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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.

169,181 papers · 148 categories

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48 results for latent dynamical component

Model predicts spatial-temporal series with latent dynamical component.

problem Forecasting and discovering spatial-temporal relations in series.
method Recurrent neural network with latent dynamical component and various prior hypotheses.
result Model outperforms baselines in various forecasting tasks.

Proposes iVDFM for identifying latent factors in multivariate time series.

problem Identifying latent factors in multivariate time series with structural dynamics.
method Identifiable Variational Dynamic Factor Model (iVDFM) with iVAE-style conditioning.
result Identifiable latent factors up to permutation and component-wise affine transformations.

PlaNet learns latent dynamics from images for better planning in unknown environments.

problem Leveraging planning in unknown environments with accurate dynamics models.
method Deep Planning Network (PlaNet) learns dynamics from images using latent space and multi-step variational inference.
result PlaNet achieves high performance in continuous control tasks with contact dynamics and sparse rewards.

A new method predicts dynamical systems better by using two different latent spaces.

problem Predicting the future of dynamical systems with optimal accuracy.
method Uses two different latent mappings for present and future states.
result Optimal 2-mapping method significantly outperforms single latent representation methods.

Framework infers Langevin dynamics from stochastic observations of latent systems.

problem Inferring non-stationary Langevin dynamics from indirect stochastic observations.
method Non-parametric framework explicitly modeling stochastic observation process and non-stationary latent dynamics.
result Correct inference of non-stationary dynamics requires accounting for non-equilibrium states and observation duration.

Paper learns hidden dynamics of partially observed chaotic systems for forecasting.

problem Data-driven identification of latent dynamical representations of partially-observed chaotic systems.
method Neural-network-based augmented state-space model for ODE representation learning.
result Reveals relevance to state-of-the-art approaches in short-term and long-term forecasting.

FOCUS method forecasts counterfactuals in panel data with time series dynamics.

problem Forecasting unobserved potential outcomes in causal inference with missing entries and latent factors.
method FOCUS extends matrix completion methods by leveraging time series dynamics of latent factors.
result FOCUS method outperforms existing benchmarks in predicting future counterfactuals.

We present a novel analysis of the dynamics of tensor power iterations in the overcomplete regime where the tensor CP rank is larger than the input dimension. Finding the CP decomposition of an overcomplete tensor is NP-hard in general. We consider the case where the tensor components are randomly drawn, and show that …

2014-11-06abs ↗pdf ↗

New method disentangles latent variables in nonstationary data.

problem Disentangling latent variables in nonstationary sequential data.
method NCTRL framework exploiting Markov assumption and temporal structure.
result Independent latent components can be recovered from nonlinear mixture without auxiliary variables.

Paper forecasts dynamic transportation networks using probabilistic models.

problem Forecasting temporal evolution of transportation networks.
method Probabilistic latent network model with Bayesian inference.
result Models accurately predict future network states and community structures.

Generative model identifies temporal count data components with regime-dependent contributions.

problem Modeling temporal count data with regime-dependent dynamics.
method Generative framework combining regime-adaptive dynamics with Poisson log-normal emissions.
result Established identifiability of the model and revealed co-variation patterns and regime shifts.

Paper proposes a new method for learning latent representations for control problems.

problem Learning representations for control algorithms in high-dimensional observation spaces.
method Formulated a loss function (PCC) consisting of prediction, consistency, and curvature terms, derived an amortized variational bound.
result The new variational-PCC learning algorithm leads to superior control performance and more stable training.

DiPCA algorithm improves scalability and solution quality for time-dependent data.

problem Analyzing time-dependent multivariate data with dynamic latent variables.
method Solves a large-scale, dense, nonconvex NLP using a scalable decomposition algorithm.
result The decomposition algorithm is a specialized coordinate maximization algorithm, explaining its performance and guiding improvements.

This paper improves sampling from complex distributions using Langevin dynamics.

problem Pathological behaviors in normalizing flows for complex distributions.
method A Metropolis adjusted Langevin algorithm (MALA) to sample in the latent space.
result The method preserves tractability of the likelihood and works with any pre-trained NF network.

Proposes LDIDPs for efficient sequential data generation from latent dynamical models.

problem Challenges in generating high-fidelity sequential samples from latent dynamical models.
method Utilizes implicit diffusion processes to sample from latent dynamical processes.
result Demonstrates accurate learning of dynamics and efficient generation of high-quality sequential data.

dLDS models neural dynamics as sparse combinations of simpler components.

problem Understanding complex neural dynamics at a population level.
method Proposes a decomposed dynamical system model trained through dictionary learning.
result Model efficiently captures and demix diverse neural dynamics.

Paper tackles reinforcement learning with complex observations and simple latent dynamics.

problem Understanding reinforcement learning with complex observations and simple latent dynamics.
method Statistical and algorithmic analysis of reinforcement learning under general latent dynamics.
result Identifies latent pushforward coverability as a condition for statistical tractability.

Causal Component Analysis aims to recover latent variables with causal relationships.

problem Recover latent variables with causal relationships from observed mixtures.
method Introduces a likelihood-based approach using normalizing flows to estimate unmixing function and causal mechanisms.
result Demonstrates effectiveness through synthetic experiments in CauCA and ICA settings.

Bayesian approach learns nonparametric mixture components from heterogeneous data.

problem Realistic modeling of heterogeneous data populations with nonparametric mixture components.
method Bayesian nonparametric modeling using Dirichlet process mixture priors.
result Posterior contraction rates for component densities are nearly polynomial, improving over deconvolution methods.

Improved robust latent variable estimation for neural dynamics.

problem Inconsistent results due to noise and nonlinearity in existing models.
method Probabilistic approach to latent variable estimation in decomposed models.
result More accurate latent variable inference in nonlinear systems with diverse noise conditions.

Online algorithm detects community structure in dynamic event streams.

problem Community detection in networks with temporal event streams.
method Continuous-time point process latent network models with fast online variational inference.
result Online inference achieves comparable community recovery to non-online methods but with computational gains.

New method identifies latent components in nonlinear mixtures without stringent assumptions.

problem Unraveling latent components in nonlinearly mixed data.
method Constrained autoencoder-based algorithm for identifiability under relaxed assumptions.
result Comprehensive sample complexity results and new identifiability conditions.

Modified asymmetric hidden Markov models for time series with autoregressive components.

problem Dynamic relationships between variables in time series data.
method Introducing an asymmetric autoregressive component to recent asymmetric hidden Markov models.
result The model can choose the optimal autoregressive order for better likelihood.

This research improves dynamical systems understanding by identifying latent states and their nonlinear transitions.

problem Previous work on dynamical systems could not identify nonlinear transition dynamics, leading to unreliable predictions.
method Proposes a state-space modeling framework using variational auto-encoders to identify latent states and their nonlinear transition functions.
result Demonstrates high accuracy in recovering latent state dynamics and future prediction accuracy.

A new algorithm maximizes entropy or mutual information for efficient inference of nonstationary Gaussian processes.

problem Nonstationary dynamics in real-world phenomena pose challenges to accurate modeling.
method LISAL algorithm that adaptively maximizes entropy or mutual information on induced latent dynamics and marginal likelihood.
result Efficient inference of nonstationary Gaussian processes for large-scale real-world applications.

Domain adaptation framework identifies latent variables for target distribution identifiability.

problem Unsupervised domain adaptation without identifiable joint distribution of features and labels.
method Formulated latent variable model with invariant and changing components, constrained domain shift to influence only changing components.
result Joint distribution of data and labels in target domain is identifiable under mild conditions.

Develops interpretable model for latent stochastic systems from noisy data.

problem Learning interpretable models of latent stochastic dynamical systems from noisy data.
method Semi-parametric model using Gaussian process for drift, inference of latent paths with sparse variational description.
result Flexible nonparametric model of dynamics with interpretable portraits.

This work extends identifiability analysis to sequential latent variable models, focusing on Switching Dynamical Systems.

problem Identifying latent variables in sequential data models.
method Proved identifiability of Markov Switching Models and established conditions for Switching Dynamical Systems.
result Identifiability of latent variables and non-linear mappings in Switching Dynamical Systems up to affine transformations.

New method learns graphical models with latent variables for extreme events.

problem Learning graphical models with latent variables for multivariate extremes.
method Tractable convex program exttt{eglatent} for Hüsler-Reiss models.
result Consistently recovers conditional graph and latent variables.

Proposes MCCF to distinguish latent purchasing motivations in user-item interactions.

problem Difficulty in capturing fine-grained user preferences due to complex latent motivations.
method Introduces MCCF with decomposer and combiner modules to identify and recombine latent components.
result Significant performance gains and necessity of considering multiple components demonstrated.