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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.

169,341 papers · 148 categories

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48 results for collective models

New algorithm for collective Gaussian hidden Markov models inference.

problem Inference of collective Gaussian hidden Markov models from aggregate data.
method Collective Gaussian forward-backward algorithm, extending Sinkhorn belief propagation.
result Convergence guarantee and applicability to single individual Kalman filter.

Study shows small groups can influence machine learning algorithms.

problem How small groups can influence machine learning algorithms deployed on digital platforms.
method Proposed a theoretical model and conducted experiments on a large-scale language model.
result Small groups can exert significant control over machine learning algorithms.

A scalable topic model for large document collections using MapReduce.

problem Scalability issues in topic modeling for large document collections.
method Correlated Topic Model with variational Expectation-Maximization in MapReduce framework.
result Comparable topic coherences with LDA in MapReduce framework.

Combines gradient boosting with collective inference for better continuous value prediction.

problem Improving predictive performance on relational data with interdependent instances.
method Proposes a boosting algorithm that learns a collective inference model to predict continuous target variables.
result The proposed algorithm outperforms alternative boosting methods on a real network dataset.

Post-ADC inference corrects bias in statistical inference after active data collection.

problem Bias in inference after active data collection.
method Post-ADC inference framework that corrects bias from both ADC process and data-driven target construction.
result Valid inference for data collected by SMBO methods like GP-UCB and TPE.

Decentralized mechanism for collective predictions without sharing data or models.

problem Making predictions jointly among multiple parties without sharing data or models.
method Inspired by social science consensus-making, a decentralized mechanism for test-time collective predictions.
result Our mechanism converges to inverse meansquared-error weighting in the large-sample limit and achieves significant gains over classical model averaging.

Improved disability insurance model with collective health claims.

problem Enhance disability insurance model with collective health claims.
method Expand classic semi-Markov model with collective health claims, solve many-body problem using mean-field approach.
result Mean-field approach simplifies complex model into a transparent pricing method.

CUDC collects diverse data for offline RL by predicting future states.

problem Challenges in collecting task-agnostic data for offline RL.
method Adaptive temporal distances for curiosity-driven data collection.
result CUDC outperforms existing unsupervised methods in offline RL tasks.

We present a simple model of firm rating evolution. We consider two sources of defaults: individual dynamics of economic development and Potts-like interactions between firms. We show that such a defined model leads to phase transition, which results in collective defaults. The existence of the collective phase depends…

2009-04-28abs ↗pdf ↗

This research improves debt collection strategies using advanced machine learning.

problem Accurate estimation of propensity to pay and cashflow for optimal debt collection.
method Developed a machine learning framework with pre-processing and model selection.
result The proposed model outperforms current industry strategies.

Generative model learns conditional distributions on collective variable levels.

problem Modeling conditional probability distributions on collective variable levels.
method General and efficient learning approach, data enrichment strategy.
result Effective generative models on different level-sets of collective variables.

Bayesian method infers local rules for collective animal movement.

problem Learn local rules governing long-term group behaviors.
method Bayesian Inverse Reinforcement Learning with Linearly-Solvable Markov Decision Process.
result Recover true costs and find value of collective movement.

Study collective pricing and hedging with admissible risk exchanges forming a finitely generated convex cone.

problem Collective pricing and hedging with exchanges forming a finitely generated convex cone.
method Extend collective First Fundamental Theorem of Asset Pricing and pricing-hedging duality.
result No collective arbitrage implies the closedness of the aggregate feasibility cone.

Measures collectivity in financial covariances and correlations to reveal trends and precursors.

problem Capturing collective motion in financial markets to predict trends and precursors.
method Measures collectivity using the largest eigenvalue and average sector collectivity.
result Identifies collective signals around major financial events and captures trends in covariances and correlations.

This paper introduces collective counterfactual explanations for groups of instances in classification models.

problem Understanding how classification models make decisions for groups of instances.
method Novel Mathematical Optimization models to find collective counterfactual explanations that minimize total perturbation cost.
result Detects critical features for entire dataset classification and handles outliers.

Active inference uses machine learning to prioritize data labeling for more efficient statistical inference.

problem Efficiently collecting data points for statistical inference with limited labels.
method A machine learning-assisted approach that identifies uncertain data points for labeling.
result Achieves the same level of accuracy with fewer samples, resulting in smaller confidence intervals and more powerful p-values.

We derive a class of macroscopic differential equations that describe collective adaptation, starting from a discrete-time stochastic microscopic model. The behavior of each agent is a dynamic balance between adaptation that locally achieves the best action and memory loss that leads to randomized behavior. We show tha…

2004-08-20abs ↗pdf ↗

dCMF learns shared latent representations from multiple matrices, improving predictive modeling.

problem Learning from multiple heterogeneous data sources, especially non-linear interactions.
method Develops a deep-learning based method (dCMF) for unsupervised learning of multiple shared representations.
result dCMF significantly outperforms previous CMF algorithms in integrating heterogeneous data.

CLN improves collective classification accuracy using deep learning.

problem Collective classification in multi-relational domains is computationally challenging.
method Column Network (CLN) model for collective classification in multi-relational domains.
result CLN achieves higher accuracy than state-of-the-art rivals in various applications.

Proposes a neural network model for detecting collective anomalies in network security.

problem Traditional anomaly detection struggles with new, unknown intrusion types.
method Trains a Long Short-Term Memory Recurrent Neural Network (LSTM RNN) on normal data to predict anomalies and uses prediction errors over time to detect collective anomalies.
result The proposed model efficiently detects collective anomalies in network security.

Auto-Ensemble automates deep learning model ensembling with adaptive learning rate scheduling.

problem Difficulty in collecting diverse and accurate deep learning models through single training.
method Auto-Ensemble collects model checkpoints and uses adaptive learning rate scheduling to ensemble them.
result Ensembled models converge to various local optima, improving performance on few-shot learning.

LLMs help less-resourced researchers access costly data.

problem Unequal access to costly datasets limits research contributions.
method RAG framework with GPT-4o-mini for automated data collection.
result LLMs can collect CEO pay ratios and CAMs from corporate disclosures with high accuracy and low cost.

Framework for systemic risk modeling using jointly exchangeable arrays.

problem Systemic risk in insurance portfolios with interactions.
method Jointly exchangeable arrays, central limit theorems, simulation-based validation.
result Asymptotic approximations for total portfolio losses in large portfolios over long time horizons.

We address challenges in estimating parameters from adaptively collected data.

problem Estimating parameters from data collected adaptively leads to non-normal asymptotic distributions.
method We develop semi-parametric estimators that account for adaptivity in data collection.
result Our estimators are asymptotically normal under certain conditions.

Study finds strict collection policies improve portfolio quality of microfinance banks.

problem Improving portfolio quality of microfinance banks through better credit collection policies.
method Multi-stage sampling, regression analysis, descriptive statistics.
result Collection policy has a higher effect on portfolio quality.

New guarantees for ERM with adaptively collected data.

problem Failure of ERM guarantees with adaptively collected data.
method Importance sampling weighted ERM algorithm with maximal inequality.
result First generalization guarantees and fast convergence rates for adaptively collected data.

The paper extends collective arbitrage concepts to multi-agent markets with cooperation.

problem Understanding collective market completeness and pricing in multi-agent systems.
method Develops new techniques and theorems to establish collective pricing-hedging duality and collective replication.
result Established a Second Fundamental Theorem of Asset Pricing in cooperative multi-agent settings.

Meta-learning improves model performance by optimizing data acquisition.

problem Lack of operationally realistic data limits model performance.
method Gaussian process surrogate fit to metadata-driven training data variations.
result Meta-learning enhances model performance compared to random data acquisition.

Optimal contracts help principals delegate data collection in decentralized ML.

problem Dealing with information asymmetries in decentralized ML.
method Design of optimal and near-optimal contracts addressing uncertainty in model quality and performance.
result Simple linear contracts achieve 1-1/e fraction of optimal utility.

New algorithm for aggregate inference in HMMs with continuous observations.

problem Inference in large populations with indistinguishable individuals and continuous measurements.
method Continuous observation collective forward-backward algorithm extending existing discrete case algorithm.
result Efficacy demonstrated through numerical experiments.

The paper proposes an iterative approach to batch reinforcement learning for safer and more informative data collection.

problem Learning policies that are too rigid and do not adapt to new data.
method Safe diversified model-based policy search in an iterative batch reinforcement learning framework.
result Improved learned policies through continuous data collection and adaptation.

Paper proposes efficient sample collection strategy for RL.

problem Balancing exploration and exploitation in reinforcement learning.
method Decoupled approach with objective-specific and objective-agnostic strategies.
result Improved or novel sample complexity guarantees for various RL settings.

Novel framework uses few data for Bayesian inference in imaging.

problem Uncertainty estimation in machine learning for imaging requires large data volumes.
method Variational inference framework combining few data, domain expertise, and existing datasets.
result Bayesian models achieve state-of-the-art reconstructions with minimal data collection.

The study initiates a theoretical analysis of dynamic benchmarking models.

problem Lack of theoretical foundation and empirical studies in dynamic benchmarks.
method Examined two realizations of dynamic benchmarking: sequential and hierarchical dependency models.
result Sequential dynamic benchmarks show initial performance improvement but can stall after three rounds due to label noise.

The paper argues that fairness in predictions should be evaluated in context and addressed through data collection.

problem Fairness in predictive models in sensitive applications like healthcare and criminal justice.
method Decompose cost-based metrics of discrimination into bias, variance, and noise; propose actions to estimate and reduce each term; perform case-studies.
result Data collection is often a means to reduce discrimination without sacrificing accuracy.

Research shows collective learning across diverse environments is hard due to privacy and security concerns.

problem Privacy, security, and equity concerns restrict information sharing in diverse AI environments.
method Characterized learning algorithms as choice correspondences, provided minimum requirements for rational learning algorithms.
result The only rational learning algorithm in heterogeneous environments is unilaterally learning from a single environment without information sharing.

Topic models are probabilistic models for discovering topical themes in collections of documents. In real world applications, these models provide us with the means of organizing what would otherwise be unstructured collections. They can help us cluster a huge collection into different topics or find a subset of the co…

2013-02-28abs ↗pdf ↗