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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.

168,657 papers · 148 categories

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104208311415 · Jun 202019922001200920172026
48 results for linear recurrence

This work optimizes reservoir computing models by linking recurrence and non-linear dynamics.

problem Understanding how recurrence and non-linear dynamics in cortical networks contribute to their function.
method Transformed time-continuous, recurrent dynamics into an effective feed-forward structure of linear and non-linear temporal kernels.
result Optimal time-series classifiers can be built from random reservoir networks, demonstrating significant performance gains.

Linear recurrent networks explain reinforcement learning performance in partially observable settings.

problem Understanding why linear recurrent networks work in reinforcement learning with partial observability.
method Constructed and studied two linear filters for HMMs and action-controlled HMMs.
result Linear filters serve as sufficient statistics and reduce state ambiguity, explaining empirical reinforcement learning success.

Proposes a new model for better speech segmentation.

problem Improving speech segmentation accuracy.
method Integrates recurrent explicit duration variables into rSLDS and uses Pólya-gamma augmentation for inference.
result Demonstrates improved segmentation on various datasets.

Recurrent neural networks can learn complex transduction problems that require maintaining and actively exploiting a memory of their inputs. Such models traditionally consider memory and input-output functionalities indissolubly entangled. We introduce a novel recurrent architecture based on the conceptual separation b…

2018-11-08abs ↗pdf ↗

Interneurons improve learning in neural networks by accelerating convergence.

problem Rapid adaptation to changing input statistics in neural networks.
method Two mathematically tractable recurrent linear neural networks were compared: one with direct recurrent connections and the other with interneurons that mediate recurrent communication.
result The network with interneurons converges more quickly than the network with direct recurrent connections, scaling logarithmically with initialization spectrum.

For a knot KK in S3S^3, the sl2sl_2-colored Jones function JK(n)J_K(n) is a sequence of Laurent polynomials in the variable tt, which is known to satisfy non-trivial linear recurrence relations. The operator corresponding to the minimal linear recurrence relation is called the recurrence polynomial of KK. The AJ conject…

2011-11-22abs ↗pdf ↗

Mathematical study of learning long-term integration in linear RNNs.

problem How do linear recurrent neural networks learn to integrate over long timescales?
method Analytical study of linear RNNs trained to integrate white noise and damped oscillatory filters.
result Learning dynamics are described by low-dimensional effective equations for outlier eigenvalues.

Study of recurrences in earthquakes, climate, financial time-series, etc. is crucial to better forecast disasters and limit their consequences. However, almost all the previous phenomenological studies involved only a long-ranged autocorrelation function, or disregarded the multi-scaling properties induced by potential…

2013-02-15abs ↗pdf ↗

We derive formulas for HOMFLY polynomials of torus links using braid groups and linear recurrences.

problem Calculating HOMFLY polynomials for torus links.
method Using braid groups and linear recurrences, derived from the skein relation.
result Explicit formulas for HOMFLY polynomials of torus links T(3,n)T(3,n) and T(3,n)T(-3,n) are derived.

The paper examines how NFT valuations correlate with market data and social trends.

problem Predicting NFT valuations based on market data and social trends.
method Utilizes public market data, NFT metadata, and social trends data; employs linear regression and recurrent neural networks.
result Identifies correlations between NFT valuations and various features.

Generalizes memory and forecasting capacities for nonlinear recurrent networks with dependent inputs.

problem Understanding memory and forecasting capabilities in networks with dependent inputs.
method Formulated bounds for memory and forecasting capacities in terms of network size and input properties.
result Proved that memory capacity for linear recurrent networks with independent inputs is given by the rank of the controllability matrix.

New approach predicts stock price synchronization using RNNs and LSTMs.

problem Forecasting synchronization of stock prices in the Indian market.
method Utilizing recurrence plots and CRQA for non-linear analysis, RNNs and LSTMs for prediction.
result Accuracy of 0.98 and F1 score of 0.83 in predicting stock price synchronization.

Study on memory effects in RNNs learning temporal data.

problem Understanding memory effects in RNNs for temporal data learning.
method Mathematical analysis of continuous-time linear RNNs, focusing on approximation and optimization dynamics.
result Long-term memory requires a large number of neurons and slows down training.

Scalable verifier for recurrent neural networks using polyhedral abstractions.

problem Certifying the correctness of recurrent neural networks.
method Combining sampling, optimization, and Fermat's theorem for polyhedral abstractions; gradient descent for refinement.
result Successfully verified challenging recurrent models in various domains.

Recently, studies on deep Reservoir Computing (RC) highlighted the role of layering in deep recurrent neural networks (RNNs). In this paper, the use of linear recurrent units allows us to bring more evidence on the intrinsic hierarchical temporal representation in deep RNNs through frequency analysis applied to the sta…

2017-05-16abs ↗pdf ↗

New types of semi-Riemannian manifolds with linear curvature conditions identified.

problem Identifying new types of semi-Riemannian manifolds with linear curvature conditions.
method Analyzing semi-Riemannian manifolds that satisfy linear differential conditions on the curvature.
result Existence of new families of semi-Riemannian manifolds, including those with recurrent curvature and symmetric spaces.

A new approach learns to represent context for nonstationary bandits.

problem Nonstationary contextual bandits where patterns change over time.
method Combines recurrent neural networks with contextual linear bandit algorithm.
result Consistently outperforms handcrafted historical contexts and other methods.

Learning to solve sequential tasks with recurrent models requires the ability to memorize long sequences and to extract task-relevant features from them. In this paper, we study the memorization subtask from the point of view of the design and training of recurrent neural networks. We propose a new model, the Linear Me…

2020-01-31abs ↗pdf ↗

Recurrence Plot (RP) and Recurrence Quantification Analysis RQA) are signal numerical analysis methodologies able to work with non linear dynamical systems and non stationarity. Moreover they well evidence changes in the states of a dynamical system. It is shown that RP and RQA detect the critical regime in financial i…

2005-05-24abs ↗pdf ↗

We introduce a parameter sharing scheme, in which different layers of a convolutional neural network (CNN) are defined by a learned linear combination of parameter tensors from a global bank of templates. Restricting the number of templates yields a flexible hybridization of traditional CNNs and recurrent networks. Com…

2019-02-26abs ↗pdf ↗

The memory capacity of linear echo state networks is accurately calculated using new numerical methods.

problem Numerical evaluations of memory capacity in recurrent neural networks often contradict theoretical bounds.
method Developed robust numerical approaches exploiting MC neutrality with respect to the input mask matrix.
result Memory curves fully agree with theory when using the proposed methods.

Many natural systems, such as neurons firing in the brain or basketball teams traversing a court, give rise to time series data with complex, nonlinear dynamics. We can gain insight into these systems by decomposing the data into segments that are each explained by simpler dynamic units. Building on switching linear dy…

2016-10-26abs ↗pdf ↗

This paper compares Transformers and RNNs in various tasks, showing size differences.

problem Comparing representational capabilities of Transformers and RNNs across tasks.
method Analysis of differences in tasks like index lookup, nearest neighbor, and string equality.
result Size differences in Transformers and RNNs for various tasks.

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.

Linear RNNs exhibit a bias towards shorter memory due to initialization variance.

problem Understanding the performance limitations of RNNs, especially linear ones.
method Kernel regime analysis to show equivalence to 1D-convolutional networks and analyze weightings.
result Linear RNNs with random initialization have a bias towards shorter memory periods.

Researchers create a star product on a Grassmannian with separation of variables.

problem Constructing a star product with separation of variables on G2,4(C)G_{2,4}(\mathbb{C}).
method Solving recurrence relations using creation and annihilation operators on a Fock space.
result Explicit formula for a star product with separation of variables on G2,4(C)G_{2,4}(\mathbb{C}).

New approach improves linear-time attention for language models.

problem Challenges of quadratic attention in long-sequence modelling, especially for discrete data.
method Reinterpreting linear attention through latent probabilistic graphical models, introducing asymmetric structure and recurrent parameterisation.
result Our model achieves competitive performance and outperforms existing linear attention variants on language modelling benchmarks.

SKOLR uses linear RNNs to approximate Koopman operators for time-series forecasting.

problem Nonlinear dynamical system analysis and time-series forecasting with infinite-dimensional Koopman operators.
method Established a connection between Koopman operator approximation and linear RNNs, integrating learnable spectral decomposition and MLP.
result SKOLR delivers exceptional performance in various forecasting benchmarks and dynamical systems.

Tensor networks and RNNs are equivalent, improving wave function encoding.

problem Efficiently encoding quantum states in neural networks.
method Generalized RNN architecture for tensor networks, supporting polynomial time wave function evaluation.
result Tensorial RNNs can encode quantum states with lower bond dimensions and higher accuracy.

Central Pattern Generators (CPGs) are biological neural circuits capable of producing coordinated rhythmic outputs in the absence of rhythmic input. As a result, they are responsible for most rhythmic motion in living organisms. This rhythmic control is broadly applicable to fields such as locomotive robotics and medic…

2019-01-06abs ↗pdf ↗

The paper develops a convex parameterization for robust RNNs ensuring stability and robustness.

problem Lack of stability and robustness guarantees in RNNs for sequence-to-sequence mapping applications.
method Formulated convex sets of RNNs with stability and robustness guarantees using incremental quadratic constraints.
result The proposed model structure ensures global exponential stability and bounds on incremental 2 \ell_2 gain.

The Linear Attention Recurrent Neural Network (LARNN) is a recurrent attention module derived from the Long Short-Term Memory (LSTM) cell and ideas from the consciousness Recurrent Neural Network (RNN). Yes, it LARNNs. The LARNN uses attention on its past cell state values for a limited window size kk. The formulas ar…

2018-08-16abs ↗pdf ↗

We study power expansions of the characteristic function of a linear operator AA in a pqp|q-dimensional superspace VV. We show that traces of exterior powers of AA satisfy universal recurrence relations of period qq. `Underlying' recurrence relations hold in the Grothendieck ring of representations of $\GL(V)$. The…

2003-09-10abs ↗pdf ↗

Low dimensional representations of words allow accurate NLP models to be trained on limited annotated data. While most representations ignore words' local context, a natural way to induce context-dependent representations is to perform inference in a probabilistic latent-variable sequence model. Given the recent succes…

2015-02-13abs ↗pdf ↗