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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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114228342456 · Jun 202019922001200920172026
48 results for cluster-level analysis

The paper breaks down AUC into cluster-level components for better model diagnostics.

problem Global AUC masks weaknesses in specific subpopulations, leading to financial or operational risks.
method Formal decomposition of AUC into intra- and inter-cluster components, comparing with other performance metrics.
result Allows practitioners to evaluate and diagnose model performance within and across clusters.

Graph InfoClust learns node representations by capturing cluster-level information, improving graph mining tasks.

problem Leveraging cluster-level node information for unsupervised graph representation learning.
method Graph InfoClust (GIC) uses a differentiable K-means method to compute clusters and jointly optimizes mutual information between nodes of the same cluster.
result GIC outperforms state-of-the-art methods in various downstream tasks with a 0.9% to 6.1% gain.

In this paper we propose a class of prior distributions on decomposable graphs, allowing for improved modeling flexibility. While existing methods solely penalize the number of edges, the proposed work empowers practitioners to control clustering, level of separation, and other features of the graph. Emphasis is placed…

2010-05-27abs ↗pdf ↗

Efficiently models agent dependencies in large social networks.

problem Challenges in incorporating inter-agent dependencies in social reinforcement learning models.
method Clusters users based on payoff and contribution, combines cluster-level policies with personalized agent-level policies, and uses dynamic clustering.
result Our approach learns more accurate policy estimates and converges more quickly than existing methods.

Proposes a method to improve class-conditional conformal prediction for many classes.

problem Weak guarantees for specific classes in classification problems.
method Clusters classes with similar conformal scores and performs conformal prediction at the cluster level.
result Clustered conformal typically outperforms existing methods in class-conditional coverage and set size metrics.

GBMixed boosts mixed models for clustered data, estimating mean and variance flexibly.

problem Flexible estimation of mean and variance components in clustered data.
method Gradient Boosting framework for linear mixed models with likelihood-based gradients.
result GBMixed accurately recovers complex nonlinear fixed effects and covariances.

Improves Group Lasso for categorical data by reducing dimensionality and selecting models.

problem Sparse modelling of categorical data is challenging, especially for high dimensions.
method Two-step procedure: first, reduce dimensionality using Group Lasso; second, select final model using an information criterion on clustered levels.
result The method produces a sparse solution and performs better than state-of-the-art algorithms in prediction accuracy and model dimension.

Digital personas improve survey results for stable attributes but fail for subjective responses.

problem When can digital personas reliably approximate human survey findings?
method Using LISS panel, constructed personas from background variables and survey histories, tested against held-out post-cutoff answers.
result Digital personas improve alignment with human response distributions for stable attributes but fail for subjective responses.

Many scientific and engineering challenges -- ranging from pharmacokinetic drug dosage allocation and personalized medicine to marketing mix (4Ps) recommendations -- require an understanding of the unobserved heterogeneity in order to develop the best decision making-processes. In this paper, we develop a hypothesis te…

2017-08-14abs ↗pdf ↗

Proposes a novel method to cluster individuals based on treatment effects.

problem Identifying subpopulations with different treatment responses.
method Clusters individuals using a learned kernel derived from causal forests, revealing latent subgroup structures.
result Captures meaningful treatment effect heterogeneity through kernelized clustering.

Gradient Boosted Mixed Models estimate mean and variance components for clustered data.

problem Limited flexibility in linear mixed models for complex settings.
method Gradient Boosting extended to mixed models with likelihood-based gradients and flexible base learners.
result Accurate recovery of variance components and improved predictive accuracy.

Selective clustering annotated using modes of projections (SCAMP) is a new clustering algorithm for data in Rp\mathbb{R}^p. SCAMP is motivated from the point of view of non-parametric mixture modeling. Rather than maximizing a classification likelihood to determine cluster assignments, SCAMP casts clustering as a searc…

2018-07-26abs ↗pdf ↗

Paper tackles robust decision-making from multiple sites with shared structure.

problem Learning robust sequential decisions from heterogeneous multi-site datasets.
method Group-Robust MDPs with d-rectangular uncertainty sets, feature-wise worst-case aggregation, and cluster-level pooling.
result Proves suboptimality bound for robust planning policy under robust partial coverage assumption.

Selective reinitialization improves adaptability of neural bandits in dynamic environments.

problem Loss of plasticity in neural bandits, leading to rigid neural network parameters.
method Selective Reinitialization (SeRe) framework that dynamically resets underutilized units.
result SeRe enhances adaptability of CNB algorithms, reducing cumulative regret in dynamic environments.

One fundamental issue in managing bike sharing systems is the bike flow prediction. Due to the hardness of predicting the flow for a single station, recent research works often predict the bike flow at cluster-level. While such studies gain satisfactory prediction accuracy, they cannot directly guide some fine-grained …

2018-07-28abs ↗pdf ↗

C-SymmPI provides near-conditional coverage for structured data with group symmetries.

problem Establishing near-conditional coverage guarantees for structured data with group symmetries.
method Developed a framework C-SymmPI that achieves near-conditional coverage under general data structures with group symmetries.
result Near-conditional coverage guarantees for structured data with group symmetries.

Algorithm learns interference network and optimizes treatment allocation for unknown network effects.

problem Adaptive experimentation under unknown network interference.
method Thompson sampling algorithm with Gibbs sampler for joint learning of interference network and treatment allocation.
result Proves a Bayesian regret bound and achieves sublinear regret in real-world applications.

This paper introduces compositional data analysis for financial ratios, improving industry-level analysis.

problem Statistical issues with standard financial ratios at industry level.
method Compositional data analysis techniques for financial ratios.
result Improved analysis of financial ratios using compositional data methods.

Paper combines geometry and time-series analysis for spatiotemporal data.

problem Multivariate time-series data from multiple sensors.
method Combines manifold learning, Riemannian geometry, and spectral analysis.
result Proposes Riemannian multi-resolution analysis (RMRA) for dynamic mode extraction.

In this paper the exact linear relation between the leading eigenvectors of the modularity matrix and the singular vectors of an uncentered data matrix is developed. Based on this analysis the concept of a modularity component is defined, and its properties are developed. It is shown that modularity component analysis …

2015-10-19abs ↗pdf ↗

This paper investigates to identify the requirement and the development of machine learning-based mobile big data analysis through discussing the insights of challenges in the mobile big data (MBD). Furthermore, it reviews the state-of-the-art applications of data analysis in the area of MBD. Firstly, we introduce the …

2018-08-02abs ↗pdf ↗

Interactive DR framework for comparing datasets.

problem Limited flexibility in existing DR methods for comparative analysis.
method Unified linear comparative analysis (ULCA) with interactive optimization and visualization.
result ULCA and optimization algorithm improve comparative analysis efficiency and flexibility.

Proposes a multivariate regression model for better analysis of multiple datasets.

problem Insufficient performance of single-dataset analysis in integrative studies.
method Sparse estimation for variable and group selection, alternating direction method of multipliers algorithm.
result Demonstrated improved performance through simulations and real data analysis.

This study analyzes data science vocabulary changes over 13 years.

problem Understanding evolution of data science terms over time.
method Exploratory Data Analysis, Latent Semantic Analysis, Latent Dirichlet Analysis, N-grams Analysis.
result Identified new vocabulary and its incorporation into scientific literature.

FinSphere improves stock analysis quality with AI and expert-curated data.

problem Lack of objective evaluation metrics and depth in stock analysis by FinLLMs.
method Developed AnalyScore, curated Stocksis dataset, and FinSphere AI agent.
result FinSphere outperforms general and domain-specific LLMs in generating high-quality stock analysis reports.

This study examines whether PCA can effectively identify nitrogen pollution sources in rivers.

problem Identifying pollution sources in rivers for effective environmental management.
method Principal Component Analysis and its modifications, along with Independent Component Analysis and Factor Analysis, are applied to nitrogen pollution source identification.
result PCA and related techniques can be powerful tools for uncovering nitrogen pollution sources in rivers.

Paper introduces probabilistic methods to approximate archetypal analysis, reducing complexity.

problem Inherent computational complexity of archetypal analysis limits its practical applicability.
method Two preprocessing techniques: dimensionality reduction and representation cardinality reduction, using probabilistic geometry.
result The method effectively reduces scaling and provides near-optimal solutions for prediction errors.

We present a unifying framework which reduces the construction of probabilistic component analysis techniques to a mere selection of the latent neighbourhood, thus providing an elegant and principled framework for creating novel component analysis models as well as constructing probabilistic equivalents of deterministi…

2013-03-13abs ↗pdf ↗

Deep learning techniques are rapidly advanced recently, and becoming a necessity component for widespread systems. However, the inference process of deep learning is black-box, and not very suitable to safety-critical systems which must exhibit high transparency. In this paper, to address this black-box limitation, we …

2019-03-13abs ↗pdf ↗

In this paper, we explore the effectiveness of dynamic analysis techniques for identifying malware, using Hidden Markov Models (HMMs) and Profile Hidden Markov Models (PHMMs), both trained on sequences of API calls. We contrast our results to static analysis using HMMs trained on sequences of opcodes, and show that dyn…

2019-01-06abs ↗pdf ↗

DeepCAM learns convolutional dictionaries for image processing.

problem Processing high-dimensional signals like images efficiently.
method Introduces a Deep Convolutional Analysis Dictionary Model (DeepCAM) using convolutional dictionaries.
result DeepCAM achieves performance comparable to other methods on single image super-resolution.