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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.

168,742 papers · 148 categories

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23466891 · Jun 202019922001200920172026
48 results for hidden hierarchies

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 ↗

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.

We propose dynamical systems trees (DSTs) as a flexible class of models for describing multiple processes that interact via a hierarchy of aggregating parent chains. DSTs extend Kalman filters, hidden Markov models and nonlinear dynamical systems to an interactive group scenario. Various individual processes interact a…

2012-07-11abs ↗pdf ↗

In this work, we introduce a novel probabilistic representation of deep learning, which provides an explicit explanation for the Deep Neural Networks (DNNs) in three aspects: (i) neurons define the energy of a Gibbs distribution; (ii) the hidden layers of DNNs formulate Gibbs distributions; and (iii) the whole architec…

2019-08-26abs ↗pdf ↗

For the tensor PCA (principal component analysis) problem, we propose a new hierarchy of increasingly powerful algorithms with increasing runtime. Our hierarchy is analogous to the sum-of-squares (SOS) hierarchy but is instead inspired by statistical physics and related algorithms such as belief propagation and AMP (ap…

2019-04-08abs ↗pdf ↗

Colored knot polynomials possess a peculiar Z-expansion in certain combinations of differentials, which depends on the representation. The coefficients of this expansion are functions of the three variables (A,q,t) and can be considered as new distinguished coordinates on the space of knot polynomials, analogous to the…

2013-06-24abs ↗pdf ↗

A framework combining HSMM and survival analysis for lifecycle-oriented mobility analysis.

problem Understanding individual metro usage dynamics over multi-year horizons.
method A state-based lifecycle modeling framework integrating HSMM and discrete-time survival analysis.
result Identification of interpretable mobility states, transition dynamics, and state-dependent exit and re-entry processes.

Understanding urban dynamics, i.e., how the types and intensity of urban residents' activities in the city change along with time, is of urgent demand for building an efficient and livable city. Nonetheless, this is challenging due to the expanding urban population and the complicated spatial distribution of residents.…

2019-11-03abs ↗pdf ↗

We adapt tools from information theory to analyze how an observer comes to synchronize with the hidden states of a finitary, stationary stochastic process. We show that synchronization is determined by both the process's internal organization and by an observer's model of it. We analyze these components using the conve…

2010-07-30abs ↗pdf ↗

This work explores representation complexity in RL paradigms, revealing model-based RL as the easiest task.

problem Investigating the representation complexity gap among model-based, policy-based, and value-based RL.
method Demonstrated through analysis of Markov decision processes (MDPs) and introduced new classes of MDPs.
result Representation complexity hierarchy: model-based RL > policy-based RL > value-based RL.

Deep dynamic generative models are developed to learn sequential dependencies in time-series data. The multi-layered model is designed by constructing a hierarchy of temporal sigmoid belief networks (TSBNs), defined as a sequential stack of sigmoid belief networks (SBNs). Each SBN has a contextual hidden state, inherit…

2015-09-23abs ↗pdf ↗

Among the proposed network models, the hidden variable (or good get richer) one is particularly interesting, even if an explicit empirical test of its hypotheses has not yet been performed on a real network. Here we provide the first empirical test of this mechanism on the world trade web, the network defined by the tr…

2004-03-01abs ↗pdf ↗

Hierarchical nucleation patterns emerge in deep neural network layers.

problem Understanding the generation of meaningful representations in deep neural networks.
method Analysis of the probability density of ImageNet dataset across hidden layers.
result Density peaks in subsequent layers mirror the semantic hierarchy of concepts, resembling nucleation process.

We introduce a deep, generative autoencoder capable of learning hierarchies of distributed representations from data. Successive deep stochastic hidden layers are equipped with autoregressive connections, which enable the model to be sampled from quickly and exactly via ancestral sampling. We derive an efficient approx…

2013-10-31abs ↗pdf ↗

We describe \textit{deep exponential families} (DEFs), a class of latent variable models that are inspired by the hidden structures used in deep neural networks. DEFs capture a hierarchy of dependencies between latent variables, and are easily generalized to many settings through exponential families. We perform infere…

2014-11-10abs ↗pdf ↗

Constructs integrable hierarchies for generalized Frobenius manifolds with non-flat unity.

problem Integrable hierarchies for generalized Frobenius manifolds with non-flat unity.
method Constructs a bihamiltonian integrable hierarchy of hydrodynamic type.
result Integrable hierarchy possesses Virasoro symmetries and a tau structure.

Bayesian Optimization tackles hidden constraints in architecture optimization.

problem Optimizing system architectures with hidden constraints using expensive physics-based simulations.
method Surrogate-based optimization with Gaussian Process models, including strategies for handling failed evaluations.
result Best performance achieved with a mixed-discrete GP predicting Probability of Viability (PoV) and minimum PoV threshold selection.

Study identifies pitfalls in assessing hierarchies for multi-class classification.

problem Lack of understanding in selecting hierarchies for multi-class classification.
method Analyzed and compared popular approaches to extracting hierarchies.
result Hierarchy quality becomes irrelevant when using powerful classifiers.

Legendre transformations link related integrable hierarchies.

problem Understanding relationships between integrable hierarchies.
method Legendre-type transformations of generalized Frobenius manifolds.
result Linear reciprocal transformations link related hierarchies.

Twisted UU- and twisted U/KU/K-hierarchies are soliton hierarchies introduced by Terng to find higher flows of the generalized sine-Gordon equation. Twisted O(J,J)O(J)×O(J)\frac {O(J,J)}{O(J)\times O(J)}-hierarchies are among the most important classes of twisted hierarchies. In this paper, interesting first and higher flows of twi…

2011-03-31abs ↗pdf ↗

We propose a formally completely integrable extension of heat hierarchy based on the space of symmetries isomorphic to the Weyl algebra A1\mathcal{A}_1. The extended heat hierarchy will be the basic model for the analysis of the extension of KP hierarchy, and other integrable equations.

2014-01-19abs ↗pdf ↗

Generative model reveals hidden interaction preferences in networks.

problem Separate analysis of community and hierarchy overlooks real-world network complexities.
method Generative model based on node preferences and hierarchical structures exploiting network sparsity.
result Model accurately identifies overall node preferences and discerns subsets with different behaviors.

Wise's Quasiconvex Hierarchy Theorem classifying hyperbolic virtually compact special groups in terms of quasiconvex hierarchies played an essential role in Agol's proof of the Virtual Haken Conjecture. Answering a question of Wise, we construct a new virtual quasiconvex hierarchy for relatively hyperbolic virtually co…

2019-03-28abs ↗pdf ↗

Given a large data matrix ARn×nA\in\mathbb{R}^{n\times n}, we consider the problem of determining whether its entries are i.i.d. with some known marginal distribution AijP0A_{ij}\sim P_0, or instead AA contains a principal submatrix AQ,QA_{{\sf Q},{\sf Q}} whose entries have marginal distribution AijP1P0A_{ij}\sim P_1\neq P_0. As …

2015-02-23abs ↗pdf ↗

New hierarchies derived from KP hierarchy using non-formal operators and Yang-Mills action.

problem Formal solutions of KP hierarchy and their non-formal counterparts.
method Developed new hierarchies of non-linear equations on non-formal pseudo-differential operators.
result Expressed one hierarchy as Yang-Mills action minimization.

Kernel methods are powerful tools to capture nonlinear patterns behind data. They implicitly learn high (even infinite) dimensional nonlinear features in the Reproducing Kernel Hilbert Space (RKHS) while making the computation tractable by leveraging the kernel trick. Classic kernel methods learn a single layer of nonl…

2017-11-25abs ↗pdf ↗

Symmetry reduction of Painlevé IV to Flaschka-Newell Painlevé II

problem Isomonodromic deformation problem associated with rank-two meromorphic connections
method Symmetry Ψ(λ)=σ1Ψ(λ)σ1Ψ(-λ)= σ_1 Ψ(λ) σ_1
result Induced isomonodromic dynamics coincides with Flaschka-Newell Painlevé II hierarchy

Scroll structures on solutions of 4D integrable equations are involutive and governed by a dispersionless hierarchy.

problem Characterizing the geometry of solutions to 4D integrable equations.
method Defining rational normal scrolls and showing their involutivity.
result Involutive scroll structures are governed by a dispersionless integrable hierarchy.

Constructs tri-Hamiltonian structure and Frobenius manifold for asymmetric gAL hierarchy

problem Tri-Hamiltonian structure and Frobenius manifold for asymmetric gAL hierarchy
method Local tri-Hamiltonian structure construction and Frobenius manifold construction
result Dispersionless limits of flows belong to Principal Hierarchy

A relation between the Goldstein-Petrich hierarchy for plane curves and the Toda lattice hierarchy is investigated. A representation formula for plane curves is given in terms of a special class of ττ-functions of the Toda lattice hierarchy. A representation formula for discretized plane curves is also discussed.

2013-10-26abs ↗pdf ↗

HAKE embeds entities in polar coordinates to model semantic hierarchies in knowledge graphs.

problem Lack of modeling semantic hierarchies in knowledge graph embeddings.
method HAKE embeds entities in a polar coordinate system, where the radial coordinate represents hierarchy levels and the angular coordinate distinguishes entities at the same level.
result HAKE significantly outperforms existing methods on link prediction tasks in knowledge graphs.

New integrable deformations for topological hierarchies from Frobenius manifolds.

problem Integrable deformations of topological hierarchies from Frobenius manifolds.
method Construction of integrable deformations with polynomial tau-structures.
result Conjecture of universal object for Riemann--Hopf hierarchy.

We introduce two families of soliton hierarchies: the twisted hierarchies associated to symmetric spaces. The Lax pairs of these two hierarchies are Laurent polynomials in the spectral variable. Our constructions gives a hierarchy of commuting flows for the generalized sine-Gordon equation (GSGE), which is the Gauss-Co…

2010-10-27abs ↗pdf ↗

Paper investigates methods to improve classification by inducing a hierarchy from flat labels.

problem Improving classification performance on datasets lacking a natural hierarchy.
method The approach involves clustering conditional distributions and using a hierarchical classifier with the induced hierarchy.
result The methods can discover latent hierarchies and improve accuracy in various applications.

The study examines neural networks with random weights and biases, finding that depth-to-width ratio controls fluctuations and correlations.

problem Exploring the exploding and vanishing gradient problem in neural networks with random weights and biases.
method Sharp estimates of joint cumulants and solving cumulant recursions in powers of 1/n.
result The depth-to-width ratio L/nL/n plays a crucial role in controlling fluctuations and correlations, leading to the occurrence of exploding and vanishing gradients.

We prove that the extended Toda hierarchy of \cite{CDZ} admits nonabelian Lie algebra of infinitesimal symmetries isomorphic to the half of the Virasoro algebra. The generators LmL_m, m1m\geq -1 of the Lie algebra act by linear differential operators onto the tau function of the hierarchy. We also prove that the tau fu…

2003-08-15abs ↗pdf ↗

Paper addresses limitations of traditional hierarchical clustering methods.

problem Traditional hierarchical clustering methods face limitations in binary trees and ultrametrics.
method Introduces the notion of a valid hierarchy and a two-step algorithm to construct a binary tree and prune it to enforce validity.
result Proposes a method to recover the finest valid hierarchy, which is not constrained to binary structures.

We present the Lax pair formalism for certain extension of the continuous limit of the classical Toda lattice hierarchy, provide a well defined notion of tau function for its solutions, and give an explicit formulation of the relationship between the CP1CP^1 topological sigma model and the extended Toda hierarchy. We al…

2003-06-29abs ↗pdf ↗

We propose an extension of the differential system for constant mean curvature (CMC) surfaces in a three dimensional space form to an associated hierarchy of evolution equations by the higher-order commuting symmetries. The infinite sequence of higher-order conservation laws of CMC surfaces admit the corresponding exte…

2013-12-27abs ↗pdf ↗

This is the third in a series of papers attempting to describe a uniform geometric framework in which many integrable systems can be placed. A soliton hierarchy can be constructed from a splitting of an infinite dimensional group LL as positive and negative subgroups L_+, L_- and a commuting sequence in the Lie algebr…

2014-06-19abs ↗pdf ↗

Study bihamiltonian structures and Frobenius manifolds for specific Toda hierarchies.

problem Local bihamiltonian structures and Frobenius manifolds for asymmetric rational reductions of 2D-Toda hierarchy.
method Construct three-dimensional generalized Frobenius manifold, relate to other hierarchies via transformations.
result Explicit relation between RR2T and bi-graded Toda and constrained KP hierarchies.

We observe that the modular class of a Poisson-Nijhenhuis manifold has a canonical representative and that, under a cohomological assumption, this vector field is bi-hamiltonian. In many examples the associated hierarchy of flows reproduces classical integrable hierarchies.

2006-07-30abs ↗pdf ↗