Augmented bridge matching preserves coupling information between distributions.
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.
Trend · papers per month
The paper maps time-series onto networks to reveal hidden joint information.
While it is an important problem to identify the existence of causal associations between two components of a multivariate time series, a topic addressed in Runge et al. (2012), it is even more important to assess the strength of their association in a meaningful way. In the present article we focus on the problem of d…
Price without transaction makes no sense. Trading volume authenticates its corresponding price, so there exist mutual information and correlation between price and trading volume. We are curious about fractal features of this correlation and need to know how structures in different scales translate information. To expl…
The behaviour of many real-world phenomena can be modelled by nonlinear dynamical systems whereby a latent system state is observed through a filter. We are interested in interacting subsystems of this form, which we model by a set of coupled maps as a synchronous update graph dynamical systems. Specifically, we study …
Using the invariant developed in [6], we differentiate four arrangements with the same combinatorial information but in different deformation classes. From these arrangements, we construct four other arrangements such that there is no orientation-preserving homeomorphism between them. Furthermore, some couples of arran…
UNTIE learns representations of coupled categorical data.
Decomposing market impact into diffusive components
CPFM integrates dimensionality reduction and reconstruction with flow networks.
Paper proposes C-STM for multimodal neuroimaging data classification.
Extends martingale transport for robust finance problems.
This paper tackles multi-marginal optimal transport problems using DC programming.
PINNs struggle with increasingly complex ODEs, especially when parameters control their complexity.
MUSIC learns coupled systems with sparse data and incomplete physics.
DS2CF-Net learns hierarchical representations with deep coupled factorization and enriched prior.
Efficiently factorizes coupled matrix tensor data for better accuracy and speed.
We propose a set of convex low rank inducing norms for a coupled matrices and tensors (hereafter coupled tensors), which shares information between matrices and tensors through common modes. More specifically, we propose a mixture of the overlapped trace norm and the latent norms with the matrix trace norm, and then, w…
Joint analysis of data from multiple information repositories facilitates uncovering the underlying structure in heterogeneous datasets. Single and coupled matrix-tensor factorization (CMTF) has been widely used in this context for imputation-based recommendation from ratings, social network, and other user-item data. …
In this paper, we present a new approach to interpret deep learning models. By coupling mutual information with network science, we explore how information flows through feedforward networks. We show that efficiently approximating mutual information allows us to create an information measure that quantifies how much in…
This work introduces a new method for coupling base and target densities in generative models.
This paper shows how learning the phase-amplitude coupling improves bio-signal classification.
This paper shows how to approximate any log-concave distribution using well-conditioned affine coupling flows.
NetOTC compares and aligns directed or undirected networks via random walk transitions.
Vortex induced vibrations of bluff bodies occur when the vortex shedding frequency is close to the natural frequency of the structure. Of interest is the prediction of the lift and drag forces on the structure given some limited and scattered information on the velocity field. This is an inverse problem that is not str…
Study neural networks learning from noisy examples via reverberation.
Study of a risk-averse informed trader in a multi-asset market with non-Gaussian prices.
Graph-coupled causal Bayesian optimization transfers information across related interventions.
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…
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…
Binary hashing is a well-known approach for fast approximate nearest-neighbor search in information retrieval. Much work has focused on affinity-based objective functions involving the hash functions or binary codes. These objective functions encode neighborhood information between data points and are often inspired by…
Study shows changes in information sharing between Bitcoin markets during 2017 crash.
Developed MF-PINNs to solve coupled Stokes-Darcy equations more accurately.
New model captures state-dependent variability in partially observed systems.
New framework forecasts both supply and demand in rental markets.
Node2Grids uncouples GCN training for large graphs, saving memory and computation.
We examine several aspects of explicability of a classification system built from neural networks. The first aspect is the pairwise explicability, which is the ability to provide the most accurate prediction when the range of possibilities is narrowed to just two. Next we consider explicability in development, which me…
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…
Efficiently infers coupled hidden Markov models with noisy discrete observations.
Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded as the transportation plan of the OT problem. We firstly explore the Riemannian g…
Paper defines a new distance metric for comparing learning tasks.
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…
Defines coupled embeddability for maps on products of spaces, generating examples and nonexamples.
In linear inverse problems, the goal is to recover a target signal from undersampled, incomplete or noisy linear measurements. Typically, the recovery relies on complex numerical optimization methods; recent approaches perform an unfolding of a numerical algorithm into a neural network form, resulting in a substantial …
Bayesian network approach for efficient cooperative MARL.
Solves modified conjecture for Fano manifolds using Ding stability.
Nonparametric Bayesian approaches to clustering, information retrieval, language modeling and object recognition have recently shown great promise as a new paradigm for unsupervised data analysis. Most contributions have focused on the Dirichlet process mixture models or extensions thereof for which efficient Gibbs sam…
Paper discusses conditions for deforming coupled Kähler-Einstein metrics.
Develops non-Markovian couplings for sub-Riemannian Brownian motions.