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.
We apply network Lasso to semi-supervised regression problems involving network structured data. This approach lends quite naturally to highly scalable learning algorithms in the form of message passing over an empirical graph which represents the network structure of the data. By using a simple non-parametric regressi…
We develop a neural network model to classify liver cancer patients into high-risk and low-risk groups using genomic data. Our approach provides a novel technique to classify big data sets using neural network models. We preprocess the data before training the neural network models. We first expand the data using wavel…
There is often latent network structure in spatial and temporal data and the tools of network analysis can yield fascinating insights into such data. In this paper, we develop a nonparametric method for network reconstruction from spatiotemporal data sets using multivariate Hawkes processes. In contrast to prior work o…
There is an increasing interest in the development of new data-driven models useful to assess the performance of communication networks. For many applications, like network monitoring and troubleshooting, a data model is of little use if it cannot be interpreted by a human operator. In this paper, we present an extensi…
In the last decade, there has been a great technological advance in the infrastructure of mobile technologies. The increase in the use of wireless local area networks and the use of satellite services are also noticed. The high utilization rate of mobile devices for various purposes makes clear the need to track wirele…
Latent variable models can be used to probabilistically "fill-in" missing data entries. The variational autoencoder architecture (Kingma and Welling, 2014; Rezende et al., 2014) includes a "recognition" or "encoder" network that infers the latent variables given the data variables. However, it is not clear how to handl…
Modern data acquisition routinely produces massive amounts of network data. Though many methods and models have been proposed to analyze such data, the research of network data is largely disconnected with the classical theory of statistical learning and signal processing. In this paper, we present a new framework for …
Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or impossible to measure the network directly. Examples of latent networks include ec…
We discuss social network analysis from the perspective of economics. We organize the presentaion around the theme of externalities: the effects that one's behavior has on others' well-being. Externalities underlie the interdependencies that make networks interesting. We discuss network formation, as well as interactio…
An important part of the information gathering and data analysis is to find out what people think about, either a product or an entity. Twitter is an opinion rich social networking site. The posts or tweets from this data can be used for mining people's opinions. The recent surge of activity in this area can be attribu…
Current high-throughput data acquisition technologies probe dynamical systems with different imaging modalities, generating massive data sets at different spatial and temporal resolutions posing challenging problems in multimodal data fusion. A case in point is the attempt to parse out the brain structures and networks…
In this paper, a neural network-based stock price prediction and trading system using technical analysis indicators is presented. The model developed first converts the financial time series data into a series of buy-sell-hold trigger signals using the most commonly preferred technical analysis indicators. Then, a Mult…
TabSurv adapts tabular neural networks for survival analysis.
problem Survival analysis on tabular data using deep learning methods.
method Adapts modern tabular architectures to survival analysis using Weibull distribution or non-parametric prediction. Optimizes SurvHL histogram loss function.
result TabSurv consistently outperforms classical and deep learning baselines on 10 real-world survival datasets.
The paper proposes a neural network model for estimating conditional mixture Weibull distributions with right-censored data.
problem Survival analysis with right-censored data in predictive maintenance and health fields.
method A neural network architecture is developed to estimate two-parameter Weibull distributions conditionally to features, extending to a finite mixture of Weibull distributions.
result The model outperforms state-of-the-art methods on real-world datasets and can consider any survival time horizon.