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.
Online learners track optimal solutions with constant step-size.
Two adaptive algorithms improve tracking regret in dynamic expert advice problems.
This paper optimizes object tracking on edge devices with small matrices.
We consider the problem of online subspace tracking of a partially observed high-dimensional data stream corrupted by noise, where we assume that the data lie in a low-dimensional linear subspace. This problem is cast as an online low-rank tensor completion problem. We propose a novel online tensor subspace tracking al…
This work presents GROUSE (Grassmanian Rank-One Update Subspace Estimation), an efficient online algorithm for tracking subspaces from highly incomplete observations. GROUSE requires only basic linear algebraic manipulations at each iteration, and each subspace update can be performed in linear time in the dimension of…
SOOTT framework optimizes target tracking with robust and learning-augmented algorithms.
We study the tracking problem, namely, estimating the hidden state of an object over time, from unreliable and noisy measurements. The standard framework for the tracking problem is the generative framework, which is the basis of solutions such as the Bayesian algorithm and its approximation, the particle filters. Howe…
This paper describes a new online convex optimization method which incorporates a family of candidate dynamical models and establishes novel tracking regret bounds that scale with the comparator's deviation from the best dynamical model in this family. Previous online optimization methods are designed to have a total a…
Algorithm detects changes online using expert tracking.
This paper presents GRASTA (Grassmannian Robust Adaptive Subspace Tracking Algorithm), an efficient and robust online algorithm for tracking subspaces from highly incomplete information. The algorithm uses a robust -norm cost function in order to estimate and track non-stationary subspaces when the streaming data …
We present a framework for supervised subspace tracking, when there are two time series and , one being the high-dimensional predictors and the other being the response variables and the subspace tracking needs to take into consideration of both sequences. It extends the classic online subspace tracking work…
New framework for tracking varying bounds in time series forecasting.
Capacity-Constrained Online Convex Optimization with Delayed Feedback
Accurate real-time tracking of influenza outbreaks helps public health officials make timely and meaningful decisions that could save lives. We propose an influenza tracking model, ARGO (AutoRegression with GOogle search data), that uses publicly available online search data. In addition to having a rigorous statistica…
Online algorithms track causal structure changes in real-time, outperforming existing methods.
This study models target trajectories using stochastic processes for efficient tracking.
Optimizes decisions in time-varying distributions using online stochastic methods and Wasserstein distance.
Recognizes collective sheep movement activities online.
Study analyzes online student behavior patterns using log data.
Online DEM improves tracking of latent states in dynamic systems.
Study online learning with delays and capacity constraints, achieving optimal regret bounds.
Prod algorithm improves robustness and efficiency in log-loss prediction.
Online Multi-Object Tracking (MOT) from videos is a challenging computer vision task which has been extensively studied for decades. Most of the existing MOT algorithms are based on the Tracking-by-Detection (TBD) paradigm combined with popular machine learning approaches which largely reduce the human effort to tune a…
This paper addresses tracking of a moving target in a multi-agent network. The target follows a linear dynamics corrupted by an adversarial noise, i.e., the noise is not generated from a statistical distribution. The location of the target at each time induces a global time-varying loss function, and the global loss is…
Financial market prediction on the basis of online sentiment tracking has drawn a lot of attention recently. However, most results in this emerging domain rely on a unique, particular combination of data sets and sentiment tracking tools. This makes it difficult to disambiguate measurement and instrument effects from f…
Paper develops adaptive learning method to minimize dynamic regret in dynamic environments.
Online convex optimization is a sequential prediction framework with the goal to track and adapt to the environment through evaluating proper convex loss functions. We study efficient particle filtering methods from the perspective of such a framework. We formulate an efficient particle filtering methods for the non-st…
Two algorithms track time-varying causality graphs online from VAR models.
In an era of ubiquitous large-scale streaming data, the availability of data far exceeds the capacity of expert human analysts. In many settings, such data is either discarded or stored unprocessed in datacenters. This paper proposes a method of online data thinning, in which large-scale streaming datasets are winnowed…
Cascading chains of events are a salient feature of many real-world social, biological, and financial networks. In social networks, social reciprocity accounts for retaliations in gang interactions, proxy wars in nation-state conflicts, or Internet memes shared via social media. Neuron spikes stimulate or inhibit spike…
Decentralized learning reduces regret by sharing model updates, especially with stochastic components.
Online-iForest detects anomalies in streaming data efficiently.
We use online convex optimization (OCO) for setpoint tracking with uncertain, flexible loads. We consider full feedback from the loads, bandit feedback, and two intermediate types of feedback: partial bandit where a subset of the loads are individually observed and the rest are observed in aggregate, and Bernoulli feed…
Most real-world networks exhibit community structure, a phenomenon characterized by existence of node clusters whose intra-edge connectivity is stronger than edge connectivities between nodes belonging to different clusters. In addition to facilitating a better understanding of network behavior, community detection fin…
Recent work in distance metric learning has focused on learning transformations of data that best align with specified pairwise similarity and dissimilarity constraints, often supplied by a human observer. The learned transformations lead to improved retrieval, classification, and clustering algorithms due to the bette…
This paper addresses network anomography, that is, the problem of inferring network-level anomalies from indirect link measurements. This problem is cast as a low-rank subspace tracking problem for normal flows under incomplete observations, and an outlier detection problem for abnormal flows. Since traffic data is lar…
Online learning with streaming data in a distributed and collaborative manner can be useful in a wide range of applications. This topic has been receiving considerable attention in recent years with emphasis on both single-task and multitask scenarios. In single-task adaptation, agents cooperate to track an objective o…
nuScenes dataset includes multimodal sensor data for autonomous vehicle training.
The stochastic dual coordinate-ascent (S-DCA) technique is a useful alternative to the traditional stochastic gradient-descent algorithm for solving large-scale optimization problems due to its scalability to large data sets and strong theoretical guarantees. However, the available S-DCA formulation is limited to finit…
Generative model predicts menstrual cycle lengths accounting for self-tracking artifacts.
Robust PCA methods are typically batch algorithms which requires loading all observations into memory before processing. This makes them inefficient to process big data. In this paper, we develop an efficient online robust principal component methods, namely online moving window robust principal component analysis (OMW…
The tracking method based on the extreme learning machine (ELM) is efficient and effective. ELM randomly generates input weights and biases in the hidden layer, and then calculates and computes the output weights by reducing the iterative solution to the problem of linear equations. Therefore, ELM offers the satisfying…
Adversarial online nonparametric regression achieves optimal rates with locally adaptive learning.
Universal algorithm for online convex optimization with optimal regret bounds.
Paper tackles dynamic label shift in online learning, achieving optimal performance.
ACI uses Bayesian data assimilation to trace causes from effects in complex systems.
Following a particular news story online is an important but difficult task, as the relevant information is often scattered across different domains/sources (e.g., news articles, blogs, comments, tweets), presented in various formats and language styles, and may overlap with thousands of other stories. In this work we …
Two novel procedures track quantiles efficiently using an oracle.