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.
Strategic feature manipulation helps learners identify meaningful variables in online regression settings.
New method improves uncertainty quantification in latent variable models.
Variational autoencoders often collapse, showing latent variables are non-identifiable.
Interactive learning is a process in which a machine learning algorithm is provided with meaningful, well-chosen examples as opposed to randomly chosen examples typical in standard supervised learning. In this paper, we propose a new method for interactive learning from multiple noisy labels where we exploit the disagr…
This paper introduces a new member of the family of Variational Autoencoders (VAE) that constrains the rate of information transferred by the latent layer. The latent layer is interpreted as a communication channel, the information rate of which is bound by imposing a pre-set signal-to-noise ratio. The new constraint s…
Natural Language Processing models help encode categorical process inputs.
We propose an efficient inference method for switching nonlinear dynamical systems. The key idea is to learn an inference network which can be used as a proposal distribution for the continuous latent variables, while performing exact marginalization of the discrete latent variables. This allows us to use the reparamet…
We present the Mixed Likelihood Gaussian process latent variable model (GP-LVM), capable of modeling data with attributes of different types. The standard formulation of GP-LVM assumes that each observation is drawn from a Gaussian distribution, which makes the model unsuited for data with e.g. categorical or nominal a…
We propose a probabilistic graphical model realizing a minimal encoding of real variables dependencies based on possibly incomplete observation and an empirical cumulative distribution function per variable. The target application is a large scale partially observed system, like e.g. a traffic network, where a small pr…
Non-symmetric rectangular correlation matrices occur in many problems in economics. We test the method of extracting statistically meaningful correlations between input and output variables of large dimensionality and build a toy model for artificially included correlations in large random time series.The results are t…
We present a general method to detect and extract from a finite time sample statistically meaningful correlations between input and output variables of large dimensionality. Our central result is derived from the theory of free random matrices, and gives an explicit expression for the interval where singular values are…
New method uses cycle consistency to enforce invariance in latent space.
New method identifies latent relationships in deep models without additional constraints.
This work provides uncertainty intervals for semantic latent variables in disentangled latent spaces.
Causal inference concerns the identification of cause-effect relationships between variables. However, often only linear combinations of variables constitute meaningful causal variables. For example, recovering the signal of a cortical source from electroencephalography requires a well-tuned combination of signals reco…
We propose a heterogeneous simultaneous graphical dynamic linear model (H-SGDLM), which extends the standard SGDLM framework to incorporate a heterogeneous autoregressive realised volatility (HAR-RV) model. This novel approach creates a GPU-scalable multivariate volatility estimator, which decomposes multiple time seri…
Causal inference concerns the identification of cause-effect relationships between variables, e.g. establishing whether a stimulus affects activity in a certain brain region. The observed variables themselves often do not constitute meaningful causal variables, however, and linear combinations need to be considered. In…
We address the problem of one-to-many mappings in supervised learning, where a single instance has many different solutions of possibly equal cost. The framework of conditional variational autoencoders describes a class of methods to tackle such structured-prediction tasks by means of latent variables. We propose to in…
Network analysis improves stock return forecasting.
Paper tackles dynamic behavior of variable topology mechanisms, presenting new transition conditions.
We present a novel method for hierarchical topic detection where topics are obtained by clustering documents in multiple ways. Specifically, we model document collections using a class of graphical models called hierarchical latent tree models (HLTMs). The variables at the bottom level of an HLTM are observed binary va…
This paper presents an algorithm for the unsupervised learning of latent variable models from unlabeled sets of data. We base our technique on spectral decomposition, providing a technique that proves to be robust both in theory and in practice. We also describe how to use this algorithm to learn the parameters of two …
The construction of a meaningful graph plays a crucial role in the success of many graph-based representations and algorithms for handling structured data, especially in the emerging field of graph signal processing. However, a meaningful graph is not always readily available from the data, nor easy to define depending…
Variational autoencoders learn distributions of high-dimensional data. They model data with a deep latent-variable model and then fit the model by maximizing a lower bound of the log marginal likelihood. VAEs can capture complex distributions, but they can also suffer from an issue known as "latent variable collapse," …
Proposes a geometry-aware VAE for better latent space modeling.
Aggregated variables can mask causal effects, turning unconfounded into confounded relations.
The paper investigates causal relationships in heart failure prediction using machine learning.
This research tackles ordering latent variables in normalizing flows.
Method evaluates disentanglement in DLVMs, including those not aligned with latent axes.
We propose a novel VAE-based deep auto-encoder model that can learn disentangled latent representations in a fully unsupervised manner, endowed with the ability to identify all meaningful sources of variation and their cardinality. Our model, dubbed Relevance-Factor-VAE, leverages the total correlation (TC) in the late…
New approach to meaningful and robust algorithmic recourse.
Post-estimation smoothing improves prediction accuracy with structural indices.
As a popular tool for producing meaningful and interpretable models, large-scale sparse learning works efficiently when the underlying structures are indeed or close to sparse. However, naively applying the existing regularization methods can result in misleading outcomes due to model misspecification. In particular, t…
Develops HCQRF for estimating heterogeneous treatment effects with censored data.
The optimization of high dimensional functions is a key issue in engineering problems but it frequently comes at a cost that is not acceptable since it usually involves a complex and expensive computer code. Engineers often overcome this limitation by first identifying which parameters drive the most the function varia…
Debias concept-based explanations by removing confounding information.
PliableBVS extends Bayesian lasso for modeling interactions with modifying variables.
We introduce a method to learn a hierarchy of successively more abstract representations of complex data based on optimizing an information-theoretic objective. Intuitively, the optimization searches for a set of latent factors that best explain the correlations in the data as measured by multivariate mutual informatio…
Regression trees are becoming increasingly popular as omnibus predicting tools and as the basis of numerous modern statistical learning ensembles. Part of their popularity is their ability to create a regression prediction without ever specifying a structure for the mean model. However, the method implicitly assumes ho…
Develops a method for stress testing correlations of financial portfolios.
This paper extends compositional data analysis using graph signal processing.
Physics models integrated into VAEs improve generative performance and extrapolation.
We propose a Bayesian regression method that accounts for multi-way interactions of arbitrary orders among the predictor variables. Our model makes use of a factorization mechanism for representing the regression coefficients of interactions among the predictors, while the interaction selection is guided by a prior dis…
Estimating graphical model structure from high-dimensional and undersampled data is a fundamental problem in many scientific fields. Existing approaches, such as GLASSO, latent variable GLASSO, and latent tree models, suffer from high computational complexity and may impose unrealistic sparsity priors in some cases. We…
Autoencoders improve anomaly detection by deriving features and augmenting data.
In addition to finding meaningful clusters, centroid-based clustering algorithms such as K-means or mean-shift should ideally find centroids that are valid patterns in the input space, representative of data in their cluster. This is challenging with data having a nonconvex or manifold structure, as with images or text…
PSI models and infers feature attributions efficiently and accurately.
We propose a framization of the Temperley-Lieb algebra. The framization is a procedure that can briefly be described as the adding of framing to a known knot algebra in a way that is both algebraically consistent and topologically meaningful. Our framization of the Temperley-Lieb algebra is defined as a quotient of the…