This paper proposes a novel dynamic Hierarchical Dirichlet Process topic model that considers the dependence between successive observations. Conventional posterior inference algorithms for this kind of models require processing of the whole data through several passes. It is computationally intractable for massive or …
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
We address the problem of abnormal event detection from trajectory data. In this paper, a new adversarial approach is proposed for building a deep neural network binary classifier, trained in an unsupervised fashion, that can distinguish normal from abnormal trajectory-based events without the need for setting manual d…
In this paper, we focus on the development of a method that detects abnormal trajectories of road users at traffic intersections. The main difficulty with this is the fact that there are very few abnormal data and the normal ones are insufficient for the training of any kinds of machine learning model. To tackle these …
ODE trajectories become abnormal curves in Carnot groups.
EMODM detects abnormal patterns in complex systems.
What happens when the Supreme Court of the United States decides a case impacting one or more publicly-traded firms? While many have observed anecdotal evidence linking decisions or oral arguments to abnormal stock returns, few have rigorously or systematically investigated the behavior of equities around Supreme Court…
In machine learning, novelty detection is the task of identifying novel unseen data. During training, only samples from the normal class are available. Test samples are classified as normal or abnormal by assignment of a novelty score. Here we propose novelty detection methods based on training variational autoencoders…
Study finds abnormal paths on specific Lie groups using algebraic structures.
Study on abnormal curves in sub-Riemannian manifolds, proving length-minimizing properties.
Deep learning improves MRI analysis of MSK disorders.
The paper bounds abnormal and Goh-abnormal sets for metabelian Lie groups with polarizations.
Gradient boosting detects insider purchases predicting abnormal returns in microcap stocks.
We prove the smoothness of abnormal minimizers of subriemannian manifolds of step 3 with a nilpotent basis. We prove that rank 2 Carnot groups of step 4 admit no strictly abnormal minimizers. For any subriemannian manifolds of step less than 7, we show all abnormal minimizers have no corner type singularities, which pa…
Researchers found abnormal extremals on specific Lie groups.
Laboratory test results are an important and generally high dimensional component of a patient's Electronic Health Record (EHR). We train embedding representations (via Word2Vec and GloVe) for LOINC codes of laboratory tests from the EHRs of about 80,000 patients at a cancer center. To include information about lab tes…
Lung segmentation from abnormal CXRs using data imputation.
Due to the inherent uncertainty of data, the problem of predicting partial ranking from pairwise comparison data with ties has attracted increasing interest in recent years. However, in real-world scenarios, different individuals often hold distinct preferences. It might be misleading to merely look at a global partial…
ACA identifies and explains anomalies in data.
New optimality conditions for sub-Riemannian geodesics derived.
The FCA improved insider trading regulation after 2012, reducing abnormal returns.
Develops a tool to identify abnormal blood smear results based on CBC tests.
We train an enhanced deep convolutional neural network in order to identify eight cardiac abnormalities from the standard 12-lead electrocardiograms (ECGs) using the dataset of 14000 ECGs. Instead of straightforwardly applying an end-to-end deep learning approach, we find that deep convolutional neural networks enhance…
New algorithm detects outliers from rare abnormal data.
Media tone around earnings announcements predicts stock returns.
This study examines abnormal geodesics in 2D-Zermelo navigation problems, revealing their role in separating time minimal and maximal curves.
We provide the first known family of examples of integrable homogeneous sub-Riemannian structures admitting strictly abnormal geodesics. These examples were obtained through the analysis of the equivalence problem for sub-Riemannian Engel structures. We formulate a criterion of strict abnormality in terms of structure …
Given a five dimensional space endowed with a Cartan distribution, the abnormal geodesics form another five dimensional space with a cone structure. Then it is shown, if the cone structure is regarded as a control system, then, the space of abnormal geodesics of the cone structure is naturally identified with the origi…
We show that strictly abnormal geodesics arise in graded nilpotent Lie groups. We construct such a group, for which some Carnot geodesics are strictly abnormal; in fact, they are not normal in any subgroup. In the step-2 case we also prove that these geodesics are always smooth. Our main technique is based on the equat…
In Carnot-Caratheodory or sub-Riemannian geometry, one of the major open problems is whether the conclusions of Sard's theorem holds for the endpoint map, a canonical map from an infinite-dimensional path space to the underlying finite-dimensional manifold. The set of critical values for the endpoint map is also known …
ODBAE detects complex phenotypes in biological data.
We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and directed links, where every trader is a node and a link is formed from one trader to the other if the former sells shares …
We present a model for predicting electrocardiogram (ECG) abnormalities in short-duration 12-lead ECG signals which outperformed medical doctors on the 4th year of their cardiology residency. Such exams can provide a full evaluation of heart activity and have not been studied in previous end-to-end machine learning pap…
New model predicts financial market abnormalities using stock index uncertainties.
Generalizes pseudo-product structures with abnormal extremals.
Co-branding improves stock performance for firms.
Learning how to rank multivariate unlabeled observations depending on their degree of abnormality/novelty is a crucial problem in a wide range of applications. In practice, it generally consists in building a real valued "scoring" function on the feature space so as to quantify to which extent observations should be co…
We prove the regularity for a class of abnormal length-minimizers in rank sub-Riemannian structures. As a consequence of our result, all length-minimizers for rank sub-Riemannian structures of step up to are of class .
Resting-state functional MRI (rs-fMRI) is a rich imaging modality that captures spontaneous brain activity patterns, revealing clues about the connectomic organization of the human brain. While many rs-fMRI studies have focused on static measures of functional connectivity, there has been a recent surge in examining th…
OCmst detects anomalies using CNN features and MSTs.
Ubiquitous anomalies endanger the security of our system constantly. They may bring irreversible damages to the system and cause leakage of privacy. Thus, it is of vital importance to promptly detect these anomalies. Traditional supervised methods such as Decision Trees and Support Vector Machine (SVM) are used to clas…
This paper aims to classify a single PCG recording as normal or abnormal for computer-aided diagnosis. The proposed framework for this challenge has four steps: preprocessing, feature extraction, training and validation. In the preprocessing step, a recording is segmented into four states, i.e., the first heart sound, …
Recent semi-supervised anomaly detection methods that are trained using small labeled anomaly examples and large unlabeled data (mostly normal data) have shown largely improved performance over unsupervised methods. However, these methods often focus on fitting abnormalities illustrated by the given anomaly examples on…
Valid inference method for DTW distance for abnormal time-series detection.
We construct normal forms for Lorentzian metrics on Engel distributions under the assumption that abnormal curves are timelike future directed Hamiltonian geodesics. Then we indicate some cases in which the abnormal timelike future directed curve initiating at the origin is geometrically optimal. We also give certain e…
Anomaly detection plays an important role in modern data-driven security applications, such as detecting suspicious access to a socket from a process. In many cases, such events can be described as a collection of categorical values that are considered as entities of different types, which we call heterogeneous categor…
In this paper, we present a memory-augmented algorithm for anomaly detection. Classical anomaly detection algorithms focus on learning to model and generate normal data, but typically guarantees for detecting anomalous data are weak. The proposed Memory Augmented Generative Adversarial Networks (MEMGAN) interacts with …
Twitter promotes cryptocurrency pump-and-dumps, affecting trading behavior and returns.
In this article we prove that the codimension of the abnormal set of the endpoint map for certain classes of Carnot groups of step 2 is at least three. Our result applies to all step 2 Carnot groups of dimension up to 7 and is a generalisation of a previous analogous result for step 2 free nilpotent groups.