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.
Study presents MMC model for better fitting multiple choice data.
This work extends the scaling law to multiple and kernel regression, challenging traditional machine learning principles.
In general, image restoration involves mapping from low quality images to their high-quality counterparts. Such optimal mapping is usually non-linear and learnable by machine learning. Recently, deep convolutional neural networks have proven promising for such learning processing. It is desirable for an image processin…
Paper presents an efficient algorithm for learning minimax risk classifiers with large-scale data.
We show that an economic system populated by multiple agents generates an equilibrium distribution in the form of multiple scaling laws of conditional PDFs, which are sufficient for characterizing the probability distribution. The existence of the double scaling law is demonstrated empirically for the sales and the lab…
This paper improves traditional Markowitz optimization by considering variance at multiple time scales.
Improved SVMs learn from few samples with composition and multiple scales.
HSSE framework embeds single-cell RNA-seq data at multiple scales.
Proposes a new hyperprior and predictive criterion for weakly informative hyperprior in relevance vector machine.
The authors study the method of scaling in the context of the study of automorphism groups of complex domains in multiple dimensions. Various types of scaling techniques are compared and contrasted. Applications are given in a number of areas of complex geometric analysis. Relations with other parts of mathematics are …
Bayesian optimization speeds up bioprocess development across scales.
Natural image statistics exhibit hierarchical dependencies across multiple scales. Representing such prior knowledge in non-factorial latent tree models can boost performance of image denoising, inpainting, deconvolution or reconstruction substantially, beyond standard factorial "sparse" methodology. We derive a large …
Framework learns surrogates for molecular dynamics across multiple time-scales.
Many real-world time series, such as in health, have changepoints where the system's structure or parameters change. Since changepoints can indicate critical events such as onset of illness, it is highly important to detect them. However, existing methods for changepoint detection (CPD) often require user-specified mod…
Flexible empirical Bayes for large-scale multiple linear regression.
New algorithm clusters hyperspectral images at multiple scales.
This work studies scaling laws for low-precision training in high-dimensional linear regression.
Calibration without labels in multiple testing
A powerful approach for understanding neural population dynamics is to extract low-dimensional trajectories from population recordings using dimensionality reduction methods. Current approaches for dimensionality reduction on neural data are limited to single population recordings, and can not identify dynamics embedde…
Fast and accurate MRI image reconstruction from undersampled data is crucial in clinical practice. Deep learning based reconstruction methods have shown promising advances in recent years. However, recovering fine details from undersampled data is still challenging. In this paper, we introduce a novel deep learning bas…
New asymptotic e-values improve inference by eliminating data-dependent scaling inefficiency.
Method scales up ML science by measuring multiple molecules at once.
The paper analyzes learning curves for kernel ridge regression with dot-product kernels.
Uncertainty quantification for forward and inverse problems is a central challenge across physical and biomedical disciplines. We address this challenge for the problem of modeling subsurface flow at the Hanford Site by combining stochastic computational models with observational data using physics-informed GAN models.…
Recent advancements in recurrent neural network (RNN) research have demonstrated the superiority of utilizing multiscale structures in learning temporal representations of time series. Currently, most of multiscale RNNs use fixed scales, which do not comply with the nature of dynamical temporal patterns among sequences…
This dissertation advances scalable Gaussian processes using iterative methods and pathwise conditioning.
Detection of power-law behavior and studies of scaling exponents uncover the characteristics of complexity in many real world phenomena. The complexity of financial markets has always presented challenging issues and provided interesting findings, such as the inverse cubic law in the tails of stock price fluctuation di…
Real time large scale streaming data pose major challenges to forecasting, in particular defying the presence of human experts to perform the corresponding analysis. We present here a class of models and methods used to develop an automated, scalable and versatile system for large scale forecasting oriented towards saf…
Corrupting the input and hidden layers of deep neural networks (DNNs) with multiplicative noise, often drawn from the Bernoulli distribution (or 'dropout'), provides regularization that has significantly contributed to deep learning's success. However, understanding how multiplicative corruptions prevent overfitting ha…
A new method for reinforcement learning scales errors without tuning.
SMTM improves MCMC sampling in high dimensions with multiple proposals and stereographic integration.
Periodicity detection is a crucial step in time series tasks, including monitoring and forecasting of metrics in many areas, such as IoT applications and self-driving database management system. In many of these applications, multiple periodic components exist and are often interlaced with each other. Such dynamic and …
We analyze the eigenvalue distribution of a neural network's kernel under specific scaling.
Identifying recurring patterns in high-dimensional time series data is an important problem in many scientific domains. A popular model to achieve this is convolutive nonnegative matrix factorization (CNMF), which extends classic nonnegative matrix factorization (NMF) to extract short-lived temporal motifs from a long …
SHAKE-GNN scales GNNs for large graphs with multi-scale representations.
Several recent papers investigate Active Learning (AL) for mitigating the data dependence of deep learning for natural language processing. However, the applicability of AL to real-world problems remains an open question. While in supervised learning, practitioners can try many different methods, evaluating each agains…
Study learning from multiple thinkers providing step-by-step solutions to problems.
Paper develops robust methods for large-scale testing without tuning parameters.
Matrix multiplication is a fundamental building block for large scale computations arising in various applications, including machine learning. There has been significant recent interest in using coding to speed up distributed matrix multiplication, that are robust to stragglers (i.e., machines that may perform slower …
Interbank markets are often characterised in terms of a core-periphery network structure, with a highly interconnected core of banks holding the market together, and a periphery of banks connected mostly to the core but not internally. This paradigm has recently been challenged for short time scales, where interbank ma…
Unintended effects from scaling neural network outputs with adaptive learning rates.
Detects singularities in complex data to improve machine learning models.
The modern scale of data has brought new challenges to Bayesian inference. In particular, conventional MCMC algorithms are computationally very expensive for large data sets. A promising approach to solve this problem is embarrassingly parallel MCMC (EP-MCMC), which first partitions the data into multiple subsets and r…
We present a set of models of the main stylized facts of market price fluctuations. These models comprise dynamical evolution with threshold dynamics and Langevin price equation with multiplicative noise, percolation models to describe the interaction between traders and hierarchical cascade models to unravel the possi…
Convolutional Neural Network (CNN) has demonstrated impressive ability to represent hyperspectral images and to achieve promising results in hyperspectral image classification. However, traditional CNN models can only operate convolution on regular square image regions with fixed size and weights, so they cannot univer…
We compute an approximate Fréchet mean for sets of sparse graphs.
In this paper, we propose several dictionary learning algorithms for sparse representations that also impose specific structures on the learned dictionaries such that they are numerically efficient to use: reduced number of addition/multiplications and even avoiding multiplications altogether. We base our work on facto…
A simple model explains inference scaling in neural models.