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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.

168,657 papers · 148 categories

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3517021,0521,403 · Jun 202019922001200920172026
48 results for compartmental model

Unified approach for neural networks with multi-compartmental neurons and non-Hebbian plasticity.

problem Limited computational power of existing neural network models for multi-compartmental neurons and non-Hebbian plasticity.
method Unified extension of similarity matching approach to derive neural networks with multi-compartmental neurons and local, non-Hebbian learning rules.
result Unified approach facilitates understanding of multi-compartmental neuronal structures and non-Hebbian plasticity.

Efficiently calibrates epidemiological models using Bayesian optimization.

problem Calibration of complex epidemiological models is computationally expensive and challenging.
method Graybox Bayesian optimization scheme leveraging Gaussian processes and functional structure of compartmental models.
result Proposed methods achieve efficient calibration and improved performance compared to existing schemes.

Modified PINN approach for analyzing COVID-19 data with incomplete information.

problem Analyzing incomplete data on COVID-19's U.S. development.
method Variation of Physics Informed Neural Networks (PINN) with modified loss function.
result Neural network can perform well even with incomplete information.

Paper introduces a new method to model epidemic dynamics with varying parameters.

problem Capturing discontinuous variations in epidemic model parameters.
method Total variation regularization with Iterated Nelder--Mead optimization.
result The method accurately models epidemic dynamics with instant changes.

Generative network integrates into ROM for PDEs, matching measurements and estimating uncertainties.

problem Predicting and quantifying uncertainties in numerical simulations of PDEs.
method Generative network (GN) integrated into a reduced-order model (ROM) framework for inverse problems.
result GN-based ROM efficiently quantifies uncertainty and matches measurements with high accuracy.

Paper uses bond pricing and convexity adjustments to explain herd immunity paradox.

problem Early onset of herd immunity contradicts R value estimates from early stage growth.
method Utilizes Vasicek's bond pricing formula and de Finetti's Theorem approach.
result Reduces modeling discrepancy to simple convexity formulas.

Method estimates parameters for disease spread models robustly.

problem Estimating parameters for disease spread models.
method Statistical Learning applied to Approximate Bayesian Computation.
result Qualitative properties of disease evolution can be assessed.

New method combines neural nets with epidemic models for better prediction.

problem Improving epidemic prediction and forecasting using deep neural networks.
method Integrates machine learning with compartmental disease models for data-driven analysis.
result Data augmentation strategy improves neural network reliability for epidemic forecasting.

Representation learning systems typically rely on massive amounts of labeled data in order to be trained to high accuracy. Recently, high-dimensional parametric models like neural networks have succeeded in building rich representations using either compressive, reconstructive or supervised criteria. However, the seman…

2015-06-16abs ↗pdf ↗

New findings show a balance between data fit and complexity in kernel hyperparameters.

problem Overcorrelation due to reparametrization of kernel hyperparameters.
method Reparametrization of kernel hyperparameters and analysis of marginal likelihood.
result Data fit term influences all other kernel hyperparameters, not just the complexity penalty.

This paper analyzes forecasting models for COVID-19 cases and deaths.

problem Reliable forecasting of COVID-19 cases and deaths is crucial for managing the disease.
method Quantitative analysis of forecasting models across different regions in the US, evaluating model selection, hyperparameter tuning, and training time.
result Model selection is the most influential factor in forecasting performance.

EGDL predicts TB outbreaks with deep learning, integrating epidemiological models.

problem Predicting TB outbreaks with complex spatiotemporal dynamics.
method Modified MN-SIR model with Bayesian inference, deep neural networks.
result EGDL delivers robust and accurate TB outbreak predictions.

Biological neural network mimics CCA for multi-channel data.

problem Implementing CCA in a biologically plausible neural network.
method Derive an online CCA algorithm with local synaptic updates for multi-compartmental neurons.
result The derived neural network architecture and synaptic updates resemble cortical pyramidal neuron behavior.

Unified model forecasts epidemics with spatial and temporal dynamics.

problem Limited accuracy in traditional models and lack of interpretability in deep learning models.
method CSTGNN integrates Spatio-Contact SIR model with Graph Neural Networks.
result Effective spatiotemporal epidemic forecasting with interpretability.

Paper develops fine-grain spatiotemporal risk scores using high-resolution mobility data.

problem Developing reliable spatiotemporal risk scores for safe economic reopening.
method Hawkes process-based technique leveraging high-resolution cell-phone location signals.
result Fine-grain spatiotemporal risk scores based on high-resolution mobility data provide useful insights for safe re-opening.

New method uses machine learning to estimate drug parameters in brain models.

problem Estimating unknown parameters in complex brain drug models.
method Physics-Informed Neural Networks (PINNs) for inverse problem solving.
result Accurate parameter estimation leads to precise drug concentration profiles.

A new machine learning model forecasts COVID-19 incidence at county level in the USA.

problem Inaccurate disease spread forecasting due to spatiotemporal homogeneity assumptions.
method Spatiotemporal machine learning using LSTM architecture with spatial and temporal features.
result COVID-LSTM outperforms COVID-19 Forecast Hub's Ensemble model in accuracy.

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

problem Modeling aggregate claim amount with frequency-severity and joint dependencies.
method Developed three types of BCART models: frequency-severity, sequential, and joint models. Used various distributions for claim severity data.
result Weibull distribution outperforms gamma and lognormal for right-skewed, heavy-tailed claim severity data.

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.

Revises Bayesian model averaging for foundation models.

problem Ensemble pre-trained and lightly-finetuned foundation models for improved classification performance.
method Introduces trainable linear classifiers and computationally cheaper model averaging scheme (OMA).
result Ensembled models can better predict on various datasets.

Paper introduces symmetric divergence link models for probability distributions.

problem Symmetric divergence measures for probability distributions.
method Two general classes of link models: one for survival functions and another for cumulative probability distribution functions.
result Advantages of symmetric divergence measures over asymmetric measures for model averaging and feature assessment.

Researchers review challenges in interpreting additive models, especially neural additive models.

problem Challenges in interpreting additive models, particularly neural additive models.
method Review of generalized additive models and discussion of nonidentifiability.
result Challenges in claiming interpretability or suitability for safety-critical applications of additive models.

Sigma models linked to Gross-Neveu models via quiver varieties.

problem Understanding the relationship between sigma models and Gross-Neveu models.
method Exploring the mathematical correspondence between sigma models and Gross-Neveu models, including their geometric and trigonometric/elliptic deformations.
result Sigma models are mathematically equivalent to Gross-Neveu models under certain conditions.

Simple models are preferred over complex models, but over-simplistic models could lead to erroneous interpretations. The classical approach is to start with a simple model, whose shortcomings are assessed in residual-based model diagnostics. Eventually, one increases the complexity of this initial overly simple model a…

2017-06-26abs ↗pdf ↗

Matryoshka hides secret models in a carrier model, achieving high capacity and robustness.

problem Stealing functionality of private ML data by hiding models in a carrier model.
method Parameter sharing approach exploiting the learning capacity of the carrier model.
result Hides a 26x larger secret model or 8 secret models in the carrier model.

This work develops scalable model selection methods with fast update and selection.

problem Efficient model selection for large pools of candidate models.
method Isolated model embedding, which supports asymptotically fast update and selection.
result Standardized Embedder achieves competitive model selection performances.

Copulas outperform marginal models in multivariate risk forecasting, reducing model risk by narrowing down the set of models.

problem Model risk in multivariate risk forecasting, especially during crises.
method Comprehensive empirical study comparing Copula-GARCH models with fixed marginals, copulas, or neither.
result Model risk is almost entirely due to copula choice, not marginal models.

BayesBlend blends multiple models' predictions for better insurance loss predictions.

problem Improving insurance loss predictions by combining multiple models.
method Pseudo-Bayesian model averaging, stacking, and hierarchical stacking.
result BayesBlend provides a user-friendly way to blend model predictions and estimate weights.