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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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9182635 · May 202619922001200920172026
48 results for log-linear pooling

The paper integrates multiple Gaussian process predictions using Monte Carlo sampling.

problem Accurate prediction of variables using multiple models.
method Log-linear pooling of Gaussian process predictions, combined with Monte Carlo sampling.
result The log-linear pooling method improves prediction accuracy compared to linear pooling.

New methods combine model predictions to avoid linear mixtures' limitations.

problem Combining predictions from different models to avoid linear mixtures' limitations.
method Log-linear pooling (locking) and quantum superposition (quacking) to optimise model weights.
result Demonstrated locking method with illustrative example and practical application.

Log-linear models are the popular workhorses of analyzing contingency tables. A log-linear parameterization of an interaction model can be more expressive than a direct parameterization based on probabilities, leading to a powerful way of defining restrictions derived from marginal, conditional and context-specific ind…

2014-09-09abs ↗pdf ↗

We compare various extensions of the Bradley-Terry model and a hierarchical Poisson log-linear model in terms of their performance in predicting the outcome of soccer matches (win, draw, or loss). The parameters of the Bradley-Terry extensions are estimated by maximizing the log-likelihood, or an appropriately penalize…

2018-07-04abs ↗pdf ↗

Log-linear models are a family of probability distributions which capture relationships between variables. They have been proven useful in a wide variety of fields such as epidemiology, economics and sociology. The interest in using these models is that they are able to capture context-specific independencies, relation…

2019-07-21abs ↗pdf ↗

We study surfaces in Euclidean space R3{\mathbb R}^3 that are minimal for a log-linear density φ(x,y,z)=αx+βy+γyφ(x,y,z)=αx+βy+γy, where α,β,γα,β,γ are real numbers not all zero. We prove that if a surface is φφ-minimal foliated by circles in parallel planes, then these planes are orthogonal to the vector (α,β,γ)(α,β,γ) and the surface must…

2014-10-09abs ↗pdf ↗

Two log-linear approximations speed up optimal transport for deep learning applications.

problem Computing optimal transport in high dimensions is computationally expensive.
method Locality-sensitive hashing (LSH) and Nyström approximation with LSH-based sparse corrections.
result Log-linear time algorithms for entropy-regularized OT perform well in high-dimensional spaces.

Paper explores duality in DPPs using embedding structure analysis.

problem Understanding the geometric structure of determinantal point processes.
method Analyzes the exponential family embedding of DPPs and uses the e-embedding curvature tensor.
result Discovers the duality between marginal and L-ensemble kernels.

A major problem for the learning of Bayesian networks (BNs) is the exponential number of parameters needed for conditional probability tables. Recent research reduces this complexity by modeling local structure in the probability tables. We examine the use of log-linear local models. While log-linear models in this con…

2013-01-23abs ↗pdf ↗

Improved speech recognition with language model integration in sequence-to-sequence models.

problem Improving word error rate in speech recognition models.
method Log-linear combination of acoustic and language models with per-token renormalization.
result The proposed method shows good improvements over standard model combination on Librispeech system.

A flexible nonparametric online changepoint detection algorithm for high-frequency data.

problem Detecting changes in real-time in high-frequency data streams with limited computational resources.
method NP-FOCuS, a sequential likelihood ratio test for a change in the empirical cumulative density function, using functional pruning.
result NP-FOCuS outperforms current nonparametric online changepoint techniques in various settings.

CANN models improve insurance claim count predictions using telematics data.

problem Improving insurance claim count predictions with telematics data.
method Combining classical actuarial models with neural networks for telematics data.
result CANN models outperform traditional models in predicting insurance claims.

Efficiently reduces rank of non-negative matrices with quadratic time complexity.

problem Efficiently reducing the rank of non-negative matrices.
method Formulated rank reduction as a mean-field approximation using a log-linear model.
result Optimal solution for minimizing KL divergence can be computed in closed form.

Changepoint detection is a central problem in time series and genomic data. For some applications, it is natural to impose constraints on the directions of changes. One example is ChIP-seq data, for which adding an up-down constraint improves peak detection accuracy, but makes the optimization problem more complicated.…

2017-03-09abs ↗pdf ↗

Hidden variables are ubiquitous in practical data analysis, and therefore modeling marginal densities and doing inference with the resulting models is an important problem in statistics, machine learning, and causal inference. Recently, a new type of graphical model, called the nested Markov model, was developed which …

2013-09-26abs ↗pdf ↗

Convolutional neural networks (CNNs) have achieved remarkable performance in many applications, especially in image recognition tasks. As a crucial component of CNNs, sub-sampling plays an important role for efficient training or invariance property, and max-pooling and arithmetic average-pooling are commonly used sub-…

2018-11-08abs ↗pdf ↗

Global catastrophe risk pools increase financial resilience by diversifying risk and including more countries.

problem Low- to middle-income countries rely heavily on foreign aid for recovery from extreme weather events, which is slow and uncertain.
method Developed a method to form global catastrophe risk pools that maximize risk diversification and select countries with low bilateral correlations or low shares in the pool risk.
result Global pooling increases risk diversification, lowers countries' shares in the pool risk, and increases the number of countries benefiting from risk pooling.

In most convolution neural networks (CNNs), downsampling hidden layers is adopted for increasing computation efficiency and the receptive field size. Such operation is commonly so-called pooling. Maximation and averaging over sliding windows (max/average pooling), and plain downsampling in the form of strided convoluti…

2018-10-07abs ↗pdf ↗

New image classifier uses hierarchical max-pooling with local pooling.

problem Improving image classification accuracy with variable spatial relationships.
method Introduces a hierarchical max-pooling model with additional local pooling for convolutional neural networks.
result Demonstrates improved performance in estimating image features.

Paper addresses online alignment of large language models under uncertain preference feedback.

problem Online alignment of large language models with misspecified preference feedback.
method Formulates an oracle-robust objective as a worst-case optimization problem for log-linear policies, and develops projected stochastic composite updates.
result Shows that the robust objective admits an exact closed-form decomposition and achieves O~(ε2)\widetilde{O}(\varepsilon^{-2}) oracle complexity.

New method decomposes KL error using refined information and mode interactions.

problem Learning probability distributions over discrete variables with higher-order interactions.
method Using information geometry, refined mode interactions, and a novel Monte-Carlo sampling technique.
result Complete decomposition of KL error and efficient data use.

Calculation of the log-normalizer is a major computational obstacle in applications of log-linear models with large output spaces. The problem of fast normalizer computation has therefore attracted significant attention in the theoretical and applied machine learning literature. In this paper, we analyze a recently pro…

2015-06-12abs ↗pdf ↗

A new method for efficient BNC parameter estimation outperforms HDP smoothing.

problem Efficiently estimating parameters for Bayesian network classifiers to match or exceed random forest performance.
method Uses log-linear regression to approximate hierarchical Dirichlet process (HDP) smoothing, making the approach simpler and faster.
result Our method outperforms HDP smoothing while being orders of magnitude faster and competitive with random forests.

A λλ-translating soliton with density vector v\vec{v} is a surface in Euclidean space whose mean curvature HH satisfies 2H=2λ+N,v2H=2λ+\langle N,\vec{v}\rangle, where NN is the Gauss map. We classify all λλ-translating solitons that are invariant by a one-parameter group of translations and a one-parameter group of rotat…

2018-02-22abs ↗pdf ↗

Optimizes diversification in catastrophe risk pooling using asymptotic analysis.

problem Maximizing diversification benefit from catastrophic events in insurance pools.
method Asymptotic analysis to solve high-dimensional optimization problem.
result Derives an asymptotically optimal pool that approximates practical optimal pool.

HGConv uses HRR to efficiently detect malware, outperforming existing methods.

problem Efficiently detecting malware with long sequences.
method Holographic Global Convolutional Networks (HGConv) utilizing Holographic Reduced Representations (HRR).
result Achieved state-of-the-art results on malware benchmarks.

This paper investigates the impact of dark pools on price discovery (the efficiency of prices on stock exchanges to aggregate information). Assets are traded in either an exchange or a dark pool, with the dark pool offering better prices but lower execution rates. Informed traders receive noisy and heterogeneous signal…

2016-12-27abs ↗pdf ↗

This research simplifies lending pools in decentralized finance for better understanding and security.

problem Complexity and lack of executable models make lending pools hard to understand and predict.
method Developed a formal model to reflect common features of lending pools and proved general properties.
result Proved correct handling of funds and described vulnerabilities and attacks.

Graph Neural Network (GNN) research has concentrated on improving convolutional layers, with little attention paid to developing graph pooling layers. Yet pooling layers can enable GNNs to reason over abstracted groups of nodes instead of single nodes. To close this gap, we propose a graph pooling layer relying on the …

2019-05-27abs ↗pdf ↗

We consider interactive algorithms in the pool-based setting, and in the stream-based setting. Interactive algorithms observe suggested elements (representing actions or queries), and interactively select some of them and receive responses. Pool-based algorithms can select elements at any order, while stream-based algo…

2016-02-02abs ↗pdf ↗

In this work we compute lower Lipschitz bounds of p\ell_p pooling operators for p=1,2,p=1, 2, \infty as well as p\ell_p pooling operators preceded by half-rectification layers. These give sufficient conditions for the design of invertible neural network layers. Numerical experiments on MNIST and image patches confirm tha…

2013-11-16abs ↗pdf ↗

Estimates population size using capture-recapture designs with binary indicators.

problem Estimating population size from capture-recapture data with binary indicators.
method Proposes a modern method using undersmoothed lasso model to estimate the target parameter of interest.
result The choice of constraint on the K-dimensional distribution significantly impacts the value of the estimand.

ASAP improves graph pooling for hierarchical graph representations.

problem Pooling in graphs fails to effectively capture substructure or scale to large graphs.
method ASAP uses self-attention and modified GNN to capture node importance and learn sparse soft cluster assignments.
result Combining ASAP with GNN architectures leads to state-of-the-art results on graph classification benchmarks.

We propose a novel graph pooling operation using cliques as the unit pool. As this approach is purely topological, rather than featural, it is more readily interpretable, a better analogue to image coarsening than filtering or pruning techniques, and entirely nonparametric. The operation is implemented within graph con…

2019-03-31abs ↗pdf ↗

HGP-SL pools and learns graph structure for hierarchical representation learning.

problem Graph pooling is overlooked in GNN models, limiting hierarchical representation learning.
method Integrates graph pooling and structure learning into a unified module.
result HGP-SL improves graph classification performance on benchmarks.

Proposes a graph pooling method leveraging node proximity for hierarchical graph representation learning.

problem Efficiently exploiting the geometry of graph data for hierarchical representation learning.
method Combines node proximity with kernel representation of topology and node features for adaptive node signal similarities evaluation.
result Achieves state-of-the-art performance on graph classification benchmark datasets.