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.
AutoLL uses neural networks to automatically reorder graph nodes for linear layouts.
DeepTMR reorders matrices without prior knowledge of structural patterns.
We propose a Bayesian methodology for one-mode projecting a bipartite network that is being observed across a series of discrete time steps. The resulting one mode network captures the uncertainty over the presence/absence of each link and provides a probability distribution over its possible weight values. Additionall…
New algorithm optimizes matrix reordering for noisy disordered matrices.
We explore under what conditions one can obtain a nontrivial knot, given a collection of vectors. First, we show how to get a crossing from any 3 vectors equal in magnitude, by arbitrarily picking 2 vectors and identifying the sufficient and necessary criteria for picking a third vector that will guarantee a crossi…
Maximal extractable value in CFMMs can degrade or improve routing quality, with reordering MEV showing logarithmic impact.
This work introduces uncertainty principles to mitigate Maximal Extractable Value in blockchain systems.
Ethereum block builders can earn up to $14M/month by reordering transactions, harming users.
Quick Shift is a popular mode-seeking and clustering algorithm. We present finite sample statistical consistency guarantees for Quick Shift on mode and cluster recovery under mild distributional assumptions. We then apply our results to construct a consistent modal regression algorithm.
Study examines trading costs on Uniswap, finding adversarial slippage is significant for large trades and certain assets.
PRRO generates synthetic tabular data that improves SL performance and class distribution.
Efficiently learns and transports posterior densities for real-time inference.
Designing deep learning models for highly-constrained hardware would allow imbuing many edge devices with intelligence. Microcontrollers (MCUs) are an attractive platform for building smart devices due to their low cost, wide availability, and modest power usage. However, they lack the computational resources to run ne…
Theoretical work on mode collapse in variational inference models.
Method learns hierarchical representations of samples and features simultaneously.
We present a nonparametric method for selecting informative features in high-dimensional clustering problems. We start with a screening step that uses a test for multimodality. Then we apply kernel density estimation and mode clustering to the selected features. The output of the method consists of a list of relevant f…
Paper improves uncertainty estimation in LLM-as-a-judge systems.
Study on mode stability of gravitational instantons of type D.
A new method constrains PARAFAC2 for better pattern recovery.
Hyperfitting improves LLM generation quality by enhancing diversity, contrary to simple temperature scaling.
The paper evaluates samplers on multi-modal targets, focusing on mode separation and recovery.
We propose a mixed integer programming (MIP) model and iterative algorithms based on topological orders to solve optimization problems with acyclic constraints on a directed graph. The proposed MIP model has a significantly lower number of constraints compared to popular MIP models based on cycle elimination constraint…
In (exploratory) factor analysis, the loading matrix is identified only up to orthogonal rotation. For identifiability, one thus often takes the loading matrix to be lower triangular with positive diagonal entries. In Bayesian inference, a standard practice is then to specify a prior under which the loadings are indepe…
We propose a representation of graph as a functional object derived from the power iteration of the underlying adjacency matrix. The proposed functional representation is a graph invariant, i.e., the functional remains unchanged under any reordering of the vertices. This property eliminates the difficulty of handling e…
In this paper, we present Neural Phrase-based Machine Translation (NPMT). Our method explicitly models the phrase structures in output sequences using Sleep-WAke Networks (SWAN), a recently proposed segmentation-based sequence modeling method. To mitigate the monotonic alignment requirement of SWAN, we introduce a new …
Representation learning is typically applied to only one mode of a data matrix, either its rows or columns. Yet in many applications, there is an underlying geometry to both the rows and the columns. We propose utilizing this coupled structure to perform co-manifold learning: uncovering the underlying geometry of both …
Bipartite networks are a common type of network data in which there are two types of vertices, and only vertices of different types can be connected. While bipartite networks exhibit community structure like their unipartite counterparts, existing approaches to bipartite community detection have drawbacks, including im…
Proposes MPCA for robust PCA using mode estimation.
Recent work on mode connectivity in the loss landscape of deep neural networks has demonstrated that the locus of (sub-)optimal weight vectors lies on continuous paths. In this work, we train a neural network that serves as a hypernetwork, mapping a latent vector into high-performance (low-loss) weight vectors, general…
Seq2Tens uses tensors to efficiently represent sequences, improving performance on time series and video tasks.
We consider a simple and overarching representation for permutation-invariant functions of sequences (or multiset functions). Our approach, which we call Janossy pooling, expresses a permutation-invariant function as the average of a permutation-sensitive function applied to all reorderings of the input sequence. This …
New ADMM method for PARAFAC2 tensor decomposition with flexible regularization.
Principal component analysis (PCA) is an unsupervised method for learning low-dimensional features with orthogonal projections. Multilinear PCA methods extend PCA to deal with multidimensional data (tensors) directly via tensor-to-tensor projection or tensor-to-vector projection (TVP). However, under the TVP setting, i…
We study the space $\nua{m}{d}$ of clouds in $\bbr^d$ (ordered sets of points modulo the action of the group of affine isometries). We show that $\nua{m}{d}$ is a smooth space, stratified over a certain hyperplane arrangement in $\bbr^m$. We give an algorithm to list all the chambers and other strata (this is indep…
SFSVI uses Gaussian mixtures to approximate neural network outputs for continual learning.
New method reduces summary points for datasets while maintaining quality.
This paper introduces a new data-driven methodology for estimating sparse covariance matrices of the random coefficients in logit mixture models. Researchers typically specify covariance matrices in logit mixture models under one of two extreme assumptions: either an unrestricted full covariance matrix (allowing correl…
We describe a seriation algorithm for ranking a set of items given pairwise comparisons between these items. Intuitively, the algorithm assigns similar rankings to items that compare similarly with all others. It does so by constructing a similarity matrix from pairwise comparisons, using seriation methods to reorder t…
Proposes tPARAFAC2 for tracking evolving patterns in time-evolving data.
It is challenging for stochastic optimizations to handle large-scale sensitive data safely. Recently, Duchi et al. proposed private sampling strategy to solve privacy leakage in stochastic optimizations. However, this strategy leads to robustness degeneration, since this strategy is equal to the noise injection on each…
Quantum algorithm samples from SDEs using DQCs and quantile mechanics.
A novel hybrid data-driven approach is developed for forecasting power system parameters with the goal of increasing the efficiency of short-term forecasting studies for non-stationary time-series. The proposed approach is based on mode decomposition and a feature analysis of initial retrospective data using the Hilber…
Research analyzes ethical concerns around MEV on blockchain and social media.
Study improves cross-modal bike-share and transit demand prediction.
Inspired by the tremendous success of deep generative models on generating continuous data like image and audio, in the most recent year, few deep graph generative models have been proposed to generate discrete data such as graphs. They are typically unconditioned generative models which has no control on modes of the …
Convolutional Neural Networks (CNNs) have demonstrated state-of-the-art performance on many visual recognition tasks. However, the combination of convolution and pooling operations only shows invariance to small local location changes in meaningful objects in input. Sometimes, such networks are trained using data augme…
New model optimizes portfolios with realistic transaction costs.
Blend-ASC improves self-consistency efficiency by dynamically allocating samples, reducing costs.