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.
Paper proposes a new generative model for discrete distributions using flows on submanifolds.
We address some computational issues that may hinder the use of AMP chain graphs in practice. Specifically, we show how a discrete probability distribution that satisfies all the independencies represented by an AMP chain graph factorizes according to it. We show how this factorization makes it possible to perform infe…
There is a pressing need to build an architecture that could subsume these networks under a unified framework that achieves both higher performance and less overhead. To this end, two fundamental issues are yet to be addressed. The first one is how to implement the back propagation when neuronal activations are discret…
A new model tackles language generation issues by using discrete variational attention.
Supervised cross-modal hashing has gained increasing research interest on large-scale retrieval task owning to its satisfactory performance and efficiency. However, it still has some challenging issues to be further studied: 1) most of them fail to well preserve the semantic correlations in hash codes because of the la…
Connections on principal bundles play a fundamental role in expressing the equations of motion for mechanical systems with symmetry in an intrinsic fashion. A discrete theory of connections on principal bundles is constructed by introducing the discrete analogue of the Atiyah sequence, with a connection corresponding t…
Hybrid Policy Optimization tackles reinforcement learning in hybrid spaces, improving performance over PPO.
CRA improves UL-based CO solvers by dynamically smoothing and enforcing discreteness.
Discrete integration in a high dimensional space of n variables poses fundamental challenges. The WISH algorithm reduces the intractable discrete integration problem into n optimization queries subject to randomized constraints, obtaining a constant approximation guarantee. The optimization queries are expensive, which…
There has been an explosion of interest in statistical models for analyzing network data, and considerable interest in the class of exponential random graph (ERG) models, especially in connection with difficulties in computing maximum likelihood estimates. The issues associated with these difficulties relate to the bro…
New method uses continuous OT for fairness, outperforming discrete OT.
Proposes a VAE with a discrete bottleneck for better text generation.
Enhances gradient-based discrete samplers with parallel tempering for multimodal distributions.
Many applications, such as text modelling, high-throughput sequencing, and recommender systems, require analysing sparse, high-dimensional, and overdispersed discrete (count-valued or binary) data. Although probabilistic matrix factorisation and linear/nonlinear latent factor models have enjoyed great success in modell…
The issue of developing simple Black-Scholes type approximations for pricing European options with large discrete dividends was popular since early 2000's with a few different approaches reported during the last 10 years. Moreover, it has been claimed that at least some of the resulting expressions represent high-quali…
Proposes OC4Seq for detecting anomalies in discrete event sequences.
A new method for computing image curvature efficiently and accurately.
We provide a conceptual map to navigate causal analysis problems. Focusing on the case of discrete random variables, we consider the case of causal effect estimation from observational data. The presented approaches apply also to continuous variables, but the issue of estimation becomes more complex. We then introduce …
Study of filtering and smoothing in submanifolds of Euclidean space.
The paper tackles fast rates in structured prediction problems.
Signal processing is rich in inherently continuous and often nonlinear applications, such as spectral estimation, optical imaging, and super-resolution microscopy, in which sparsity plays a key role in obtaining state-of-the-art results. Coping with the infinite dimensionality and non-convexity of these problems typica…
Survey and benchmark high-dimensional Bayesian optimization of discrete sequences.
New method for efficient marginalization of discrete latent variables in neural networks.
In this paper, we study different discrete data clustering methods, which use the Model-Based Clustering (MBC) framework with the Multinomial distribution. Our study comprises several relevant issues, such as initialization, model estimation and model selection. Additionally, we propose a novel MBC method by efficientl…
Paper proposes a method to speed up discrete diffusion models by distilling many steps into few.
NCDSSM models irregularly sampled time series with improved imputation and forecasting.
New method decomposes profits and losses continuously, avoiding discrete reporting issues.
Adversarial attacks found to be effective on code models.
FRAME (Filters, Random fields, And Maximum Entropy) is an energy-based descriptive model that synthesizes visual realism by capturing mutual patterns from structural input signals. The maximum likelihood estimation (MLE) is applied by default, yet conventionally causes the unstable training energy that wrecks the gener…
This paper investigates several global rigidity issues for polyhedral surfaces including inversive distance circle packings. Inversive distance circle packings are polyhedral surfaces introduced by P. Bowers and K. Stephenson as a generalization of Andreev-Thurston's circle packing. They conjectured that inversive dist…
New findings on optimal transport gradient for generative models, addressing numerical instabilities.
Simplified masked diffusion models improve discrete data generation.
Our work proves robustness of embedding schemes to discrete changes in text.
Context-awareness in smart mobile applications is a growing area of study, because of it's intelligence in the applications. In order to build context-aware intelligent applications, mining contextual behavioral rules of individual smartphone users utilizing their phone log data is the key. However, to mine these rules…
New estimators for intrinsic dimension and Wasserstein distance improve OT accuracy.
New deep learning method preserves orientation in shape matching.
It has long been assumed that high dimensional continuous control problems cannot be solved effectively by discretizing individual dimensions of the action space due to the exponentially large number of bins over which policies would have to be learned. In this paper, we draw inspiration from the recent success of sequ…
The recent book by T. Piketty (Capital in the Twenty-First Century) promoted the important issue of wealth inequality. In the last twenty years, physicists and mathematicians developed models to derive the wealth distribution using discrete and continuous stochastic processes (random exchange models) as well as related…
Proposes a new learning method for RBMs that combines strengths of forward and reverse KLD.
Enhanced visibility forecasts using CAMS data improve accuracy.
Quantum computing optimizes ESG portfolios efficiently.
Contingent Convertible bonds (CoCos) are debt instruments that convert into equity or are written down in times of distress. Existing pricing models assume conversion triggers based on market prices and on the assumption that markets can always observe all relevant firm information. But all Cocos issued so far have tri…
Reintroduces straight-through estimators for binary neural networks.
In a variety of research areas, the weighted bag of vectors and the histogram are widely used descriptors for complex objects. Both can be expressed as discrete distributions. D2-clustering pursues the minimum total within-cluster variation for a set of discrete distributions subject to the Kantorovich-Wasserstein metr…
We consider a class of participation rights, i.e. obligations issued by a company to investors who are interested in performance-based compensation. Albeit having desirable economic properties equity-based debt obligations (EbDO) pose challenges in accounting and contract pricing. We formulate and solve the associated …
Improved continuous-time consistency models for large-scale image generation.
New method improves combinatorial optimization by overcoming inefficient sampling.
GRAND treats GNNs as PDE discretizations, addressing graph learning issues.