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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.

168,742 papers · 148 categories

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23466992 · Jun 202019922001200920172026
48 results for categorical trajectories

A method for representing and comparing categorical trajectories using multivariate functional principal components.

problem Statistical description and comparison of categorical trajectories.
method Transforming categorical trajectories into binary indicator functions and applying multivariate functional principal components analysis.
result Consistent estimators of mean trajectories and covariance functions are obtained under weak regularity assumptions.

Learning from demonstration has been widely studied in machine learning but becomes challenging when the demonstrated trajectories are unstructured and follow different objectives. This short-paper proposes PODNet, Plannable Option Discovery Network, addressing how to segment an unstructured set of demonstrated traject…

2019-11-01abs ↗pdf ↗

StructureBoost improves gradient boosting for complex categorical variables efficiently.

problem Efficiently handling complex categorical variables with known structure.
method Two methods to overcome computational obstacles in SCDT enumeration for structured categorical variables.
result StructureBoost outperforms existing packages on complex categorical problems.

Categorical bundles provide a natural framework for gauge theories involving multiple gauge groups. Unlike the case of traditional bundles there are distinct notions of triviality, and hence also of local triviality, for categorical bundles. We study categorical principal bundles that are product bundles in the categor…

2015-06-14abs ↗pdf ↗

Bayesian model improves categorization of explosions from sparse data.

problem Challenges in categorizing explosions from limited data.
method Bayesian update to Event Categorization Matrix model with Bayesian Decision Theory.
result Consistent gains in overall accuracy and lower false negative rates.

UNTIE learns representations of coupled categorical data.

problem Challenges in learning from unlabeled categorical data with complex couplings.
method UNTIE approach for unsupervised representation learning of heterogeneous couplings.
result UNTIE significantly improves categorical data representations on 25 diverse datasets.

Paper introduces Categorical Normalizing Flows for better handling of categorical data.

problem Limited application of normalizing flows on categorical data due to lack of intrinsic order.
method Categorical Normalizing Flows use continuous transformations to model latent relations in categorical data, optimizing both continuous representation and model likelihood.
result GraphCNF, a permutation-invariant generative model, outperforms state-of-the-art on molecule generation.

This paper proposes a method to reduce complexity in GLMs with categorical predictors.

problem Wasteful, hard-to-interpret, and prone to overfitting of traditional one-hot encoding for high-cardinality categorical predictors.
method Clustering categories of categorical predictors through a numerical method that preserves or improves accuracy while reducing the number of coefficients.
result Clustering categories of categorical predictors reduces complexity substantially without harming accuracy.

The paper shows how integrating categorical semantics can enhance unsupervised domain translation.

problem Improving unsupervised domain translation between perceptually different domains.
method Learning invariant categorical semantic features in an unsupervised manner and conditioning them on the style encoder.
result Conditioning the style encoder on learned categorical semantics improves translation and stylization.

Categorical variables are a natural choice for representing discrete structure in the world. However, stochastic neural networks rarely use categorical latent variables due to the inability to backpropagate through samples. In this work, we present an efficient gradient estimator that replaces the non-differentiable sa…

2016-11-03abs ↗pdf ↗

Study categorizes mutual funds using natural language processing from unstructured data.

problem Categorizing mutual funds using unstructured data for financial analysis.
method Used natural language processing models to classify mutual funds from their investment strategy descriptions.
result High accuracy in categorizing mutual funds using NLP from unstructured data.

Develops a new method for decision trees using categorical variable structure.

problem Lack of structure in treating categorical variables as predictors.
method Introduces a mathematical framework to represent categorical structure and generalizes decision trees to utilize this structure.
result Improves prediction accuracy on weather data using the new method.

nTreeClus clusters categorical sequences using tree-based learners and k-mers.

problem Challenges in clustering categorical and sequential data.
method nTreeClus uses Tree-based Learners, k-mers, and autoregressive models for categorical time series.
result nTreeClus outperformed baseline methods in various validation metrics.

A new gradient estimator for categorical distributions reduces bias and variance.

problem Intractability of gradients for categorical distributions in discrete latent variable models.
method CatLog-Derivative trick and IndeCateR gradient estimator.
result IndeCateR reduces bias and variance of gradients for categorical distributions.

Bayesian optimisation tackles high-dimensional categorical and mixed search spaces.

problem Bayesian optimisation on high-dimensional categorical and mixed search spaces is challenging.
method Combining local optimisation with a tailored kernel design.
result Empirically outperforms current baselines in performance and computational costs.

Efficient optimisation of black-box problems that comprise both continuous and categorical inputs is important, yet poses significant challenges. We propose a new approach, Continuous and Categorical Bayesian Optimisation (CoCaBO), which combines the strengths of multi-armed bandits and Bayesian optimisation to select …

2019-06-20abs ↗pdf ↗

The article compares predictor importance in classification problems with categorical outcomes.

problem Comparing predictor importance in classification problems with categorical response variables.
method The approach is based on the categorical Gini correlation (CGC) and tests differences in CGCs across predictor groups.
result The proposed methodology accommodates predictors of arbitrary and unequal dimensions and allows for dependence between predictor groups.

A framework estimates categorical distributions under constraints, ensuring generality and uniqueness.

problem Estimating categorical distributions summarizing sample data under marginal constraints.
method Theoretical framework + Iterative Proportional Fitting (IPF) to estimate the distribution.
result A unique categorical distribution of Maximum Entropy under marginal constraints exists and is estimated.

A new method for optimizing models with categorical variables using diffusion.

problem Optimizing models with categorical variables, especially in discrete distributions.
method Introducing ReDGE, a diffusion-based soft reparameterization method for categorical distributions.
result ReDGE consistently matches or outperforms existing gradient-based methods in experiments.

Natural Language Processing models help encode categorical process inputs.

problem Encoding categorical variables in industrial process modeling.
method Using NLP models for categorical variable encoding, combined with dimensionality reduction.
result Meaningful embeddings of categorical variables improve feature importance.

Probabilistic learning for binary classification with categorical variables.

problem Binary classification with categorical covariates.
method Probabilistic analysis and two algorithms for learning boolean functions.
result Effective learning of boolean functions from binary data.

This study compares and evaluates categorical kernels for Gaussian process regression.

problem Challenges in designing effective categorical kernels for Gaussian process regression.
method Reproducible comparative study of existing kernels, new evaluation metrics, and clustering-based nested kernels.
result Nested kernels outperform other methods, especially when group structure is unknown or unknown.

We consider the problem of sequential learning from categorical observations bounded in [0,1]. We establish an ordering between the Dirichlet posterior over categorical outcomes and a Gaussian posterior under observations with N(0,1) noise. We establish that, conditioned upon identical data with at least two observatio…

2017-02-14abs ↗pdf ↗

The paper compares one-hot encoding to Naïve Bayes for categorical variables.

problem Incorrect one-hot encoding affects Naïve Bayes performance.
method Mathematical and experimental analysis of PoB vs. categorical Naïve Bayes.
result Posterior probabilities are usually greater in the PoB case, but agree on the maximum a posteriori class label.

GDT improves reinforcement learning by matching future state information efficiently.

problem Efficient learning of multi-task policies from trajectory data.
method Generalized Decision Transformer (GDT) for offline hindsight information matching.
result GDT enables effective offline multi-task state-marginal matching and imitation learning.

We conjecture that the complex of Soergel bimodules associated with the full twist braid is categorically diagonalizable, for any finite Coxeter group. This utilizes the theory of categorical diagonalization introduced earlier by the authors. We prove our conjecture in type AA, and as a result we obtain a categorifica…

2017-12-30abs ↗pdf ↗

New method simplifies Bayesian analysis for categorical data.

problem Difficulties in scaling GLMs for categorical data due to non-conjugacy or posterior dependencies.
method Defining CB models with binary approximations for tractable inference.
result Fast and scalable inference for thousands of categories, outperforming competitors.

Paper proposes CIV estimator for categorical instruments in small sample settings.

problem Estimation with categorical instruments in settings with few observations per category.
method CIV estimator leveraging regularization assumption for latent categorical variable.
result CIV estimator is asymptotically normal, efficient, and semiparametrically efficient under homoskedasticity.

Paper proposes embedding models to capture semantic similarities of categorical attributes in financial bonds.

problem Challenges in finding similar bonds due to overshadowing of categorical non-financial attributes.
method Embedding models to capture semantic similarities of categorical attributes.
result Improves risk modeling and curve construction via sparse-issuer augmentation.