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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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112224336448 · Jun 202019922001200920172026
48 results for coupling information

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

problem Extract hidden joint information from uncorrelated time-series.
method Discretize time-series amplitudes, map onto networks, measure coupling deviations, and compare with Gaussian distributions.
result Markets may possess joint patterns even if initially uncorrelated.

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…

2019-03-05abs ↗pdf ↗

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…

2014-11-09abs ↗pdf ↗

UNTIE learns representations of coupled categorical data.

problem Challenges in learning from unlabeled categorical data with complex couplings.
method UNTIE approach for unsupervised representation learning of heterogeneous couplings.
result UNTIE significantly improves categorical data representations on 25 diverse datasets.

Paper proposes C-STM for multimodal neuroimaging data classification.

problem Multimodal neuroimaging data fusion for better classification.
method Coupled Support Tensor Machine (C-STM) using latent factors from ACMTF.
result C-STM achieves better classification performance than single-mode classifiers.

Extends martingale transport for robust finance problems.

problem Addressing specific robust finance problems not covered by standard martingale transport.
method Introduces an additional parameter to the weak martingale optimal transport problem and proves stability.
result Stability of the extended problem with respect to risk-neutral marginal distributions.

This paper tackles multi-marginal optimal transport problems using DC programming.

problem Multi-marginal optimal transport problems in machine learning.
method Promoting structural information in MMOT leads to a DC programming problem.
result Solutions from DC optimization are as qualitative as current methods.

PINNs struggle with increasingly complex ODEs, especially when parameters control their complexity.

problem Evaluating physics-informed neural networks on complex coupled ODEs.
method Tuned benchmarks of partial differential equations and harmonic oscillators; varying network architecture and training method.
result PINNs fail to solve complex ODEs, revealing issues like insufficient capacity, poor conditioning, and high local curvature.

MUSIC learns coupled systems with sparse data and incomplete physics.

problem Learning coupled systems with incomplete physical constraints and missing data.
method Sparsity induced multitask neural network framework integrating partial physical constraints with data-driven learning.
result MUSIC accurately learns solutions to complex coupled systems under data-scarce and noisy conditions.

DS2CF-Net learns hierarchical representations with deep coupled factorization and enriched prior.

problem Learning deep hierarchical representations from data.
method Dual-constrained Deep Semi-Supervised Coupled Factorization Network (DS2CF-Net) with enriched prior.
result DS2CF-Net achieves state-of-the-art performance in representation learning and clustering.

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…

2017-05-15abs ↗pdf ↗

This work introduces a new method for coupling base and target densities in generative models.

problem Generating samples from complex target distributions using simple base distributions.
method Developed a framework of stochastic interpolants with data-dependent couplings.
result Constructing dynamical transport maps that serve as conditional generative models.

This paper shows how learning the phase-amplitude coupling improves bio-signal classification.

problem Discarding phase component in bio-signal feature extraction leads to poor generalization.
method Introducing a novel self-supervised learning task called Phase-Swap to detect phase-amplitude coupling.
result Neural networks trained on Phase-Swap task generalize better across subjects and recording sessions.

This paper shows how to approximate any log-concave distribution using well-conditioned affine coupling flows.

problem Understanding the representational power of affine coupling flows for log-concave distributions.
method Leveraging connections between affine coupling architectures, Langevin dynamics, and Hénon maps to prove log-concave approximation.
result Any log-concave distribution can be approximated using well-conditioned affine-coupling flows.

NetOTC compares and aligns directed or undirected networks via random walk transitions.

problem Comparing and aligning networks of different types and sizes.
method NetOTC uses a transport-based approach to find optimal transition couplings of random walks.
result NetOTC quantifies network differences and provides vertex and edge alignments.

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…

2018-08-26abs ↗pdf ↗

Study neural networks learning from noisy examples via reverberation.

problem Learning from noisy examples in neural networks.
method Adapted Guerra's interpolation technique to provide statistical mechanics of supervised and unsupervised learning.
result Full phase diagrams and thresholds for learning are analytically obtained.

Study of a risk-averse informed trader in a multi-asset market with non-Gaussian prices.

problem Existence of equilibrium in a multi-asset market with non-Gaussian prices and a risk-averse informed trader.
method Constructed equilibrium using Fokker-Planck equation and coupled partial differential equations with an optimal transport constraint.
result Equilibrium exists in a market with multiple assets and non-Gaussian prices.

Graph-coupled causal Bayesian optimization transfers information across related interventions.

problem Optimizing expensive systems where interventions are costly and causal effects are confounded.
method Ties intervention effects together through shared causal parameters, improving estimation.
result Information-gain and regret bounds show improved performance with shared mechanisms.

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…

2018-04-18abs ↗pdf ↗

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…

2016-02-04abs ↗pdf ↗

Study shows changes in information sharing between Bitcoin markets during 2017 crash.

problem Understanding information dynamics in Bitcoin markets during the 2017 crash.
method Analysis of high-frequency market-microstructure observables using information theoretic measures.
result Temporal changes in information sharing across markets, including predictability, memory, and synchronous coupling.

New model captures state-dependent variability in partially observed systems.

problem Structured stochasticity not captured by constant-variance models.
method State-coupled stochastic volatility framework with particle expectation-maximization.
result Model consistently reduces recovery bias under partial observation.

Node2Grids uncouples GCN training for large graphs, saving memory and computation.

problem GCNs' coupled training framework limits flexibility and scalability for large-scale graphs.
method Node2Grids maps coupled graph data into independent grid-like data for efficient processing.
result Node2Grids achieves comparable results to GCNs while saving memory and computation.

Efficiently infers coupled hidden Markov models with noisy discrete observations.

problem Intractable inference for coupled continuous-time Markov chains with discrete observations.
method Latent Interacting Particle Systems, look-ahead functions, twisted Sequential Monte Carlo sampling.
result Demonstrated effectiveness on latent SIRS model and wildfire spread dynamics.

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…

2019-11-15abs ↗pdf ↗

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…

2018-12-10abs ↗pdf ↗

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

problem Understanding when maps on products of spaces can be embedded.
method Uses known results for nonsingular biskew and bilinear maps, studies genericity properties, extends Whitney embedding theorems, and relates to Z/2\mathbb{Z}/2-coindex of embedding spaces.
result Generates strong obstructions to coupled embeddability in terms of combinatorics of triangulations.

Bayesian network approach for efficient cooperative MARL.

problem Leveraging inter-agent coupling information for scalable MARL algorithms.
method Modeling cooperative MARL via Bayesian networks, identifying value dependency sets, proposing P-DTDE paradigm.
result P-DTDE policy gradient estimator has lower total variance than CTDE.

Develops non-Markovian couplings for sub-Riemannian Brownian motions.

problem Constructing couplings for sub-Riemannian Brownian motions starting from points on the same vertical fiber.
method Uses global isometries to construct maximal couplings, satisfying a reflection principle.
result Estimates coupling time and applies to inequalities for the heat semigroup.