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.
Paper proposes a new method for more accurate group testing of infected patients.
Noisy Pooled PCR tests large groups more efficiently.
New method infers viral load from pooled tests.
In this paper, we study the pooled data problem of identifying the labels associated with a large collection of items, based on a sequence of pooled tests revealing the counts of each label within the pool. In the noiseless setting, we identify an exact asymptotic threshold on the required number of tests with optimal …
We propose a novel graph pooling operation using cliques as the unit pool. As this approach is purely topological, rather than featural, it is more readily interpretable, a better analogue to image coarsening than filtering or pruning techniques, and entirely nonparametric. The operation is implemented within graph con…
New TTP framework fuses control arms while controlling Type-I error.
The statistical comparison of multiple algorithms over multiple data sets is fundamental in machine learning. This is typically carried out by the Friedman test. When the Friedman test rejects the null hypothesis, multiple comparisons are carried out to establish which are the significant differences among algorithms. …
Many studies in biomedical and health sciences involve small sample sizes due to logistic or financial constraints. Often, identifying weak (but scientifically interesting) associations between a set of predictors and a response necessitates pooling datasets from multiple diverse labs or groups. While there is a rich l…
Many of our core assumptions about how neural networks operate remain empirically untested. One common assumption is that convolutional neural networks need to be stable to small translations and deformations to solve image recognition tasks. For many years, this stability was baked into CNN architectures by incorporat…
Bayesian methods improve group testing for identifying infected patients.
This research improves capital efficiency and impermanent loss in cryptocurrency markets using multi-token trading pools.
Develops a novel global pooling framework using optimal transport.
In this paper we outline initial concepts for an immune inspired algorithm to evaluate price time series data. The proposed solution evolves a short term pool of trackers dynamically through a process of proliferation and mutation, with each member attempting to map to trends in price movements. Successful trackers fee…
We investigate whether ResNet architectures can outperform more traditional Convolutional Neural Networks on the task of fine-grained vehicle classification. We train and test ResNet-18, ResNet-34 and ResNet-50 on the Comprehensive Cars dataset without pre-training on other datasets. We then modify the networks to use …
Study characterizes Uniswap v3 liquidity pools using transaction graphs and identifies ideal trading conditions.
New method corrects active learning for distribution shifts and outliers.
Detects potential depegs in Curve's StableSwap pools to protect LPs.
Dynamic Classifier Selection (DCS) techniques have difficulty in selecting the most competent classifier in a pool, even when its presence is assured. Since the DCS techniques rely only on local data to estimate a classifier's competence, the manner in which the pool is generated could affect the choice of the best cla…
New method pools labels from similar data items to improve learning from small samples.
Unified framework for optimal kernel tests across MMD, HSIC, and KSD.
Proposes dynamic borrowing method for historical data in clinical trials.
In modern computer vision tasks, convolutional neural networks (CNNs) are indispensable for image classification tasks due to their efficiency and effectiveness. Part of their superiority compared to other architectures, comes from the fact that a single, local filter is shared across the entire image. However, there a…
In this work, we give the first algorithms for tolerant testing of nontrivial classes in the active model: estimating the distance of a target function to a hypothesis class C with respect to some arbitrary distribution D, using only a small number of label queries to a polynomial-sized pool of unlabeled examples drawn…
New algorithms for decision trees with noisy outcomes improve learning efficiency.
Although few-shot learning research has advanced rapidly with the help of meta-learning, its practical usefulness is still limited because most of them assumed that all meta-training and meta-testing examples came from a single domain. We propose a simple but effective way for few-shot classification in which a task di…
New group testing method uses Belief Propagation for accurate screening.
Softmax is a standard final layer used in Neural Nets (NNs) to summarize information encoded in the trained NN and return a prediction. However, Softmax leverages only a subset of the class-specific structure encoded in the trained model and ignores potentially valuable information: During training, models encode an ar…
This work generalizes graph neural networks (GNNs) beyond those based on the Weisfeiler-Lehman (WL) algorithm, graph Laplacians, and diffusions. Our approach, denoted Relational Pooling (RP), draws from the theory of finite partial exchangeability to provide a framework with maximal representation power for graphs. RP …
Convolutional neural networks (CNNs) have achieved remarkable performance in many applications, especially in image recognition tasks. As a crucial component of CNNs, sub-sampling plays an important role for efficient training or invariance property, and max-pooling and arithmetic average-pooling are commonly used sub-…
Detection of rare variants by resequencing is important for the identification of individuals carrying disease variants. Rapid sequencing by new technologies enables low-cost resequencing of target regions, although it is still prohibitive to test more than a few individuals. In order to improve cost trade-offs, it has…
Global catastrophe risk pools increase financial resilience by diversifying risk and including more countries.
In most convolution neural networks (CNNs), downsampling hidden layers is adopted for increasing computation efficiency and the receptive field size. Such operation is commonly so-called pooling. Maximation and averaging over sliding windows (max/average pooling), and plain downsampling in the form of strided convoluti…
A new framework for time series forecasting that adapts to varying patterns.
New image classifier uses hierarchical max-pooling with local pooling.
We present a simple, yet realistic, agent-based model of an electricity market. The proposed model combines the spot and balancing markets with a resolution of one minute, which enables a more accurate depiction of the physical properties of the power grid. As a test, we compare the results obtained from our simulation…
Proposes dynamic model type recommendation for OLP technique.
We seek to improve deep neural networks by generalizing the pooling operations that play a central role in current architectures. We pursue a careful exploration of approaches to allow pooling to learn and to adapt to complex and variable patterns. The two primary directions lie in (1) learning a pooling function via (…
Optimizes diversification in catastrophe risk pooling using asymptotic analysis.
An efficient algorithm identifies labels from sparse pooled data.
The paper analyzes the generalization error of min-norm interpolators in transfer learning with limited test samples.
This paper investigates the impact of dark pools on price discovery (the efficiency of prices on stock exchanges to aggregate information). Assets are traded in either an exchange or a dark pool, with the dark pool offering better prices but lower execution rates. Informed traders receive noisy and heterogeneous signal…
Dynamic ensemble selection (DES) techniques work by estimating the level of competence of each classifier from a pool of classifiers. Only the most competent ones are selected to classify a given test sample. Hence, the key issue in DES is the criterion used to estimate the level of competence of the classifiers in pre…
This research simplifies lending pools in decentralized finance for better understanding and security.
The study analyzes group testing algorithms for identifying defective items with high confidence.
Dynamic-weight AMMs outperform traditional CEX rebalancing in tokenized funds, especially on L2s.
Graph Neural Network (GNN) research has concentrated on improving convolutional layers, with little attention paid to developing graph pooling layers. Yet pooling layers can enable GNNs to reason over abstracted groups of nodes instead of single nodes. To close this gap, we propose a graph pooling layer relying on the …
A generative Bayesian model is developed for deep (multi-layer) convolutional dictionary learning. A novel probabilistic pooling operation is integrated into the deep model, yielding efficient bottom-up and top-down probabilistic learning. After learning the deep convolutional dictionary, testing is implemented via dec…
We consider interactive algorithms in the pool-based setting, and in the stream-based setting. Interactive algorithms observe suggested elements (representing actions or queries), and interactively select some of them and receive responses. Pool-based algorithms can select elements at any order, while stream-based algo…