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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.

169,051 papers · 148 categories

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104208311415 · Jun 202019922001200920172026
48 results for point interactions

Proposes a new model for diversified interactive recommendation.

problem Previous methods focus on optimizing recommendation accuracy, ignoring diversity.
method DC2^2B model using determinantal point process and Thompson sampling-based variational Bayesian inference.
result Demonstrates effectiveness of the proposed method through extensive experiments.

New result on critical points of Bethe free energy under deformation retracts.

problem Characterizing critical points of Bethe free energy for complex graphs.
method Analyzing homotopy types and deformation retracts of factor graphs.
result Critical points of Bethe free energy are invariant under deformation retracts.

TimeCNN improves forecasting by refining cross-variable interactions over time.

problem Multivariate time series forecasting struggles with dynamic and multifaceted cross-variable correlations.
method TimeCNN uses timepoint-independent convolution kernels to capture evolving relationships among variables.
result TimeCNN outperforms state-of-the-art models in real-world datasets with significant computational and speed advantages.

MicroRNAs (miRNAs) are small RNA molecules composed of 19-22 nt, which play important regulatory roles in post-transcriptional gene regulation by inhibiting the translation of the mRNA into proteins or otherwise cleaving the target mRNA. Inferring miRNA targets provides useful information for understanding the roles of…

2012-10-12abs ↗pdf ↗

Interactive machine learning with weak supervision and pre-trained embeddings.

problem Training machine learning models with limited labeled data.
method Use pre-trained embeddings to define a distance function and extend source votes to nearby points.
result Significantly outperforms traditional weakly-supervised and fully-supervised methods.

We propose a latent self-exciting point process model that describes geographically distributed interactions between pairs of entities. In contrast to most existing approaches that assume fully observable interactions, here we consider a scenario where certain interaction events lack information about participants. Ins…

2013-02-12abs ↗pdf ↗

This work finds mixed equilibria in zero-sum games using interacting particle dynamics.

problem Finding mixed equilibrium points in continuous minmax games.
method A method based on entropic regularisation of two-layer zero-sum games with interacting particle dynamics.
result The sequence of empirical measures of the particle system satisfies a large deviation principle as the number of particles grows to infinity, implying convergence of the empirical measure and the Nikaidô-Isoda error.

We consider learning under the constraint of local differential privacy (LDP). For many learning problems known efficient algorithms in this model require many rounds of communication between the server and the clients holding the data points. Yet multi-round protocols are prohibitively slow in practice due to network …

2018-09-24abs ↗pdf ↗

Modeling price formation with interacting Hawkes processes leading to stochastic volatility with leverage.

problem Capturing the complex dynamics of price formation in financial markets.
method Agent-based approach to aggregate self-exciting point processes with mean-field interaction.
result Aggregated model converges to a stochastic volatility model with leverage effect and faster-than-linear mean reversion.

We present a simple model of firm rating evolution. We consider two sources of defaults: individual dynamics of economic development and Potts-like interactions between firms. We show that such a defined model leads to phase transition, which results in collective defaults. The existence of the collective phase depends…

2009-04-28abs ↗pdf ↗

Unified model for interactive estimation with improved learnability measure.

problem Improving learnability in interactive estimation models.
method Introducing a combinatorial measure (dissimilarity dimension) and a general algorithm with polynomial bounds.
result Unified model subsumes statistical-query learning and structured bandits.

SLIM model tackles graph classification by resolving part-interaction dilemmas.

problem Difficulty in modeling graph parts and their interactions in graph classification.
method SLIM model, which solves resolution dilemmas and leverages explicit interactions.
result SLIM offers improved interpretability, accuracy, and new insights in graph representation learning.

New method uncovers global topology through local interactions, reducing algorithm complexity.

problem Global interaction is necessary for forming feature maps that preserve global topology.
method Competing agents engage in local interactions to form feature maps without global interaction.
result Local interactions can uncover global topology, leading to consistent map quality across diverse datasets.

The paper analyzes PPM for nonconvex-nonconcave problems, identifying three regions with varying convergence guarantees.

problem Challenges in nonconvex-nonconcave minimax optimization.
method Classic proximal point method with insights from the Moreau envelope.
result Identification of three regions with varying convergence guarantees for PPM.

Advanced inference techniques allow one to reconstruct the pattern of interaction from high dimensional data sets. We focus here on the statistical properties of inferred models and argue that inference procedures are likely to yield models which are close to a phase transition. On one side, we show that the reparamete…

2011-02-08abs ↗pdf ↗

Modeling social network activity through user and topic interaction.

problem Understanding complex dynamics of opinion formation in social networks.
method Mixture of Interacting Cascades (MIC) model of marked multidimensional Hawkes processes.
result MIC achieves superior performance in modeling information cascade spread.

We consider a financial market model which consists of a financial asset and a large number of interacting agents classified into many types. Different types of agents are heterogeneous in their price expectations. Each agent can change its type based on the current empirical distribution of the types and the equilibri…

2007-03-28abs ↗pdf ↗

An interactive image retrieval system learns which images in the database belong to a user's query concept, by analyzing the example images and feedback provided by the user. The challenge is to retrieve the relevant images with minimal user interaction. In this work, we propose to solve this problem by posing it as a …

2018-02-12abs ↗pdf ↗

Estimates log-likelihood of interacting particle systems using virtual particles.

problem Inconsistent estimation of finite-particle log-likelihood in large particle systems.
method Stochastic gradient estimate using continuous trajectory and virtual particle systems.
result Convergence to stationary points of limiting mean-field system's log-likelihood.

New method bypasses assumptions for unbiased estimation of complex system interactions.

problem Inferring pair-wise and higher-order interactions from observational data.
method Cross-disciplinary approach using Targeted Learning for unbiased estimation.
result Universal estimator of all-order symmetric interactions without parametric assumptions.

The paper proposes a method to learn from both simulation and real-world data.

problem Training autonomous systems in simulation and applying them to real-world environments.
method Balancing samples from simulation and real-world data using a replay buffer.
result The method achieves better performance in real-world tasks compared to training only in simulation.

New method identifies important features and interactions in RF models.

problem Limited theoretical understanding of local feature and interaction importance in RF models.
method Combines global and local analysis to identify frequent feature co-occurrences.
result Proves consistent recovery of true local signal features and interactions.

A new model explains protein interactions via electron delocalization.

problem Understanding how protein interactions affect each other.
method Quantized discrete differential geometry of n-simplices.
result Allosteric regulation follows from the model of interactions.

MagNet uses neural networks to predict multi-agent dynamics from observations.

problem Predicting the evolution of complex multi-agent systems.
method Formulated a coupled non-linear network with ODE-based state evolution, trained a neural network to discover dynamics from observations.
result Orders of magnitude improvement in prediction accuracy over traditional models.

The leverage effect weakly impacts return distributions, especially for small firms.

problem The leverage effect's impact on return distributions is inconsistent and puzzling.
method Analyzed the determinants of return distributions and proposed an indirect method to measure the interaction effect.
result The interaction effect between leverage and mean-reversion is weak and impacts return distributions mainly for small firms.

We consider matrix completion for recommender systems from the point of view of link prediction on graphs. Interaction data such as movie ratings can be represented by a bipartite user-item graph with labeled edges denoting observed ratings. Building on recent progress in deep learning on graph-structured data, we prop…

2017-06-07abs ↗pdf ↗

New algorithm predicts spatio-temporal events with improved accuracy.

problem Non-stationary spatio-temporal prediction on dense and sparse sequences.
method Probabilistic approach using point processes and self-organizing decision trees.
result Significant performance improvements over baseline and state-of-the-art methods.