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.
Paper detects gradual changes in cluster structure using MC fusion.
The paper introduces the concept of a cluster structure to define a joint distribution of the sample size and its exchangeable random partitions. The cluster structure allows the probability distribution of the random partitions of a subset of the sample to be dependent on the sample size, a feature not presented in a …
Develops TCD maps to relate discrete differential geometry and cluster algebras.
Let be a surface, a simply-connected classical group, and the associated adjoint form of the group. In \cite{FG1}, it was shown that the moduli spaces of framed local systems $\X_{G',S}$ and $\A_{G,S}$ have the structure of cluster varieties, and thus together form a cluster ensemble, when had type …
We propose a novel method for multiple clustering that assumes a co-clustering structure (partitions in both rows and columns of the data matrix) in each view. The new method is applicable to high-dimensional data. It is based on a nonparametric Bayesian approach in which the number of views and the number of feature-/…
Proposes a method to estimate sparse Gaussian graphical models with hidden clustering structure.
Optimal algorithm for latent bandits with cluster structure reduces regret to nearly optimal.
Exact partitioning of high-order planted models achieved through convex optimization.
VC-PCR improves prediction by clustering correlated variables.
Paper clusters microstructure measures for better stock return prediction.
We introduce a dimension reduction method for visualizing the clustering structure obtained from a finite mixture of Gaussian densities. Information on the dimension reduction subspace is obtained from the variation on group means and, depending on the estimated mixture model, on the variation on group covariances. The…
Competency questions help experts select best clustering for energy data.
MoE outperforms vanilla networks in detecting latent cluster structures in regression tasks.
Recently, the paradigm of unfolding iterative algorithms into finite-length feed-forward neural networks has achieved a great success in the area of sparse recovery. Benefit from available training data, the learned networks have achieved state-of-the-art performance in respect of both speed and accuracy. However, the …
Clustering is an essential data mining tool that aims to discover inherent cluster structure in data. For most applications, applying clustering is only appropriate when cluster structure is present. As such, the study of clusterability, which evaluates whether data possesses such structure, is an integral part of clus…
Paper proposes a new method for joint feature selection and graph learning.
T-distributed stochastic neighbour embedding (t-SNE) is a widely used data visualisation technique. It differs from its predecessor SNE by the low-dimensional similarity kernel: the Gaussian kernel was replaced by the heavy-tailed Cauchy kernel, solving the "crowding problem" of SNE. Here, we develop an efficient imple…
CCMM efficiently solves large-scale convex clustering problems.
DeepWalk embeddings converge on SBM graphs, recovering cluster structure.
A method for clustering small datasets in high dimensions using random projections.
Theoretical study on how model architecture affects contrastive learning performance.
This paper explores how MoE layers improve deep learning performance.
Study of quantum decorated character stacks and their quantizations.
Proposes a novel approach for cluster-aware matching using Laplacian Optimal Transport.
Paper tackles joint community detection and phase synchronization in stochastic block models.
Proposes a method to visualize finer cluster structures in high-dimensional data.
The paper proves there are many Lagrangian fillings for Legendrian links of affine type.
In high-dimension, low-sample size (HDLSS) data, it is not always true that closeness of two objects reflects a hidden cluster structure. We point out the important fact that it is not the closeness, but the "values" of distance that contain information of the cluster structure in high-dimensional space. Based on this …
In standard clustering problems, data points are represented by vectors, and by stacking them together, one forms a data matrix with row or column cluster structure. In this paper, we consider a class of binary matrices, arising in many applications, which exhibit both row and column cluster structure, and our goal is …
ERICA assesses reproducibility in cluster analysis.
Nearest neighbor (k-NN) graphs are widely used in machine learning and data mining applications, and our aim is to better understand what they reveal about the cluster structure of the unknown underlying distribution of points. Moreover, is it possible to identify spurious structures that might arise due to sampling va…
New algorithm reduces multi-agent bandit regret by sharing data.
The paper constructs toric vector bundles using spectral networks and non-abelianization.
New spectral clustering method using LASSO regularization for robust graph partitioning.
We study historical dynamics of joint equilibrium distribution of stock returns in the U.S. stock market using the Boltzmann distribution model being parametrized by external fields and pairwise couplings. Within Boltzmann learning framework for statistical inference, we analyze historical behavior of the parameters in…
Trans-GLMC tackles source heterogeneity in transfer learning for structured clusters.
Unified framework for various geometric constructions.
We propose a method for estimating coefficients in multivariate regression when there is a clustering structure to the response variables. The proposed method includes a fusion penalty, to shrink the difference in fitted values from responses in the same cluster, and an L1 penalty for simultaneous variable selection an…
This paper presents a new approach to non-parametric cluster analysis called Adaptive Weights Clustering (AWC). The idea is to identify the clustering structure by checking at different points and for different scales on departure from local homogeneity. The proposed procedure describes the clustering structure in term…
The evolution with time of the correlation structure of equity returns is studied by means of a filtered network approach investigating persistences and recurrences and their implications for risk diversification strategies. We build dynamically Planar Maximally Filtered Graphs from the correlation structure over a rol…
Dimensionality reduction techniques play an essential role in data analytics, signal processing and machine learning. Dimensionality reduction is usually performed in a preprocessing stage that is separate from subsequent data analysis, such as clustering or classification. Finding reduced-dimension representations tha…
Diverse applications - particularly in tumour subtyping - have demonstrated the importance of integrative clustering techniques for combining information from multiple data sources. Cluster-Of-Clusters Analysis (COCA) is one such approach that has been widely applied in the context of tumour subtyping. However, the pro…
We consider joint estimation of multiple graphical models arising from heterogeneous and high-dimensional observations. Unlike most previous approaches which assume that the cluster structure is given in advance, an appealing feature of our method is to learn cluster structure while estimating heterogeneous graphical m…
Most density-based clustering methods largely rely on how well the underlying density is estimated. However, density estimation itself is also a challenging problem, especially the determination of the kernel bandwidth. A large bandwidth could lead to the over-smoothed density estimation in which the number of density …
By analyzing the foreign exchange market data of various currencies, we derive a hierarchical taxonomy of currencies constructing minimal-spanning trees. Clustered structure of the currencies and the key currency in each cluster are found. The clusters match nicely with the geographical regions of corresponding countri…
The classical setting of community detection consists of networks exhibiting a clustered structure. To more accurately model real systems we consider a class of networks (i) whose edges may carry labels and (ii) which may lack a clustered structure. Specifically we assume that nodes possess latent attributes drawn from…
ElbowSig assesses clustering structure at multiple scales.
The study finds many Lagrangian fillings for Legendrian links of specific types.