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.
A new method detects hidden driving forces in systems with multiple observables.
A novel fuzzy clustering method for multivariate time series.
Robust clustering methods for multivariate time series data.
Proof of wall-crossing formula using spectral networks.
DiffObs predicts global precipitation with realistic wave modes and low frequency variations.
Early approaches to multiple-output Gaussian processes (MOGPs) relied on linear combinations of independent, latent, single-output Gaussian processes (GPs). This resulted in cross-covariance functions with limited parametric interpretation, thus conflicting with the ability of single-output GPs to understand lengthscal…
Develops nonstationary MOGP kernels for better performance.