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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.

168,695 papers · 148 categories

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198396594792 · Jun 202019922001200920172026
48 results for complex processes

Tutorials on signal processing on higher-order networks like simplicial complexes and hypergraphs.

problem Processing complex data structures with polyadic relationships.
method Introduction to simplicial complexes and hypergraphs, Fourier analysis, signal denoising, interpolation, embeddings, neural networks.
result Multi-relational operators like the Hodge Laplacian for simplicial complexes and tensor representations for hypergraphs.

Improved sample complexity for Gaussian process approximations.

problem Efficiently approximating Gaussian processes with sparse spectrum.
method Improved sample complexity analysis and auto-encoding algorithm.
result Gaussian process predictions and model evidence can be well-approximated with low sample complexity.

This work introduces a new model for complex stochastic processes.

problem Difficulties in representing non-stationary distributions with conventional models.
method Recurrent Autoregressive Flows using normalizing flows with recurrent neural connections.
result Demonstrates the effectiveness of the proposed model through experiments.

VSE estimates complex processes from noisy measurements without a model.

problem Estimating states of complex, model-free processes from noisy data.
method Variational state estimation using recurrent neural networks (RNNs) in both learning and inference phases.
result VSE provides a competitive state estimate for a benchmark process (Lorenz system) compared to known and data-driven methods.

Study shows cognitive load impacts financial market efficiency, especially for less sophisticated investors.

problem Cognitive load's effect on financial market information processing.
method Developed a theoretical framework and tested it with exogenous disclosure complexity variation.
result Cognitive load significantly impairs price discovery, particularly for less sophisticated investors.

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process is uncorrelated with its complex conjugate. This assumption is a good model of th…

2015-02-17abs ↗pdf ↗

New algorithms extract low-dimensional representations from sequential data, revealing insights into complex processes.

problem Challenges in extracting low-dimensional representations from sequential, high-dimensional, sparse, and noisy data.
method Developed new clustering algorithms based on Block Markov Chains theory, validated on real-world data.
result These algorithms can successfully extract low-dimensional representations from real-world sequential data, revealing insights into complex processes.

Improved Gaussian process experts model for complex data.

problem Limitations of standard Gaussian processes: scalability and predictive performance.
method Proposes a new mixture model of Gaussian process experts based on kernel stick-breaking processes.
result Improved predictive performance compared to existing models.

Paper introduces a neural network-based non-stationary influence kernel for complex event data.

problem Modeling complex, non-stationary, and dependent discrete event data.
method Neural Spectral Marked Point Processes (NSMPP) with a versatile non-stationary influence kernel.
result NSMPP outperforms state-of-the-art models on synthetic and real data.

Proposes a new model for complex multivariate event data.

problem Modeling complex multivariate event data with spatio-temporal dynamics.
method Integrates spatial information into latent state evolution through learned temporal and spatial decay dynamics.
result Successfully recovers sensible temporal and spatial intensity structure in multivariate spatio-temporal point patterns.

New method reduces sample complexity for learning Ising model dynamics exponentially.

problem Learning binary graphical models from correlated samples produced by a dynamical process.
method Two estimators based on interaction screening objective and conditional likelihood loss.
result Sample complexity reduces exponentially for samples from a dynamical process far from equilibrium.

Study differentially private methods for learning Hawkes processes.

problem Lack of thorough analysis on sample complexity for learning Hawkes processes parameters and releasing differentially private versions.
method Developed non-private and differentially private estimators for Hawkes processes parameters.
result Obtained sample complexity results for both private and non-private settings.

The paper proposes a deep generative model for complex disease trajectories.

problem Modeling and analyzing complex disease trajectories.
method Deep generative time series approach with semi-supervised latent processes.
result The model can discover novel aspects of diseases and cluster them into new sub-types.

Complex numbers have long been favoured for digital signal processing, yet complex representations rarely appear in deep learning architectures. RNNs, widely used to process time series and sequence information, could greatly benefit from complex representations. We present a novel complex gated recurrent cell, which i…

2018-06-21abs ↗pdf ↗

The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued signal into its quadrature component. In this paper, we define a probabilistic gene…

2016-11-30abs ↗pdf ↗

Unified framework for inference in complex nonlinear processes.

problem Challenges in inferring nonlinear continuous stochastic processes with sparse observations and complex topologies.
method Neural Backward Filtering Forward Guiding (NBFFG) framework that constructs a variational posterior using a proxy linear-Gaussian process.
result Empirical results show NBFFG outperforms baselines on synthetic benchmarks and high-dimensional phylogenetic analysis tasks.

This paper constructs Brownian motion on complex flag manifolds and finds joint distribution of stochastic areas.

problem Modeling stochastic areas on complex partial flag manifolds.
method Constructs Brownian motion on complex partial flag manifolds and uses it to find joint distribution of stochastic areas.
result Limit law of stochastic areas is a multivariate Cauchy distribution.

Improved model for non-smooth signals with complex spectra.

problem Current models struggle with non-smooth signals and complex spectral structures.
method CGPCM and RGPCM models with causality and Bayesian nonparametric interpretations, improved variational inference.
result Proposed models show better performance on synthetic and real-world data.

This paper reconstructs complex graph signals using kernel methods on manifolds.

problem Reconstructing complex graph signals from samples on graph vertices.
method Kernel methods on complex manifolds, embedding vertices into higher-dimensional spaces.
result Effective reconstruction of complex graph signals, outperforming conventional methods.

NDPs learn to sample from complex function distributions using neural networks and diffusion models.

problem Learning rich distributions over functions with neural networks.
method NDPs use denoising diffusion models and custom attention blocks to incorporate stochastic process properties.
result NDPs can capture functional distributions close to true Bayesian posteriors and outperform neural processes.

A novel nonstationary permanental process relaxes kernel constraints and captures complex data patterns.

problem Limitations of existing permanental processes in terms of kernel types and stationarity.
method Sparse spectral representation of nonstationary kernels and hierarchical stacking of spectral feature mappings.
result Enhanced model expressiveness and reduced computational complexity.

ETGPSSM efficiently models high-dimensional, non-stationary systems with reduced complexity.

problem Prohibitive computational and parametric complexity in high-dimensional, non-stationary dynamical systems.
method ETGPSSM integrates a single shared GP with input-dependent normalizing flows for scalable and flexible modeling.
result ETGPSSM outperforms existing models in computational efficiency and accuracy.

Develops scalable model for learning velocity fields in complex traffic scenarios.

problem Learning heterogeneous and dynamic velocity fields in complex traffic scenarios.
method Nonparametric Bayesian modeling with hierarchical Dirichlet process and infinite hidden Markov model, Gaussian process prior, and scalable approximate inference.
result Demonstrates effective scalability and applicability to real-world traffic data.

Formalizes identifying information to answer key questions about machine learning from uncertain and novel observations.

problem Understanding and quantifying information from uncertain and novel observations in machine learning.
method Formalizes identifying information, defines hypothesis identification and sample complexity, and proves sample complexity properties for various data-generating processes.
result Proves the information theoretic characteristics of hypothesis identification and sample complexity, and shows how to compute identifying information and novel information.

Low complexity decentralized neural net with centralized performance.

problem Training large neural networks in distributed nodes without data sharing.
method Layer-wise learning using ADMM for low complexity and centralized performance.
result Equivalent learning performance to centralized training in distributed nodes.

A new method for efficient Gaussian process regression reduces complexity and improves scalability.

problem Efficient Gaussian process regression for large datasets.
method Learnable coreset-based variational inference for Gaussian processes.
result CVGP reduces the dimensionality of the variational parameter search space to linear complexity.

A new model captures complex event data using attention and Fourier kernels.

problem Capturing complex non-linear temporal dependencies in discrete event data.
method Integrates attention mechanism into point processes' conditional intensity function and uses Fourier kernel embedding.
result Established theoretical properties and demonstrated competitive performance.

Algorithm finds safe zones in policy Markov Decision Processes to limit trajectory escape.

problem Finding safe zones in policy Markov Decision Processes to limit trajectory escape.
method Bi-criteria approximation learning algorithm with polynomial sample complexity.
result Achieves almost 2 approximation for both escape probability and safe zone size.

New Q-learning method achieves optimal sample complexity for average-reward problems.

problem Challenges in achieving optimal sample complexity for average-reward Q-learning.
method Synchronous and asynchronous Q-learning with a new contraction principle.
result Optimal O~(ε2)\widetilde{O}(\varepsilon^{-2}) sample complexity guarantees.