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.
NACT improves tensor regression predictions with regularization.
This study proposes methods for multi-step-ahead stock price prediction using decomposition and neural networks.
We present a new proximal bundle method for Maximum-A-Posteriori (MAP) inference in structured energy minimization problems. The method optimizes a Lagrangean relaxation of the original energy minimization problem using a multi plane block-coordinate Frank-Wolfe method that takes advantage of the specific structure of …
MPPN network improves long-term time series forecasting accuracy.
We solve minimal separator problems in AMP chain graphs and improve structure learning algorithms.
Framework isolates causal effects from time series data, improving accuracy under non-stationarity and autocorrelation.
Existing feature selection methods fail to properly account for interactions between features when evaluating feature subsets. In this paper, we attempt to remedy this issue by using orthogonal variance decomposition to evaluate features. The orthogonality of the decomposition allows us to directly calculate the total …
Irrespective of the fact that Machine learning has produced groundbreaking results, it demands an enormous amount of data in order to perform so. Even though data production has been in its all-time high, almost all the data is unlabelled, hence making them unsuitable for training the algorithms. This paper proposes a …
Graph Networks are used to make decisions in potentially complex scenarios but it is usually not obvious how or why they made them. In this work, we study the explainability of Graph Network decisions using two main classes of techniques, gradient-based and decomposition-based, on a toy dataset and a chemistry task. Ou…
ForecastGAN improves multi-horizon time series forecasting by integrating numerical and categorical features.
D-GCCA improves multi-view data analysis by separating common and distinctive components.
We consider the problem of maximum a posteriori (MAP) inference in discrete graphical models. We present a parallel MAP inference algorithm called Bethe-ADMM based on two ideas: tree-decomposition of the graph and the alternating direction method of multipliers (ADMM). However, unlike the standard ADMM, we use an inexa…
We propose the product-of-filters (PoF) model, a generative model that decomposes audio spectra as sparse linear combinations of "filters" in the log-spectral domain. PoF makes similar assumptions to those used in the classic homomorphic filtering approach to signal processing, but replaces hand-designed decompositions…
This paper proposes a subspace decomposition method based on an over-complete dictionary in sparse representation, called "Sparse Signal Subspace Decomposition" (or 3SD) method. This method makes use of a novel criterion based on the occurrence frequency of atoms of the dictionary over the data set. This criterion, wel…
In this paper, a unified susceptible-exposed-infected-susceptible-aware (SEIS-A) framework is proposed to combine epidemic spreading with individuals' on-line self-consultation behaviors. An epidemic spreading prediction model is established based on the SEIS-A framework. The prediction process contains two phases. In …
Proposes a Gaussian process for Koopman mode decomposition.
Study evaluates thresholds for removing noise from DNN weights using random matrix theory.
We call a cusped hyperbolic 3-manifold tetrahedral if it can be decomposed into regular ideal tetrahedra. Following an earlier publication by three of the authors, we give a census of all tetrahedral manifolds and all of their combinatorial tetrahedral tessellations with at most 25 (orientable case) and 21 (non-orienta…
Proposes a new method for uncertainty estimation in neural networks.
New method uses conformal prediction for time series forecasting, accounting for temporal correlation.
IKD uses eigen-decomposition for nonlinear dimensionality reduction.
New heuristic selects fewer assets for efficient portfolios, reducing costs.
Time series models generalize ARMA and ARFIMA with non-Gaussian dependence.
Learning the kernel functions used in kernel methods has been a vastly explored area in machine learning. It is now widely accepted that to obtain 'good' performance, learning a kernel function is the key challenge. In this work we focus on learning kernel representations for structured regression. We propose use of po…
New approach for fair graph clustering using semidefinite relaxation.
A new conformal prediction framework for two-stage models identifies stage-wise uncertainty.
Proves existence of unique circle packings on polyhedral surfaces.
Joint blind source separation (J-BSS) is an emerging data-driven technique for multi-set data-fusion. In this paper, J-BSS is addressed from a tensorial perspective. We show how, by using second-order multi-set statistics in J-BSS, a specific double coupled canonical polyadic decomposition (DC-CPD) problem can be formu…
Electron Cryo-Tomography (ECT) allows 3D visualization of subcellular structures at the submolecular resolution in close to the native state. However, due to the high degree of structural complexity and imaging limits, the automatic segmentation of cellular components from ECT images is very difficult. To complement an…
During the fabrication of casting parts sensor data is typically automatically recorded and accumulated for process monitoring and defect diagnosis. As casting is a thermal process with many interacting process parameters, root cause analysis tends to be tedious and ineffective. We show how a decomposition based on non…
During times of extreme market turmoil, it is acknowledged that there is a tendency towards "flight to safety". A strong (weak) safe haven is defined as an asset that has a significant positive (negative) return in periods where another asset is in distress, while hedge has to be negatively correlated (uncorrelated) on…
We introduce an online tensor decomposition based approach for two latent variable modeling problems namely, (1) community detection, in which we learn the latent communities that the social actors in social networks belong to, and (2) topic modeling, in which we infer hidden topics of text articles. We consider decomp…
In this letter, we consider two sets of observations defined as subspace signals embedded in noise and we wish to analyze the distance between these two subspaces. The latter entails evaluating the angles between the subspaces, an issue reminiscent of the well-known Procrustes problem. A Bayesian approach is investigat…
Binarized Neural Networks (BNNs) have recently attracted significant interest due to their computational efficiency. Concurrently, it has been shown that neural networks may be overly sensitive to "attacks" - tiny adversarial changes in the input - which may be detrimental to their use in safety-critical domains. Desig…
Heat demand prediction is a prominent research topic in the area of intelligent energy networks. It has been well recognized that periodicity is one of the important characteristics of heat demand. Seasonal-trend decomposition based on LOESS (STL) algorithm can analyze the periodicity of a heat demand series, and decom…
Model predicts short-term Amazon rainforest fires with high accuracy.
In this paper, we propose a data-adaptive non-parametric kernel learning framework in margin based kernel methods. In model formulation, given an initial kernel matrix, a data-adaptive matrix with two constraints is imposed in an entry-wise scheme. Learning this data-adaptive matrix in a formulation-free strategy enlar…
We establish optimal convergence rates for a decomposition-based scalable approach to kernel ridge regression. The method is simple to describe: it randomly partitions a dataset of size N into m subsets of equal size, computes an independent kernel ridge regression estimator for each subset, then averages the local sol…
This paper presents a novel signal compression algorithm based on the Blaschke unwinding adaptive Fourier decomposition (AFD). The Blaschke unwinding AFD is a newly developed signal decomposition theory. It utilizes the Nevanlinna factorization and the maximal selection principle in each decomposition step, and achieve…
New method uses random decompositions for high-dimensional Bayesian optimization.
This paper develops a method to approximate the whole Pareto set for expensive multi-objective optimization.
New method extracts joint and individual signals from multi-view data.
New algorithm for tensor decomposition and Gaussian mixture models.
Spatial time series forecasting problems arise in a broad range of applications, such as environmental and transportation problems. These problems are challenging because of the existence of specific spatial, short-term and long-term patterns, and the curse of dimensionality. In this paper, we propose a deep neural net…
A hybrid loss framework improves time series forecasting by balancing global and component errors.
This paper analyzes divide-and-conquer estimators for functional linear regression without assuming target function in the RKHS.
RobustTAD detects anomalies in diverse time series data.
Mapper-GIN simplifies 3D point cloud classification with lightweight structure.