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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.

168,657 papers · 148 categories

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60120179239 · Jun 202019922001200920172026
48 results for aggregate power

New algorithm extracts device profiles for short-term power predictions in commercial buildings.

problem Short-term power prediction in commercial buildings with high accuracy.
method Unsupervised extraction of device profiles from aggregate power measurements, disaggregation using particle swarm optimization, and state changes forecast by artificial neural networks.
result Developed approach outperforms existing methods with high accuracy.

We study the forecasting of the power consumptions of a population of households and of subpopulations thereof. These subpopulations are built according to location, to exogenous information and/or to profiles we determined from historical households consumption time series. Thus, we aim to forecast the electricity con…

2020-03-01abs ↗pdf ↗

Paper analyzes sparse aggregation in GLMs with Kullback-Leibler risk bounds.

problem Sparse aggregation in GLMs for parameter approximation.
method Exponential weighted aggregation scheme with Kullback-Leibler risk bounds.
result Sharp oracle inequality for Kullback-Leibler risk with leading constant 1 and minimax-optimal rate of aggregation.

Study aggregation of statistical evidence under unknown dependence using group-invariance.

problem Aggregating statistical evidence under unknown and complex dependence structures.
method Develops a framework using group-invariance and permutation-based constructions to aggregate evidence across transformed datasets.
result Shows uniform improvement in critical values for single-batch aggregation over deterministic calibrations, adapting to unknown dependence structures.

Graph neural networks (GNNs) are a powerful tool to learn representations on graphs by iteratively aggregating features from node neighbourhoods. Many variant models have been proposed, but there is limited understanding on both how to compare different architectures and how to construct GNNs systematically. Here, we p…

2019-11-13abs ↗pdf ↗

A new GNN model SPIN achieves state-of-the-art performance on diverse real-world datasets.

problem Graph classification efficiency and accuracy.
method Parallel neighborhood aggregations (PA-GNNs) and SPIN model.
result SPIN model achieves state-of-the-art performance on diverse real-world datasets.

A firm with heterogeneous shareholders optimizes dividends under ambiguity aggregation.

problem Optimizing dividends for a firm with heterogeneous shareholders under ambiguity aggregation.
method Characterizing equilibrium dividends using a partition of the state space.
result Time-homogeneous equilibrium dividend law characterized by a partition of the state space.

Study improves forecasting of aggregated curves in electricity markets.

problem Improving accuracy in predicting aggregated curves like demand and supply in electricity markets.
method Exploits hierarchical structure of aggregated curves, uses reconciliation methods (bottom-up, top-down, linear optimal, aggregated-down).
result Hierarchical reconciliation methods can significantly improve forecast accuracy of aggregated curves.

Estimation of the operational risk capital under the Loss Distribution Approach requires evaluation of aggregate (compound) loss distributions which is one of the classic problems in risk theory. Closed-form solutions are not available for the distributions typically used in operational risk. However with modern comput…

2010-08-06abs ↗pdf ↗

Graph Neural Networks (GNNs) are an effective framework for representation learning of graphs. GNNs follow a neighborhood aggregation scheme, where the representation vector of a node is computed by recursively aggregating and transforming representation vectors of its neighboring nodes. Many GNN variants have been pro…

2018-10-01abs ↗pdf ↗

DeeperGCN tackles deep GCNs by overcoming vanishing gradient and over-smoothing issues.

problem Vanishing gradient, over-smoothing, and over-fitting issues in deep GCNs.
method DeeperGCN uses differentiable generalized aggregation functions and a novel normalization layer (MsgNorm) to train deep GCNs.
result DeeperGCN significantly boosts performance on large-scale graph learning tasks.

We develop an extension of the Knockoff Inference procedure, introduced by Barber and Candes (2015). This new method, called Aggregation of Multiple Knockoffs (AKO), addresses the instability inherent to the random nature of Knockoff-based inference. Specifically, AKO improves both the stability and power compared with…

2020-02-21abs ↗pdf ↗

A new kernel test reduces noise in MMD by focusing on leading eigen-directions.

problem Noise in trailing directional components degrades power of standard kernel two-sample tests.
method Truncate MMD spectral decomposition, retaining only leading eigen-directions.
result Our method achieves superior power and robustness, especially in high-dimensional and unbalanced settings.

Skewness dispersion predicts future stock market returns, especially in months with monetary policy announcements.

problem Predicting future stock market returns using skewness dispersion.
method Cross-sectional analysis of firm-level realized skewness and stock market returns.
result Skewness dispersion is a significant predictor of future stock market returns, robust to various estimation methods.

Graph Convolutional Networks (GCNs) have shown very powerful for graph data representation and learning tasks. Existing GCNs usually conduct feature aggregation on a fixed neighborhood graph in which each node computes its representation by aggregating the feature representations of all its neighbors which is biased by…

2019-09-04abs ↗pdf ↗

FedPower improves eigenspace estimation privacy in federated learning.

problem Privacy breaches and communication challenges in federated eigenspace estimation.
method FedPower uses a power method with local power iterations and global aggregation, weighted by OPT, and adds Gaussian noise for privacy.
result FedPower provides convergence bounds and demonstrates effectiveness in experiments.

We study distributed computing of the truncated singular value decomposition problem. We develop an algorithm that we call \texttt{LocalPower} for improving communication efficiency. Specifically, we uniformly partition the dataset among mm nodes and alternate between multiple (precisely pp) local power iterations an…

2020-02-19abs ↗pdf ↗

Paper introduces REED for noncoherent OTA-FL, reducing latency without phase alignment.

problem Noncoherent OTA-FL requires signed model updates without phase alignment.
method Introduces REED for continuous signed aggregation using resource-element energy difference.
result Exact variance laws for REED and chip-diverse extension in Rayleigh fading.

Proposes a novel MTL approach based on bias-variance analysis.

problem Improving multi-task learning performance through shared knowledge.
method Two-phase iterative aggregation of targets and features using bias-variance analysis.
result Validation on synthetic and real-world datasets demonstrates the effectiveness of the proposed method.

Label ranking aims to learn a mapping from instances to rankings over a finite number of predefined labels. Random forest is a powerful and one of the most successful general-purpose machine learning algorithms of modern times. In this paper, we present a powerful random forest label ranking method which uses random de…

2016-08-27abs ↗pdf ↗

Enhances GNNs by capturing node relationships, outperforming 2-WL test.

problem Inability of conventional GNNs to fully capture node relationships due to permutation invariance.
method Develops permutation-sensitive aggregation mechanism using permutation groups.
result Proves superior expressivity compared to 2-WL test and not less than 3-WL test.

Proposes a method for evaluating multiple dimensions of organizational effectiveness using DEA.

problem Evaluating multiple dimensions of organizational effectiveness in large data sets.
method Introduces two regularized DEA models (SBM and GP-SBM) to estimate both dimension-specific and aggregate efficiency scores.
result Demonstrates improved efficiency and validity compared to conventional methods.

This paper focuses on the discrimination capacity of aggregation functions: these are the permutation invariant functions used by graph neural networks to combine the features of nodes. Realizing that the most powerful aggregation functions suffer from a dimensionality curse, we consider a restricted setting. In partic…

2019-05-31abs ↗pdf ↗

We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analysing the multi/uni-scaling behaviour of synthetic time-series with known properties. We use the results from the synthe…

2015-09-17abs ↗pdf ↗

New method tests Granger non-causality in panel data with cross-sectional dependencies.

problem Testing Granger non-causality in panel data with cross-sectional dependencies.
method Proposes a new approach to aggregate p-values from panel members to test Granger non-causality, showing lower FDR.
result Our approach discovers true causal relations in panel data, unlike state-of-the-art methods.

Efficient tests for various statistical problems using incomplete U-statistics.

problem Nonparametric tests for two-sample, independence, and goodness-of-fit problems.
method Proposes MMDAggInc, HSICAggInc, and KSDAggInc tests aggregating over multiple kernel bandwidths.
result Aggregated tests provide a solution to the kernel selection problem and achieve optimal rates.

It is not until recently that graph neural networks (GNNs) are adopted to perform graph representation learning, among which, those based on the aggregation of features within the neighborhood of a node achieved great success. However, despite such achievements, GNNs illustrate defects in identifying some common struct…

2019-11-18abs ↗pdf ↗

Research explores how interconnected systems synchronize and how to control their behavior.

problem Understanding and controlling the behavior of interconnected dynamical systems.
method Mean field games approach applied to controlled coupled oscillators.
result Developed methods to predict and influence emergent phenomena in interconnected systems.

VFG model embeds flow-based models with hierarchical structures using variational inference.

problem Flow-based models struggle with high-dimensional latent spaces and lack of tractable inference for graphical structures.
method Integrates flow-based functions through variational inference with aggregation nodes for hierarchical information integration.
result VFG models achieve improved ELBO and likelihood values on multiple datasets.