Study finds phase transition in context-sensitive language model with short-range interactions.
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.
Trend · papers per month
We study consumption behaviour in systems with heterogeneous interacting agents. Two different models are introduced, respectively with long and short range interactions among agents. At any time step an agent decides whether or not to consume a good, doing so if this provides positive utility. Utility is affected by i…
New perspective on SGD reveals short-range memory effects in deep learning.
TSLANet improves time series models by capturing long-term and short-term interactions.
New principle reveals how neural networks learn complex interactions.
The problem of recovering the asymptotics of a short range perturbation of the Euclidean metric on R^n from fixed energy scattering data is studied. It is shown that if two such metrics, g1, g2, have scattering data at some fixed energy which are equal up to smoothing, then there exists a diffeomorphism ψ`fixing infini…
Proves energy expression on Poincaré-Einstein spaces.
Novel neural network layer improves long-range interactions in point clouds.
In this paper, we present the results of Monte Carlo simulations for two popular techniques of long-range correlations detection - classical and modified rescaled range analyses. A focus is put on an effect of different distributional properties on an ability of the methods to efficiently distinguish between short and …
Study evaluates neural networks based on random graph structures and finds key performance indicators.
Develops a nonlocal PINN framework using PDDO for better solution of PDEs with sharp gradients.
A multi-scale model predicts atomic-scale properties using both local and long-range information.
A new machine learning method for spatial regression.
Proposes a framework to incorporate global sensitivity into local surrogate models.
We present a modification of the so-called Parrondo's paradox where one is allowed to choose in each turn the game that a large number of individuals play. It turns out that, by choosing the game which gives the highest average earnings at each step, one ends up with systematic loses, whereas a periodic or random seque…
V1 cortex reconstructs images as Poisson equation solutions with varying weights.
In this paper we consider certain asymptotically Euclidean spaces, namely compact manifolds with boundary X equipped with a scattering metric g, as defined by Melrose. We then consider Hamiltonians H which are `short-range' self-adjoint perturbations of the Laplacian of g. Melrose and Zworski have given a detailed desc…
We review the spectral analysis and the time-dependent approach of scattering theory for manifolds with asymptotically cylindrical ends. For the spectral analysis, higher order resolvent estimates are obtained via Mourre theory for both short-range and long-range behaviors of the metric and the perturbation at infinity…
Convolutional neural networks are commonly used to control the steering angle for autonomous cars. Most of the time, multiple long range cameras are used to generate lateral failure cases. In this paper we present a novel model to generate this data and label augmentation using only one short range fisheye camera. We p…
We propose a Standing Wave Decomposition (SWD) approximation to Gaussian Process regression (GP). GP involves a costly matrix inversion operation, which limits applicability to large data analysis. For an input space that can be approximated by a grid and when correlations among data are short-ranged, the kernel matrix…
We introduce a general framework of the Mixed-correlated ARFIMA (MC-ARFIMA) processes which allows for various specifications of univariate and bivariate long-term memory. Apart from a standard case when , MC-ARFIMA also allows for processes with but also for long-range …
Clinical outcome prediction based on the Electronic Health Record (EHR) plays a crucial role in improving the quality of healthcare. Conventional deep sequential models fail to capture the rich temporal patterns encoded in the longand irregular clinical event sequences. We make the observation that clinical events at a…
The paper analyzes time-dependent streaming data with biased gradient estimates and proposes improved stochastic optimization methods.
Autoregressive networks can achieve promising performance in many sequence modeling tasks with short-range dependence. However, when handling high-dimensional inputs and outputs, the huge amount of parameters in the network lead to expensive computational cost and low learning efficiency. The problem can be alleviated …
We analyze the resolvent of Schrödinger operators with short range potential on asymptotically conic manifolds (this setting includes asymptotically Euclidean manifolds) near . We make the assumption that the dimension is greater or equal to 3 and that has no null …
Image partitioning, or segmentation without semantics, is the task of decomposing an image into distinct segments, or equivalently to detect closed contours. Most prior work either requires seeds, one per segment; or a threshold; or formulates the task as multicut / correlation clustering, an NP-hard problem. Here, we …
Fractal analysis is carried out on the stock market indices of seven European countries and the US. We find evidence of long range dependence in the log return series of the Mibtel (Italy) and the PX Glob (Czech Republic). Long range dependence implies that predictable patterns in the log returns do not dissipate quick…
Paper tackles non-stationary bandits with various examples.
Framework isolates causal effects from time series data, improving accuracy under non-stationarity and autocorrelation.
Vector autoregression (VAR) is a fundamental tool for modeling multivariate time series. However, as the number of component series is increased, the VAR model becomes overparameterized. Several authors have addressed this issue by incorporating regularized approaches, such as the lasso in VAR estimation. Traditional a…
Understanding the adaptation process of plants to drought stress is essential in improving management practices, breeding strategies as well as engineering viable crops for a sustainable agriculture in the coming decades. Hyper-spectral imaging provides a particularly promising approach to gain such understanding since…
ICR speeds up GP modeling on unevenly spaced data.
Embed-KCPD segments text without labels, outperforming baselines.
Paper develops Dense NN models for temporal-spatial data with improved performance.
Develops privacy-preserving methods for longitudinal linear regression.
Recent empirical studies suggest that the volatilities associated with financial time series exhibit short-range correlations. This entails that the volatility process is very rough and its autocorrelation exhibits sharp decay at the origin. Another classic stylistic feature often assumed for the volatility is that it …
We present a novel method for hierarchical topic detection where topics are obtained by clustering documents in multiple ways. Specifically, we model document collections using a class of graphical models called hierarchical latent tree models (HLTMs). The variables at the bottom level of an HLTM are observed binary va…
It is well known that a systematic analysis of the pupil size variations, recorded by means of an eye-tracker, is a rich source of information about a subject's arousal and cognitive state. Current methods for pupil analysis are limited to descriptive statistics, struggle in handling the wide inter-subjects variability…
Neural network (NN) model chemistries (MCs) promise to facilitate the accurate exploration of chemical space and simulation of large reactive systems. One important path to improving these models is to add layers of physical detail, especially long-range forces. At short range, however, these models are data driven and…
We present a simple microstructure model of financial returns that combines (i) the well-known ARFIMA process applied to tick-by-tick returns, (ii) the bid-ask bounce effect, (iii) the fat tail structure of the distribution of returns and (iv) the non-Poissonian statistics of inter-trade intervals. This model allows us…
Surrogate-based analysis of interactions via local effect smooths
Generative adversarial network improves audio inpainting for long gaps.
Factorization Machine (FM) is a widely used supervised learning approach by effectively modeling of feature interactions. Despite the successful application of FM and its many deep learning variants, treating every feature interaction fairly may degrade the performance. For example, the interactions of a useless featur…
Study analyzes low-energy behavior of Schrödinger operators with Coulomb potentials.
We consider Markov models of stochastic processes where the next-step conditional distribution is defined by a kernel density estimator (KDE), similar to Markov forecast densities and certain time-series bootstrap schemes. The KDE Markov models (KDE-MMs) we discuss are nonlinear, nonparametric, fully probabilistic repr…
A new method detects interactions in neural networks using topological analysis.
Bayesian Complementary Kernelized Learning models complex spatiotemporal data.
iKF method uncovers complex variable interactions for scientific discovery.