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.
Time and Sales of corn futures traded electronically on the CME Group Globex are studied. Theories of continuous prices turn upside down reality of intra-day trading. Prices and their increments are discrete and obey lattice probability distributions. A function for systematic evolution of futures trading volume is pro…
Efficiently samples sequences without replacement for machine learning models.
Paper tackles few-shot class-incremental learning with a neural gas network.
We consider a situation in which we see samples in drawn i.i.d. from some distribution with mean zero and unknown covariance A. We wish to compute the top eigenvector of A in an incremental fashion - with an algorithm that maintains an estimate of the top eigenvector in O(d) space, and incrementally adju…
Paper improves privacy-preserving measurement of advertising incrementality.
A new generative classification strategy outperforms existing methods in class-incremental learning.
Incremental learning suffers from two challenging problems; forgetting of old knowledge and intransigence on learning new knowledge. Prediction by the model incrementally learned with a subset of the dataset are thus uncertain and the uncertainty accumulates through the tasks by knowledge transfer. To prevent overfitti…
This study presents a rapid multiple incremental and decremental mechanism based on Weight-Error Curves (WECs) for support-vector analysis. Recursion-free computation is proposed for predicting the Lagrangian multipliers of new samples. This study examines Ridge Support Vector Models, subsequently devising a recursion-…
Tensor decompositions are invaluable tools in analyzing multimodal datasets. In many real-world scenarios, such datasets are far from being static, to the contrary they tend to grow over time. For instance, in an online social network setting, as we observe new interactions over time, our dataset gets updated in its "t…
Efficient algorithm removes redundant nodes and obsolete samples in machine learning.
We develop importance sampling based efficient simulation techniques for three commonly encountered rare event probabilities associated with random walks having i.i.d. regularly varying increments; namely, 1) the large deviation probabilities, 2) the level crossing probabilities, and 3) the level crossing probabilities…
Incremental ELMVIS learns from large, unorganized datasets.
This study presents an efficient incremental/decremental approach for big streams based on Kernel Ridge Regression (KRR), a frequently used data analysis in cloud centers. To avoid reanalyzing the whole dataset whenever sensors receive new training data, typical incremental KRR used a single-instance mechanism for upda…
Incremental domain adaptation improves neural network performance.
Modern longitudinal studies collect feature data at many timepoints, often of the same order of sample size. Such studies are typically affected by {dropout} and positivity violations. We tackle these problems by generalizing effects of recent incremental interventions (which shift propensity scores rather than set tre…
A new permutation method improves two-sample testing power.
Improved exploration algorithm for unknown MDPs with reduced sample complexity.
PEC improves class-incremental learning by measuring prediction error.
A new method for estimating density ratios using geodesics on statistical manifolds.
This paper describes some applications of an incremental implementation of the principal component analysis (PCA). The algorithm updates the transformation coefficients matrix on-line for each new sample, without the need to keep all the samples in memory. The algorithm is formally equivalent to the usual batch version…
Develops an efficient method for real-time data analysis and visualization.
Estimates volatility of volatility and leverage effect using high-frequency options data.
PrIU optimizes machine learning model updates after data cleaning.
Proposes a method to adapt to new classes in a domain shift.
DPTA improves CIL by adapting PTMs with dual prototypes.
New method for incremental meta-learning reduces forgetting and improves performance.
Efficiently preserves old class knowledge in memory-limited settings.
iCVI-ARTMAP accelerates clustering with adaptive resonance theory and validity indices.
Comprehensive surgical planning require complex patient-specific anatomical models. For instance, functional muskuloskeletal simulations necessitate all relevant structures to be segmented, which could be performed in real-time using deep neural networks given sufficient annotated samples. Such large datasets of multip…
Neural networks learn incrementally from orthogonal data, interpolating with minimal complexity.
Nonnegative matrix factorization (NMF) has attracted much attention in the last decade as a dimension reduction method in many applications. Due to the explosion in the size of data, naturally the samples are collected and stored distributively in local computational nodes. Thus, there is a growing need to develop algo…
PEAKS selects key training examples incrementally based on prediction error and kernel similarity.
New method uses SDEs for accurate non-uniformly sampled time series analysis.
New method estimates sparse mean from noisy data without knowing sparsity level.
AdaAnn optimizes annealing for efficient probability density approximation.
Paper presents IMRCs for evolving tasks with forward and backward learning.
Within a statistical learning setting, we propose and study an iterative regularization algorithm for least squares defined by an incremental gradient method. In particular, we show that, if all other parameters are fixed a priori, the number of passes over the data (epochs) acts as a regularization parameter, and prov…
Many structured data-fitting applications require the solution of an optimization problem involving a sum over a potentially large number of measurements. Incremental gradient algorithms offer inexpensive iterations by sampling a subset of the terms in the sum. These methods can make great progress initially, but often…
We introduce incremental variational inference and apply it to latent Dirichlet allocation (LDA). Incremental variational inference is inspired by incremental EM and provides an alternative to stochastic variational inference. Incremental LDA can process massive document collections, does not require to set a learning …
Proposes faster neural network learning by using subsets of training data.
An incremental/online state dynamic learning method is proposed for identification of the nonlinear Gaussian state space models. The method embeds the stochastic variational sparse Gaussian process as the probabilistic state dynamic model inside a particle filter framework. Model updating is done at measurement sample …
Gen1S learns novel classes with 1-shot data using residual space and generative models.
Paper proposes a new method to select memory data for online class-incremental learning.
When an agent acquires new information, ideally it would immediately be capable of using that information to understand its environment. This is not possible using conventional deep neural networks, which suffer from catastrophic forgetting when they are incrementally updated, with new knowledge overwriting established…
Paper proposes faster incremental subclass discriminant analysis.
Communication through e-mails remains to be highly formalized, conventional and indispensable method for the exchange of information over the Internet. An ever-increasing ratio and adversary nature of spam e-mails have posed a great many challenges such as uneven class distribution, unequal error cost, frequent change …
Efficiently updates beliefs with virtual observations.
Recently, there has been an increasing interest in designing distributed convex optimization algorithms under the setting where the data matrix is partitioned on features. Algorithms under this setting sometimes have many advantages over those under the setting where data is partitioned on samples, especially when the …