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.
When governed by underlying low-dimensional dynamics, the interdependence of simultaneously recorded population of neurons can be explained by a small number of shared factors, or a low-dimensional trajectory. Recovering these latent trajectories, particularly from single-trial population recordings, may help us unders…
Many dynamical systems exhibit similar structure, as often captured by hand-designed simplified models that can be used for analysis and control. We develop a method for learning to correspond pairs of dynamical systems via a learned latent dynamical system. Given trajectory data from two dynamical systems, we learn a …
For many complex diseases, there is a wide variety of ways in which an individual can manifest the disease. The challenge of personalized medicine is to develop tools that can accurately predict the trajectory of an individual's disease, which can in turn enable clinicians to optimize treatments. We represent an indivi…
In this work, we take a representation learning perspective on hierarchical reinforcement learning, where the problem of learning lower layers in a hierarchy is transformed into the problem of learning trajectory-level generative models. We show that we can learn continuous latent representations of trajectories, which…
We link disjoint longitudinal data for rare disease patients using latent representations and mixed-effects regression.
problem Analyzing treatment switches in rare diseases with limited data and changing measurement instruments.
method We embed item values into a shared latent space using variational autoencoders and apply mixed-effects regression to quantify treatment effects.
result Our approach allows for statistical inference and quantifies the impact of treatment switches in spinal muscular atrophy.
EviTrack improves sequential prediction in delayed disambiguation scenarios.
problem Challenges in sequential prediction with delayed disambiguation where early observations are ambiguous.
method EviTrack operates over latent trajectories, applying evidence- and likelihood-ratio-based selection to delay commitment until supported by data.
result EviTrack outperforms sampling-based baselines in a controlled synthetic benchmark, achieving faster post-disambiguation recovery.
Model-free reinforcement learning algorithms such as Deep Deterministic Policy Gradient (DDPG) often require additional exploration strategies, especially if the actor is of deterministic nature. This work evaluates the use of model-based trajectory optimization methods used for exploration in Deep Deterministic Policy…
Map matching of GPS trajectories from a sequence of noisy observations serves the purpose of recovering the original routes in a road network. In this work in progress, we attempt to share our experience of feature construction in a spatial database by reporting our ongoing experiment of feature extrac-tion in Conditio…
We present a multi-task learning formulation for Deep Gaussian processes (DGPs), through non-linear mixtures of latent processes. The latent space is composed of private processes that capture within-task information and shared processes that capture across-task dependencies. We propose two different methods for segmen…
Multi-task learning (MTL) allows deep neural networks to learn from related tasks by sharing parameters with other networks. In practice, however, MTL involves searching an enormous space of possible parameter sharing architectures to find (a) the layers or subspaces that benefit from sharing, (b) the appropriate amoun…
We learn multiple hypotheses for related tasks under a latent hierarchical relationship between tasks. We exploit the intuition that for domain adaptation, we wish to share classifier structure, but for multitask learning, we wish to share covariance structure. Our hierarchical model is seen to subsume several previous…
Temporal prediction is critical for making intelligent and robust decisions in complex dynamic environments. Motion prediction needs to model the inherently uncertain future which often contains multiple potential outcomes, due to multi-agent interactions and the latent goals of others. Towards these goals, we introduc…
This work explains how maximizing latent correlations across multiple data views helps in identifying shared and private components.
problem Understanding how to identify shared and private components in multiview data.
method An intuitive generative model of multiview data is adopted, and latent correlation maximization is shown to guarantee the extraction of shared components.
result Latent correlation maximization guarantees the extraction of shared components across views and disentangles private information.
Multi-domain translation seeks to learn a probabilistic coupling between marginal distributions that reflects the correspondence between different domains. We assume that data from different domains are generated from a shared latent representation based on a structural equation model. Under this assumption, we show th…
In this paper we present a fully Bayesian latent variable model which exploits conditional nonlinear(in)-dependence structures to learn an efficient latent representation. The latent space is factorized to represent shared and private information from multiple views of the data. In contrast to previous approaches, we i…