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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.

168,657 papers · 148 categories

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156313469625 · Jun 202019922001200920172026
48 results for distributional view

Proposes a multi-view VAE for imputing missing data from correlated sources.

problem Imputing missing data from multi-view sources with latent space correlation.
method Enforces a joint prior with latent space correlation between VAEs trained on each view.
result More strongly correlated latent spaces are uncovered, enabling effective imputation.

PROTOCOL tackles imbalanced multi-view clustering by enhancing contrastive learning.

problem Class imbalance in real-world multi-view data.
method PROTOCOL uses partial optimal transport to perceive and mitigate imbalance, enhancing contrastive learning.
result PROTOCOL significantly improves clustering performance on imbalanced multi-view data.

A new CoVaR framework integrates expert views using entropy pooling.

problem Risk assessment and spillover effects from diverse expert views.
method Entropy pooling method to integrate expert views and compute general CoVaR.
result General CoVaR shows linear relationships with expectations and differences in expectations, and nonlinear dependencies with variance, quantiles, and correlation.

Proposes HOT method for robust multi-view learning.

problem Inability of traditional methods to handle unaligned and non-distributionally aligned views.
method Hierarchical optimal transport (HOT) method that penalizes sliced Wasserstein distances between different views.
result HOT method achieves robust performance on both synthetic and real-world tasks.

The thesis presents a new perspective on high-dimensional optimization.

problem The failure point of classical optimization methods in high dimensions.
method A distributional view of optimization, focusing on random objective functions and Bayesian Optimization.
result The distributional view explains predictable progress in high-dimensional optimization and provides insights into optimal step size control.

Canonical Correlation Analysis (CCA) is a classic technique for multi-view data analysis. To overcome the deficiency of linear correlation in practical multi-view learning tasks, various CCA variants were proposed to capture nonlinear dependency. However, it is non-trivial to have an in-principle understanding of these…

2019-07-04abs ↗pdf ↗

We derive asset pricing formula for markets with incomplete information and subjective views.

problem Asset pricing in markets with informational imperfections and subjective investor beliefs.
method Closed-form market equilibrium formula based on Merton's model, non-linear system of equations, conditional posterior distribution.
result Derivation of market reference model for excess returns under random shadow-costs.

New method estimates covariance in multi-view data with better accuracy and uncertainty.

problem Estimating covariance in multi-view data with shared and view-specific latent factors.
method Spectral decompositions and conditional conjugate priors for factor loadings and residual variances.
result Proves favorable asymptotic properties and excellent performance in simulations and real data.

Multi-view learning can provide self-supervision when different views are available of the same data. The distributional hypothesis provides another form of useful self-supervision from adjacent sentences which are plentiful in large unlabelled corpora. Motivated by the asymmetry in the two hemispheres of the human bra…

2018-05-18abs ↗pdf ↗

Proposes a deep probabilistic multi-view model for multi-view learning.

problem Learning from multiple related views with shared latent structure.
method Probabilistic Canonical Correlation Analysis (CCA) in latent space, deep generative networks, variational inference.
result Efficient variational inference approximates posterior distributions of latent multi-view layer.

Gaussian processes (GPs) have been proven to be powerful tools in various areas of machine learning. However, there are very few applications of GPs in the scenario of multi-view learning. In this paper, we present a new GP model for multi-view learning. Unlike existing methods, it combines multiple views by regularizi…

2017-01-17abs ↗pdf ↗

Study optimal trading strategies with differing views and market prices.

problem Maximizing portfolio value with subjective asset value vs market price.
method Mean-field game approach to analyze interactions among agents with differing signals.
result Cross-sectional distribution of agents' inventories and price distribution dependence on shared information.

The paper studies multi-view representation learning with generalization guarantees and a new regularizer.

problem Distributed multi-view representation learning with correct estimation at a decoder.
method Generalization bounds using relative entropy and MDL, data-dependent Gaussian mixture priors.
result Data-dependent Gaussian mixture priors lead to good performance and outperform existing methods.

CAMul forecasts with calibrated and accurate multi-view time-series data.

problem Combining diverse data sources for reliable time-series forecasting.
method CAMul integrates multi-modal data views dynamically, assigning importance based on context.
result CAMul outperforms state-of-the-art models by 25% in accuracy and calibration.

The increasing complexity of the power grid, due to higher penetration of distributed resources and the growing availability of interconnected, distributed metering devices re- quires novel tools for providing a unified and consistent view of the system. A computational framework for power systems data fusion, based on…

2017-05-24abs ↗pdf ↗

New framework detects out-of-distribution data by considering intrinsic ID attributes in outliers.

problem Deploying reliable machine learning systems requires effective out-of-distribution detection.
method Structured multi-view-based out-of-distribution detection learning (MVOL) framework.
result MVOL effectively utilizes both auxiliary OOD datasets and wild datasets with noisy in-distribution data.

Simplified identification methods for causal inference with arbitrary interventional distributions.

problem Estimating cause-effect relationships from data with experimental interventions.
method Using Single World Intervention Graphs and nested model factorization, we provide algorithms for identifying causal parameters from mixed observational and interventional distributions.
result Our algorithms are complete for certain types of interventional marginal distributions.

R package `mvs` handles multi-view data for better model performance.

problem Classical machine learning ignores multi-view data structure, limiting interpretability and performance.
method Multi-view stacking (MVS) framework, training on each view separately, cross-validation for weights, ensemble learning.
result MVS improves model performance on multi-view data.

Study h-principles for non-integrable distributions on manifolds.

problem Existence and classification of maximally non-integrable distributions of derived length one.
method Introduced formal structures and used h-principles to discuss existence and classification.
result Discussed existence and classification of maximally non-integrable distributions of derived length one.

Spectral methods have greatly advanced the estimation of latent variable models, generating a sequence of novel and efficient algorithms with strong theoretical guarantees. However, current spectral algorithms are largely restricted to mixtures of discrete or Gaussian distributions. In this paper, we propose a kernel m…

2013-11-13abs ↗pdf ↗

TailedTS dataset benchmarks heavy-tailed time series forecasting and periodicity quantification.

problem Benchmarking robustness of time series models under heavy-tailed distributions.
method Derived from Wikipedia page views, introduces periodicity quantification and robust loss functions.
result Standard Gaussian models degrade on high-volume page categories, while robust alternatives perform consistently.

We show that any generalised smooth distribution on a smooth manifold, possibly of non-constant rank, admits a Riemannian metric. Using such a metric, we attach a Laplace operator to any smooth distribution as such. When the underlying manifold is compact, we show that it is essentially self-adjoint. Viewing this Lapla…

2018-07-18abs ↗pdf ↗

An ensemble method enhances cryptocurrency trading strategies using deep reinforcement learning.

problem Improving generalization performance in stochastic cryptocurrency trading environments.
method Model selection and mixture distribution policy to ensemble deep reinforcement learning models.
result Improved out-of-sample performance compared to benchmarks.

This paper shows RL with KL penalties is equivalent to Bayesian inference for fine-tuning LMs.

problem Fine-tuning large language models to avoid undesirable features.
method Analyzed KL-regularized RL and showed it's equivalent to variational inference.
result KL-regularized RL avoids distribution collapse and is more insightful as Bayesian inference.

Federated learning is viewed as a hierarchical latent variable model for new algorithm development.

problem Training models privately across multiple clients while maintaining privacy and efficiency.
method Viewing federated learning as a hierarchical latent variable model and applying Expectation-Maximization (EM) algorithm.
result Proposes FedSparse, a federated learning algorithm that promotes sparsity and reduces communication and inference costs.

Study properties of pointwise k-slant submanifolds in Kähler manifolds.

problem Characterize the integrability of component distributions in Kähler manifolds.
method Characterization through integrability and totally geodesic cases.
result Characterize the integrability of component distributions in Kähler manifolds.