutual information, where symmetry encourages the encoder and decoder to learn differe…
HyperSAGE learns node representations in hypergraphs without losing information.
Relational learning can be used to augment one data source with other correlated sources of information, to improve predictive accuracy. We frame a large class of relational learning problems as matrix factorization problems, and propose a hierarchical Bayesian model. Training our Bayesian model using random-walk Metro…
The recent proliferation of knowledge graphs (KGs) coupled with incomplete or partial information, in the form of missing relations (links) between entities, has fueled a lot of research on knowledge base completion (also known as relation prediction). Several recent works suggest that convolutional neural network (CNN…
Increased data gathering capacity, together with the spread of data analytics techniques, has prompted an unprecedented concentration of information related to the individuals' preferences in the hands of a few gatekeepers. In the present paper, we show how platforms' performances still appear astonishing in relation t…
Self-supervised method improves representation learning for better accuracy.
We propose a probabilistic framework for modelling and exploring the latent structure of relational data. Given feature information for the nodes in a network, the scalable deep generative relational model (SDREM) builds a deep network architecture that can approximate potential nonlinear mappings between nodes' featur…
In this paper, the task-related fMRI problem is treated in its matrix factorization formulation, focused on the Dictionary Learning (DL) approach. The new method allows the incorporation of a priori knowledge associated both with the experimental design as well as with available brain Atlases. Moreover, the proposed me…
Two data-dependent information metrics are developed to quantify the information of the prior and likelihood functions within a parametric Bayesian model, one of which is closely related to the reference priors from Berger, Bernardo, and Sun, and information measure introduced by Lindley. A combination of theoretical, …
The automated recognition of music genres from audio information is a challenging problem, as genre labels are subjective and noisy. Artist labels are less subjective and less noisy, while certain artists may relate more strongly to certain genres. At the same time, at prediction time, it is not guaranteed that artist …
Representing entities and relations in an embedding space is a well-studied approach for machine learning on relational data. Existing approaches, however, primarily focus on simple link structure between a finite set of entities, ignoring the variety of data types that are often used in knowledge bases, such as text, …
A model for POI recommendation using relation embedding.
This paper analyzes the relationship between public disclosure, private information and stock liquidity in Tunisian context using a sample of 41 listed firms in the Tunis Stock Exchange in 2007. First, we find no evidence that there is a relation between public and private information. Second, Tunisian investors do not…
Paper discusses the Fisher metric and differentiability in statistical models.
This paper bounds min-entropy leakage for Blowfish privacy using graph symmetries.
Proposes PEID for analyzing synergistic causation in complex systems.
We unify f-divergences, Bregman divergences, surrogate loss bounds (regret bounds), proper scoring rules, matching losses, cost curves, ROC-curves and information. We do this by systematically studying integral and variational representations of these objects and in so doing identify their primitives which all are rela…
MPNPs use message passing to exploit relational structure in stochastic processes.
In general, anomaly detection is the problem of distinguishing between normal data samples with well defined patterns or signatures and those that do not conform to the expected profiles. Financial transactions, customer reviews, social media posts are all characterized by relational information. In these networks, fra…
Requirements elicitation can be very challenging in projects that require deep domain knowledge about the system at hand. As analysts have the full control over the elicitation process, their lack of knowledge about the system under study inhibits them from asking related questions and reduces the accuracy of requireme…