arXiv research

Tensor models improve joint EEG and fMRI analysis.

REMAL: Residual Equilibrium Manifold Active Learning for Surrogate-Based Multidisciplinary Design Analysis

Metabolic flux balance analyses are a standard tool in analysing metabolic reaction rates compatible with measurements, steady-state and the metabolic reaction network stoichiometry. Flux analysis methods commonly place unrealistic assumptions on fluxes due to the convenience of formulating the problem as a linear prog…

UNTIE learns representations of coupled categorical data.

Single-timescale analysis improves convergence in multi-sequence stochastic approximation.

Sharp pseudospectral bounds prevent transient amplification in coupled gradient descent.

Theory for gravity coupled with fields on manifolds with null-boundary.

Lyapunov-based analysis shows polynomial sample complexity for WCMDPs and RBs.

Efficiently factorizes coupled matrix tensor data for better accuracy and speed.

This paper analyzes microstructure dynamics in coupled markets using CFMMs.

In this paper we introduce and analyze the learning scenario of \emph{coupled nonlinear dimensionality reduction}, which combines two major steps of machine learning pipeline: projection onto a manifold and subsequent supervised learning. First, we present new generalization bounds for this scenario and, second, we int…

The paper maps time-series onto networks to reveal hidden joint information.

The paper analyzes the non-Gaussian behavior of inflation and unemployment over 70 years using multifractal methods.

Study predicts electricity prices using LSTM models with feature selection, considering market coupling.

New method estimates convergence bounds for nonlinear Markov chains.

In this paper, we analyze Nash equilibria between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon market. The producers' strategies integrate the coupling of the two markets via the cost functions of the electricity production. We set out a…

The analysis of nonstationary time series is of great importance in many scientific fields such as physics and neuroscience. In recent years, Gaussian process regression has attracted substantial attention as a robust and powerful method for analyzing time series. In this paper, we introduce a new framework for analyzi…

A new watermarking method corrects bias in language models using maximal coupling.

We present a general framework, the coupled compound Poisson factorization (CCPF), to capture the missing-data mechanism in extremely sparse data sets by coupling a hierarchical Poisson factorization with an arbitrary data-generating model. We derive a stochastic variational inference algorithm for the resulting model …

Improved KLMC for sampling under various conditions.

New algorithm solves minimax games with linear constraints.

The sectoral synchronization observed for the Japanese business cycle in the Indices of Industrial Production data is an example of synchronization. The stability of this synchronization under a shock, e.g., fluctuation of supply or demand, is a matter of interest in physics and economics. We consider an economic syste…

Joint analysis of data from multiple sources has the potential to improve our understanding of the underlying structures in complex data sets. For instance, in restaurant recommendation systems, recommendations can be based on rating histories of customers. In addition to rating histories, customers' social networks (e…

Developed Taylor series for muscle-finger system analysis.

We devise a USDCHF trading strategy using the dynamics of gold as a filter. Our strategy involves modelling both USDCHF and gold using a coupled hidden Markov model (CHMM). The observations will be indicators, RSI and CCI, which will be used as triggers for our trading signals. Upon decoding the model in each iteration…

We define a random-matrix ensemble given by the infinite-time covariance matrices of Ornstein-Uhlenbeck processes at different temperatures coupled by a Gaussian symmetric matrix. The spectral properties of this ensemble are shown to be in qualitative agreement with some stylized facts of financial markets. Through the…

Paper generalizes Hardy-Rogers maps for market equilibrium analysis in duopoly markets.

We develop randomized (block) coordinate descent (CD) methods for linearly constrained convex optimization. Unlike most CD methods, we do not assume the constraints to be separable, but let them be coupled linearly. To our knowledge, ours is the first CD method that allows linear coupling constraints, without making th…

Probabilistic method proves gap estimates on sphere.

In this paper, we establish two new types of invariant sets for the coupled nonlinear Schrodinger system on $\mathbb{R}^n$, and derive two sharp thresholds of blow-up and global existence for its solution. Some analogous results for the nonlinear Schrodinger system posed on the hyperbolic space $\mathbb{H}^n$ and on th…

Online social networks offer a new way to investigate financial markets' dynamics by enabling the large-scale analysis of investors' collective behavior. We provide empirical evidence that suggests social media and stock markets have a nonlinear causal relationship. We take advantage of an extensive data set composed o…

In the wake of recent advances in experimental methods in neuroscience, the ability to record in-vivo neuronal activity from awake animals has become feasible. The availability of such rich and detailed physiological measurements calls for the development of advanced data analysis tools, as commonly used techniques do …

Improved neural network training by coupled initialization reduces neuron count.

Paper proposes C-STM for multimodal neuroimaging data classification.

Study optimal partitions on spheres using fractional Q-curvature and variational methods.

BinaryDuo improves BNNs by coupling binary activations, outperforming state-of-the-art models.

We propose a nonparametric Bayesian factor regression model that accounts for uncertainty in the number of factors, and the relationship between factors. To accomplish this, we propose a sparse variant of the Indian Buffet Process and couple this with a hierarchical model over factors, based on Kingman's coalescent. We…

New asymmetric kernel methods improve feature learning.

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…

This work extends stochastic localization to joint probability measures for data analysis.

This work improves deep learning from noisy crowdsourced labels.

BM$^2$ learns Schrödinger bridges using neural networks.

Developed LQ MFG theory with common noise, proving existence and uniqueness.

Protein contacts contain important information for protein structure and functional study, but contact prediction from sequence remains very challenging. Both evolutionary coupling (EC) analysis and supervised machine learning methods are developed to predict contacts, making use of different types of information, resp…

A new method reduces both input and output dimensions for better goal-oriented analysis.

Motivated by the study of coupled Kähler-Einstein metrics by Hultgren and Witt Nyström and coupled Kähler-Ricci solitons by Hultgren, we study in this paper coupled Sasaki-Einstein metrics and coupled Sasaki-Ricci solitons. We first show an isomorphism between the Lie algebra of all transverse holomorphic vector fields…

We propose a new method to estimate Wasserstein distances and optimal transport plans between two probability distributions from samples in high dimension. Unlike plug-in rules that simply replace the true distributions by their empirical counterparts, our method promotes couplings with low transport rank, a new struct…

Defines coupled embeddability for maps on products of spaces, generating examples and nonexamples.