Research
On-device research index

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.

168,694 papers · 148 categories

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64128192256 · Jun 202019922001200920172026
48 results for block size

This study links blockchain design to cryptos' distributional characteristics.

problem Understanding the relationship between blockchain design and cryptos' distributional characteristics.
method Used spectral clustering to cluster cryptos based on their blockchain mechanisms and operational features.
result Clusters of cryptos share similar blockchain mechanisms, supporting the hypothesis.

Recurrent Neural Networks (RNNs) are used in state-of-the-art models in domains such as speech recognition, machine translation, and language modelling. Sparsity is a technique to reduce compute and memory requirements of deep learning models. Sparse RNNs are easier to deploy on devices and high-end server processors. …

2017-11-08abs ↗pdf ↗

A new method for state space partitioning in block particle filtering reduces bias and variance.

problem Overcoming the curse of dimensionality in non-linear, non-Gaussian state space estimation.
method Formulates state space partitioning as a clustering problem and uses spectral clustering with constraints.
result The proposed method effectively groups correlated state variables into smaller blocks, reducing bias and variance.

The paper reduces the complexity of financial market correlation matrices to a 2x2 matrix.

problem Reducing the complexity of financial market correlation matrices for easier analysis.
method Sectorial coarse graining followed by averaging over blocks of stocks.
result Averaging over blocks of stocks results in a reduced matrix with specific properties.

Purpose: Lung nodules have very diverse shapes and sizes, which makes classifying them as benign/malignant a challenging problem. In this paper, we propose a novel method to predict the malignancy of nodules that have the capability to analyze the shape and size of a nodule using a global feature extractor, as well as …

2019-04-23abs ↗pdf ↗

Alternating Direction Method of Multipliers (ADMM) has become a widely used optimization method for convex problems, particularly in the context of data mining in which large optimization problems are often encountered. ADMM has several desirable properties, including the ability to decompose large problems into smalle…

2019-07-10abs ↗pdf ↗

We propose a randomized block-coordinate variant of the classic Frank-Wolfe algorithm for convex optimization with block-separable constraints. Despite its lower iteration cost, we show that it achieves a similar convergence rate in duality gap as the full Frank-Wolfe algorithm. We also show that, when applied to the d…

2012-07-19abs ↗pdf ↗

We present reconstruction algorithms for smooth signals with block sparsity from their compressed measurements. We tackle the issue of varying group size via group-sparse least absolute shrinkage selection operator (LASSO) as well as via latent group LASSO regularizations. We achieve smoothness in the signal via fusion…

2013-09-10abs ↗pdf ↗

Graph clustering involves the task of dividing nodes into clusters, so that the edge density is higher within clusters as opposed to across clusters. A natural, classic and popular statistical setting for evaluating solutions to this problem is the stochastic block model, also referred to as the planted partition model…

2012-10-11abs ↗pdf ↗

Study provides selective inference method for latent block models.

problem Challenges in constructing a test on a block structure selected by clustering algorithms.
method Developed a selective inference method for latent block models using squared residue minimization and simulated annealing.
result Proposed tests effectively handle selective bias in block structures compared to naive tests.

Matrix Factorization (MF) on large scale matrices is computationally as well as memory intensive task. Alternative convergence techniques are needed when the size of the input matrix is higher than the available memory on a Central Processing Unit (CPU) and Graphical Processing Unit (GPU). While alternating least squar…

2019-01-02abs ↗pdf ↗

Second-order methods for neural network optimization have several advantages over methods based on first-order gradient descent, including better scaling to large mini-batch sizes and fewer updates needed for convergence. But they are rarely applied to deep learning in practice because of high computational cost and th…

2017-12-20abs ↗pdf ↗

We propose a new family of efficient and expressive deep generative models of graphs, called Graph Recurrent Attention Networks (GRANs). Our model generates graphs one block of nodes and associated edges at a time. The block size and sampling stride allow us to trade off sample quality for efficiency. Compared to previ…

2019-10-02abs ↗pdf ↗

Latent Block-Diffusion Temporal Point Processes (LBDTPP) is a semi-autoregressive framework for generating asynchronous event sequences.

problem Generating asynchronous event sequences
method Latent Block-Diffusion Temporal Point Processes
result Outperforms state-of-the-art TPP baselines in both unconditional and conditional generation tasks

Paper analyzes and improves GPSP algorithm for block sparse signal recovery.

problem Recovering block sparse signals from noisy data.
method Group Projected Subspace Pursuit (GPSP) with convergence analysis and feature selection criteria.
result GPSP exactly recovers true block sparse signals under certain conditions.

This paper proposes a new method to improve VI approximations by capturing dependence between blocks using vector copulas.

problem Improving variational inference accuracy for complex models with challenging posteriors.
method Using vector copulas to model dependence between multivariate blocks, with learnable transport maps for flexible marginals.
result The proposed method produces more accurate posterior approximations than existing methods at limited computational cost.

Gradient descent and its many variants, including mini-batch stochastic gradient descent, form the algorithmic foundation of modern large-scale machine learning. Due to the size and scale of modern data, gradient computations are often distributed across multiple compute nodes. Unfortunately, such distributed implement…

2018-05-25abs ↗pdf ↗

We study the problem of recovering the subspace spanned by the first kk principal components of dd-dimensional data under the streaming setting, with a memory bound of O(kd)O(kd). Two families of algorithms are known for this problem. The first family is based on the framework of stochastic gradient descent. Nevertheles…

2015-06-04abs ↗pdf ↗

Paper finds sharpness differences in transformer blocks accelerating LLM training.

problem Understanding and accelerating large language model pre-training.
method Uncovering sharpness disparity across transformer blocks and proposing Blockwise Learning Rate.
result Blockwise Learning Rate strategy accelerates LLM pre-training with lower loss and speedup.

Study of 3d-3d correspondence involving qq-Weyl algebra and 3d-index.

problem Understanding the action of a qq-Weyl algebra on the 3d-index of knots.
method Investigation of the qq-Weyl algebra's module action on the 3d-index, conjecturing structural properties.
result Bilinear factorization, pair of linear qq-difference equations, and rational function matrix for the 3d-index determination.

A spring-block chain placed on a running conveyor belt is considered for modeling stylized facts observed in the dynamics of stock indexes. Individual stocks are modeled by the blocks, while the stock-stock correlations are introduced via simple elastic forces acting in the springs. The dragging effect of the moving be…

2014-09-04abs ↗pdf ↗

New method reduces linear regret in high-dimensional bandit problems.

problem Heavy spectral tails in streaming matrices lead to linear regret in sketch-based linear bandits.
method Dyadic Block Sketching, a multi-scale matrix sketching approach.
result Achieves sublinear regret bounds without prior knowledge of streaming matrix properties.

A new quantization strategy reduces Transformer model size and inference time.

problem Heavy computation load and memory overhead in Transformer models for mobile devices.
method Mixed precision quantization with varying bits per word in embedding blocks.
result 11.8x smaller model size and 3.5x speed up for on-device NMT.

Advanced optimization algorithms such as Newton method and AdaGrad benefit from second order derivative or second order statistics to achieve better descent directions and faster convergence rates. At their heart, such algorithms need to compute the inverse or inverse square root of a matrix whose size is quadratic of …

2018-04-16abs ↗pdf ↗

Let φ:MMφ: M\to M be a diffeomorphism of a CC^\infty compact connected manifold, and XX its mapping torus. There is a natural fibration p:XS1p:X\to S^1, denote by ξH1(X,Z)ξ\in H^1(X, \mathbb{Z}) the corresponding cohomology class. Let λZλ\in \mathbb{Z}^*. Consider the endomorphism φkφ_k^* induced by φφ in the cohomology of MM

2016-10-04abs ↗pdf ↗

We analyze the information-theoretic limits for the recovery of node labels in several network models. This includes the Stochastic Block Model, the Exponential Random Graph Model, the Latent Space Model, the Directed Preferential Attachment Model, and the Directed Small-world Model. For the Stochastic Block Model, the…

2018-02-16abs ↗pdf ↗

RL accelerates portfolio optimization and option pricing by dynamically adjusting preconditioner sizes.

problem Large linear systems in portfolio optimization and option pricing lead to slow convergence.
method Reinforcement Learning (RL) dynamically adjusts block-preconditioner sizes to accelerate convergence.
result RL-driven solver significantly reduces computational cost and accelerates convergence.

The Mallows model, introduced in the seminal paper of Mallows 1957, is one of the most fundamental ranking distribution over the symmetric group SmS_m. To analyze more complex ranking data, several studies considered the Generalized Mallows model defined by Fligner and Verducci 1986. Despite the significant research in…

2019-06-03abs ↗pdf ↗

Graph connection Laplacian (GCL) is a modern data analysis technique that is starting to be applied for the analysis of high dimensional and massive datasets. Motivated by this technique, we study matrices that are akin to the ones appearing in the null case of GCL, i.e the case where there is no structure in the datas…

2013-10-01abs ↗pdf ↗