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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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51102153204 · Jun 202019922001200920172026
48 results for latent heterogeneity

ATLAS separates invariant and transferable latent factors across diverse environments.

problem Transfer learning and robust prediction in heterogeneous environments.
method ATLAS leverages invariance principle to disentangle latent factors and uses auxiliary labels for robust prediction.
result Near-oracle performance and robust transferable prediction in new environments.

New framework tackles stochastic latent subgroup heterogeneity in online decision-making.

problem Stochastic latent heterogeneity in online decision-making where individual responses vary with unobserved subgroups.
method Latent heterogeneous bandit framework using EM-greedy algorithm to learn subgroup probabilities and reward parameters.
result Achieves optimal estimation and classification guarantees, revealing a fundamental stochastic barrier in online decision-making.

VSAE learns from missing heterogeneous data by modeling latent dependencies.

problem Learning from partially-observed heterogeneous data with missingness.
method Variational selective autoencoder (VSAE) models joint distribution of observed, unobserved, and missing data.
result VSAE improves over state-of-the-art models in data generation and imputation tasks.

Latent feature modeling allows capturing the latent structure responsible for generating the observed properties of a set of objects. It is often used to make predictions either for new values of interest or missing information in the original data, as well as to perform data exploratory analysis. However, although the…

2017-06-12abs ↗pdf ↗

This paper introduces a general Bayesian non- parametric latent feature model suitable to per- form automatic exploratory analysis of heterogeneous datasets, where the attributes describing each object can be either discrete, continuous or mixed variables. The proposed model presents several important properties. First…

2017-07-26abs ↗pdf ↗

Proposes a model to handle mobile health data with irregular measurements.

problem Handling heterogeneous, multi-resolution data in mobile health.
method Individualized dynamic latent factor model for irregular multi-resolution time series data.
result Superior performance compared to existing methods in simulation and smartwatch data applications.

Generative models unify heterogeneous data for multimodal fusion.

problem Learning effective representations of mixed numerical and categorical data.
method Bayesian approach with exponential family distributions and Laplace-Bernstein approximation.
result Generative models enable fusion of multimodal data for various machine learning tasks.

Paper proposes a method to optimize policies for diverse individuals using heterogeneous data.

problem Learning optimal policies for a heterogeneous population from pre-collected data.
method Individualized offline policy optimization framework for heterogeneous MDPs.
result The proposed P4L algorithm achieves a fast rate of average regret.

The paper addresses misspecification in econometric models of discrete unobserved heterogeneity.

problem Misspecification in econometric models of discrete unobserved heterogeneity.
method Generalizing previous approaches to allow multiple latent variables, developing inference results for a k-means style estimator, and proposing information criteria for model selection.
result Over-fitting can be severe in k-means style estimators when the number of clusters is over-specified.

New model identifies microbial subcommunities robustly, accounting for cross-sample heterogeneity.

problem Inference in LDA is sensitive to the number of subcommunities and often creates artificial ones.
method Incorporates logistic-tree normal (LTN) model into LDA to account for cross-sample heterogeneity.
result Restores robustness of inference and identifies meaningful subcommunities.

GeMA learns latent manifolds to benchmark complex systems.

problem Benchmarking complex systems like rail networks and economies with classical methods.
method Geometric Manifold Analysis (GeMA) using a productivity-manifold variational autoencoder (ProMan-VAE).
result GeMA provides more nuanced efficiency evaluations in complex systems.

ROME improves algorithmic fairness by learning latent group structure robustly.

problem Latent subgroup disparities and distribution shifts in machine learning models.
method ROME uses an Expectation-Maximization algorithm for linear models and a neural Mixture-of-Experts for nonlinear settings.
result ROME significantly improves fairness compared to standard methods while maintaining average performance.

HL-VAE extends VAE for heterogeneous temporal and longitudinal data.

problem Handling heterogeneous data in temporal and longitudinal datasets.
method Proposes HL-VAE, an extension of existing VAEs for temporal and longitudinal data, incorporating likelihood models for various data types.
result HL-VAE achieves competitive performance in missing value imputation and predictive accuracy.

Enhances FA framework for heterogeneous data with feature selection and semi-supervised learning.

problem Feature extraction and latent representation of heterogeneous data.
method Sparse Semi-supervised Heterogeneous Interbattery Bayesian Analysis (SSHIBA) framework.
result SSHIBA outperforms state-of-the-art algorithms and shows interpretability gains.

Study improves choice model accuracy and heterogeneity representation using mixture models.

problem Improving prediction accuracy and heterogeneity representation in choice models.
method Semi-nonparametric Latent Class Choice Model with mixture models and EM algorithm.
result Mixture models enhance prediction accuracy and heterogeneity representation without sacrificing interpretability.

New test detects differences in heterogeneous datasets.

problem Detecting differences between two samples with unknown heterogeneity.
method Developed a nonparametric testing procedure that handles latent heterogeneity through a composite null.
result The test accurately detects differences in the presence of unknown heterogeneity.

Proposes a framework to fuse heterogeneous data sources for better modeling.

problem Heterogeneous data sources with different input parameter spaces.
method Input mapping calibration (IMC) and latent variable Gaussian process (LVGP).
result Improved predictive accuracy over single source models.

Improved forecasting of suicide attempts using LSGPs for patients with little data.

problem Challenges in predicting suicide attempts due to their rarity and patient heterogeneity.
method Introduced Latent Similarity Gaussian Processes (LSGPs) to capture patient heterogeneity.
result LSGPs outperform baseline models, even without kernel-design, and offer new insights into patient similarity.

fedCI and fedCI-IOD enable federated causal discovery across diverse datasets with privacy and power enhancements.

problem Causal discovery across multiple datasets with privacy constraints and heterogeneity.
method federated conditional independence test (fedCI) and Integration of Overlapping Datasets (IOD) algorithm extension (fedCI-IOD).
result fedCI-IOD achieves comparable performance to fully pooled analyses, enhancing statistical power and privacy.

Unified MTL framework for heterogeneous data integrates shared and task-specific encoders.

problem Efficiently sharing information across multiple tasks with heterogeneous data.
method Dual-encoder framework with task-shared and task-specific encoders.
result Unified algorithm alternates learning task-specific and shared encoders and coefficients.

Proposes CoDEAL for estimating heterogeneous treatment effects in panel data models.

problem Estimating heterogeneous treatment effects in causal panel data models with covariate effects.
method Covariate-Adjusted Deep Causal Learning (CoDEAL) integrating neural networks and autoencoders.
result Establishes theoretical guarantees and demonstrates compelling performance in simulations and real data.

Proposes a convex model for mixed logit to handle individual heterogeneity.

problem Non-convex optimization in mixed logit models for individual heterogeneity.
method Sparse and low-rank decomposition for convex formulation.
result Convex formulation avoids simulation-based approximation and unstable model interpretation.

Paper models treatment effects by clustering patients with distinct survival characteristics.

problem Estimating treatment efficacy in clinical settings with censored outcomes.
method Latent variable approach to model heterogeneous treatment effects.
result The latent structure can mediate base survival rates and reveal actionable phenotypes.

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.

We present a novel extension of multi-output Gaussian processes for handling heterogeneous outputs. We assume that each output has its own likelihood function and use a vector-valued Gaussian process prior to jointly model the parameters in all likelihoods as latent functions. Our multi-output Gaussian process uses a c…

2018-05-19abs ↗pdf ↗

Framework integrates mental disorder measurements for personalized treatment.

problem Optimizing treatment for mental disorders with latent mental states and heterogeneity.
method Measurement theory and multi-layer neural network for complex treatment effects.
result Learned treatment policies outperform alternatives on heterogeneous treatment effects.

New algorithm disentangles latent features without strict assumptions.

problem Disentangling complex data-generating mechanisms into causally interpretable latent features.
method Linear CRL algorithm with topological ordering, pruning, and disentanglement.
result Recovering latent causal features up to an equivalence class under weaker assumptions.

Proposes a new method for medical diagnosis using network-based representation learning.

problem Improving medical diagnosis accuracy through better data representation.
method Heterogeneous network-based model and modified metapath2vec algorithm for learning latent node representations.
result Significant performance boost in symptom/disease classification and disease prediction tasks.

Proposes a method to ensure low losses across all subpopulations in large datasets.

problem Standard practice of minimizing average loss fails to guarantee low losses across all subpopulations in heterogeneous datasets.
method Convex procedure that controls worst-case performance over all subpopulations of a given size with finite-sample convergence guarantees.
result Empirically, the worst-case procedure learns models that do well against unseen subpopulations.

New method for clustering tasks with heterogeneous data.

problem Clustered multitask learning with semiparametric and heterogeneous nuisances.
method Adaptive fused orthogonal estimator with Neyman-orthogonal losses and data-driven fusion penalties.
result Achieves exact clustering recovery and pooled parametric convergence rates.

Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where all agents filter the latent states of the world, and their trading actions hav…

2018-03-12abs ↗pdf ↗

LEARNER improves low-rank matrix estimation using source population data.

problem Improving low-rank matrix estimation in target populations with diverse data sources.
method LEARNER uses similarity in latent spaces between source and target populations to enhance estimation.
result LEARNER often outperforms benchmark methods, especially with higher signal-to-noise ratios in the source population.

New framework aligns latent representations over-the-air using intelligent metasurfaces.

problem Heterogeneous transmitter-receiver models produce misaligned latent representations in semantic communication.
method Intelligent metasurfaces (SIM) emulate supervised and zero-shot semantic aligners directly in the wave domain.
result SIMs achieve up to 90% task accuracy in high SNR regimes, robust to low SNR.

Modern datasets are becoming heterogeneous. To this end, we present in this paper Mixed-Variate Restricted Boltzmann Machines for simultaneously modelling variables of multiple types and modalities, including binary and continuous responses, categorical options, multicategorical choices, ordinal assessment and category…

2014-08-06abs ↗pdf ↗

A discrete system's heterogeneity is measured by the Rényi heterogeneity family of indices (also known as Hill numbers or Hannah--Kay indices), whose units are {the numbers equivalent}. Unfortunately, numbers equivalent heterogeneity measures for non-categorical data require {a priori} (A) categorical partitioning and …

2019-12-10abs ↗pdf ↗

New method resolves causal heterogeneity by defining a resolution profile.

problem Causal subgroup analyses often oversimplify heterogeneity into a small number of groups.
method Introduces a resolution profile as a functional of the causal feature law, using Bayesian-bootstrap inference.
result Shows that the resolution profile is a continuous path with discontinuities at knots, providing integer-valued subgroup numbers.