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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.

168,695 papers · 148 categories

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3517021,0521,403 · Jun 202019922001200920172026
48 results for Stripe model

Presents STRIPE model for probabilistic forecasting of non-stationary time series.

problem Probabilistic forecasting of non-stationary time series.
method STRIPE model representing structured diversity based on shape and time features, with diversification mechanism using determinantal point processes (DPP).
result STRIPE significantly outperforms baseline methods for representing diversity while maintaining forecasting accuracy.

Isotropic kernels' performance is analyzed across different tasks with and without invariants.

problem Investigating how isotropic kernel methods handle tasks with and without invariants.
method Regression and classification tasks with isotropic kernels, stripe model, and spherical model.
result The presence of invariants does not resolve the curse of dimensionality for kernel methods.

Let ZZ be a non-compact two-dimensional manifold and ΔΔ be a one-dimensional foliation of ZZ such that Z\partial Z consists of leaves of ΔΔ and each leaf of ΔΔ is a non-compact closed subset of ZZ. We obtain a characterization of a subclass of such foliated surfaces (Z,Δ)(Z,Δ) glued from open strips $\mathbb{R}\tim…

2017-10-16abs ↗pdf ↗

New definition reveals encoding explanations that retain predictive power.

problem Challenges in evaluating and identifying encoding explanations.
method Developed a definition of encoding based on conditional dependence.
result Existing evaluation scores do not rank non-encoding explanations correctly, but STRIPE-X does.

Neural networks compress uninformative input directions, improving test error.

problem Data lie in a high-dimensional space but labels vary along a lower-dimensional manifold.
method One-hidden layer network trained with gradient descent, analyzing weight evolution and compression.
result Compression factor λ ∼ √p improves test error, with β Feature > β Lazy.

Quantum mechanics is inherently probabilistic in light of Born's rule. Using quantum circuits as probabilistic generative models for classical data exploits their superior expressibility and efficient direct sampling ability. However, training of quantum circuits can be more challenging compared to classical neural net…

2018-08-10abs ↗pdf ↗

Graph Weighted Models (GWMs) have recently been proposed as a natural generalization of weighted automata over strings and trees to arbitrary families of labeled graphs (and hypergraphs). A GWM generically associates a labeled graph with a tensor network and computes a value by successive contractions directed by its e…

2018-06-21abs ↗pdf ↗

Quantum circuit Born machines are generative models which represent the probability distribution of classical dataset as quantum pure states. Computational complexity considerations of the quantum sampling problem suggest that the quantum circuits exhibit stronger expressibility compared to classical neural networks. O…

2018-04-11abs ↗pdf ↗

In principle, zero-shot learning makes it possible to train a recognition model simply by specifying the category's attributes. For example, with classifiers for generic attributes like \emph{striped} and \emph{four-legged}, one can construct a classifier for the zebra category by enumerating which properties it posses…

2014-09-15abs ↗pdf ↗

Generative modeling, which learns joint probability distribution from data and generates samples according to it, is an important task in machine learning and artificial intelligence. Inspired by probabilistic interpretation of quantum physics, we propose a generative model using matrix product states, which is a tenso…

2017-09-06abs ↗pdf ↗

Deep learning improves solar energy forecasting using physical and data-driven models.

problem Improving short-term solar energy forecasting accuracy.
method Injecting physical knowledge into deep learning models for spatio-temporal forecasting.
result Improved solar energy forecasting models using deep learning and physical criteria.

Quantum annealer speeds up RBM training for image classification.

problem Training RBM with contrastive divergence (CD) is slow and computationally expensive.
method Used D-Wave 2000Q quantum annealer to calculate model expectation of gradient learning for RBM.
result Quantum training yields similar classification performance to CD but faster.

New discrete cobordism category for nested manifolds and relations to algebraic structures.

problem Discrete cobordism category for nested manifolds.
method Stratified Morse theory, Cyl-objects, doubling construction, cylindrical bar construction.
result Relations between Cyl-objects and algebraic structures like Temperley-Lieb algebras.

Let ZZ be a non-compact two-dimensional manifold obtained from a family of open strips R×(0,1)\mathbb{R}\times(0,1) with boundary intervals by gluing those strips along their boundary intervals. Every such strip has a foliation into parallel lines R×t\mathbb{R}\times t, t(0,1)t\in(0,1), and boundary intervals, whence we get a f…

2017-08-01abs ↗pdf ↗

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

problem Modeling aggregate claim amount with frequency-severity and joint dependencies.
method Developed three types of BCART models: frequency-severity, sequential, and joint models. Used various distributions for claim severity data.
result Weibull distribution outperforms gamma and lognormal for right-skewed, heavy-tailed claim severity data.

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.

Revises Bayesian model averaging for foundation models.

problem Ensemble pre-trained and lightly-finetuned foundation models for improved classification performance.
method Introduces trainable linear classifiers and computationally cheaper model averaging scheme (OMA).
result Ensembled models can better predict on various datasets.

Paper introduces symmetric divergence link models for probability distributions.

problem Symmetric divergence measures for probability distributions.
method Two general classes of link models: one for survival functions and another for cumulative probability distribution functions.
result Advantages of symmetric divergence measures over asymmetric measures for model averaging and feature assessment.

Researchers review challenges in interpreting additive models, especially neural additive models.

problem Challenges in interpreting additive models, particularly neural additive models.
method Review of generalized additive models and discussion of nonidentifiability.
result Challenges in claiming interpretability or suitability for safety-critical applications of additive models.

Sigma models linked to Gross-Neveu models via quiver varieties.

problem Understanding the relationship between sigma models and Gross-Neveu models.
method Exploring the mathematical correspondence between sigma models and Gross-Neveu models, including their geometric and trigonometric/elliptic deformations.
result Sigma models are mathematically equivalent to Gross-Neveu models under certain conditions.

Simple models are preferred over complex models, but over-simplistic models could lead to erroneous interpretations. The classical approach is to start with a simple model, whose shortcomings are assessed in residual-based model diagnostics. Eventually, one increases the complexity of this initial overly simple model a…

2017-06-26abs ↗pdf ↗

Matryoshka hides secret models in a carrier model, achieving high capacity and robustness.

problem Stealing functionality of private ML data by hiding models in a carrier model.
method Parameter sharing approach exploiting the learning capacity of the carrier model.
result Hides a 26x larger secret model or 8 secret models in the carrier model.

This work develops scalable model selection methods with fast update and selection.

problem Efficient model selection for large pools of candidate models.
method Isolated model embedding, which supports asymptotically fast update and selection.
result Standardized Embedder achieves competitive model selection performances.

Copulas outperform marginal models in multivariate risk forecasting, reducing model risk by narrowing down the set of models.

problem Model risk in multivariate risk forecasting, especially during crises.
method Comprehensive empirical study comparing Copula-GARCH models with fixed marginals, copulas, or neither.
result Model risk is almost entirely due to copula choice, not marginal models.

BayesBlend blends multiple models' predictions for better insurance loss predictions.

problem Improving insurance loss predictions by combining multiple models.
method Pseudo-Bayesian model averaging, stacking, and hierarchical stacking.
result BayesBlend provides a user-friendly way to blend model predictions and estimate weights.

The paper identifies when larger models improve predictions and proposes a switcher model.

problem Understanding when larger models benefit from added complexity.
method Numerical studies on T5 architecture to analyze predictive uncertainty and model performance.
result Large models improve on examples where small models are uncertain, but not on certain examples.

We propose a generalization of neural network sequence models. Instead of predicting one symbol at a time, our multi-scale model makes predictions over multiple, potentially overlapping multi-symbol tokens. A variation of the byte-pair encoding (BPE) compression algorithm is used to learn the dictionary of tokens that …

2017-07-03abs ↗pdf ↗

The paper extends statistical inference methods for black-box generative models.

problem Understanding and validating black-box generative models without access to their internal data.
method Develops model-level statistical inference tasks using generative model representations.
result Model-level representations are effective for multiple inference tasks.