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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.

168,982 papers · 148 categories

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134269403537 · Jun 202019922001200920172026
48 results for Sparse Factor Graph

New method for disentangling latent factors with sparse dependencies.

problem Disentangling latent factors from observed variables and past factors.
method Mechanism sparsity regularization and sparse causal graphical model.
result Identifiability of latent factors up to a sparse causal graph.

This paper presents a novel decentralized high-dimensional Bayesian optimization (DEC-HBO) algorithm that, in contrast to existing HBO algorithms, can exploit the interdependent effects of various input components on the output of the unknown objective function f for boosting the BO performance and still preserve scala…

2017-11-19abs ↗pdf ↗

Sparse sampling method for tensor factorization and completion of high rank tensors.

problem Completion of high rank tensors with missing data in recommendation systems.
method Sparse measurements and message-passing algorithms in a high-dimensional limit.
result Theoretical insights and performance analysis of tensor factorization in dense limit.

GLFA improves latent factor analysis by incorporating graph structures for HiDS matrices.

problem Accurate representation learning on high-dimensional and sparse matrices.
method GLFA incorporates a graph to identify hidden high-order interactions and uses a recurrent LFA structure to improve representation learning.
result GLFA outperforms state-of-the-art models in predicting missing data of HiDS matrices.

Graph neural networks speed up nonnegative matrix factorization.

problem Efficiently factorize nonnegative matrices for various applications.
method Developed a graph neural network that combines bipartite self-attention with ADMM updates.
result Significant acceleration achieved in nonnegative matrix factorization.

This paper addresses graph embedding issues and introduces \strap for scalable, non-linear embeddings.

problem Preserving out-degree distributions and conflicting optimization goals on directed graphs.
method Introduces transpose proximity and \strap, a factorization-based algorithm that handles both directed and undirected graphs.
result Proposes \strap, which outperforms state-of-the-art methods in effectiveness and scalability.

We find a closed-form determinant for a specific sparse covariance matrix model.

problem Finding the determinant of a specific class of sparse positive definite matrices.
method Using Fourier transform of local factors, Normal Factor Graph Duality Theorem, and Matrix Determinant Lemma.
result We derive a closed-form expression for the determinant.

NeuralIF uses neural networks to improve preconditioning for faster CG convergence.

problem Improving convergence of conjugate gradient method for large-scale sparse systems.
method Data-driven approach using graph neural networks to generate incomplete factorization.
result Data-driven preconditioners accelerate convergence of conjugate gradient method.

We develop a method to factorize symmetric sparse Boolean matrices efficiently.

problem Finding a symmetric factorization of a given matrix into a sparse, Boolean matrix.
method Polynomial-time algorithm based on bootstrapping higher-order information and tensor decomposition.
result A matrix with full column rank can be recovered with high probability when the matrix size is sufficiently large.

A new method learns DAGs from Gaussian data without verifying acyclicity.

problem Learning DAGs from Gaussian data without verifying acyclicity.
method Relaxation technique for permutation matrix estimation and cyclic coordinatewise descent for sparse Cholesky factor estimation.
result The method recovers DAGs without verifying acyclicity constraints.

We consider the minimum cost intervention design problem: Given the essential graph of a causal graph and a cost to intervene on a variable, identify the set of interventions with minimum total cost that can learn any causal graph with the given essential graph. We first show that this problem is NP-hard. We then prove…

2018-10-28abs ↗pdf ↗

Multiresolution Matrix Factorization (MMF) was recently introduced as a method for finding multiscale structure and defining wavelets on graphs/matrices. In this paper we derive pMMF, a parallel algorithm for computing the MMF factorization. Empirically, the running time of pMMF scales linearly in the dimension for spa…

2015-07-15abs ↗pdf ↗

Algorithm estimates sparse signals from linear measurements, improving recovery guarantees.

problem Estimating gradient-sparse signals from noisy linear measurements.
method Iterative alpha expansion with proximal descent and geometric penalty decay.
result Global recovery guarantees under cut-restricted isometry property for Gaussian designs.

Estimates graph process with high-frequency data, proving asymptotic properties.

problem Estimating graph process with high-frequency data.
method Discretized maximum likelihood estimators for GrOU process under high-frequency sampling.
result Asymptotic central limit theorems for estimators under finite and infinite jump activity.

Sparse Tucker decomposition with graph regularization improves time series forecasting accuracy.

problem High-dimensional time series forecasting with over-parameterization issue.
method Sparse Tucker decomposition and graph regularization for tensor-based model.
result Non-asymptotic error bound and superior performance in numerical experiments.

Deep NLP models benefit from underlying structures in the data---e.g., parse trees---typically extracted using off-the-shelf parsers. Recent attempts to jointly learn the latent structure encounter a tradeoff: either make factorization assumptions that limit expressiveness, or sacrifice end-to-end differentiability. Us…

2018-09-03abs ↗pdf ↗

AutoGraph uses transformers to efficiently generate graphs as sequences.

problem Efficiently generating large, sparse graphs without expensive node features.
method Flattening graphs into sequences and using decoder-only transformers.
result AutoGraph achieves state-of-the-art performance on synthetic and molecular benchmarks.

Extends ESGVI for UWB localization with skewed noise, improving state estimation accuracy.

problem Improving state estimation accuracy in UWB localization with skewed noise.
method Generalizes ESGVI to matrix Lie groups and introduces non-Gaussian factors.
result Improved accuracy in UWB localization with NLOS and multipath effects.

New method for hyperparameter tuning in sparse matrix factorization.

problem Hyperparameter tuning in sparse matrix factorization.
method Numerical method based on evaluating the zero point of normalization factor in sparse matrix prior.
result Our method outperforms existing algorithms in ground-truth sparse matrix reconstruction.

SPARTAN learns sparse interaction graphs between objects in scenes.

problem Capturing structured interactions between entities in complex settings remains challenging.
method SPARTAN is a Transformer-based world model that learns sparse, context-dependent interaction graphs through sparsity regularization on attention patterns.
result SPARTAN achieves significantly improved few-shot adaptation to dynamics changes and robustness against distractors.

Framework for inferring latent structure from sparse, imperfectly detected bipartite networks.

problem Recovering latent structure from sparse, imperfectly detected bipartite networks in ecology.
method Structured sparse nonnegative low-rank factorization with detection probability estimation and ADMM-based algorithm.
result Improved recovery of latent factors and structure compared to existing methods.

Graph matching with feature vectors is solved using a two-layer graph neural network.

problem Graph matching in the presence of sparse binary features.
method Two-layer graph neural network with graph structure.
result Graph neural network can recover correct mapping with high probability under certain conditions.

Sparse APCA identifies sparse factors in financial returns over time.

problem Analyzing co-movements of high-dimensional panel data over time.
method Sparse asymptotic PCA with truncated power method for sparse factors and sequential deflation for multi-factor cases.
result Identification of nine risk factors influencing the S&P 500 stock market.

The paper tackles intervention generalization using factor graph models.

problem Generalizing from past experiments to novel conditions is hard due to combinatorial space of possible interventions.
method The approach is based on intervention factor models (IFMs) and factor graph models.
result Conditions for identifiability of expected outcomes of new regimes are derived.

A new method for efficient causal structure learning at scale.

problem Causal structure learning is computationally challenging at scale.
method Relaxed sparsest-permutation formulation with support-level relaxation and masked zero-fill incomplete Cholesky factorization.
result The method enables scalable comparison of candidate orderings and matches the accuracy of slower baselines.

Origin-destination (OD) matrices are often used in urban planning, where a city is partitioned into regions and an element (i, j) in an OD matrix records the cost (e.g., travel time, fuel consumption, or travel speed) from region i to region j. In this paper, we partition a day into multiple intervals, e.g., 96 15-min …

2018-11-13abs ↗pdf ↗

Develops scalable autoencoder for document networks.

problem Sparse and skewed latent node representations in document relational networks.
method Combines graph Poisson factor analysis with Weibull-based graph inference networks.
result Extracts high-quality hierarchical latent document representations.

Improved GCNs for non-sparse graphs with low-rank filters.

problem Training and evaluation of GCNs on large non-sparse graphs is computationally expensive.
method Introduced low-rank filters and a reduced-order GCN architecture.
result Significant runtime acceleration and improved accuracy achieved.

New algorithm speeds up sampling for complex statistical models.

problem Sampling parameters of high-dimensional CTMCs is challenging.
method Developed a local version of the Bouncy Particle Sampler (BPS) with exact event times.
result Algorithm achieves favorable computational efficiency for real-data scenarios.

This paper proposes a method to reveal task relationships in multi-task learning models using sparse graphs.

problem Understanding the underlying task relationships in multi-task learning models.
method Proposes a bilevel formulation of multi-task learning that induces sparse graphs.
result The method improves interpretability of multi-task learning models without sacrificing generalization performance.

Deep weight factorization improves neural network training through smooth optimization of sparse penalties.

problem Challenges in applying sparse regularization in neural networks due to non-differentiability of penalties.
method Introduces deep weight factorization, decomposing weights into multiple factors for smooth optimization of L1L_1-penalized networks.
result Deep weight factorization outperforms shallow factorization and pruning methods consistently across various architectures and datasets.