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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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131262393524 · Jun 202019922001200920172026
48 results for matching information

We study graph matching with correlated Gaussian features and find thresholds for exact recovery.

problem Graph matching with correlated Gaussian features.
method Information-theoretic thresholds and conditions for exact and almost exact recovery.
result Contextual information introduces a richer structure, with thresholds for exact and almost exact recovery no longer coinciding.

Matched filters reveal optimal normalization methods for different market participants.

problem Optimizing signal extraction from order flow for market microstructure analysis.
method General matched filter principle applied to normalization strategies.
result Optimal normalization methods (e.g., SMCS^{MC} and STVS^{TV}) differ based on trader types.

GDT improves reinforcement learning by matching future state information efficiently.

problem Efficient learning of multi-task policies from trajectory data.
method Generalized Decision Transformer (GDT) for offline hindsight information matching.
result GDT enables effective offline multi-task state-marginal matching and imitation learning.

We propose an unsupervised object matching method for relational data, which finds matchings between objects in different relational datasets without correspondence information. For example, the proposed method matches documents in different languages in multi-lingual document-word networks without dictionaries nor ali…

2018-10-09abs ↗pdf ↗

While many multiple graph inference methodologies operate under the implicit assumption that an explicit vertex correspondence is known across the vertex sets of the graphs, in practice these correspondences may only be partially or errorfully known. Herein, we provide an information theoretic foundation for understand…

2016-05-08abs ↗pdf ↗

Model predicts Bitcoin's future movements using multimodal pattern matching.

problem Challenges in predicting Bitcoin's volatile future movements.
method Ranking similar past chart patterns given current chart information.
result Improves directional prediction of Bitcoin's future movements.

QAM uses adjoint matching to optimize continuous-action RL policies efficiently.

problem Efficient optimization of expressive diffusion or flow-matching policies with respect to a Q-function.
method QAM leverages adjoint matching to bypass the numerical instability of backpropagation through multi-step denoising processes.
result QAM consistently outperforms prior approaches on hard, sparse reward tasks in offline and offline-to-online RL.

Prime Match protects client stock trades from market price manipulation.

problem Protecting client stock trades from market price manipulation.
method Prime Match uses a two-round secure linear comparison protocol to match orders without revealing information.
result Prime Match reduces market impact and maintains client privacy.

This paper resolves the all-or-nothing phase transition in graph matching.

problem Recovering vertex correspondence between edge-correlated random graphs.
method Analysis of mutual information, truncated second-moment computation, and maximum likelihood estimator.
result Sharp thresholds for correct matching in both dense and sparse graphs.

We address the following problem: given two smooth densities on a manifold, find an optimal diffeomorphism that transforms one density into the other. Our framework builds on connections between the Fisher-Rao information metric on the space of probability densities and right-invariant metrics on the infinite-dimension…

2015-01-29abs ↗pdf ↗

A new model DKMPP integrates covariates and uses an integration-free method for spatio-temporal point processes.

problem Training intractable deep spatio-temporal point processes with multimodal covariates.
method DKMPP uses a deep kernel to model complex relationships and an integration-free score matching method.
result DKMPP and score-based estimators outperform baseline models in spatio-temporal point processes.

Unified framework for continuous-state discrete flow matching models.

problem Discrete generative modeling with continuous probabilities.
method Introducing αα-Flow, a family of CS-DFM models based on information geometry.
result Optimal flow matching loss for αα-flow minimizes generalized kinetic energy.

A matching in a two-sided market often incurs an externality: a matched resource may become unavailable to the other side of the market, at least for a while. This is especially an issue in online platforms involving human experts as the expert resources are often scarce. The efficient utilization of experts in these p…

2017-03-02abs ↗pdf ↗

The bipartite record linkage task consists of merging two disparate datafiles containing information on two overlapping sets of entities. This is non-trivial in the absence of unique identifiers and it is important for a wide variety of applications given that it needs to be solved whenever we have to combine informati…

2016-01-25abs ↗pdf ↗

Algorithm identifies optimal stable matching in uncertain two-sided markets.

problem Sequential learning in two-sided markets with unknown preferences.
method Pure exploration approach with elimination-based algorithms exploiting partial preference information.
result Identification of pervasive stable matching for optimal stable matching identification.

Improved matching for multiple objects using a novel reweighting method.

problem Current multi-object matching methods have limitations and are not robust.
method Proposes a novel iterative reweighting strategy using the graph connection Laplacian.
result Demonstrates superior performance over state-of-the-art methods.

The aim of this paper is to provide a new method for learning the relationships between data that have been obtained independently. Unlike existing methods like matching, the proposed technique does not require any contextual information, provided that the dependency between the variables of interest is monotone. It ca…

2016-01-04abs ↗pdf ↗

In record linkage (RL), or exact file matching, the goal is to identify the links between entities with information on two or more files. RL is an important activity in areas including counting the population, enhancing survey frames and data, and conducting epidemiological and follow-up studies. RL is challenging when…

2012-12-20abs ↗pdf ↗

Improved binning technique boosts nUV measure performance.

problem Improving the performance of the nUV measure in real applications.
method Introduced the nUV measure, provided theoretical optimal binning techniques, and proposed algorithms for approximate solutions.
result Approximate binning techniques show 4-13% increase in AUC scores with statistical significance.

Efficient algorithm for graph matching in correlated stochastic block models.

problem Graph matching in correlated stochastic block models with balanced communities.
method Extends previous work on centered subgraph counts to handle estimation errors and edge correlation.
result First efficient algorithm for graph matching in the logarithmic average degree regime, matching all but a vanishing fraction of vertices with high probability.

Lower bounds on Bayes risk for realizable models derived using information theory.

problem Deriving lower bounds on Bayes risk for realizable machine learning models.
method Information-theoretic analysis using rate-distortion theory and mutual information.
result Lower bounds on Bayes risk for realizable models, matching known bounds up to logarithmic factors.

We study how information perturbations can destabilize two-sided matching markets. In our model, agents arrive on the market over two periods, while agents in the first period do not know the types of those arriving later. Agents already present in the market may match early or wait for the small group of new entrants.…

2010-09-03abs ↗pdf ↗

Algorithm recovers permutations of high-dimensional Gaussian vectors with constant correlation.

problem Recovering permutations of high-dimensional Gaussian vectors with constant correlation.
method Computing and comparing weighted counts of specially chosen wide trees.
result Polynomial-time algorithm for exact recovery at constant correlation.

Community detection or clustering is a fundamental task in the analysis of network data. Many real networks have a bipartite structure which makes community detection challenging. In this paper, we consider a model which allows for matched communities in the bipartite setting, in addition to node covariates with inform…

2017-03-15abs ↗pdf ↗

Enhances community detection in correlated networks with node attributes.

problem Community detection in multiple networks with correlated node attributes and edges.
method Introduced the correlated Contextual Stochastic Block Model (CSBM), developed a two-step matching procedure.
result Algorithm recovers exact node correspondence, enabling enhanced community detection.

A latent-variable model is introduced for text matching, inferring sentence representations by jointly optimizing generative and discriminative objectives. To alleviate typical optimization challenges in latent-variable models for text, we employ deconvolutional networks as the sequence decoder (generator), providing l…

2017-09-21abs ↗pdf ↗

Paper tackles entity matching over multi-source data, optimizing alignment and mitigating negative transfer.

problem Learning effective entity matching models over multi-source large-scale data with relaxed assumptions.
method Proposes a Relaxed Multi-source Large-scale Entity-matching (RMLE) problem and Incentive Compatible Pareto Alignment (ICPA) method.
result Optimized cross-source alignments and mitigated negative transfer, improving entity matching accuracy.

IMP finds sparse subnetworks that match full networks, revealing geometric insights.

problem Finding sparse subnetworks that match full, overparameterized networks.
method Iterative magnitude pruning (IMP) algorithm, analyzing error landscape geometry.
result IMP masks found at end of training convey useful information for rewound networks.