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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.

169,051 papers · 148 categories

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3066119171,222 · Jun 202019922001200920182026
48 results for VQ performance prediction

VQ-BNN speeds up BNN inference for data streams.

problem High computational cost of BNN inference for data streams.
method Approximates BNN inference by predicting NN only once and using temporal exponential smoothing of recent predictions.
result VQ-BNN performs faster than BNNs while estimating comparable results.

PRISM-VQ combines financial priors with vector quantization for better stock prediction.

problem Predicting cross-sectional stock returns is hard due to low signal-to-noise ratios and changing market conditions.
method Integrates expert priors, vector-quantized latent factors, and dynamic factor loadings.
result Consistent improvements in cross-sectional return prediction and portfolio performance.

This work analyzes VQ-VAEs using information theory, focusing on latent variables and their impact on generalization and data generation.

problem Lack of theoretical analysis for latent variables in unsupervised models like VQ-VAEs.
method Information-theoretic analysis, introducing a novel data-dependent prior.
result Derives a generalization error bound for VQ-VAEs that depends on LV complexity and encoder, not decoder.

VQ-GNN scales GNNs to large graphs using vector quantization.

problem Scaling GNNs to large graphs with stable performance and speed.
method VQ-GNN uses vector quantization to preserve all messages passed to a mini-batch of nodes, avoiding the 'neighbor explosion' problem.
result VQ-GNN achieves competitive performance on large-graph node classification and link prediction benchmarks.

Paper extends understanding of deep network nonlinearities using vector quantization and statistical inference.

problem Limited understanding of deep network nonlinearities, especially non-piecewise affine and non-convex functions.
method Link deterministic max-affine spline operators to probabilistic Gaussian Mixture Models (GMMs) for a broader class of nonlinearities.
result Enforces orthogonality in linear filters can significantly improve deep network performance.

The paper interprets VQ-VAE loss as a form of information bottleneck.

problem Understanding the VQ-VAE loss function.
method Interpreted VQ-VAE loss as variational deterministic information bottleneck (VDIB) and variational information bottleneck (VIB).
result VQ-VAE loss can be derived from VDIB and approximated by VIB.

SOM-VQ tokenizes discrete models with semantic structure and navigable topology.

problem Lack of semantic structure in vector quantized representations limits interpretable human control.
method Combines vector quantization with Self-Organizing Maps to learn discrete codebooks with explicit topology.
result SOM-VQ produces more learnable token sequences and provides an explicit navigable geometry in code space.

Improved VQ-VAE training technique enhances image generation and machine translation.

problem Training discrete latent variable models remains challenging and underperforms continuous counterparts.
method Alternate training technique inspired by Expectation Maximization (EM) algorithm.
result Improved image generation results on CIFAR-10 and non-autoregressive machine translation model.

Improved training for VQ-VAE models with robust codebook learning.

problem Challenges in training discrete latent variable models, especially VQ-VAEs.
method Increased learning rate and periodic re-initialization of codebook for robust training.
result More robust training and increased usage of latent codewords, even for large codebooks.

Develops a faster soybean genome clustering method combining spectral and vector quantization.

problem Clustering soybean whole genome sequences efficiently.
method Combines Spectral Clustering and Vector Quantization for computational efficiency.
result Significantly outperforms existing methods in cluster quality and time complexity.

Unsupervised learning of speech representations using WaveNet autoencoders.

problem Extract meaningful latent representations of speech signals.
method Applying autoencoding neural networks to speech waveforms, using a high capacity WaveNet decoder, and comparing three variants of latent representations.
result Comparable performance with top entries in the ZeroSpeech 2017 unsupervised acoustic unit discovery task.

Improved vector quantization using Gaussian mixtures for better codebook utilization.

problem Training instability and information loss in discrete vector quantization.
method Generalized vector quantization with Gaussian mixture model and aggregated categorical posterior evidence lower bound.
result GM-VQ improves codebook utilization and reduces information loss without heuristics.

New algorithm improves plant breeding by clustering soybean genotypes more accurately and efficiently.

problem Low accuracy and high computational complexity in clustering plant genotypes.
method Spectral Clustering with Pivotal Sampling for phenotypic data.
result Our algorithm achieves substantially more accuracy than existing methods.

A new method for multiclass calibration using vector quantization.

problem Challenges in multiclass calibration, especially in high-stakes settings.
method Compositional approach via Vector Quantization (VQ) to learn region-specific calibration maps.
result Significant improvements in local calibration with competitive global calibration and predictive performance.

The constraint reaction force of ideal nonholonomic constraints in time-dependent mechanics on a configuration bundle QRQ\to R is obtained. Using the vertical extension of Hamiltonian formalism to the vertical tangent bundle VQVQ of QRQ\to R, the Hamiltonian of a nonholonomic constrained system is constructed.

1998-07-13abs ↗pdf ↗

A new framework enhances generative modeling by learning local flows over complex manifolds.

problem Limited expressivity of current normalizing flows for low-dimensional manifolds.
method Vector quantized local normalizing flows (VQ-Flows) using a VQ-AE atlas and conditional flows.
result Enhanced modeling of complex data distributions over manifolds.

A new model trains prior and encoder/decoder networks simultaneously for efficient generation.

problem Complex autoregressive prior in VQ-VAE models leads to slow generation.
method Builds a diffusion bridge between continuous and non-informative prior distributions.
result Model is competitive and efficient in optimization and sampling.

Unsupervised deep learning detects and localizes crop leaf diseases.

problem Automated detection and localization of crop diseases.
method Three types of autoencoders (CAE, CVAE, VQ-VAE) applied to an open-source dataset.
result VQ-VAE autoencoder outperforms in image reconstruction, anomaly removal, detection, and localization.

Generative models struggle with class prediction on real data.

problem Evaluating generative models' ability to infer class labels.
method Trained classifiers on synthetic data generated by various models and tested on real data.
result Generative models from different classes outperform GANs on a new classification accuracy score (CAS).

Enhances ocean floor mapping with adaptive uncertainty estimates.

problem Inaccurate bathymetric data for precise ocean modeling.
method Block-based conformal prediction with VQ-VAE architecture.
result Significant improvements in reconstruction quality and uncertainty estimation reliability.

Paper proposes a new Autoencoder for robustly encoding white matter streamlines.

problem Limited Autoencoder architectures ignore global streamline geometry and lack interpretability.
method Introduces Differentiable Vector Quantized Variational Autoencoder (D-VQ-VAE) for entire streamline bundles.
result Demonstrates superior performance in encoding and synthesis compared to state-of-the-art Autoencoders.

Improves naturalness in TTS samples using quantized VAE and auto-regressive prosody.

problem Discontinuous and unnatural speech from standard VAE priors.
method Discretized latent features using vector quantization (VQ), and separately trained autoregressive (AR) prior model.
result Significantly improves naturalness in random sample generation.

This paper introduces a quantization-based regularizer for autoencoders to improve latent representations.

problem Autoencoders can overfit and collapse, leading to poor latent representations.
method The authors combine VQ-VAE and denoising methods to introduce a bottleneck Bayesian estimator that soft quantizes latent codes.
result The method results in better latent representations for supervised and clustering tasks.

A new method learns discrete representations for images and videos, improving upon previous models.

problem Learning discrete representations for images and videos to improve performance.
method Depthwise application of Vector Quantized Variational Autoencoders (VQVAE) to feature axis.
result 33% improvement in performance compared to previous discrete models.

Neural networks help auditors efficiently assess financial statements by learning underlying data patterns.

problem Efficiently auditing large volumes of financial statements and journal entries.
method Vector Quantised-Variational Autoencoder (VQ-VAE) neural networks.
result VQ-VAE neural networks can learn a quantized representation of accounting data, uncovering latent factors and providing a representative audit sample.

New framework for predicting decisions that influence their own outcomes.

problem Predictions that affect the outcomes they predict, leading to undesirable distribution shift.
method Risk minimization framework combining statistics, game theory, and causality.
result Necessary and sufficient conditions for retraining to converge to a performatively stable point of minimal loss.

A new framework for performative prediction robust to distributional misspecification.

problem Performative prediction models can be influenced by their own predictions, leading to suboptimal outcomes.
method Introduces distributionally robust performative prediction (DRPO) to approximate the true performative optimum (PO) robustly.
result DRPO provides provable guarantees as a robust approximation to the true PO when the nominal distribution map is misspecified.

Survey of performative prediction, a machine learning setup causing distribution shifts.

problem Machine learning models causing shifts in the environment they predict.
method Classification of performative prediction settings based on distribution map information.
result Introduction of new solution concepts and theoretical analyses.

Partially performative prediction studies how predictive models influence future data.

problem Distribution shift in predictive models due to endogenous and exogenous factors.
method Generalizing performative prediction to capture both endogenous and exogenous sources of distribution shift.
result Developed online analogues of performative stability and optimality for partially performative environments.

This paper extends performative prediction to nonlinear cases.

problem Performative prediction's effectiveness is limited by linear assumptions in real-world applications.
method Formulated a maximum margin approach loss function and extended it to nonlinear spaces using kernel methods.
result Derived conditions for performative stability in both linear and nonlinear cases.

New approach tackles decision-making under predictions that shape outcomes.

problem Challenges in learning optimal decision rules when predictions influence outcomes.
method Introduces performative omniprediction, a predictor that encodes optimal decision rules for multiple objectives.
result Efficient performative omnipredictors exist under a natural restriction of outcome performativity.