Research
On-device research index

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.

169,291 papers · 148 categories

Trend · papers per month

25.0%50.0%75.0%100.0% · Sep 199219922001200920182026
48 results for dependency trees

Two new Hie-TAN and Hie-TAN-Lite algorithms improve TAN for hierarchical feature spaces.

problem Learning dependencies in hierarchical feature spaces.
method Exploits hierarchical parent-child relationships as constraints to learn a dependency tree.
result Hie-TAN-Lite outperforms Hie-TAN and other methods in predictive accuracy.

Mutual info trees show higher risk in Brazilian equity network during transition.

problem Identifying nonlinear dependencies in Brazilian equity network.
method Used mutual information minimum spanning trees to compare with linear correlation.
result Mutual info trees indicate higher risk and power law tail in volatility transmission.

Proposes a sparse linear classifier for classification with pairwise dependencies.

problem Classification accuracy is limited by tree-structured graphical models.
method Semi-parametric approach using sparse linear combination of univariate and bivariate log-transformed densities.
result SLB classifier is competitive with popular methods.

Bayesian context trees capture complex dependencies in categorical sequences.

problem Complex, long-range dependencies in categorical sequences are not well captured by simple models.
method Parsimonious Bayesian context trees with model-based agglomerative clustering for efficient inference.
result The proposed framework outperforms existing models on real-world data.

Subagging improves regression tree performance, especially with many splits.

problem Improving regression tree performance with subsample aggregating.
method Formalized bias and variance dependencies, compared subagging to single trees, and analyzed optimal tree sizes.
result Subagging improves tree performance, especially with many splits.

A novel stepwise VI method using vine copulas for complex latent dependence.

problem Modeling complex latent dependence structures in probabilistic models.
method Stepwise estimation of vine copula parameters using Rényi divergence and a stopping criterion.
result Our method outperforms mean-field VI and is more parsimonious in complex applications.

Adaptive Bayesian model for covariate-dependent power spectra analysis.

problem Estimating complex relationships and interactions between covariates and power spectra.
method Bayesian sum of trees model with local power spectrum estimation and reversible-jump MCMC for tree modifications.
result The method can accurately recover both smooth and abrupt changes in power spectra across multiple covariates.

Develops a new multivariate regression model for complex outcomes.

problem Flexible, heterogeneous, and residual-dependent multivariate regression problems.
method MultiVCBART framework with Graphical Horseshoe priors.
result Empirically outperforms existing models on sparse, high-dimensional datasets.

A new nonparametric test measures dependence between variables using decision trees.

problem Measuring statistical dependence between two variables robustly and efficiently.
method An ensemble of decision trees discriminates between observed and permuted samples without generating the latter.
result The method effectively detects complex relationships from noisy data.

We study the bilipschitz equivalence type of tree-graded spaces, showing that asymptotic cones of relatively hyperbolic groups (resp. asymptotic cones of groups containing a cut-point) only depend on the bilipschitz equivalence types of the pieces in the standard (resp. minimal) tree-graded structure. In particular, th…

2012-04-03abs ↗pdf ↗

This work considers the problem of learning the structure of multivariate linear tree models, which include a variety of directed tree graphical models with continuous, discrete, and mixed latent variables such as linear-Gaussian models, hidden Markov models, Gaussian mixture models, and Markov evolutionary trees. The …

2011-07-07abs ↗pdf ↗

We study periodic wind-tree models, billiards in the plane endowed with Z2\mathbb{Z}^2-periodically located identical connected symmetric right-angled obstacles. We show asymptotic formulas for the number of (isotopy classes of) closed billiard trajectories (up to Z2\mathbb{Z}^2-translations) on the wind-tree billiard.…

2016-04-19abs ↗pdf ↗

We generate counterfactual explanations for tree-based boosting ensembles.

problem Understanding how tree-based models make predictions.
method Extending a method for random forests to GBDTs, accounting for tree sequential dependency and negative gradients.
result A method to generate counterfactual explanations for GBDTs.

In this paper we analyzed dependencies in commodity markets investigating correlations of future contracts for commodities over the period 1998.09.01 - 2007.12.14. We constructed a minimal spanning tree based on the correlation matrix. The tree provides evidence for sector clusterization of investigated contracts. We a…

2008-03-27abs ↗pdf ↗

Dynamic Vine Copulas detect and quantify time-varying higher-order interactions in multivariate systems.

problem Time-varying dependence in multivariate systems, including tail behavior, asymmetry, and conditional structure.
method Dynamic Vine Copulas (DVC) framework for estimating and diagnosing non-Gaussian dependence, using fixed-root-order C-vines and smooth parameter trajectories.
result DVC detects and quantifies time-varying higher-order interactions, distinguishing between pairwise and conditional dependence.

Efficiently models tree-like data with coupled branches using HMMs.

problem Modeling sequential data with coupled branches in biological systems.
method Developed a dynamic programming algorithm for tree-based HMMs with coupled branches.
result Efficiently solves likelihood, decoding, and parameter learning problems for tree-based HMMs with coupled branches.

A new tree-based estimator, FastPD, efficiently estimates PD functions for machine learning models.

problem Efficiently estimating Partial Dependence functions for machine learning models.
method Proposes a new tree-based estimator, FastPD, to estimate PD functions.
result FastPD consistently estimates the desired population quantity and improves complexity from quadratic to linear.

BART's performance improves with more trees, converging to a Gaussian process.

problem Understanding and explaining BART's superior performance in prediction and causal inference.
method Analyzing BART as the number of trees grows towards infinity, showing convergence to a Gaussian process.
result BART converges to a Gaussian process with favorable inferential properties, explaining its excellent performance.

A new random forest algorithm improves tree construction for optimal performance.

problem Improving the performance of random forests, especially in complex and smooth scenarios.
method Adaptive split-balancing method using permutation-based splitting criterion.
result Achieves minimax optimality under various Lipschitz and Hölder classes.

Let T be a tree with an action of a finitely generated group G. Given a suitable equivalence relation on the set of edge stabilizers of T (such as commensurability, co-elementarity in a relatively hyperbolic group, or commutation in a commutative transitive group), we define a tree of cylinders T_c. This tree only depe…

2008-11-14abs ↗pdf ↗

A simple and computationally efficient scheme for tree-structured vector quantization is presented. Unlike previous methods, its quantization error depends only on the intrinsic dimension of the data distribution, rather than the apparent dimension of the space in which the data happen to lie.

2008-05-09abs ↗pdf ↗

The kernel method is a potential approach to analyzing structured data such as sequences, trees, and graphs; however, unordered trees have not been investigated extensively. Kimura et al. (2011) proposed a kernel function for unordered trees on the basis of their subpaths, which are vertical substructures of trees resp…

2012-06-18abs ↗pdf ↗

We present a generalization of independent component analysis (ICA), where instead of looking for a linear transform that makes the data components independent, we look for a transform that makes the data components well fit by a tree-structured graphical model. Treating the problem as a semiparametric statistical prob…

2012-12-12abs ↗pdf ↗

Infinite BART model selects number of trees and allows different functions for clusters.

problem Regression and classification analysis with automatic tree selection and cluster-specific functions.
method Incorporates an Indian Buffet process prior to select a subset of decision trees for each observation.
result Infinite BART model outperforms classic BART on simulated and real datasets.

A new method explains mixed features for predictive models using conditional inference trees.

problem Explaining complex machine learning models with mixed features.
method Proposes a method to explain mixed features (continuous, discrete, ordinal, categorical) using conditional inference trees.
result Our method often outperforms current industry standards in various simulation studies and real-world financial data.

A new algorithm, Regular Tree Search, tackles non-convex simulation optimization problems.

problem Non-convex objective functions in simulation optimization.
method Integrates adaptive sampling with recursive partitioning of the search space.
result Proves global convergence and reliably identifies the global optimum.

Multi-stage financial decision optimization under uncertainty depends on a careful numerical approximation of the underlying stochastic process, which describes the future returns of the selected assets or asset categories. Various approaches towards an optimal generation of discrete-time, discrete-state approximations…

2009-12-08abs ↗pdf ↗

Proposes a new online learning strategy for multi-target regression in data streams.

problem Challenges in learning from high-throughput data streams, especially in multi-target regression.
method Extends existing online decision tree learning algorithm to consider inter-target dependencies.
result SST-HT presents superior predictive accuracy compared to state-of-the-art algorithms.