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.
The paper analyzes multivariate Hawkes processes and their induced population processes.
This paper focuses on a class of linear Hawkes processes with general immigrants. These are counting processes with shot noise intensity, including self-excited and externally excited patterns. For such processes, we introduce the concept of age pyramid which evolves according to immigration and births. The virtue if t…
Improves Gaussian process factor models for multi-population recordings.
DICE learns population dynamics from discrete samples.
Infinitesimal boosting converges to a deterministic process in large sample limit.
Many modern data analysis problems involve inferences from streaming data. However, streaming data is not easily amenable to the standard probabilistic modeling approaches, which assume that we condition on finite data. We develop population variational Bayes, a new approach for using Bayesian modeling to analyze strea…
MFM integrates multiple evolving populations using Wasserstein manifold flows.
We consider continuous time Markovian processes where populations of individual agents interact stochastically according to kinetic rules. Despite the increasing prominence of such models in fields ranging from biology to smart cities, Bayesian inference for such systems remains challenging, as these are continuous tim…
The perennial problem of "how many clusters?" remains an issue of substantial interest in data mining and machine learning communities, and becomes particularly salient in large data sets such as populational genomic data where the number of clusters needs to be relatively large and open-ended. This problem gets furthe…
When governed by underlying low-dimensional dynamics, the interdependence of simultaneously recorded population of neurons can be explained by a small number of shared factors, or a low-dimensional trajectory. Recovering these latent trajectories, particularly from single-trial population recordings, may help us unders…
Knowledge graph construction consists of two tasks: extracting information from external resources (knowledge population) and inferring missing information through a statistical analysis on the extracted information (knowledge completion). In many cases, insufficient external resources in the knowledge population hinde…
A new data set helps estimate continental-scale population distributions.
Paper develops a two-population model to assess longevity basis risk.
Evaluating the computational reproducibility of data analysis pipelines has become a critical issue. It is, however, a cumbersome process for analyses that involve data from large populations of subjects, due to their computational and storage requirements. We present a method to predict the computational reproducibili…
Paper studies optimal tracking portfolio in mean field game of large fund competition.
Bayesian networks learn sub-population differences from data.
New method learns population dynamics from snapshots using JKO scheme and inverse optimization.
Improved neural population modeling using shared features and ensemble detection.
Copula-based method generates synthetic populations from marginal distributions.
In this paper, we introduce the use of a personalized Gaussian Process model (pGP) to predict the key metrics of Alzheimer's Disease progression (MMSE, ADAS-Cog13, CDRSB and CS) based on each patient's previous visits. We start by learning a population-level model using multi-modal data from previously seen patients us…
Neural population activity often exhibits rich variability and temporal structure. This variability is thought to arise from single-neuron stochasticity, neural dynamics on short time-scales, as well as from modulations of neural firing properties on long time-scales, often referred to as "non-stationarity". To better …
In this paper we model the problem of learning preferences of a population as an active learning problem. We propose an algorithm can adaptively choose pairs of items to show to users coming from a heterogeneous population, and use the obtained reward to decide which pair of items to show next. We provide computational…
Proposes CRA framework for certifying fair predictive models.
Estimates unknown population sizes using the hypergeometric distribution.
In this work, we study an equilibrium-based continuous asset pricing problem which seeks to form a price process endogenously by requiring it to balance the flow of sales-and-purchase orders in the exchange market, where a large number of agents are interacting through the market price. Adopting a mean field game (MFG)…
Gaussian processes are the leading class of distributions on random functions, but they suffer from well known issues including difficulty scaling and inflexibility with respect to certain shape constraints (such as nonnegativity). Here we propose Deep Random Splines, a flexible class of random functions obtained by tr…
Feature selection predicts immune state changes in RA mouse model.
Method leverages population data to deconvolve unknown noise and model parameters.
This work learns models for population dynamics using variational methods and higher-order quadrature.
IPGP framework improves psychological assessment by integrating shared and unique traits.
Fluid approximations have seen great success in approximating the macro-scale behaviour of Markov systems with a large number of discrete states. However, these methods rely on the continuous-time Markov chain (CTMC) having a particular population structure which suggests a natural continuous state-space endowed with a…
Continuous-time SGD converges under certain conditions, useful for deep learning.
Causal processes in biomedicine may contain cycles, evolve over time or differ between populations. However, many graphical models cannot accommodate these conditions. We propose to model causation using a mixture of directed cyclic graphs (DAGs), where the joint distribution in a population follows a DAG at any single…
New model estimates species population trends from citizen science data.
FIRE PBT improves neural network training by focusing on long-term performance.
Widespread adoption of electronic health records (EHRs) has fueled the development of using machine learning to build prediction models for various clinical outcomes. This process is often constrained by having a relatively small number of patient records for training the model. We demonstrate that using patient repres…
Researchers developed a generic model to account for structural variability in SHM.
Study on order book dynamics with uniform catastrophes, explaining volatility and trends.
Genetic sequence data are well described by hidden Markov models (HMMs) in which latent states correspond to clusters of similar mutation patterns. Theory from statistical genetics suggests that these HMMs are nonhomogeneous (their transition probabilities vary along the chromosome) and have large support for self tran…
Population migration is valuable information which leads to proper decision in urban-planning strategy, massive investment, and many other fields. For instance, inter-city migration is a posterior evidence to see if the government's constrain of population works, and inter-community immigration might be a prior evidenc…
Study shows finite agent equilibrium converges to mean-field limit in asset pricing.
Study models risks for low-carbon economy in Balkan countries, focusing on shadow economy and populism.
In this work we use an inelastic scattering process of particles to propose a model able to reproduce the salient features of the wealth distribution in an economy by including taxes to each trading process and redistributing that collected among the population according to a given criterion. Additionally, we show that…
Study shows income inequality increases with city size, affecting only the wealthiest deciles.
Among the central tenets of globalization is free migration of labor. Although much has been written about its benefits, little is known about the limitations of globalization, including how immigration affects the anti-globalist sentiment. Analyzing polls data, we find that over the last three years in a group of EU c…
Hidden Markov jump processes are an attractive approach for modeling clinical disease progression data because they are explainable and capable of handling both irregularly sampled and noisy data. Most applications in this context consider time-homogeneous models due to their relative computational simplicity. However,…
IDPGs extend RDPGs with a Poisson process for random latent positions.
In clinical and neuroscientific studies, systematic differences between two populations of brain networks are investigated in order to characterize mental diseases or processes. Those networks are usually represented as graphs built from neuroimaging data and studied by means of graph analysis methods. The typical mach…