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.
Bottom-up algorithms outperform top-down in hierarchical community detection at intermediate levels.
Attention mechanism combines bottom-up and top-down signals in neural networks.
BUSTLE synthesizes programs by learning from intermediate values.
Efficient unsupervised training and inference in deep generative models remains a challenging problem. One basic approach, called Helmholtz machine, involves training a top-down directed generative model together with a bottom-up auxiliary model used for approximate inference. Recent results indicate that better genera…
CrossBeam learns to search more efficiently in program synthesis.
New method restores source features for SFDA without source data.
System designs for analyzing and pricing non-performing consumer credit portfolios.
Bottom-Up Hidden Tree Markov Model is a highly expressive model for tree-structured data. Unfortunately, it cannot be used in practice due to the intractable size of its state-transition matrix. We propose a new approximation which lies on the Tucker factorisation of tensors. The probabilistic interpretation of such ap…
Subspace clustering aims to find groups of similar objects (clusters) that exist in lower dimensional subspaces from a high dimensional dataset. It has a wide range of applications, such as analysing high dimensional sensor data or DNA sequences. However, existing algorithms have limitations in finding clusters in non-…
Study improves forecasting of aggregated curves in electricity markets.
Distribution feeder long-term load forecast (LTLF) is a critical task many electric utility companies perform on an annual basis. The goal of this task is to forecast the annual load of distribution feeders. The previous top-down and bottom-up LTLF methods are unable to incorporate different levels of information. This…
We study analytically and numerically Minsky instability as a combination of top-down, bottom-up and peer-to-peer positive feedback loops. The peer-to-peer interactions are represented by the links of a network formed by the connections between firms, contagion leading to avalanches and percolation phase transitions pr…
We propose a novel adaptive approximation approach for test-time resource-constrained prediction. Given an input instance at test-time, a gating function identifies a prediction model for the input among a collection of models. Our objective is to minimize overall average cost without sacrificing accuracy. We learn gat…
We present a dynamic model selection approach for resource-constrained prediction. Given an input instance at test-time, a gating function identifies a prediction model for the input among a collection of models. Our objective is to minimize overall average cost without sacrificing accuracy. We learn gating and predict…
Multilayer bootstrap network builds a gradually narrowed multilayer nonlinear network from bottom up for unsupervised nonlinear dimensionality reduction. Each layer of the network is a nonparametric density estimator. It consists of a group of k-centroids clusterings. Each clustering randomly selects data points with r…
Study explores robust Orlicz spaces in finance, showing separability implications.
We introduce a new Bayesian model for hierarchical clustering based on a prior over trees called Kingman's coalescent. We develop novel greedy and sequential Monte Carlo inferences which operate in a bottom-up agglomerative fashion. We show experimentally the superiority of our algorithms over others, and demonstrate o…
A generative model is developed for deep (multi-layered) convolutional dictionary learning. A novel probabilistic pooling operation is integrated into the deep model, yielding efficient bottom-up (pretraining) and top-down (refinement) probabilistic learning. Experimental results demonstrate powerful capabilities of th…
We show that a generative random field model, which we call generative ConvNet, can be derived from the commonly used discriminative ConvNet, by assuming a ConvNet for multi-category classification and assuming one of the categories is a base category generated by a reference distribution. If we further assume that the…
In this paper, we propose a novel generative model named Stacked Generative Adversarial Networks (SGAN), which is trained to invert the hierarchical representations of a bottom-up discriminative network. Our model consists of a top-down stack of GANs, each learned to generate lower-level representations conditioned on …
A new multi-phase approach improves supply chain forecasting accuracy.
Efficiently learns linear non-Gaussian DAGs with noisy nodes.
Extends PCVM for multi-class classification with improved accuracy.
Hidden tree Markov models allow learning distributions for tree structured data while being interpretable as nondeterministic automata. We provide a concise summary of the main approaches in literature, focusing in particular on the causality assumptions introduced by the choice of a specific tree visit direction. We w…
NFM improves deep learning by selectively processing hidden states.
BOinG optimizes HPO problems by focusing on promising local regions.
The vulnerability of deep neural networks to small, adversarially designed perturbations can be attributed to their "excessive linearity." In this paper, we propose a bottom-up strategy for attenuating adversarial perturbations using a nonlinear front end which polarizes and quantizes the data. We observe that ideal po…
Tax evasion is the illegal evasion of taxes by individuals, corporations, and trusts. The revenue loss from tax avoidance can undermine the effectiveness and equity of the government policies. A standard measure of tax evasion is the tax gap, that can be estimated as the difference between the total amounts of tax theo…
Natural language processing (NLP) can be done using either top-down (theory driven) and bottom-up (data driven) approaches, which we call mechanistic and phenomenological respectively. The approaches are frequently considered to stand in opposition to each other. Examining some recent approaches in deep learning we arg…
We describe a bottom-up framework, based on the identification of appropriate order parameters and determination of phase diagrams, for understanding progressively refined agent-based models and simulations of financial markets. We illustrate this framework by starting with a deterministic toy model, whereby indepe…
We present a novel method - LIBRE - to learn an interpretable classifier, which materializes as a set of Boolean rules. LIBRE uses an ensemble of bottom-up weak learners operating on a random subset of features, which allows for the learning of rules that generalize well on unseen data even in imbalanced settings. Weak…
We propose several ways of reusing subword embeddings and other weights in subword-aware neural language models. The proposed techniques do not benefit a competitive character-aware model, but some of them improve the performance of syllable- and morpheme-aware models while showing significant reductions in model sizes…
A generative Bayesian model is developed for deep (multi-layer) convolutional dictionary learning. A novel probabilistic pooling operation is integrated into the deep model, yielding efficient bottom-up and top-down probabilistic learning. After learning the deep convolutional dictionary, testing is implemented via dec…
This paper describes a flexible and tractable bottom-up dynamic correlation modelling framework with a consistent stochastic recovery specification. The stochastic recovery specification only models the first two moments of the spot recovery rate as its higher moments have almost no contribution to the loss distributio…
Many proteoforms - arising from alternative splicing, post-translational modifications (PTMs), or paralogous genes - have distinct biological functions, such as histone PTM proteoforms. However, their quantification by existing bottom-up mass-spectrometry (MS) methods is undermined by peptide-specific biases. To avoid …
We present Panoptic-DeepLab, a bottom-up and single-shot approach for panoptic segmentation. Our Panoptic-DeepLab is conceptually simple and delivers state-of-the-art results. In particular, we adopt the dual-ASPP and dual-decoder structures specific to semantic, and instance segmentation, respectively. The semantic se…
This paper explores the dependence modeling of financial assets in a dynamic way and its critical role in measuring risk. Two new methods, called Accelerated Moving Window method and Bottom-up method are proposed to detect the change of copula. The performance of these two methods together with Binary Segmentation \cit…
Agent-based model uses SAM to create realistic economic system.
Finiteness predicts dualities in quantum gravity.
Model learns collective and individual dynamics in time series data.
We propose a new technique, Singular Vector Canonical Correlation Analysis (SVCCA), a tool for quickly comparing two representations in a way that is both invariant to affine transform (allowing comparison between different layers and networks) and fast to compute (allowing more comparisons to be calculated than with p…
In this paper, we propose a new experimental protocol and use it to benchmark the data efficiency --- performance as a function of training set size --- of two deep learning algorithms, convolutional neural networks (CNNs) and hierarchical information-preserving graph-based slow feature analysis (HiGSFA), for tasks in …
In the field of Natural Language Processing (NLP), we revisit the well-known word embedding algorithm word2vec. Word embeddings identify words by vectors such that the words' distributional similarity is captured. Unexpectedly, besides semantic similarity even relational similarity has been shown to be captured in word…
This paper is trying to unveil general statistical characteristic of financial; time series data that is subjected to several financial time series data present in Indonesia, e.g. individual index such as stock price of PT. TELKOM, stock price of PT HM SAMPOERNA, and compiled stock price index (Jakarta Stock Exchange I…
TF-GNN simplifies graph neural networks in TensorFlow.
A clustering algorithm for natural hierarchical clusters with near-linear time complexity.
We consider a set of probabilistic functions of some input variables as a representation of the inputs. We present bounds on how informative a representation is about input data. We extend these bounds to hierarchical representations so that we can quantify the contribution of each layer towards capturing the informati…
We present an end-to-end trained memory system that quickly adapts to new data and generates samples like them. Inspired by Kanerva's sparse distributed memory, it has a robust distributed reading and writing mechanism. The memory is analytically tractable, which enables optimal on-line compression via a Bayesian updat…