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.
A new method optimizes anomaly scoring from score distribution to improve AD performance.
We propose a multi-label multi-task framework based on a convolutional recurrent neural network to unify detection of isolated and overlapping audio events. The framework leverages the power of convolutional recurrent neural network architectures; convolutional layers learn effective features over which higher recurren…
New LT-O-learners improve HLTE estimation with low overlap.
In spite of the growing theoretical literature on cascades of failures in interbank lending networks, empirical results seem to suggest that networks of direct exposures are not the major channel of financial contagion. In this paper we show that networks of interbank exposures can however significantly amplify contagi…
CnGAN generates synthetic user preferences for non-overlapped users in cross-network recommender systems.
Separating overlapped nuclei is a major challenge in histopathology image analysis. Recently published approaches have achieved promising overall performance on public datasets; however, their performance in segmenting overlapped nuclei are limited. To address the issue, we propose the bending loss regularized network …
A new method speeds up overlapping group lasso computations.
Common asset holding by financial institutions, namely portfolio overlap, is nowadays regarded as an important channel for financial contagion with the potential to trigger fire sales and thus severe losses at the systemic level. In this paper we propose a method to assess the statistical significance of the overlap be…
Emergent misalignment is influenced by training dynamics, model priors, and data.
The paper tackles scalarization issues in A2C RL algorithms, proposing methods to avoid gradient overlap and noise.
This paper examines the applicability in realistic scenarios of two deep learning based solutions to the overlapping speaker separation problem. Firstly, we present experiments that show that these methods are applicable for a broad range of languages. Further experimentation indicates limited performance loss for untr…
Our work connects parameter magnitudes and Hessian eigenspaces in deep neural nets.
Improved retinal vessel segmentation with topology preservation trade-off.
One-pass SGD dynamics in overparameterized quadratic networks show slow escape from poor solutions.
We consider the problem of concurrent portfolio losses in two non-overlapping credit portfolios. In order to explore the full statistical dependence structure of such portfolio losses, we estimate their empirical pairwise copulas. Instead of a Gaussian dependence, we typically find a strong asymmetry in the copulas. Co…
New risk control method for non-monotonic losses in complex parameters.
Fisher loss improves deep domain adaptation by learning discriminative within-class compact and between-class separable representations.
The utility of Potential Future Exposure (PFE) for counterparty trading limits is being challenged by new market developments, notably widespread regulatory Initial Margin (using 99% 10-day exposure), and netting of trade and collateral flows. However PFE has pre-existing challenges w.r.t. portfolios/distributions, col…
The stability of the financial system is associated with systemic risk factors such as the concurrent default of numerous small obligors. Hence it is of utmost importance to study the mutual dependence of losses for different creditors in the case of large, overlapping credit portfolios. We analytically calculate the m…
Overlapping clustering problem is an important learning issue in which clusters are not mutually exclusive and each object may belongs simultaneously to several clusters. This paper presents a kernel based method that produces overlapping clusters on a high feature space using mercer kernel techniques to improve separa…
Deconfounding scores improve causal effect estimation with weak overlap.
Unified framework detects change-points and estimates parameters in nonlinear systems with regime switching.
In medicine, visualizing chromosomes is important for medical diagnostics, drug development, and biomedical research. Unfortunately, chromosomes often overlap and it is necessary to identify and distinguish between the overlapping chromosomes. A segmentation solution that is fast and automated will enable scaling of co…
New method improves CATE estimation in low overlap regions.
Proposes a sensitivity framework to handle limited overlap in causal inference.
Producing overlapping schemes is a major issue in clustering. Recent proposed overlapping methods relies on the search of an optimal covering and are based on different metrics, such as Euclidean distance and I-Divergence, used to measure closeness between observations. In this paper, we propose the use of another meas…
The study simplifies assessing overlap in logistic regression models using empirical likelihood.
Recently, to solve large-scale lasso and group lasso problems, screening rules have been developed, the goal of which is to reduce the problem size by efficiently discarding zero coefficients using simple rules independently of the others. However, screening for overlapping group lasso remains an open challenge because…
Most systems and learning algorithms optimize average performance or average loss -- one reason being computational complexity. However, many objectives of practical interest are more complex than simply average loss. This arises, for example, when balancing performance or loss with fairness across people. We prove tha…
Multitask learning can be effective when features useful in one task are also useful for other tasks, and the group lasso is a standard method for selecting a common subset of features. In this paper, we are interested in a less restrictive form of multitask learning, wherein (1) the available features can be organized…
Community detection is a fundamental problem in network analysis which is made more challenging by overlaps between communities which often occur in practice. Here we propose a general, flexible, and interpretable generative model for overlapping communities, which can be thought of as a generalization of the degree-co…
RISA improves VFL by using imputed samples with low uncertainty.
As research into community finding in social networks progresses, there is a need for algorithms capable of detecting overlapping community structure. Many algorithms have been proposed in recent years that are capable of assigning each node to more than a single community. The performance of these algorithms tends to …
In this paper, we consider parameter recovery for non-overlapping convolutional neural networks (CNNs) with multiple kernels. We show that when the inputs follow Gaussian distribution and the sample size is sufficiently large, the squared loss of such CNNs is in a basin of attraction…
We present a principled approach for detecting overlapping temporal community structure in dynamic networks. Our method is based on the following framework: find the overlapping temporal community structure that maximizes a quality function associated with each snapshot of the network subject to a temporal smoothness c…
New mechanism detects overlap density for weak-to-strong generalization.
We calculate eigenvector overlaps between intersecting time periods of covariance matrices.
Well-known for its simplicity and effectiveness in classification, AdaBoost, however, suffers from overfitting when class-conditional distributions have significant overlap. Moreover, it is very sensitive to noise that appears in the labels. This article tackles the above limitations simultaneously via optimizing a mod…
Community detection is a task of fundamental importance in social network analysis that can be used in a variety of knowledge-based domains. While there exist many works on community detection based on connectivity structures, they suffer from either considering the overlapping or non-overlapping communities. In this w…
Unified approach for fair classification with overlapping groups.
Overlap-Local-SGD improves distributed SGD by overlapping communication and computation.
Anomaly detection is a classical problem where the aim is to detect anomalous data that do not belong to the normal data distribution. Current state-of-the-art methods for anomaly detection on complex high-dimensional data are based on the generative adversarial network (GAN). However, the traditional GAN loss is not d…
ION-C solves overlapping network integration problems efficiently.
Overlap between treatment groups is required for non-parametric estimation of causal effects. If a subgroup of subjects always receives the same intervention, we cannot estimate the effect of intervention changes on that subgroup without further assumptions. When overlap does not hold globally, characterizing local reg…
Study on Langevin dynamics for recovering planted signals in spiked matrix models.
New method detects overlapping communities in weighted graphs without pure nodes assumption.
K-fold Cross Validation is commonly used to evaluate classifiers and tune their hyperparameters. However, it assumes that data points are Independent and Identically Distributed (i.i.d.) so that samples used in the training and test sets can be selected randomly and uniformly. In Human Activity Recognition datasets, we…
Study on overlaps of singular vectors in Gaussian matrix submatrices.