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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.

168,657 papers · 148 categories

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106211317422 · Jun 202019922001200920172026
48 results for point matching

Proposes a novel approach for cluster-aware matching using Laplacian Optimal Transport.

problem Matching point clouds with intrinsic cluster structure requires robust region-to-region alignment over precise point-to-point correspondence.
method Laplacian Optimal Transport (LapOT) with regularization for cluster-aware matching and Refined Simultaneous Clustering (RSC) for consistent partitions.
result Laplacian Optimal Transport produces more consistent and meaningful alignments between point clouds.

This paper improves change-point detection for complex data streams using denoising score matching.

problem Timely identification of distributional shifts in high-dimensional, complex data streams.
method Score-based CUSUM change-point detection with denoising score matching.
result Denoising score matching enhances detection power by effectively controlling noise scale.

SoccerCPD detects tactical changes in soccer matches using spatiotemporal tracking data.

problem Detecting consistent team formations in fluid sports like soccer.
method Two-step change-point detection: formation and role changes.
result Accurately detects tactical changes and estimates formation and role assignments.

A new model DKMPP integrates covariates and uses an integration-free method for spatio-temporal point processes.

problem Training intractable deep spatio-temporal point processes with multimodal covariates.
method DKMPP uses a deep kernel to model complex relationships and an integration-free score matching method.
result DKMPP and score-based estimators outperform baseline models in spatio-temporal point processes.

We argue that the existing regret matchings for Nash equilibrium approximation conduct "jumpy" strategy updating when the probabilities of future plays are set to be proportional to positive regret measures. We propose a geometrical regret matching which features "smooth" strategy updating. Our approach is simple, intu…

2019-08-18abs ↗pdf ↗

In this paper, we propose deep learning techniques for econometrics, specifically for causal inference and for estimating individual as well as average treatment effects. The contribution of this paper is twofold: 1. For generalized neighbor matching to estimate individual and average treatment effects, we analyze the …

2018-03-01abs ↗pdf ↗

The matching of multiple objects (e.g. shapes or images) is a fundamental problem in vision and graphics. In order to robustly handle ambiguities, noise and repetitive patterns in challenging real-world settings, it is essential to take geometric consistency between points into account. Computationally, the multi-match…

2018-11-26abs ↗pdf ↗

Paper tackles distribution matching by partially matching distributions, achieving robust results.

problem Robustly aligning two probability distributions.
method Developed a partial Wasserstein adversarial network (PWAN) to efficiently approximate the partial Wasserstein-1 (PW) discrepancy.
result The PWAN effectively produces highly robust matching results, outperforming state-of-the-art methods.

Prime Match protects client stock trades from market price manipulation.

problem Protecting client stock trades from market price manipulation.
method Prime Match uses a two-round secure linear comparison protocol to match orders without revealing information.
result Prime Match reduces market impact and maintains client privacy.

Study properties of self-similar continua with finite intersection property.

problem Characterize self-similar continua with finite intersection property.
method Prove intersection graph criterion, finite order theorem, and parameter matching theorem.
result All Jordan arcs starting from a intersection point in such continuum on a plane should have the same slope parameter at that point.

A new method solves high-dimensional MFGs using particle-based flow matching.

problem Solving high-dimensional Mean-Field Games (MFGs) is computationally challenging.
method Proposes a particle-based deep Flow Matching (FM) method to update particles and train a flow neural network.
result Proves convergence of the scheme to a stationary point sublinearly and linearly under convexity assumptions.

A new method matches measures across different spaces using cost-regularized optimal transport.

problem Matching measures in different spaces without aligned data.
method Cost-regularized optimal transport formulation to match measures across two Euclidean spaces.
result Demonstrated applicability to single-cell spatial transcriptomics/multiomics matching tasks.

The bipartite record linkage task consists of merging two disparate datafiles containing information on two overlapping sets of entities. This is non-trivial in the absence of unique identifiers and it is important for a wide variety of applications given that it needs to be solved whenever we have to combine informati…

2016-01-25abs ↗pdf ↗

We show that for a metric space with an even number of points there is a 1-Lipschitz map to a tree-like space with the same matching number. This result gives the first basic version of an unoriented Kantorovich duality. The study of the duality gives a version of global calibrations for 1-chains with coefficients in $…

2014-09-30abs ↗pdf ↗

A new method for flow matching reduces computational costs and improves performance.

problem Efficiently matching flow models to target data distributions.
method Semidiscrete formulation of optimal transport (SD-OT) using SGD and maximum inner product search (MIPS).
result Semidiscrete FM (SD-FM) outperforms batch-OT and traditional flow matching methods.

The paper explores a new method for landmark matching using sub-Riemannian geometry and neural networks.

problem Finding a time-dependent vector field to warp points from an initial set to a target set.
method Sub-Riemannian geometry and residual neural networks.
result Demonstrates the importance of regularization in landmark matching.

Sparse Subspace Clustering (SSC) is a state-of-the-art method for clustering high-dimensional data points lying in a union of low-dimensional subspaces. However, while 1\ell_1 optimization-based SSC algorithms suffer from high computational complexity, other variants of SSC, such as Orthogonal Matching Pursuit-based S…

2017-08-16abs ↗pdf ↗

Parallel score matching accelerates DPM training and improves density estimation.

problem Extended training periods and limited modeling flexibility in DPMs.
method Partitioning the learning task into independent time sub-intervals and modeling the score at each time point separately.
result Significant acceleration of training process and improved density estimation performance.

Paper efficiently infers differential parameters in time-varying models using time score matching.

problem Efficiently inferring differential parameters in time-varying probabilistic models.
method Directly estimates the differential parameter using time score matching and proves consistency of the method.
result Consistent estimation of parameter derivatives in high-dimensional settings.

New algorithm finds approximate stationary points in non-convex optimization.

problem Finding approximate stationary points in non-convex stochastic optimization.
method Design of an algorithm using O(ε3)O(ε^{-3}) stochastic gradient and Hessian-vector products.
result Optimal rate of O(ε3)O(ε^{-3}) for finding εε-approximate stationary points, matching lower bounds.

Paper tightens variational GP approximations for large datasets.

problem Scaling Gaussian processes to large datasets.
method Relaxing the standard assumption about inducing points' posterior matching the prior, leading to a tighter variational approximation.
result The proposed approximation consistently matches or outperforms standard sparse variational GPs while maintaining computational cost.

A new method reformulates Optimal Transport Conditional Flow Matching using proximal operators.

problem Optimal Transport Conditional Flow Matching (OT-CFM) for generating models.
method Reformulate OT-CFM using proximal operators and extended Brenier potential.
result OT-CFM dynamics are terminally normally hyperbolic for manifold-supported targets.

Generative models learn distributions, new method finds inputs matching desired conditional distributions.

problem Designing inputs that produce specific conditional distributions, not just points.
method Conditional Distribution Matching (CDM) and MLGD-F algorithm.
result MLGD-F reliably recovers inputs matching diverse user-specified conditional distributions.

Unified approach for neural networks with multi-compartmental neurons and non-Hebbian plasticity.

problem Limited computational power of existing neural network models for multi-compartmental neurons and non-Hebbian plasticity.
method Unified extension of similarity matching approach to derive neural networks with multi-compartmental neurons and local, non-Hebbian learning rules.
result Unified approach facilitates understanding of multi-compartmental neuronal structures and non-Hebbian plasticity.

We study the local structure of Lie bialgebroids at regular points. In particular, we classify all transitive Lie bialgebroids. In special cases, they are connected to classical dynamical rr-matrices and matched pairs induced by Poisson group actions

2002-10-07abs ↗pdf ↗

Matching correlated VAR time series databases by recovering matching permutations.

problem Matching perturbed and permuted correlated VAR time series.
method Probabilistic framework modeling, maximum likelihood estimator (MLE), linear assignment, convex relaxations.
result Recovery guarantees for perfect or partial recovery of matching permutations, thresholds for σσ.