In this paper we study the Föllmer-Schweizer decomposition of a square integrable random variable with respect to a given semimartingale under restricted information. Thanks to the relationship between this decomposition and that of the projection of with respect to the given information flow, we characteri…
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.
Trend · papers per month
Paper identifies key function spaces for ReLU networks based on Fisher information.
New method decomposes sensory information from neurons into specific stimuli and features.
New method quantifies redundant information using information bottleneck.
New DDMs use neural networks for solving equations on manifold shapes.
We present a novel nonnegative tensor decomposition method, called Legendre decomposition, which factorizes an input tensor into a multiplicative combination of parameters. Thanks to the well-developed theory of information geometry, the reconstructed tensor is unique and always minimizes the KL divergence from an inpu…
The space of probability densities is an infinite-dimensional Riemannian manifold, with Riemannian metrics in two flavors: Wasserstein and Fisher--Rao. The former is pivotal in optimal mass transport (OMT), whereas the latter occurs in information geometry---the differential geometric approach to statistics. The Rieman…
New framework extracts useful information from tensor data with structural properties.
APINNs improve physics-informed neural networks through flexible domain decomposition.
In many real-world systems, information can be transmitted in two qualitatively different ways: by copying or by transformation. Copying occurs when messages are transmitted without modification, e.g., when an offspring receives an unaltered copy of a gene from its parent. Transformation occurs when messages are modifi…
Williams and Beer (2010) proposed a nonnegative mutual information decomposition, based on the construction of redundancy lattices, which allows separating the information that a set of variables contains about a target variable into nonnegative components interpretable as the unique information of some variables not p…
Proposes PEID for analyzing synergistic causation in complex systems.
RID framework quantifies and regularizes task-relevant knowledge in distillation.
Higher-order tensors have received increased attention across science and engineering. While most tensor decomposition methods are developed for a single tensor observation, scientific studies often collect side information, in the form of node features and interactions thereof, together with the tensor data. Such data…
The study examines Fisher information matrices and neural tangent kernels for simple ReLU networks with random weights.
Paper bounds tensor decomposition's RLCT, aiding Bayesian inference.
The paper explores the tradeoffs between fairness measures in machine learning.
Biological and artificial neural systems are composed of many local processors, and their capabilities depend upon the transfer function that relates each local processor's outputs to its inputs. This paper uses a recent advance in the foundations of information theory to study the properties of local processors that u…
A measure of neural complexity quantifies how hard it is to access information across neurons.
The paper explores tensor decompositions in deep learning models.
Paper develops a method for causal representation learning from irregular tensors.
EFiGP uses Fourier and eigen-decomposition for efficient ODE parameter estimation.
Efficient federated algorithm for calculating transportation barycenter.
The paper explores anticipative binary information in financial markets using Brownian motion and Poisson processes.
We present an algorithm, Decision-Directed Data Decomposition (D4), which decomposes a dataset into two components. The first contains most of the useful information for a specified supervised learning task. The second orthogonal component contains little information about the task but retains associations and informat…
This paper presents a novel signal compression algorithm based on the Blaschke unwinding adaptive Fourier decomposition (AFD). The Blaschke unwinding AFD is a newly developed signal decomposition theory. It utilizes the Nevanlinna factorization and the maximal selection principle in each decomposition step, and achieve…
This work introduces a bias-variance decomposition for proper scores, improving uncertainty estimation in predictive models.
New metric for disentangling multivariate representations, accounting for more complex entanglements.
Bayesian neural networks (BNNs) with latent variables are probabilistic models which can automatically identify complex stochastic patterns in the data. We describe and study in these models a decomposition of predictive uncertainty into its epistemic and aleatoric components. First, we show how such a decomposition ar…
Despite the wide application of Graph Convolutional Network (GCN), one major limitation is that it does not benefit from the increasing depth and suffers from the oversmoothing problem. In this work, we first characterize this phenomenon from the information-theoretic perspective and show that under certain conditions,…
Framework fine-tunes foundation models with semi-supervised learning for downstream tasks and latent spaces.
We consider the "partial information decomposition" (PID) problem, which aims to decompose the information that a set of source random variables provide about a target random variable into separate redundant, synergistic, union, and unique components. In the first part of this paper, we propose a general framework for …
Anomaly Detection has several important applications. In this paper, our focus is on detecting anomalies in seller-reviewer data using tensor decomposition. While tensor-decomposition is mostly unsupervised, we formulate Bayesian semi-supervised tensor decomposition to take advantage of sparse labeled data. In addition…
The paper decomposes probabilistic scores into reliability, uncertainty, and information loss.
New method uses random decompositions for high-dimensional Bayesian optimization.
Proposes a method to quantify and decompose disparity in ML models, separating exempt and non-exempt components.
Informed by recent work on tensor singular value decomposition and circulant algebra matrices, this paper presents a new theoretical bridge that unifies the hypercomplex and tensor-based approaches to singular value decomposition and robust principal component analysis. We begin our work by extending the principal comp…
Meta-graph is currently the most powerful tool for similarity search on heterogeneous information networks,where a meta-graph is a composition of meta-paths that captures the complex structural information. However, current relevance computing based on meta-graph only considers the complex structural information, but i…
In this paper we study a risk-minimizing hedging problem for a semimartingale incomplete financial market where d+1 assets are traded continuously and whose price is expressed in units of the numéraire portfolio. According to the so-called benchmark approach, we investigate the (benchmarked) risk-minimizing strategy in…
New method uses SVD entropy to price artworks.
A new multi-view clustering method using deep matrix decomposition and partition alignment.
The paper bounds generalization error for iterative learning with bounded updates.
Adaptive tensor modeling preserves continuity in multidimensional data.
A new method combines multiple node embeddings using tensor decomposition.
Marginal MAP inference involves making MAP predictions in systems defined with latent variables or missing information. It is significantly more difficult than pure marginalization and MAP tasks, for which a large class of efficient and convergent variational algorithms, such as dual decomposition, exist. In this work,…
Infinite Tucker Decomposition (InfTucker) and random function prior models, as nonparametric Bayesian models on infinite exchangeable arrays, are more powerful models than widely-used multilinear factorization methods including Tucker and PARAFAC decomposition, (partly) due to their capability of modeling nonlinear rel…
New criterion for almost-complex 4-manifolds using polyhedral decompositions.
New framework explains neural network bias in solving differential equations.