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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.

169,051 papers · 148 categories

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48 results for Sequential data generation

Hybrid VAE-GAN model generates sequential data with spatial correlations.

problem Generating sequences with spatial correlations between frames.
method Semi-recurrent CNNs in encoder, generator, and discriminator; sampling subsequent frames from latent distributions.
result Maintains dependencies between frames in generated sequences.

An adversarial detector identifies anomalous sequences in sequential data.

problem Detecting anomalous sequences in one-class settings with limited data.
method Solves a minimax problem to find an optimal detector against the worst-case sequences from a generator, using marked point process model.
result Demonstrated good performance on simulations and real credit card fraud datasets.

Proposes LDIDPs for efficient sequential data generation from latent dynamical models.

problem Challenges in generating high-fidelity sequential samples from latent dynamical models.
method Utilizes implicit diffusion processes to sample from latent dynamical processes.
result Demonstrates accurate learning of dynamics and efficient generation of high-quality sequential data.

Algorithm learns principal curves from data streams in a sequential manner.

problem Summarizing large data streams using PCA is challenging due to theoretical and algorithmic issues.
method Proposes a novel sequential algorithm for learning principal curves from data streams.
result Supports regret bounds with optimal sublinear remainder terms.

Develops methods for inference after detecting a change in sequential data.

problem Inference after a detected change in sequential data.
method General framework for constructing confidence sets using only data up to a stopping time.
result First general method for sequential changepoint localization with theoretical guarantees.

Study online data poisoning attacks in sequential training data.

problem Manipulate sequential training data to influence online learning outcomes.
method Formulated as a stochastic optimal control problem, solved with model predictive control and deep reinforcement learning.
result Upper bounds the suboptimality of attacks due to unknown data generating distribution.

Stochastic WaveNet models sequential data with latent variables and dilated convolutions.

problem Modeling distribution of sequential data like speech and motions.
method Combines stochastic latent variables and dilated convolutions in WaveNet architecture.
result Obtains state-of-the-art performances on speech and handwriting datasets.

EvoRate metric assesses learnability of sequential data by measuring predictive information.

problem Model misspecification due to misinterpreting patterns in sequential data.
method Predictive information framework based on mutual information between past and future.
result Temporal patterns fundamentally constrain learnability; optimal predictors cannot outperform intrinsic information limit.

COT-GAN generates sequential data with a causal optimal transport approach.

problem Generating sequential data with temporal causality constraints.
method Adversarial training with Causal Optimal Transport (COT) and entropic penalization.
result COT-GAN effectively learns time-dependent data distributions and generates stable time series data.

Develops a new framework for analyzing sequential decision-making problems using information theory.

problem Lack of information-theoretic generalization bounds for sequential decision-making problems.
method Introduces a sequential supersample framework that separates learner filtration from proof-side enlargement, controlling the generalization gap by sequential CMI.
result Establishes a sequential CMI that controls the generalization gap in sequential decision-making problems.

CTGAN synthesizes population data for travel behavior simulation.

problem Synthesizing population data for agent-based transportation modeling.
method Composite Travel Generative Adversarial Network (CTGAN).
result Consistent and accurate generation of synthetic populations with tabular and sequential mobility data.

Diffusion Transformer captures spatial-temporal dependencies in sequential data.

problem Capturing rich spatial and temporal dependencies in sequential data.
method Established theoretical guarantees for diffusion transformers learning Gaussian process data.
result Spatial-temporal dependencies are captured within attention layers of diffusion transformers.

New method uses diffusion models for Bayesian inverse problems.

problem Solving Bayesian inverse problems with linear-Gaussian models.
method Decoupled Diffusion Sequential Monte Carlo (DDSMC) method.
result Asymptotically exact solution demonstrated on various data types.

New reinforcement learning bound improves generalization for sequential data.

problem Challenges in obtaining generalization guarantees for reinforcement learning due to sequential data.
method PAC-Bayesian reinforcement learning with consideration of Markov dependencies and mixing time.
result Demonstrated practical utility through PB-SAC, providing meaningful confidence certificates.

Efficiently samples latent functions in complex data models with sequential structure.

problem Inference of latent functions in probabilistic models with complex data likelihoods.
method Extends Markov chain Monte Carlo techniques to handle sequential structure, enabling efficient sampling of latent variables and parameters.
result Strong performance in growing-data settings, demonstrating scalability.

We propose a nonparametric sequential test that aims to address two practical problems pertinent to online randomized experiments: (i) how to do a hypothesis test for complex metrics; (ii) how to prevent type 11 error inflation under continuous monitoring. The proposed test does not require knowledge of the underlying…

2016-10-08abs ↗pdf ↗

This paper reviews methods for interpreting deep learning models with sequential data.

problem Limited interpretability of deep learning models in sequential data domains.
method Reviews and compares techniques for sequential interpretability.
result Current techniques have limitations and future research is needed.

Near-optimal tests and confidence sequences for non-parametric data.

problem Flexible statistical inference and decision-making with non-parametric data.
method Classic delayed-start normal-mixture sequential probability ratio tests with asymptotic guarantees.
result Asymptotically optimal type-I error and expected rejection time guarantees.

SOR-Mamba improves Mamba for robust time series forecasting by minimizing channel order bias.

problem Robust time series forecasting with Mamba's sequential order bias.
method SOR-Mamba incorporates regularization to minimize channel order discrepancy and introduces CCM for channel correlation preservation.
result SOR-Mamba enhances robustness to channel order and improves forecasting accuracy.

The paper sets limits for sequential prediction and recursive algorithms using entropy analysis.

problem Fundamental limitations in sequential prediction and recursive algorithms.
method Entropic analysis to investigate underlying relationships of data and noises.
result Derives Lp\mathcal{L}_{p} bounds quantifiable in conditional entropy.

New algorithms extract low-dimensional representations from sequential data, revealing insights into complex processes.

problem Challenges in extracting low-dimensional representations from sequential, high-dimensional, sparse, and noisy data.
method Developed new clustering algorithms based on Block Markov Chains theory, validated on real-world data.
result These algorithms can successfully extract low-dimensional representations from real-world sequential data, revealing insights into complex processes.

We present a novel framework for kernel learning with sequential data of any kind, such as time series, sequences of graphs, or strings. Our approach is based on signature features which can be seen as an ordered variant of sample (cross-)moments; it allows to obtain a "sequentialized" version of any static kernel. The…

2016-01-29abs ↗pdf ↗

We develop a model to predict effects of sequential interventions, clarifying their combined impact.

problem Uncertainty in generalizing behavioral predictions for combinations of interventions.
method Explicit model for composition of interventions, identifying their combined effect.
result Our compositional model aids prediction in sparse data conditions.

SIM models user interests from long sequential behavior data, improving click-through rate prediction.

problem Challenges in capturing user interests with long user behavior sequences.
method SIM uses a cascaded search paradigm with two units: General Search Unit and Exact Search Unit.
result SIM achieves significant CTR and RPM lifts in Alibaba's display advertising system.

Paper proposes AdaBoost-assisted ELM for efficient online sequential classification.

problem Efficient online sequential classification with improved accuracy and stability.
method Utilizes AdaBoost for cost-sensitive learning and forgetting mechanism for stability.
result Achieves 94.41% accuracy on MNIST dataset with reduced standard deviation.

New method estimates treatment effects over time with unobserved confounders.

problem Estimating treatment effects from observational data with unobserved confounders.
method Sequential Deconfounder using Gaussian process latent variable model.
result Unbiased estimates of individualized treatment responses over time.

Study optimizes sampling to avoid extreme tail risks in unknown heavy-tailed distributions.

problem Identify optimal alternative with minimal extreme tail risk from unknown heavy-tailed distributions.
method Data-driven sequential sampling policies to maximize likelihood of selecting the optimal alternative.
result Proposed methods outperform existing approaches in identifying the optimal alternative.

Novel framework optimizes experiments for implicit models using mutual information.

problem Optimizing experiments for intractable implicit models.
method Sequential Bayesian Experimental Design using Mutual Information.
result Framework efficiently estimates parameters with few iterations.

We identify and analyze selection structure in sequential data.

problem Selection biases in sequential data can distort analysis and hide underlying generation processes.
method Nonparametric identifiability of selection structure without interventional experiments.
result Selection structure is identifiable in sequential data without parametric assumptions.

A universal framework for constructing confidence sets using sequential likelihood mixing.

problem Constructing reliable confidence sets for realizable likelihood functions.
method Sequential likelihood mixing, integrating Bayesian inference and regret inequalities.
result Establishes fundamental connections and provable coverage guarantees for various inference techniques.

GIB improves neural network generalization by dynamically selecting task-relevant features across different sequential environments.

problem Poor generalization of deep neural networks to unseen environments.
method Proposes a gated information bottleneck (GIB) approach that dynamically drops spurious correlations and selects task-relevant features.
result GIB outperforms other IB approaches in adversarial robustness and OOD detection.