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.
New open books defy positive factorisation in genus one.
The paper shows how to recover true node positions from a graph or similarity matrix.
Boolean matrix factorisation aims to decompose a binary data matrix into an approximate Boolean product of two low rank, binary matrices: one containing meaningful patterns, the other quantifying how the observations can be expressed as a combination of these patterns. We introduce the OrMachine, a probabilistic genera…
We present a fast variational Bayesian algorithm for performing non-negative matrix factorisation and tri-factorisation. We show that our approach achieves faster convergence per iteration and timestep (wall-clock) than Gibbs sampling and non-probabilistic approaches, and do not require additional samples to estimate t…
Investigates offline RL in factorisable action spaces, overcoming overestimation bias.
We study geodesic equations for a family of right-invariant Riemannian metrics on the group of diffeomorphisms of a compact manifold. The metrics descend to Fisher's information metric on the space of smooth probability densities. The right reduced geodesic equations are higher-dimensional generalisations of the --H…
This text investigates relations between two well-known family of algorithms, matrix factorisations and recursive linear filters, by describing a probabilistic model in which approximate inference corresponds to a matrix factorisation algorithm. Using the probabilistic model, we derive a matrix factorisation algorithm …
In this paper, we study the trade-offs of different inference approaches for Bayesian matrix factorisation methods, which are commonly used for predicting missing values, and for finding patterns in the data. In particular, we consider Bayesian nonnegative variants of matrix factorisation and tri-factorisation, and com…
HZ transform applied to knot polynomials reveals hyperbolic knot structures.
Advocates against over-smoothing and over-squashing in GNNs, suggesting they are less critical than previously thought.
We introduce a novel Bayesian hybrid matrix factorisation model (HMF) for data integration, based on combining multiple matrix factorisation methods, that can be used for in- and out-of-matrix prediction of missing values. The model is very general and can be used to integrate many datasets across different entity type…
Loops in surfaces and chord diagrams are studied with graph factorizations and grammars.
Unified framework for non-negative matrices and tensors using Wasserstein loss.
We provide sufficient conditions to factorise an equivariant spectral triple as a Kasparov product of unbounded classes constructed from the group action on the algebra and from the fixed point spectral triple. Our results are for the action of compact abelian Lie groups, and we demonstrate them with examples from mani…
We define disentanglement in generative models and prove it's related to identifiable factors.
The construction of topological index maps for equivariant families of Dirac operators requires factoring a general smooth map through maps of a very simple type: zero sections of vector bundles, open embeddings, and vector bundle projections. Roughly speaking, a normally non-singular map is a map together with such a …
We introduce and demonstrate the variational autoencoder (VAE) for probabilistic non-negative matrix factorisation (PAE-NMF). We design a network which can perform non-negative matrix factorisation (NMF) and add in aspects of a VAE to make the coefficients of the latent space probabilistic. By restricting the weights i…
Kotschick and Morita recently discovered factorisations of characteristic classes of transversally symplectic foliations that yield new characteristic classes in foliated cohomology. We describe an alternative construction of such factorisations and construct examples of topologically trivial foliated vector bundles fo…
In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other unknown static parameters. We also propose a sequential Monte Carlo approximatio…
This paper reviews recent advances in Gaussian process regression methods.
We identify a new variational inference scheme for dynamical systems whose transition function is modelled by a Gaussian process. Inference in this setting has either employed computationally intensive MCMC methods, or relied on factorisations of the variational posterior. As we demonstrate in our experiments, the fact…
In this paper we introduce the curvature of densely defined universal connections on Hilbert -modules relative to a spectral triple (or unbounded Kasparov module), obtaining a well-defined curvature operator. Fixing the spectral triple, we find that modulo junk forms, the curvature only depends on the represente…
In this paper, we study the effects of different prior and likelihood choices for Bayesian matrix factorisation, focusing on small datasets. These choices can greatly influence the predictive performance of the methods. We identify four groups of approaches: Gaussian-likelihood with real-valued priors, nonnegative prio…
We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution, decoupling the transition function from the system states. This is not exact in gene…
We propose a new approach for Collaborative Filtering which is based on Boolean Matrix Factorisation (BMF) and Formal Concept Analysis. In a series of experiments on real data (Movielens dataset) we compare the approach with the SVD- and NMF-based algorithms in terms of Mean Average Error (MAE). One of the experimental…
Identifying overlapping communities in networks is a challenging task. In this work we present a novel approach to community detection that utilises the Bayesian non-negative matrix factorisation (NMF) model to produce a probabilistic output for node memberships. The scheme has the advantage of computational efficiency…
In this work we study permutation synchronisation for the challenging case of partial permutations, which plays an important role for the problem of matching multiple objects (e.g. images or shapes). The term synchronisation refers to the property that the set of pairwise matchings is cycle-consistent, i.e. in the full…
This paper studies clustering for possibly high dimensional data (e.g. images, time series, gene expression data, and many other settings), and rephrase it as low rank matrix estimation in the PAC-Bayesian framework. Our approach leverages the well known Burer-Monteiro factorisation strategy from large scale optimisati…
Bottom-Up Hidden Tree Markov Model is a highly expressive model for tree-structured data. Unfortunately, it cannot be used in practice due to the intractable size of its state-transition matrix. We propose a new approximation which lies on the Tucker factorisation of tensors. The probabilistic interpretation of such ap…
Classical Hurwitz numbers count branched covers of the Riemann sphere with prescribed ramification data, or equivalently, factorisations in the symmetric group with prescribed cycle structure data. Monotone Hurwitz numbers restrict the enumeration by imposing a further monotonicity condition on such factorisations. In …
For large matrix factorisation problems, we develop a distributed Markov Chain Monte Carlo (MCMC) method based on stochastic gradient Langevin dynamics (SGLD) that we call Parallel SGLD (PSGLD). PSGLD has very favourable scaling properties with increasing data size and is comparable in terms of computational requiremen…
We tackle the problem of collaborative filtering (CF) with side information, through the lens of Gaussian Process (GP) regression. Driven by the idea of using the kernel to explicitly model user-item similarities, we formulate the GP in a way that allows the incorporation of low-rank matrix factorisation, arriving at o…
We developed an efficient algorithm to factorize knots.
While matrix factorisation models are ubiquitous in large scale recommendation and search, real time application of such models requires inner product computations over an intractably large set of item factors. In this manuscript we present a novel framework that uses the inverted index representation to exploit struct…
We present a novel approach which is able to explore the configuration of grouped convolutions within neural networks. Group-size Series (GroSS) decomposition is a mathematical formulation of tensor factorisation into a series of approximations of increasing rank terms. GroSS allows for dynamic and differentiable selec…
We tackle the problem disentangling the latent space of an autoencoder in order to separate labelled attribute information from other characteristic information. This then allows us to change selected attributes while preserving other information. Our method, matrix subspace projection, is much simpler than previous ap…
We give elementary applications of quasi-homomorphisms to growth problems in groups. A particular case concerns the number of torsion elements required to factorise a given element in the mapping class group of a surface.
Paper develops a decoder for sparse codes without encoder matrix, achieving optimal recovery.
Low rank matrix factorisation is often used in recommender systems as a way of extracting latent features. When dealing with large and sparse datasets, traditional recommendation algorithms face the problem of acquiring large, unrestrained, fluctuating values over predictions especially for users/items with very few co…
We address the problem of likelihood based inference for correlated diffusion processes using Markov chain Monte Carlo (MCMC) techniques. Such a task presents two interesting problems. First, the construction of the MCMC scheme should ensure that the correlation coefficients are updated subject to the positive definite…
Many complex natural and cultural phenomena are well modelled by systems of simple interactions between particles. A number of architectures have been developed to articulate this kind of structure, both implicitly and explicitly. We consider an unsupervised explicit model, the NRI model, and make a series of represent…
Interpretable text-response modelling for structured outcomes
We compute the categorified sl(N) link invariants as defined by Khovanov and Rozansky, for various links and values of N. This is made tractable by an algorithm for reducing tensor products of matrix factorisations to finite rank, which we implement in the computer algebra package Singular.
We build upon probabilistic models for Boolean Matrix and Boolean Tensor factorisation that have recently been shown to solve these problems with unprecedented accuracy and to enable posterior inference to scale to Billions of observation. Here, we lift the restriction of a pre-specified number of latent dimensions by …
Bayesian VAR model discovers Granger causality with uncertainty-aware binary graphs.
Squared families are a new model class derived from linear transformations, offering convenient properties and universal approximation.
We study the homotopy type of the space of metrics of positive scalar curvature on high-dimensional compact spin manifolds. Hitchin used the fact that there are no harmonic spinors on a manifold with positive scalar curvature to construct a secondary index map from the space of positive scalar metrics to a suitable spa…
The Laplace approximation has been one of the workhorses of Bayesian inference. It often delivers good approximations in practice despite the fact that it does not strictly take into account where the volume of posterior density lies. Variational approaches avoid this issue by explicitly minimising the Kullback-Leibler…