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 extends knowledge gradient for preferential BO, overcoming computational challenges.
New framework PBBO optimizes latent functions with preferential feedback.
Local PBO methods improve preferential BO in high-dimensional problems.
Projective preferential Bayesian optimization learns user preferences in high dimensions.
PABBO optimizes user utility learning from preferential feedback, significantly faster than traditional methods.
Paper introduces MPES for top-k ranking BO with preferential observations.
BO algorithms improve binary and preferential optimization by distinguishing between types of uncertainty.
A new noise model for preferential Bayesian optimization using user anchors.
Proposes a TS approach for Bayesian optimization with preferential feedback.
qEUBO optimizes decision-making with noisy feedback.
We introduce preferential behavior into the study on statistical mechanics of money circulation. The computer simulation results show that the preferential behavior can lead to power laws on distributions over both holding time and amount of money held by agents. However, some constraints are needed in generation mecha…
Active learning framework for optimizing human preferences in reinforcement learning.
Enhances BO with expert preferences about abstract properties.
Study explores how wealth dynamics change with preferential interactions in kinetic exchange models.
NFT art market shows strong preferential ties among sellers and buyers.
A method for eliciting expert beliefs using preferential questions and normalizing flows.
Researchers improve Gaussian processes to model inconsistent preferences.
Paper improves PBO using Skew Gaussian Processes for better optimization.
The power law has been observed in the degree distributions of many biological neural networks. Sparse deep neural networks, which learn an economical representation from the data, resemble biological neural networks in many ways. In this paper, we study if these artificial networks also exhibit properties of the power…
The question is: What does happen to the real-world networks which cause them not to grow permanently? The idea here is that real-world networks have to pay the cost of growth. We investigate the growth and trade-off between value and cost in the networks with cost and preferential attachment together. Since the prefer…
We generalize the scale-free network model of Barabàsi and Albert [Science 286, 509 (1999)] by proposing a class of stochastic models for scale-free interdependent networks in which interdependent nodes are not randomly connected but rather are connected via preferential attachment (PA). Each network grows through the …
PBO framework optimizes latent preferences over multiple objectives.
Bayesian optimization (BO) has emerged during the last few years as an effective approach to optimizing black-box functions where direct queries of the objective are expensive. In this paper we consider the case where direct access to the function is not possible, but information about user preferences is. Such scenari…
Using a model of wealth distribution where traders are characterized by quenched random saving propensities and trade among themselves by bipartite transactions, we mimic the enhanced rates of trading of the rich by introducing the preferential selection rule using a pair of continuously tunable parameters. The biparti…
Study preference-based reinforcement learning in episodic kernel MDPs.
We propose a dynamic network model where two mechanisms control the probability of a link between two nodes: (i) the existence or absence of this link in the past, and (ii) node-specific latent variables (dynamic fitnesses) describing the propensity of each node to create links. Assuming a Markov dynamics for both mech…
A new method reduces variance in SGMCMC by preferentially subsampling data.
PGD-trained models have a preferential direction in their gradients, which improves robustness.
The paper tackles the issue of preferential attachment in targeted display advertising by developing domain-adaptation approaches.
We analyze the information-theoretic limits for the recovery of node labels in several network models. This includes the Stochastic Block Model, the Exponential Random Graph Model, the Latent Space Model, the Directed Preferential Attachment Model, and the Directed Small-world Model. For the Stochastic Block Model, the…
Storytelling algorithms aim to 'connect the dots' between disparate documents by linking starting and ending documents through a series of intermediate documents. Existing storytelling algorithms are based on notions of coherence and connectivity, and thus the primary way by which users can steer the story construction…
The structure of return spillovers is examined by constructing Granger causality networks using daily closing prices of 20 developed markets from 2nd January 2006 to 31st December 2013. The data is properly aligned to take into account non-synchronous trading effects. The study of the resulting networks of over 94 sub-…
Paper predicts international trade flows using machine learning and factorization models.
A variation of the preferential attachment random graph model of Barabási and Albert is defined that incorporates planted communities. The graph is built progressively, with new vertices attaching to the existing ones one-by-one. At every step, the incoming vertex is randomly assigned a label, which represents a commun…
A novel model-selection method for dynamic networks using synthetic data.
We present a preferential attachment growth model to obtain the distribution of number of units in the classes which may represent business firms or other socio-economic entities. We found that is described in its central part by a power law with an exponent which depends on the probabil…
Paper estimates the order of vertices in random recursive trees.
A message passing algorithm is derived for recovering communities within a graph generated by a variation of the Barabási-Albert preferential attachment model. The estimator is assumed to know the arrival times, or order of attachment, of the vertices. The derivation of the algorithm is based on belief propagation unde…
The possibility to analyze everyday monetary transactions is limited by the scarcity of available data, as this kind of information is usually considered highly sensitive. Present econophysics models are usually employed on presumed random networks of interacting agents, and only macroscopic properties (e.g. the result…
A non linear regression approach which consists of a specific regression model incorporating a latent process, allowing various polynomial regression models to be activated preferentially and smoothly, is introduced in this paper. The model parameters are estimated by maximum likelihood performed via a dedicated expeca…
The paper models social networks with varying levels of reciprocity.
We introduce a class of generative network models that insert edges by connecting the starting and terminal vertices of a random walk on the network graph. Within the taxonomy of statistical network models, this class is distinguished by permitting the location of a new edge to explicitly depend on the structure of the…
Deep networks preferentially learn shared features, avoiding memorization in early layers.
Neural networks are known to be vulnerable to adversarial examples. Carefully chosen perturbations to real images, while imperceptible to humans, induce misclassification and threaten the reliability of deep learning systems in the wild. To guard against adversarial examples, we take inspiration from game theory and ca…
The effects of saving and spending patterns on holding time distribution of money are investigated based on the ideal gas-like models. We show the steady-state distribution obeys an exponential law when the saving factor is set uniformly, and a power law when the saving factor is set diversely. The power distribution c…
We consider the evolution of scale-free networks according to preferential attachment schemes and show the conditions for which the exponent characterizing the degree distribution is bounded by upper and lower values. Our framework is an agent model, presented in the context of economic networks of trades, which shows …
Symbolic regression is a type of discrete optimization problem that involves searching expressions that fit given data points. In many cases, other mathematical constraints about the unknown expression not only provide more information beyond just values at some inputs, but also effectively constrain the search space. …
Thanks to the recent availability of comprehensive and detailed online databases of startup companies, it has become possible to more directly investigate startup ecosystems i.e. startup populations in specific regions. In this paper, we analyze the emergence of 20+ such ecosystems in Europe and the USA, with a specifi…