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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.

168,695 papers · 148 categories

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285583110 · Jun 202019922001200920172026
48 results for irregular likelihoods

ProFITi model forecasts irregular time series with missing values using conditional flows.

problem Probabilistic forecasting of irregularly sampled multivariate time series with missing values.
method ProFITi model uses conditional normalizing flows and invertible layers to learn joint distributions conditioned on past observations and queried channels and times.
result ProFITi model provides 4 times higher likelihood than the previous best model.

We propose a general method for constructing hypothesis tests and confidence sets that have finite sample guarantees without regularity conditions. We refer to such procedures as "universal." The method is very simple and is based on a modified version of the usual likelihood ratio statistic, that we call "the split li…

2019-12-24abs ↗pdf ↗

Graph neural networks extend neural Bayes estimators to irregular spatial data.

problem Estimating parameters from irregular spatial data with computational efficiency.
method Employing graph neural networks to approximate Bayes estimators for irregular spatial data.
result Extending neural Bayes estimation to irregular spatial data with computational benefits.

DET unifies geometric and functional alignment for high-dimensional scientific data.

problem Challenges in nonrigid registration for high-dimensional, irregular data.
method Domain Elastic Transform (DET) treats data as functions on irregular domains, using a Bayesian framework for elastic motion registration.
result DET achieves 92% topological preservation on MERFISH data and successfully registers whole-embryo Stereo-seq atlases.

Review of diffusion models for SBI in non-ideal data scenarios.

problem Inference of parameters from complex simulation outputs with intractable likelihoods.
method Diffusion models for likelihood-free inference, addressing model misspecification, unstructured observations, and missing data.
result Improved robustness and efficiency in SBI methods for non-ideal data scenarios.

A scalable system detects price anomalies in online marketplaces to improve customer experience.

problem Inaccurate prices on online marketplaces lead to poor customer experience and revenue loss.
method MoatPlus uses unsupervised statistical features and an ensemble of models to generate upper price bounds.
result Our approach improves precise anchor coverage by up to 46.6% in high-vulnerability item subsets.

EDICT learns evidential distributions for irregular time series, improving predictions and uncertainty quantification.

problem Challenges in predicting and characterizing uncertainty for irregular time series data.
method EDICT (Evidential Distributions for Irregular Time Series) learns a continuous-time evidential distribution.
result EDICT achieves competitive performance on time series classification tasks and provides better uncertainty quantification.

With the developments of the last decade on complete constant mean curvature 1 (CMC 1) surfaces in the hyperbolic 3-space H3H^3, many examples of such surfaces are now known. However, most of the known examples have regular ends. (An end is irregular, resp. regular, if the hyperbolic Gauss map of the surface has an ess…

2008-05-24abs ↗pdf ↗

We show that there are no irregular Sasaki-Einstein structures on rational homology 5-spheres. On the other hand, using K-stability we prove the existence of continuous families of non-toric irregular Sasaki-Einstein structures on odd connected sums of S2×S3S^2 \times S^3.

2018-06-01abs ↗pdf ↗

We provide a computationally and statistically efficient method for estimating the parameters of a stochastic covariance model observed on a regular spatial grid in any number of dimensions. Our proposed method, which we call the Debiased Spatial Whittle likelihood, makes important corrections to the well-known Whittle…

2019-07-04abs ↗pdf ↗

LLapDiff models irregular multivariate time series without step-by-step integration.

problem Trade-off between discrete and continuous methods for long-horizon forecasting.
method Generative framework that models target as a low-dimensional latent trajectory, guided by modal parameterization and Laplace domain poles.
result Improves long-horizon forecasting over baselines and supports missing-value imputation.

CRUs model irregular time series with continuous hidden states.

problem Handling irregular time intervals in sequential data.
method Continuous Recurrent Units (CRUs) that integrate hidden states via a linear stochastic differential equation.
result CRUs outperform methods based on neural ordinary differential equations in irregular time series interpolation.

For a complex polynomial in two variables we study the morphism induced in homology by the embedding of an irregular fiber in a regular neighborhood of it. We give necessary and sufficient conditions for this morphism to be injective, surjective. Particularly this morphism is an isomorphism if and only if the correspon…

2001-10-05abs ↗pdf ↗

The book is devoted to study so-called irregular subsets of the Grassmannian manifold Gkn(V)G^{n}_{k}(V) (this class of sets was introduced by author). In the previous variant of the book we restrict ourself only to the case when VV is an nn-dimensional vector space under the field RR. Now we consider irregular subsets …

1999-10-15abs ↗pdf ↗

ACSSM models irregular time series with continuous dynamics.

problem Modeling irregular time series data.
method ACSSM uses a multi-marginal Doob's h-transform and variational inference with stochastic optimal control.
result ACSSM outperforms in tasks like classification, regression, interpolation, and extrapolation.

Neural Laplace Control tackles offline RL for continuous-time delayed systems with irregular observations.

problem Offline reinforcement learning problems involving continuous-time environments with delays and irregular observations.
method Combines a Neural Laplace dynamics model with a model predictive control (MPC) planner.
result Achieves near expert policy performance on continuous-time delayed environments.

daep learns from irregular, multimodal astronomical data.

problem Learning from irregular, multimodal astronomical sequences.
method Diffusion Autoencoder with Perceivers (daep) tokenizes, compresses, and reconstructs data.
result daep outperforms VAE and maep baselines in reconstruction and fine-scale structure preservation.

Study local wild mapping class groups for irregular connections on complex curves.

problem Understanding the moduli spaces of irregular connections on complex curves.
method Using isomonodromic deformations, focusing on reflections cosets, and introducing fission trees.
result Complete classification of local wild mapping class groups for various structure groups.

Proposes M-CHMM for robust modeling of multivariate healthcare time series.

problem Challenges in analyzing multivariate healthcare time series data.
method Mixture of coupled hidden Markov models (M-CHMM) with two sampling algorithms.
result Improves data fit, handles missing and noisy measurements, and enhances prediction accuracy.

We study topological recursion on the irregular spectral curve xy2xy+1=0xy^2-xy+1=0, which produces a weighted count of dessins d'enfant. This analysis is then applied to topological recursion on the spectral curve xy2=1xy^2=1, which takes the place of the Airy curve x=y2x=y^2 to describe asymptotic behaviour of enumerative proble…

2014-12-29abs ↗pdf ↗

Paper develops a method for causal representation learning from irregular tensors.

problem Complex patterns in high-dimensional, irregular tensor data.
method Novel causal formulation and CaRTeD framework integrating temporal causal representation learning with irregular tensor decomposition.
result Framework provides theoretical guarantees and outperforms state-of-the-art techniques.

The paper extends metrics and solitons on toric Fano manifolds with irregular Sasaki-Einstein metrics.

problem Extension of metrics and solitons on toric Fano manifolds with irregular Sasaki-Einstein metrics.
method Verification of the extension of momentum construction of Kaehler-Einstein metrics and Kaehler-Ricci solitons on the total space of positive rational powers of the canonical line bundle.
result The extended metric along the zero section has an expression that can be extended to the total space, and restricts to a transversely Kaehler-Einstein (Sasakian eta-Einstein) metric.

New BdryMatérn GP model for reliable boundary integration on irregular domains.

problem Incorporating boundary information in Gaussian process models for complex phenomena.
method Proposes a novel BdryMatérn GP framework with a new covariance kernel derived via path integral and stochastic PDE.
result Sample paths from the BdryMatérn GP satisfy desired boundaries with smoothness control on derivatives.

We study triangulations T\cal T defined on a closed disc XX satisfying the following condition: In the interior of XX, the valence of all vertices of T\cal T except one of them (the irregular vertex) is 66. By using a flat singular Riemannian metric adapted to T\cal T, we prove a uniqueness theorem when the valen…

2018-02-16abs ↗pdf ↗

Paper connects Painlevé VI equation to irregular systems, solving monodromy data.

problem Solving monodromy data for irregular systems related to Painlevé VI.
method Expressed Frobenius integrability in terms of PVI, computed monodromy data for coalescing eigenvalues.
result Computed monodromy data for transcendentals holomorphic at critical points of PVI.

We describe the moduli spaces of meromorphic connections on trivial holomorphic vector bundles over the Riemann sphere with at most one (unramified) irregular singularity and arbitrary number of simple poles as Nakajima's quiver varieties. This result enables us to solve partially the additive irregular Deligne-Simpson…

2013-05-17abs ↗pdf ↗

Given a closed oriented PL four-manifold XX and a closed surface BB embedded in XX with isolated cone singularities, we give a formula for the signature of an irregular dihedral cover of XX branched along BB. For XX simply-connected, we deduce a necessary condition on the intersection form of a simply-connected i…

2016-08-11abs ↗pdf ↗

A new method uses sinusoidal functions to represent timestamps as dense vectors for improving irregularly sampled time series learning.

problem Challenges in supervised learning with irregularly sampled time series due to irregular time intervals.
method Proposes a novel method to represent timestamps as dense vectors using sinusoidal functions, called Time Embeddings.
result Improves LSTM-based and classical machine learning models, especially with very irregular data.

We consider the optimal stopping problem with non-linear ff-expectation (induced by a BSDE) without making any regularity assumptions on the reward process ξξ. and with general filtration. We show that the value family can be aggregated by an optional process YY. We characterize the process YY as the $\mathcal{E}^f…

2016-11-28abs ↗pdf ↗

Defines weak normals for irregular curves in high-dimensional spaces.

problem Dealing with irregular curves in high-dimensional Euclidean spaces.
method Using sequences of inscribed polygonals and Gram-Schmidt procedure, introduces a relaxed notion of weak normals.
result Weak normals for irregular curves are the strong limit of approximating polygonals and agree with relaxed energy.

We developed a new approach for the analysis of physiological time series. An iterative convolution filter is used to decompose the time series into various components. Statistics of these components are extracted as features to characterize the mechanisms underlying the time series. Motivated by the studies that show …

2015-04-23abs ↗pdf ↗

Moon phases added to stock market analysis for better pattern recognition.

problem Finding meaningful patterns in stock market data using irregular time sampling.
method Incorporating Moon phases into the Gregorian calendar time sampling methods for stock market analysis.
result Moon phases provide unique, irregular sampling features for stock market pattern recognition.