GBOC detects anomalies in time series data using granular-ball vectors.
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Develops MgCSL for discovering causal structures in high-dimensional data.
We introduce a hierarchical architecture for video understanding that exploits the structure of real world actions by capturing targets at different levels of granularity. We design the model such that it first learns simpler coarse-grained tasks, and then moves on to learn more fine-grained targets. The model is train…
Tree++ graph kernel captures similarities at multiple granularities.
Reduces high granularity and dimensionality in hierarchical categorical variables.
Data collected at very frequent intervals is usually extremely sparse and has no structure that is exploitable by modern tensor decomposition algorithms. Thus the utility of such tensors is low, in terms of the amount of interpretable and exploitable structure that one can extract from them. In this paper, we introduce…
Network analysis reveals distinct financial relationships among Euro Area banks.
Higher granularity in MoE models boosts expressivity exponentially.
Employs granular data to create a multilayer network for euro area banks, revealing distinct risk patterns.
Fuzzy eIX method evolves classifiers for online data streams.
Continuous time Bayesian networks (CTBNs) describe structured stochastic processes with finitely many states that evolve over continuous time. A CTBN is a directed (possibly cyclic) dependency graph over a set of variables, each of which represents a finite state continuous time Markov process whose transition model is…
GACAN combines multi-granularity time series for traffic forecasting.
New modularity function improves clustering of spatially embedded networks.
Currently, the diagnosis of Autism Spectrum Disorder (ASD) is dependent upon a subjective, time-consuming evaluation of behavioral tests by an expert clinician. Non-invasive functional MRI (fMRI) characterizes brain connectivity and may be used to inform diagnoses and democratize medicine. However, successful construct…
Chaos in cerebellar cells enhances complexity of neural patterns.
New method detects anomalies in computing centers' logs.
Machine learning uncovers hidden correlations in granular material behavior.
GIV methodology extends instrumental variable estimation for high-dimensional data.
We introduce a microscopic model for the dynamics of the order book to study how the lack of liquidity influences price fluctuations. We use the average density of the stored orders (granularity ) as a proxy for liquidity. This leads to a Price Impact Surface which depends on both volume and . The dependence …
INGB improves oversampling for noisy imbalanced datasets.
We propose a probabilistic model for refining coarse-grained spatial data by utilizing auxiliary spatial data sets. Existing methods require that the spatial granularities of the auxiliary data sets are the same as the desired granularity of target data. The proposed model can effectively make use of auxiliary data set…
Revisits granular models explaining firm growth rates and sizes.
BGNNs model particle-boundary interactions efficiently.
Graph Neural Networks model 3D granular flow simulations.
New method predicts bankruptcy by imputing missing data with granular semantics.
Effectively modelling hidden structures in a network is very practical but theoretically challenging. Existing relational models only involve very limited information, namely the binary directional link data, embedded in a network to learn hidden networking structures. There is other rich and meaningful information (e.…
Motivated by the practical demands for simplification of data towards being consistent with human thinking and problem solving as well as tolerance of uncertainty, information granules are becoming important entities in data processing at different levels of data abstraction. This paper proposes a method to construct c…
Big spatio-temporal datasets, available through both open and administrative data sources, offer significant potential for social science research. The magnitude of the data allows for increased resolution and analysis at individual level. While there are recent advances in forecasting techniques for highly granular te…
Study uses trajectory embedding to measure place function similarity at fine spatial granularity.
The clustering ensemble technique aims to combine multiple clusterings into a probably better and more robust clustering and has been receiving an increasing attention in recent years. There are mainly two aspects of limitations in the existing clustering ensemble approaches. Firstly, many approaches lack the ability t…
Paper tackles cross-granularity few-shot learning with meta-embedder.
New method learns fusion rules from few images using granular ball priors.
Since the 2007-2009 financial crisis, substantial academic effort has been dedicated to improving our understanding of interbank lending networks (ILNs). Because of data limitations or by choice, the literature largely lacks multiple loan maturities. We employ a complete interbank loan contract dataset to investigate w…
Neural HMM with AGA captures multi-scale dynamics in financial markets.
Extends ASRF model for green and brown loans, accounting for systematic and idiosyncratic risks.
Existing attention mechanisms are trained to attend to individual items in a collection (the memory) with a predefined, fixed granularity, e.g., a word token or an image grid. We propose area attention: a way to attend to areas in the memory, where each area contains a group of items that are structurally adjacent, e.g…
Reducing ICD-10 code granularity improves cost model accuracy and stability.
We demonstrate a conditional autoregressive pipeline for efficient music recomposition, based on methods presented in van den Oord et al.(2017). Recomposition (Casal & Casey, 2010) focuses on reworking existing musical pieces, adhering to structure at a high level while also re-imagining other aspects of the work. This…
We introduce a method called multi-scale local shape analysis, or MLSA, for extracting features that describe the local structure of points within a dataset. The method uses both geometric and topological features at multiple levels of granularity to capture diverse types of local information for subsequent machine lea…
Nested learning improves model performance on multi-granular tasks.
A method uses Wasserstein clustering to simplify financial data analysis.
SGQuant reduces GNN memory usage without significant accuracy loss.
Even in the simple one-factor credit portfolio model that underlies the Basel II regulatory capital rules coming into force in 2007, the exact contributions to credit value-at-risk can only be calculated with Monte-Carlo simulation or with approximation algorithms that often involve numerical integration. As this may r…
Managing and hedging the risks associated with Variable Annuity (VA) products require intraday valuation of key risk metrics for these products. The complex structure of VA products and computational complexity of their accurate evaluation have compelled insurance companies to adopt Monte Carlo (MC) simulations to valu…
The paper proposes a principle for dynamically adjusting the granularity of reinforcement learning abstractions.
Classical clustering algorithms typically either lack an underlying probability framework to make them predictive or focus on parameter estimation rather than defining and minimizing a notion of error. Recent work addresses these issues by developing a probabilistic framework based on the theory of random labeled point…
This paper proposes a web-based visual graph analytics platform for interactive graph mining, visualization, and real-time exploration of networks. GraphVis is fast, intuitive, and flexible, combining interactive visualizations with analytic techniques to reveal important patterns and insights for sense making, reasoni…
Hierarchical NMF organizes COVID-19 literature into a searchable tree.