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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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75149224298 · Jun 202019922001200920172026
48 results for moment graph

Unified framework models graph data as a mixture of graphons using graph moments.

problem Graph datasets often mix from multiple underlying distributions.
method Model graph data as a mixture of graphons, using graph moments to cluster graphs.
result Graphs from similar graphons exhibit similar motif densities, enabling principled estimation of graphon mixture components.

New method discovers mean and variance causal graphs from heteroscedastic data.

problem Understanding causal relationships in data with varying variance.
method Bayesian, moment-driven approach inferring separate mean and variance causal graphs.
result Accurately recovers mean and variance structures from heteroscedastic data.

Graph spectra have been successfully used to classify network types, compute the similarity between graphs, and determine the number of communities in a network. For large graphs, where an eigen-decomposition is infeasible, iterative moment matched approximations to the spectra and kernel smoothing are typically used. …

2018-04-18abs ↗pdf ↗

Stochastic Kronecker graphs supply a parsimonious model for large sparse real world graphs. They can specify the distribution of a large random graph using only three or four parameters. Those parameters have however proved difficult to choose in specific applications. This article looks at method of moments estimators…

2011-06-08abs ↗pdf ↗

The paper extends RDPG model to handle weighted graphs, enabling better analysis of network data.

problem Modeling networks with weighted edges to capture heterogeneous weight distributions.
method Proposes a nonparametric W-RDPG model with latent positions and moment-generating functions.
result Establishes statistical guarantees for estimating nodal latent positions and sampling graphs.

Proposes a new method for big portfolio selection using graph-based conditional moments.

problem Challenges in selecting portfolios for thousands of stocks.
method Graph-based Conditional Moments (GRACE) method: learns quantiles, means, variances, skewness, and kurtosis of stock returns.
result Shows superior performance compared to competitors, especially in measures of conditional variance, skewness, and kurtosis.

Graph spectral techniques for measuring graph similarity, or for learning the cluster number, require kernel smoothing. The choice of kernel function and bandwidth are typically chosen in an ad-hoc manner and heavily affect the resulting output. We prove that kernel smoothing biases the moments of the spectral density.…

2019-12-19abs ↗pdf ↗

We propose ββ-graph embedding for robustly learning feature vectors from data vectors and noisy link weights. A newly introduced empirical moment ββ-score reduces the influence of contamination and robustly measures the difference between the underlying correct expected weights of links and the specified generative m…

2019-02-22abs ↗pdf ↗

In this work, we discuss graph like image of curves under moment maps and their relation with the Newton polygon of the curve, which has applications to Lagrangian torus fibration of Calabi-Yau manifolds.

2000-11-01abs ↗pdf ↗

We study multi-moment maps induced by a two-torus action on the four homogeneous nearly Kähler six-manifolds. Their explicit expression and stationary orbits are derived. The configuration of fixed-points and one-dimensional orbits is worked out for generic six-manifolds equipped with an SU(3)\mathrm{SU}(3)-structure admi…

2019-11-27abs ↗pdf ↗

A novel method for learning DAGs from positive-valued data.

problem Causal discovery from observational data of positive-valued variables.
method Hybrid Moment-Ratio Scoring (H-MRS) algorithm combining moment-based scoring and log-scale regression.
result H-MRS integrates log-scale Ridge regression for moment-ratio estimation with a greedy ordering procedure based on raw-scale moment ratios, followed by Elastic Net-based parent selection.

In this article we describe a canonical way to expand a certain kind of (Z2)n+1(\mathbb Z_2)^{n+1}-colored regular graphs into closed nn-manifolds by adding cells determined by the edge-colorings inductively. We show that every closed combinatorial nn-manifold can be obtained in this way. When n3n\leq 3, we give simple eq…

2006-09-20abs ↗pdf ↗

GraphMoE generates random graphs using neural networks and graphlets.

problem Learning generative models for random graphs.
method GraphMoE uses a neural network trained with graphlets and subgraph counts to match the distribution of random graphs.
result GraphMoE can generate graphs that mimic various real-world datasets and fool graph classifiers.

DECAF optimizes molecular graphs for ensemble properties, improving drug design accuracy.

problem Designing molecules with ensemble properties rather than single conformations.
method DECAF uses Boltzmann-expected design with decoupled annealing flows to optimize molecular graphs.
result DECAF optimizes molecular graphs to shift ensemble properties towards targets, improving accuracy over single-conformer methods.

Paper proposes efficient online estimation of causal effects by deciding which data sources to query.

problem Data fusion problems with multiple data sources capturing distinct subsets of variables.
method Online moment selection (OMS) framework, balancing exploration and exploitation.
result OMS algorithms achieve zero asymptotic regret for estimating average treatment effects.

Rotationally equivariant convolutions improve molecular property prediction.

problem Predicting molecular properties using graph neural networks.
method Ablation study with rotationally equivariant and invariant convolutions on QM9 data set.
result Rotationally equivariant layers decrease test error by an average of 23%.

Efficient inference for multimodal Gaussian mixture models of interacting dynamical systems.

problem Efficient inference for multimodal distributions in stochastic dynamical systems.
method Graph neural networks with moment matching for sample-free inference and structured covariance approximations.
result Sample-free inference with improved efficiency and stability compared to Monte Carlo alternatives.

Study on convergence of graph neural networks on random graphs.

problem Convergence of message passing graph neural networks on large random graphs.
method Extended convergence results to a broad class of aggregation functions using McDiarmid inequality.
result Non-asymptotic bounds for convergence quantified with high probability.

Similarity graphs are an active research direction for the nearest neighbor search (NNS) problem. New algorithms for similarity graph construction are continuously being proposed and analyzed by both theoreticians and practitioners. However, existing construction algorithms are mostly based on heuristics and do not exp…

2019-11-27abs ↗pdf ↗

In standard graph clustering/community detection, one is interested in partitioning the graph into more densely connected subsets of nodes. In contrast, the "search" problem of this paper aims to only find the nodes in a "single" such community, the target, out of the many communities that may exist. To do so , we are …

2018-05-24abs ↗pdf ↗

The paper develops estimators for variance in graph structures using fused lasso.

problem Variance estimation in graph-structured problems.
method Developed linear time estimator for homoscedastic case and total variation regularization estimator for heteroscedastic case.
result Minimax rates and consistency for variance estimation in various graph structures.

We present a novel framework for kernel learning with sequential data of any kind, such as time series, sequences of graphs, or strings. Our approach is based on signature features which can be seen as an ordered variant of sample (cross-)moments; it allows to obtain a "sequentialized" version of any static kernel. The…

2016-01-29abs ↗pdf ↗

The contact graph of a CAT(0) cubical complex has unbounded structure and a Gaussian CLT for random walks.

problem Understanding the structure and behavior of random walks on CAT(0) cubical complexes.
method Proved the contact graph is unbounded and homeomorphic to the boundary. Reformulated Caprace-Sageev's theorem. Proved a Central Limit Theorem for random walks.
result A Central Limit Theorem for random walks on CAT(0) cubical complexes, with a non-degenerate Gaussian distribution.

This paper studies structure detection problems in high temperature ferromagnetic (positive interaction only) Ising models. The goal is to distinguish whether the underlying graph is empty, i.e., the model consists of independent Rademacher variables, versus the alternative that the underlying graph contains a subgraph…

2018-09-21abs ↗pdf ↗

We consider G2G_2-manifolds with an effective torus action that is multi-Hamiltonian for one or more of the defining forms. The case of T3T^3-actions is found to be distinguished. For such actions multi-Hamiltonian with respect to both the three- and four-form, we derive a Gibbons-Hawking type ansatz giving the geometr…

2018-03-18abs ↗pdf ↗

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.

For a GJR-GARCH specification with a generic innovation distribution we derive analytic expressions for the first four conditional moments of the forward and aggregated returns and variances. Moment for the most commonly used GARCH models are stated as special cases. We also the limits of these moments as the time hori…

2018-08-29abs ↗pdf ↗

This paper identifies and bounds ICE central moments using PO marginal central moments.

problem Identifying and characterizing treatment effect heterogeneity.
method Using only marginal central moments of potential outcomes, the paper identifies and bounds central moments of individual causal effects.
result Identification and bounding of central moments of ICE using marginal moments of POs.

We tackle causal inference under conditional moment restrictions using importance weighting.

problem Challenges in causal inference under conditional moment restrictions, especially in high-dimensional settings.
method Transform conditional moment restrictions to unconditional moment restrictions through importance weighting.
result Successfully estimate nonparametric functions defined under conditional moment restrictions.

Gradient descent on Hadamard manifolds converges to boundary points, solving optimization problems.

problem Optimization on Hadamard manifolds with unbounded convex functions.
method Gradient descent, duality theorem, moment-weight inequality.
result Gradient descent converges to boundary points, solving optimization problems.