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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.

168,982 papers · 148 categories

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81161242322 · May 202619922001200920172026
48 results for hidden constructs

This paper reviews recent advances in Bayesian nonparametric techniques for constructing and performing inference in infinite hidden Markov models. We focus on variants of Bayesian nonparametric hidden Markov models that enhance a posteriori state-persistence in particular. This paper also introduces a new Bayesian non…

2014-06-30abs ↗pdf ↗

Two-hidden-layer networks can approximate any continuous function.

problem Proving the universal approximation property of two-hidden-layer feedforward neural networks.
method Constructive approach based on simplicial maps and triangulations.
result Concrete architecture and weights can be obtained for approximating continuous functions.

A new method uses triplet embeddings to improve human annotation for hidden constructs.

problem Improving human annotation for hidden constructs in machine learning.
method Proposes a novel annotation approach using triplet embeddings to lift absolute annotations to relative comparisons.
result Successfully represents synthetic hidden constructs in time under noisy sampling conditions.

We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent activity levels\textit{activity levels} that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of inferring human mobility on sub-daily time scales from, for example, mobile phone …

2015-07-27abs ↗pdf ↗

We generalize the symmetry superalgebras of isometries and geometric Killing spinors on a manifold to include all the hidden symmetries of the manifold generated by Killing spinors in all dimensions. We show that bilinears of geometric Killing spinors produce special Killing-Yano and special conformal Killing-Yano form…

2018-06-04abs ↗pdf ↗

A neural network with a single hidden layer can't represent certain multivariable functions.

problem Representing certain multivariable functions with a neural network having only one hidden layer.
method Developed a continuum version of a one-hidden-layer neural network with ReLU activation, and proved constraints on its parameters and second derivative.
result Existence of a smooth binary function that cannot be precisely represented by any such neural network.

Study spectral settings of generalized Laplacians on homogeneous spaces.

problem Understanding the spectral properties of generalized Laplacians on compact homogeneous spaces.
method Investigates the generic spectral configuration of operators on GG-invariant metrics on M=G/KM=G/K.
result The spectral setting depends on GG-isometries and hidden symmetries.

Some natural hidden symmetries in the Verma modules over the Virasoro algebra are constructed in terms of geometric quantization. Their differential geometric meaning is established and their expression via qRq_R-conformal symmetries in the Verma modules over the Lie algebra sl(2,C)sl(2,C) is found. The analysis and the unr…

1998-07-25abs ↗pdf ↗

Investor selects portfolios based on news attention in a hidden Markov model.

problem Mean-variance portfolio selection in a dynamic attention context.
method Closed-loop equilibrium strategies via extended HJB equation and Markov chain approximation.
result Equilibrium strategies found through iterative algorithm and numerical examples.

This paper tackles hidden state inference for HMMs using particle filtering.

problem Inference for hidden states under HMMs is challenging due to unavailable true labels.
method Adaptive conformal inference framework using particle filtering.
result The framework produces prediction sets with specific aggregated coverage levels.

Combining Bayesian nonparametrics and a forward model selection strategy, we construct parsimonious Bayesian deep networks (PBDNs) that infer capacity-regularized network architectures from the data and require neither cross-validation nor fine-tuning when training the model. One of the two essential components of a PB…

2018-05-22abs ↗pdf ↗

This paper continues our exploration of homology cobordism of 3-manifolds using our recent results on Cheeger-Gromov rho-invariants associated to amenable representations. We introduce a new type of torsion in 3-manifold groups we call hidden torsion, and an algebraic approximation we call local hidden torsion. We cons…

2011-01-21abs ↗pdf ↗

The objective of this paper is to investigate how noisy and incomplete observations can be integrated in the process of building a reduced-order model. This problematic arises in many scientific domains where there exists a need for accurate low-order descriptions of highly-complex phenomena, which can not be directly …

2015-10-08abs ↗pdf ↗

The hidden M-algebra is integrated into a super-Lie group, allowing for compactification of extra dimensions.

problem Integrating the hidden M-algebra into a super-Lie group to model super-exceptional spacetimes.
method Left-invariant extension of the decomposed M-theory 3-form, providing a computer-checked re-derivation and streamlined conception of super-Lie groups.
result Lattice subgroups of the hidden M-group allow toroidal compactification of hidden dimensions, akin to topological T-duality.

The paper studies symmetries and hidden symmetries of twisted knot complements.

problem Analyzing symmetries and hidden symmetries of (ε,dL)(ε, d_L)-twisted knot complements.
method Analysis via long Dehn fillings on fully augmented links complements.
result No hidden symmetries in (ε,dL)(ε, d_L)-twisted knot complements, implying at most two commensurability classes.

We briefly review the hierarchy for the hyper-Kähler equations and define a notion of symmetry for solutions of this hierarchy. A four-dimensional hyper-Kähler metric admits a hidden symmetry if it embeds into a hierarchy with a symmetry. It is shown that a hyper-Kähler metric admits a hidden symmetry if it admits a ce…

2003-01-16abs ↗pdf ↗

Study on neural networks' sample complexity with one hidden layer.

problem Understanding how sample complexity is affected by network architecture and norm constraints.
method Norm-based uniform convergence bounds for scalar-valued one-hidden-layer networks, focusing on spectral and Frobenius norms.
result Spectral norm control is insufficient for uniform convergence guarantees, but Frobenius norm control is sufficient, with conditions.

The paper constructs minimizers for deep learning networks and analyzes their geometric structure.

problem Underparametrized deep learning networks and their minimizers.
method Direct construction of minimizers without gradient descent, considering specific settings.
result Explicit family of minimizers for the global minimum and a set of degenerate local minima.

Ensemble unsupervised anomaly detection using IRT for hidden ground truth.

problem Challenges in constructing an ensemble from unsupervised anomaly detection methods.
method Use Item Response Theory to compute latent traits and construct an ensemble that downplays noisy methods.
result Demonstrated effectiveness of IRT ensemble on extensive data repository.

In this paper we investigate the family of functions representable by deep neural networks (DNN) with rectified linear units (ReLU). We give an algorithm to train a ReLU DNN with one hidden layer to *global optimality* with runtime polynomial in the data size albeit exponential in the input dimension. Further, we impro…

2016-11-04abs ↗pdf ↗

In this paper, we explore different ways to extend a recurrent neural network (RNN) to a \textit{deep} RNN. We start by arguing that the concept of depth in an RNN is not as clear as it is in feedforward neural networks. By carefully analyzing and understanding the architecture of an RNN, however, we find three points …

2013-12-20abs ↗pdf ↗

Graph Ricci flow reveals hidden hierarchies in stock market correlations.

problem Detecting hidden structures in the complex stock market graph.
method Using graph Ricci curvature and flow techniques to analyze the NASDAQ 100 index.
result Algorithm detects hidden hierarchies, community behavior, and clustering in financial markets.

This paper extends stable blanket theory to models with hidden variables and causal cycles.

problem Identifying stable predictors in models with hidden variables and causal cycles.
method Use acyclic directed mixed graphs (ADMGs) and directed graphs (DGs) with mm-separation and σσ-separation to characterize and construct intervention-stable predictor sets.
result Graphical characterizations of Markov blankets, stable frontiers, and stable blankets in models with hidden variables and cycles.

Study optimal adjustment sets for causal policies with hidden variables.

problem Estimating dynamic treatment regimes with hidden variables.
method Developed criteria for graphs without hidden variables to compare estimators, extended to dynamic policies and hidden variables.
result Existence and computation of optimal minimal and globally optimal adjustment sets.

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in many settings the HDP-HMM's strict Markovian constraints are undesirable, particul…

2012-03-07abs ↗pdf ↗

We present a variation of the Autoencoder (AE) that explicitly maximizes the mutual information between the input data and the hidden representation. The proposed model, the InfoMax Autoencoder (IMAE), by construction is able to learn a robust representation and good prototypes of the data. IMAE is compared both theore…

2019-01-23abs ↗pdf ↗

Recurrent neural networks (RNNs) are notoriously difficult to train. When the eigenvalues of the hidden to hidden weight matrix deviate from absolute value 1, optimization becomes difficult due to the well studied issue of vanishing and exploding gradients, especially when trying to learn long-term dependencies. To cir…

2015-11-20abs ↗pdf ↗

Improved online learning for hidden-convex losses achieves optimal regret.

problem Adversarial online learning with nonconvex losses that become convex after reparameterization.
method Algorithmic equivalence between OGD and OMD on convex losses, with Hessian compatibility condition.
result OGD achieves O(T)\mathcal{O}(\sqrt{T}) regret for hidden-convex losses, matching optimal rate.

Traditionally, deep learning algorithms update the network weights whereas the network architecture is chosen manually, using a process of trial and error. In this work, we propose two novel approaches that automatically update the network structure while also learning its weights. The novelty of our approach lies in o…

2018-04-07abs ↗pdf ↗

This paper introduces a new approach to finding knots and links with hidden symmetries using "hidden extensions", a class of hidden symmetries defined here. We exhibit a family of tangle complements in the ball whose boundaries have symmetries with hidden extensions, then we further extend these to hidden symmetries of…

2015-01-04abs ↗pdf ↗

We solve a high-dimensional model where nonlinear autoencoders detect hidden structure missed by PCA.

problem Hidden structure in high-dimensional data not detected by PCA.
method Tractable spiked model with two latent factors, one visible and one uncorrelated.
result Nonlinear autoencoders can extract hidden structure missed by PCA, even if reconstruction loss is higher.

Shallow supervised 1-hidden layer neural networks have a number of favorable properties that make them easier to interpret, analyze, and optimize than their deep counterparts, but lack their representational power. Here we use 1-hidden layer learning problems to sequentially build deep networks layer by layer, which ca…

2018-12-29abs ↗pdf ↗