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.
Paper generalizes reward distribution in multi-armed bandits with temporally-partitioned rewards.
New algorithm for multi-armed bandits with delayed, partially observed rewards.
Scalable method for regionalizing and extracting temporal patterns from time series data.
New algorithm predicts spatio-temporal events with improved accuracy.
We study the problem of estimating a temporally varying coefficient and varying structure (VCVS) graphical model underlying nonstationary time series data, such as social states of interacting individuals or microarray expression profiles of gene networks, as opposed to i.i.d. data from an invariant model widely consid…
A new model predicts spatio-temporal data using adaptive decision trees and point processes.
Study examines how different time series cross-validation methods affect anomaly detection in multivariate time series.
We suggest a novel method of clustering and exploratory analysis of temporal event sequences data (also known as categorical time series) based on three-dimensional data grid models. A data set of temporal event sequences can be represented as a data set of three-dimensional points, each point is defined by three varia…
The internet activity records (IARs) of a mobile cellular network posses significant information which can be exploited to identify the network's efficacy and the mobile users' behavior. In this work, we extract useful information from the IAR data and identify a healthy predictability of spatio-temporal pattern within…
Accurate taxi demand-supply forecasting is a challenging application of ITS (Intelligent Transportation Systems), due to the complex spatial and temporal patterns. We investigate the impact of different spatial partitioning techniques on the prediction performance of an LSTM (Long Short-Term Memory) network, in the con…
The spatio-temporal graph learning is becoming an increasingly important object of graph study. Many application domains involve highly dynamic graphs where temporal information is crucial, e.g. traffic networks and financial transaction graphs. Despite the constant progress made on learning structured data, there is s…
Paper tackles temporal overfitting in wind power curve modeling.
Traffic forecasting approaches are critical to developing adaptive strategies for mobility. Traffic patterns have complex spatial and temporal dependencies that make accurate forecasting on large highway networks a challenging task. Recently, diffusion convolutional recurrent neural networks (DCRNNs) have achieved stat…
The analysis of temporal networks has a wide area of applications in a world of technological advances. An important aspect of temporal network analysis is the discovery of community structures. Real data networks are often very large and the communities are observed to have a hierarchical structure referred to as mult…
We introduce the Adaptive Skills, Adaptive Partitions (ASAP) framework that (1) learns skills (i.e., temporally extended actions or options) as well as (2) where to apply them. We believe that both (1) and (2) are necessary for a truly general skill learning framework, which is a key building block needed to scale up t…
Urban spatial-temporal flows prediction is of great importance to traffic management, land use, public safety, etc. Urban flows are affected by several complex and dynamic factors, such as patterns of human activities, weather, events and holidays. Datasets evaluated the flows come from various sources in different dom…
This paper proposes a method of segmenting temporal data into ordered classes. It is based on mixture models and a discrete latent process, which enables to successively activates the classes. The classification can be performed by maximizing the likelihood via the EM algorithm or by simultaneously optimizing the model…
In this paper, we investigate the significance of choosing an appropriate tessellation strategy for a spatio-temporal taxi demand-supply modeling framework. Our study compares (i) the variable-sized polygon based Voronoi tessellation, and (ii) the fixed-sized grid based Geohash tessellation, using taxi demand-supply GP…
Variational autoencoder models dynamic latent graphs for neural point processes.
TMTF improves time series visualization by separating dynamic regimes.
A key problem in location-based modeling and forecasting lies in identifying suitable spatial and temporal resolutions. In particular, judicious spatial partitioning can play a significant role in enhancing the performance of location-based forecasting models. In this work, we investigate two widely used tessellation s…
The stochastic block model (SBM) is a flexible probabilistic tool that can be used to model interactions between clusters of nodes in a network. However, it does not account for interactions of time varying intensity between clusters. The extension of the SBM developed in this paper addresses this shortcoming through a…
Networks are a convenient way to represent complex systems of interacting entities. Many networks contain "communities" of nodes that are more densely connected to each other than to nodes in the rest of the network. In this paper, we investigate the detection of communities in temporal networks represented as multilay…
Paper improves deep learning for solving evolutionary equations with trainable hard constraints.
Recent results in coupled or temporal graphical models offer schemes for estimating the relationship structure between features when the data come from related (but distinct) longitudinal sources. A novel application of these ideas is for analyzing group-level differences, i.e., in identifying if trends of estimated ob…
In the wake of recent advances in experimental methods in neuroscience, the ability to record in-vivo neuronal activity from awake animals has become feasible. The availability of such rich and detailed physiological measurements calls for the development of advanced data analysis tools, as commonly used techniques do …
This article proposes a Bayesian nonparametric method for forecasting, imputation, and clustering in sparsely observed, multivariate time series data. The method is appropriate for jointly modeling hundreds of time series with widely varying, non-stationary dynamics. Given a collection of time series, the Bayesian …
DatedGPT prevents lookahead bias in financial forecasting models.
MELD model clusters data at multiple scales, improving understanding of latent structure.
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 …
A pairwise clustering approach is applied to the analysis of the Dow Jones index companies, in order to identify similar temporal behavior of the traded stock prices. To this end, the chaotic map clustering algorithm is used, where a map is associated to each company and the correlation coefficients of the financial ti…
SPF uses a hierarchical approach to efficiently emulate climate changes.
DEMOTE uses neural diffusion-reaction processes to capture temporal dynamics in sparse tensor data.
Neural clustering learns time series affinity from statistical features.
The study limits how many parts regular simplicial partitions can overlap.
Hypergraph partitioning lies at the heart of a number of problems in machine learning and network sciences. Many algorithms for hypergraph partitioning have been proposed that extend standard approaches for graph partitioning to the case of hypergraphs. However, theoretical aspects of such methods have seldom received …
In this paper, we propose a family of graph partition similarity measures that take the topology of the graph into account. These graph-aware measures are alternatives to using set partition similarity measures that are not specifically designed for graph partitions. The two types of measures, graph-aware and set parti…
The study examines the balancedness of random partition models and finds the rich-get-richer characteristic is a result of model assumptions.
The paper develops mixed-integer formulations for neural networks using partitioning.
New partition designs reduce star discrepancy in high-dimensional sampling.
The paper constructs Markov partitions for geodesic flow on hyperbolic surfaces.
Graph partitioning is the problem of dividing the nodes of a graph into balanced partitions while minimizing the edge cut across the partitions. Due to its combinatorial nature, many approximate solutions have been developed, including variants of multi-level methods and spectral clustering. We propose GAP, a Generaliz…
Survey of mass partition problems in geometry and topology.
New method unifies and formalizes data partitioning using a single vector.
Locally isoperimetric partitions minimize perimeter in space.
Online BSP-Forest improves space partitioning for large-scale classification and regression.
Space partitions of underlie a vast and important class of fast nearest neighbor search (NNS) algorithms. Inspired by recent theoretical work on NNS for general metric spaces [Andoni, Naor, Nikolov, Razenshteyn, Waingarten STOC 2018, FOCS 2018], we develop a new framework for building space partitions re…
Study of Torelli groups of partitioned surfaces with bounds and asymptotic lengths.