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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.

168,742 papers · 148 categories

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2635277901,053 · Jun 202019922001200920172026
48 results for covariance neural networks

Paper presents a method to accurately quantify neural network uncertainty without sampling.

problem Uncertainty quantification in neural networks for reliability and robustness.
method Sample-free moment propagation technique for mean vectors and covariance matrices.
result Analytic solution for covariance of nonlinear activation functions.

Neural networks improve geospatial data analysis by relaxing linearity assumptions.

problem Traditional geospatial analysis assumes linear models, limiting flexibility.
method Embedding neural networks within traditional geostatistical models for non-linear mean functions.
result NN-GLS algorithm provides consistent and scalable predictions for irregular spatial data.

A new GNN architecture called coVariance neural network (VNN) improves stability and transferability of covariance matrix analysis.

problem Stability and transferability issues in covariance matrix analysis.
method Developed coVariance neural network (VNN) that operates on sample covariance matrices.
result VNN is more stable and transferable than PCA-based approaches.

Study on neural network initialization with shaped infinite depth-and-width networks.

problem Understanding the distribution of random covariance matrices in shaped infinite-depth-and-width networks.
method Introduced the Neural Covariance SDE to model the distribution of the random covariance matrix.
result Identified the precise scaling of the activation function necessary for a non-trivial limit.

Bayesian model averaging fails under covariate shift, affecting neural networks' performance.

problem Bayesian model averaging's failure in neural networks under covariate shift.
method Explained the issue and proposed novel priors to improve robustness.
result Bayesian model averaging is problematic under covariate shift, especially with linear feature dependencies.

Nash integrates covariate-specific side info into sparse regression via neural networks.

problem Sparse linear regression struggles with covariates exhibiting structure or coming from heterogeneous sources.
method Neural Adaptive Shrinkage (Nash) framework that integrates side information into sparse regression via neural networks. Uses split variational empirical Bayes algorithm.
result Nash improves accuracy and adaptability over existing methods in real data experiments.

Neural network method estimates covariate-dependent graphical models with statistical guarantees.

problem Estimating graph structure from covariate-dependent data.
method Neural network approach that allows flexible functional dependency on covariates.
result Theoretical PAC guarantees for the method's performance.

In this proceeding we give an overview of the idea of covariance (or equivariance) featured in the recent development of convolutional neural networks (CNNs). We study the similarities and differences between the use of covariance in theoretical physics and in the CNN context. Additionally, we demonstrate that the simp…

2019-06-06abs ↗pdf ↗

Bayesian neural networks improve cancer dynamics prediction.

problem Predicting cancer dynamics under treatment due to heterogeneity and sparse data.
method Hierarchical Bayesian model using baseline covariates and Bayesian neural networks for nonlinear interactions.
result Bayesian neural networks outperform linear models in predicting cancer dynamics with interactions.

This paper improves causal inference using deep neural networks for low-dimensional covariates.

problem Improving causal inference with deep learning for high-dimensional covariates.
method Doubly robust off-policy learning with deep neural networks on low-dimensional manifolds.
result Nonasymptotic regret bounds for finite- and continuous-action scenarios, converging at a fast rate depending on intrinsic manifold dimension.

Bayesian neural networks use ridgelet prior for uncertainty quantification.

problem Combining strong predictive performance with uncertainty quantification in Bayesian neural networks.
method Proposes a ridgelet prior that approximates a Gaussian process covariance function in the output space of the network.
result Establishes universality property allowing Bayesian neural networks to approximate any Gaussian process.

Improved covariate shift handling with node-based Bayesian neural networks.

problem Improving generalization under covariate shift in neural networks.
method Introduced node-based Bayesian neural networks that learn latent noise variables to represent input corruptions.
result Node-based BNNs perform well under covariate shift due to input perturbations, improving uncertainty estimation and robustness.

Neural networks speed up covariance estimation in spatial Gaussian processes.

problem Efficiently estimating covariance parameters in spatial Gaussian processes.
method Training neural networks to approximate maximum likelihood estimates.
result Neural network estimates are as accurate as ML methods but much faster.

Optimal classifiers derived from GMMs are approximated by deep neural networks.

problem Binary classification of high-dimensional overlapping Gaussian mixtures.
method Closed-form expressions for Bayes optimal decision boundaries derived from GMMs' eigenstructure. Empirical validation through synthetic and real-world data.
result Deep neural networks approximate optimal classifiers for GMMs, with decision thresholds related to covariance eigenvectors.

CovNet models covariance for multidimensional functional data efficiently.

problem Estimating covariance for functional data over multidimensional domains.
method Covariance Networks (CovNet) for efficient modeling and estimation.
result CovNet can approximate any covariance up to desired precision efficiently.

Gradient descent trains neural networks to match kernel regression's sharp generalization rate.

problem Training over-parameterized neural networks for nonparametric regression.
method Gradient descent with early stopping on over-parameterized two-layer neural networks.
result Trained neural networks achieve sharp generalization rate of O(εn2)\mathcal{O}(ε_n^2).

STVNN models spatiotemporal data using covariance matrices.

problem Challenges in modeling spatiotemporal interactions in multivariate time series.
method Introduces SpatioTemporal coVariance Neural Network (STVNN) that operates on sample covariance matrix and uses joint spatiotemporal convolutions.
result STVNN is stable to online estimation uncertainties and outperforms temporal PCA.

New neural network captures spatial correlations in wind speed predictions.

problem Uncertainty quantification in neural network predictions for high-dimensional, correlated data.
method Training neural networks with multidimensional Gaussian loss, preserving spatial correlation and computational tractability.
result Demonstrated super-resolution of surface wind speed with explicit correlation modeling.

Two new regularization methods improve neural network performance and complexity control.

problem Improving neural network performance and complexity control with correlated or high-dimensional features.
method Two regularization strategies: covariance-aware ridge and covariance-aware lasso.
result Improves predictive performance and complexity control over standard penalties.

Hybrid GARCH-LSTM models predict covariance matrices better than GARCH alone.

problem Predicting covariance matrices of high-dimensional asset returns.
method Combining GARCH processes with neural networks to forecast volatilities and correlations.
result The hybrid model outperforms both equally weighted portfolios and univariate GARCH models.

Novel neural GP kernels learn stable, flexible covariance structures.

problem Scalable and flexible covariance kernels for Gaussian processes.
method Directly learn kriging coefficients and conditional standard deviations using deep neural architectures exploiting permutation-equivariant structure.
result Improved training stability and data efficiency with expressive, non-stationary kernels.

Estimates conditional distribution function using neural networks for censored and uncensored data.

problem Estimating conditional distribution function for censored and uncensored data.
method Neural network algorithm based on Cox regression with time-dependent covariates, using full likelihood with unconstrained optimization.
result Proposed method yields more accurate estimates than existing methods when model assumptions are violated.

NeurT-FDR controls FDR by incorporating auxiliary covariates in deep learning.

problem Controlling FDR in complex large-scale problems with indirect relations among covariates.
method NeurT-FDR uses a deep Black-Box framework that parametrizes test-level covariates as a neural network and adjusts auxiliary covariates through a regression framework.
result NeurT-FDR makes substantially more discoveries in real datasets compared to competitive baselines.

This paper explores how neural network width and depth behave as they approach infinity.

problem Understanding the behavior of neural functions as width and depth go to infinity.
method Formal definition of commutativity framework, study of neural covariance kernel, novel proof techniques.
result Taking width and depth to infinity in a deep neural network with skip connections results in the same covariance structure, regardless of the order of taking limits.

Neural network models improve ROC curve evaluation of biomarkers, focusing on age's role in physical activity-mortality association.

problem Improving biomarker evaluation using machine learning for complex relationships.
method Proposes neural network-based covariate-adjusted ROC modeling.
result Age has distinct effects on mortality outcomes when physical activity is measured as total activity time.

Enhances inference of spreading processes using neural-network priors.

problem Estimating initial states of graph processes from partial observations.
method Bayesian framework with single-layer perceptron neural network for initial states; hybrid BP-AMP algorithm.
result Model exhibits first-order phase transitions, creating a statistical-to-computational gap.

New kernels from ELU and GELU networks reveal non-trivial fixed points.

problem Understanding fixed-point dynamics in deep neural networks with ELU and GELU activations.
method Deriving covariance functions and analyzing fixed-point dynamics of ELU and GELU networks.
result ELU and GELU networks exhibit non-trivial fixed-point dynamics, explaining implicit regularization in overparameterized models.

This paper shows how infinitely wide Tensor Networks converge to Gaussian Processes.

problem Understanding the relationship between Tensor Networks and Gaussian Processes.
method Analyzing the infinite-width limit of Tensor Networks and comparing them to Gaussian Processes.
result Infinitely wide Tensor Networks converge to Gaussian Processes, proving their equivalence.

Study eigenvalues and eigenvectors in neural networks, focusing on signal propagation.

problem Characterize signal eigenvalues and eigenvectors in neural networks.
method Characterizes signal eigenvalues and eigenvectors for a nonlinear spiked covariance model.
result Provides precise quantitative characterizations of signal eigenvalues and eigenvectors in neural networks.

Simplified Bayesian neural networks reduce model complexity and improve interpretability.

problem Over-parameterization and interpretability issues in deep learning models.
method Input-skip Latent Binary Bayesian Neural Networks (LBBNNs) that allow covariates to skip layers or be excluded.
result Significant reduction in model complexity (over 99%) with minimal loss in accuracy and uncertainty.

FVNNs use graph convolutions on fair covariance estimates to improve fairness in machine learning.

problem Data-driven methods can encode biases in sample covariance matrices, leading to unfair treatment of different subpopulations.
method FVNNs perform graph convolutions on fair covariance estimates and use a fairness regularizer in the loss function.
result FVNNs provide a flexible model that is intrinsically fairer than PCA approaches and can handle low sample regimes.

Deconfounds neural network representation similarity metrics to improve consistency and accuracy.

problem Confounding by population structure in similarity metrics like RSA and CKA.
method Covariate adjustment regression to adjust for confounders.
result Improves detection of semantically similar neural networks and consistency in transfer learning.

ConvNets improve nonstationary covariance estimation for large-scale spatial data.

problem Estimating nonstationary spatial covariance functions on large scales.
method Convolutional Neural Networks (ConvNets) for subregion identification and selection.
result Enhanced accuracy in parameter estimation using ConvNet-based partitioning.

Steerable E(3) Graph Neural Networks incorporate geometric and physical covariant information.

problem Incorporating covariant information like position, force, velocity, or spin in graph neural networks.
method Steerable E(3) Equivariant Graph Neural Networks (SEGNNs) that use steerable MLPs to incorporate geometric and physical covariant information.
result SEGNNs improve upon classic linear point convolutions and recent equivariant graph networks that send invariant messages.

Analog method solves portfolio optimization problems faster and more efficiently.

problem Accurate covariance matrix estimation and fast optimal portfolio selection for financial applications.
method Two-step process using equilibrium propagation and analog Hopfield networks.
result Fully analog pipeline calculates optimal portfolios in energy-efficient manner.

New bounds for linear interpolators show how they generalize under covariate shifts.

problem Understanding how linear interpolators generalize under covariate shifts.
method Proved non-asymptotic excess risk bounds for benignly-overfit linear interpolators in transfer learning.
result Identified beneficial and malignant covariate shifts based on overparameterization degree.

This paper compares HMC and RNN expressivity using SRT.

problem Comparing expressivity of HMC and RNN models.
method Embed HMC and RNN in a GUM, use SRT to compare structured covariance series.
result Conditions for realizing covariance series by GUM, HMC, or RNN.

Bayesian neural networks improve uncertainty quantification with unlabelled data.

problem Over-confidence in predictions on covariate-shifted data.
method Approximate Bayesian inference using posterior regularisation with pseudo-labels from unlabelled data.
result Significant improvement in uncertainty quantification accuracy on covariate-shifted data.

We propose Cormorant, a rotationally covariant neural network architecture for learning the behavior and properties of complex many-body physical systems. We apply these networks to molecular systems with two goals: learning atomic potential energy surfaces for use in Molecular Dynamics simulations, and learning ground…

2019-06-06abs ↗pdf ↗