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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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81162242323 · Jun 202019922001200920172026
48 results for address-level role inference

This paper analyzes tokenized U.S. Treasuries, revealing patterns and roles in blockchain transactions.

problem Limited empirical analysis of transaction-level behaviors in tokenized U.S. Treasuries.
method Quantitative dissection of U.S. Treasury-backed RWA tokens across multiple chains, introducing a curvature-aware representation learning model for address-level economic role inference.
result Decoded transaction-level patterns reveal the degree of retail participation and distinguish roles in Web3 finance.

This study examines non-retail trading on Polymarket, revealing unique behavior patterns and structural limitations.

problem Lack of address-level quote-lifecycle data in Polymarket prediction markets.
method Empirical analysis of 13 million order-filled events using DBSCAN clustering on a six-feature fill-side vector.
result Non-retail behavior is uni-modal, contradicting previous archetypal hypotheses.

Role mining tackles the problem of finding a role-based access control (RBAC) configuration, given an access-control matrix assigning users to access permissions as input. Most role mining approaches work by constructing a large set of candidate roles and use a greedy selection strategy to iteratively pick a small subs…

2012-12-19abs ↗pdf ↗

Sunshine trading theory predicts lower execution costs and liquidity provision through explicit preannouncements, but evidence is scarce in traditional markets.

problem Adverse selection on liquidity provision
method Reconstructing metaorders and comparing them with visible TWAP executions
result Visible TWAPs face lower execution costs and leave a smaller permanent price impact compared to hidden metaorders.

This work uses variational inference to estimate parameters of opinion dynamics models.

problem Challenges in parameter estimation for ABMs of social phenomena.
method Transformed ABM parameter estimation into an optimization problem using variational inference.
result Estimates parameters more accurately than simulation-based and MCMC methods.

PEAR dynamically reconfigures agent roles to prevent persistent biases in multi-agent debates.

problem Persistent positional biases and sensitivity to role assignments in fixed topologies.
method Dynamic reconfiguration of agent roles and sparse topologies based on evolving agent states.
result Significantly improves average accuracy over debate baselines across multiple reasoning benchmarks.

Paper proposes learnable topological features for efficient phylogenetic inference.

problem Finding appropriate topological structures for phylogenetic inference tasks requires significant design effort and domain expertise.
method Combines raw node features with graph neural networks to automatically adapt to different tasks.
result Demonstrates effectiveness and efficiency on simulated and real data phylogenetic inference tasks.

Amortized inference allows latent-variable models trained via variational learning to scale to large datasets. The quality of approximate inference is determined by two factors: a) the capacity of the variational distribution to match the true posterior and b) the ability of the recognition network to produce good vari…

2018-01-10abs ↗pdf ↗

Examines parallels between human subjects and texts for causal inference.

problem Ambiguity and fallacies in causal inference using textual data.
method Two strategies: shifting from traits to perceptions and from concepts to parts.
result Highlights the importance of clarifying fundamental concepts.

Abstract: Investigates the role of activation functions in neural networks and their physical basis.

problem Understanding the role of activation functions in neural networks and their physical basis.
method Formalizes the use of activation functions in neural inference by relating them to phase transitions in statistical physics.
result Reveals the physical justification for the performance of typical activation functions in neural networks.

While the impact of variational inference (VI) on posterior inference in a fixed generative model is well-characterized, its role in regularizing a learned generative model when used in variational autoencoders (VAEs) is poorly understood. We study the regularizing effects of variational distributions on learning in ge…

2020-01-31abs ↗pdf ↗

This work interprets SFA through variational inference, relaxing linearity constraints.

problem Recover non-linear SFA from variational inference.
method Probabilistic interpretation of SFA through variational inference, relaxing linearity constraints.
result Reinterprets SFA as a variational framework, allowing slowness as a regularizer to reconstruction loss.

Stochastic variational inference (SVI) plays a key role in Bayesian deep learning. Recently various divergences have been proposed to design the surrogate loss for variational inference. We present a simple upper bound of the evidence as the surrogate loss. This evidence upper bound (EUBO) equals to the log marginal li…

2019-12-02abs ↗pdf ↗

Though the deep learning is pushing the machine learning to a new stage, basic theories of machine learning are still limited. The principle of learning, the role of the a prior knowledge, the role of neuron bias, and the basis for choosing neural transfer function and cost function, etc., are still far from clear. In …

2017-04-23abs ↗pdf ↗

Statistical relational models provide compact encodings of probabilistic dependencies in relational domains, but result in highly intractable graphical models. The goal of lifted inference is to carry out probabilistic inference without needing to reason about each individual separately, by instead treating exchangeabl…

2016-10-26abs ↗pdf ↗

Mean-field variational inference is a method for approximate Bayesian posterior inference. It approximates a full posterior distribution with a factorized set of distributions by maximizing a lower bound on the marginal likelihood. This requires the ability to integrate a sum of terms in the log joint likelihood using …

2012-06-27abs ↗pdf ↗

New method identifies causal effects with categorical unobserved confounders.

problem Estimating causal effects in the presence of unobserved confounders.
method Mixture learning and tensor decomposition for consistent estimation.
result Causal effects are identifiable with categorical unobserved confounders under suitable conditions.

MicroRNAs (miRNAs) are small RNA molecules composed of 19-22 nt, which play important regulatory roles in post-transcriptional gene regulation by inhibiting the translation of the mRNA into proteins or otherwise cleaving the target mRNA. Inferring miRNA targets provides useful information for understanding the roles of…

2012-10-12abs ↗pdf ↗

Variational inference is increasingly being addressed with stochastic optimization. In this setting, the gradient's variance plays a crucial role in the optimization procedure, since high variance gradients lead to poor convergence. A popular approach used to reduce gradient's variance involves the use of control varia…

2018-10-30abs ↗pdf ↗

The random dot product graph (RDPG) is an independent-edge random graph that is analytically tractable and, simultaneously, either encompasses or can successfully approximate a wide range of random graphs, from relatively simple stochastic block models to complex latent position graphs. In this survey paper, we describ…

2017-09-16abs ↗pdf ↗

New algorithms cluster nodes in SBM graphs faster and more accurately.

problem Efficiently clustering nodes in graphs generated from SBM models.
method Inspired by Lloyd's algorithm, proposes model-free clustering methods for SBM graphs.
result Consistent estimation of node clusters and parameters in SBM graphs.

Develops methods to adjust prediction set coverage based on post-selection analysis.

problem Adjusting prediction set coverage after initial analysis to better fit specific needs.
method Post-selection conformal inference to adjust miscoverage levels.
result Allows for trade-off between coverage and prediction set quality.

The paper proposes a method for better uncertainty estimation in neural networks.

problem Estimating predictive uncertainty in neural networks is crucial but challenging.
method The paper proposes a function-space variational inference method to infer a posterior distribution over functions.
result The proposed method leads to state-of-the-art uncertainty estimation and predictive performance.

ACI uses Bayesian data assimilation to trace causes from effects in complex systems.

problem Capturing instantaneous, time-evolving causal relationships in complex, high-dimensional systems.
method Assimilative causal inference (ACI) leverages Bayesian data assimilation to trace causes backward from observed effects.
result ACI provides online tracking of causal roles that may reverse intermittently and reveals how far effects propagate.

While perception tasks such as visual object recognition and text understanding play an important role in human intelligence, the subsequent tasks that involve inference, reasoning and planning require an even higher level of intelligence. The past few years have seen major advances in many perception tasks using deep …

2016-08-24abs ↗pdf ↗

Deep learning and genetic algorithms speed up cosmological Bayesian inference.

problem Substantial computational demands in Bayesian inference for cosmological parameter estimation.
method Deep learning using feedforward neural networks to approximate likelihood functions dynamically, optimized with genetic algorithms.
result Significant speed-up in Bayesian inference process for cosmological models and datasets.

Transcriptomics response of SK-N-AS cells to methamidophos (an acetylcholine esterase inhibitor) exposure was measured at 10 time points between 0.5 and 48 h. The data was analyzed using a combination of traditional statistical methods and novel machine learning algorithms for detecting anomalous behavior and infer cau…

2019-08-11abs ↗pdf ↗

Paper assesses holistic risks of inference attacks on ML models.

problem Lack of comprehensive risk assessment of inference attacks on ML models.
method Presented a threat model taxonomy for four inference attacks on five model architectures and four image datasets.
result Complexity of training dataset influences attack performance; model stealing and membership inference attacks are negatively correlated.