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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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2855708541,139 · Jun 202019922001200920172026
48 results for multivariate categorical data

A method for representing and comparing categorical trajectories using multivariate functional principal components.

problem Statistical description and comparison of categorical trajectories.
method Transforming categorical trajectories into binary indicator functions and applying multivariate functional principal components analysis.
result Consistent estimators of mean trajectories and covariance functions are obtained under weak regularity assumptions.

SCOPE fuses categorical variable levels to estimate high-dimensional linear models.

problem Estimating high-dimensional linear models with nominal categorical data.
method SCOPE uses nonconvex concave penalties to fuse levels and achieve efficient computation.
result SCOPE achieves oracle least squares solution under certain conditions.

In many scientific tasks we are interested in discovering whether there exist any correlations in our data. This raises many questions, such as how to reliably and interpretably measure correlation between a multivariate set of attributes, how to do so without having to make assumptions on distribution of the data or t…

2019-08-30abs ↗pdf ↗

Kendall transformation converts continuous data into categorical vectors for robust information theory.

problem Handling small number of observations and preserving ranking in continuous data.
method Kendall transformation converts ordered features into categorical vectors of pairwise order relations.
result Kendall transformation makes information theory methods applicable to continuous data robustly.

Study invariant connections on multivariate Gaussian distributions.

problem Understanding statistical connections on multivariate Gaussian distributions.
method Investigate invariant connections on N0n\mathcal{N}_0^n with the Fisher metric.
result Explicitly determined invariant connections and their moduli spaces.

New method learns disentangled discrete representations using categorical variational autoencoders.

problem Learning disentangled representations from discrete latent spaces.
method Replaced standard Gaussian VAE with a categorical VAE to mitigate rotational invariance.
result Categorical distributions improve learning of disentangled representations.

A nonparametric Bayesian sparse graph linear dynamical system (SGLDS) is proposed to model sequentially observed multivariate data. SGLDS uses the Bernoulli-Poisson link together with a gamma process to generate an infinite dimensional sparse random graph to model state transitions. Depending on the sparsity pattern of…

2018-02-21abs ↗pdf ↗

We propose a new model for supervised learning to rank. In our model, the relevance labels are assumed to follow a categorical distribution whose probabilities are constructed based on a scoring function. We optimize the training objective with respect to the multivariate categorical variables with an unbiased and low-…

2019-11-01abs ↗pdf ↗

New algorithms for multivariate RL improve decision-making in complex systems.

problem Complex multi-objective decision-making in reinforcement learning.
method Oracle-free and computationally-tractable algorithms for multivariate distributional RL.
result Convergence rates match scalar reward settings and provide insights into reward dimensionality.

We suggest a novel method of clustering and exploratory analysis of temporal event sequences data (also known as categorical time series) based on three-dimensional data grid models. A data set of temporal event sequences can be represented as a data set of three-dimensional points, each point is defined by three varia…

2015-05-06abs ↗pdf ↗

This paper reviews random forest methods for analyzing longitudinal data in precision medicine.

problem Analyzing longitudinal data for precision medicine.
method Extensions of random forest for longitudinal data analysis.
result Categorization of random forest methods for different data structures and repeated measurements.

The variational autoencoder (VAE) is a generative model with continuous latent variables where a pair of probabilistic encoder (bottom-up) and decoder (top-down) is jointly learned by stochastic gradient variational Bayes. We first elaborate Gaussian VAE, approximating the local covariance matrix of the decoder as an o…

2016-04-18abs ↗pdf ↗

A new model integrates covariates with grade of membership analysis for better latent structure recovery.

problem Improving latent structure recovery in multivariate categorical data analysis.
method Covariate-assisted grade of membership model exploiting shared low-rank simplex geometry.
result Auxiliary covariates can provably improve latent structure recovery, leading to faster convergence rates.

VAIOM models financial returns using continuous input and categorical output.

problem Modeling continuous, noisy, and heterogeneous financial data.
method VAIOM is a decoder-only Transformer that separates input representation from output likelihood.
result VAIOM models outperform fixed single-bar LightGBM baseline in both Test halves.

ForecastGAN improves multi-horizon time series forecasting by integrating numerical and categorical features.

problem Limited performance of existing approaches in short-term and long-term forecasting.
method Decomposition, model selection, adversarial training.
result ForecastGAN consistently outperforms state-of-the-art transformer models for short-term forecasting.

New model for multivariate discrete event data with flexible interactions.

problem Modeling multivariate discrete event data with categorical interactions.
method Developed a new modeling approach with convex constraints, two estimation procedures (LS and ML).
result Proposed model can capture arbitrary shapes of historical event influence.

Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which may difficult the application of machine learning techniques to extract informat…

2019-03-22abs ↗pdf ↗

Generative adversarial networks create synthetic insurance datasets from confidential originals.

problem Difficulty in accessing or sharing confidential insurance datasets for research.
method Design and use of three GAN architectures tailored for multi-categorical insurance data.
result MC-WGAN-GP synthesizes the best data, CTGAN is easiest to use, and MNCDP-GAN ensures differential privacy.

UNTIE learns representations of coupled categorical data.

problem Challenges in learning from unlabeled categorical data with complex couplings.
method UNTIE approach for unsupervised representation learning of heterogeneous couplings.
result UNTIE significantly improves categorical data representations on 25 diverse datasets.

Paper introduces Categorical Normalizing Flows for better handling of categorical data.

problem Limited application of normalizing flows on categorical data due to lack of intrinsic order.
method Categorical Normalizing Flows use continuous transformations to model latent relations in categorical data, optimizing both continuous representation and model likelihood.
result GraphCNF, a permutation-invariant generative model, outperforms state-of-the-art on molecule generation.

Bayesian model improves categorization of explosions from sparse data.

problem Challenges in categorizing explosions from limited data.
method Bayesian update to Event Categorization Matrix model with Bayesian Decision Theory.
result Consistent gains in overall accuracy and lower false negative rates.

Study categorizes mutual funds using natural language processing from unstructured data.

problem Categorizing mutual funds using unstructured data for financial analysis.
method Used natural language processing models to classify mutual funds from their investment strategy descriptions.
result High accuracy in categorizing mutual funds using NLP from unstructured data.

Categorical bundles provide a natural framework for gauge theories involving multiple gauge groups. Unlike the case of traditional bundles there are distinct notions of triviality, and hence also of local triviality, for categorical bundles. We study categorical principal bundles that are product bundles in the categor…

2015-06-14abs ↗pdf ↗

StructureBoost improves gradient boosting for complex categorical variables efficiently.

problem Efficiently handling complex categorical variables with known structure.
method Two methods to overcome computational obstacles in SCDT enumeration for structured categorical variables.
result StructureBoost outperforms existing packages on complex categorical problems.

Develops a new method for decision trees using categorical variable structure.

problem Lack of structure in treating categorical variables as predictors.
method Introduces a mathematical framework to represent categorical structure and generalizes decision trees to utilize this structure.
result Improves prediction accuracy on weather data using the new method.

In the era of big data, reducing data dimensionality is critical in many areas of science. Widely used Principal Component Analysis (PCA) addresses this problem by computing a low dimensional data embedding that maximally explain variance of the data. However, PCA has two major weaknesses. Firstly, it only considers li…

2017-02-17abs ↗pdf ↗

We present a technique for clustering categorical data by generating many dissimilarity matrices and averaging over them. We begin by demonstrating our technique on low dimensional categorical data and comparing it to several other techniques that have been proposed. Then we give conditions under which our method shoul…

2015-06-26abs ↗pdf ↗

Introduces FairCOCCO for fair learning with multitype, multivariate sensitive attributes.

problem Fairness in machine learning with multiple, complex sensitive attributes.
method FairCOCCO measure based on cross-covariance operators, incorporating a regularisation term.
result Consistent improvements in balancing fairness and predictive power on real-world datasets.