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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.

169,181 papers · 148 categories

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48 results for process complexity

Novel variational Gaussian process model reduces inference complexity to linear time.

problem Inference of large-scale Gaussian processes is computationally expensive.
method Decouples mean and covariance functions, uses stochastic gradient ascent.
result Linear time and space complexity for inference, outperforming previous methods.

Tutorials on signal processing on higher-order networks like simplicial complexes and hypergraphs.

problem Processing complex data structures with polyadic relationships.
method Introduction to simplicial complexes and hypergraphs, Fourier analysis, signal denoising, interpolation, embeddings, neural networks.
result Multi-relational operators like the Hodge Laplacian for simplicial complexes and tensor representations for hypergraphs.

Improved sample complexity for Gaussian process approximations.

problem Efficiently approximating Gaussian processes with sparse spectrum.
method Improved sample complexity analysis and auto-encoding algorithm.
result Gaussian process predictions and model evidence can be well-approximated with low sample complexity.

This work introduces a new model for complex stochastic processes.

problem Difficulties in representing non-stationary distributions with conventional models.
method Recurrent Autoregressive Flows using normalizing flows with recurrent neural connections.
result Demonstrates the effectiveness of the proposed model through experiments.

VSE estimates complex processes from noisy measurements without a model.

problem Estimating states of complex, model-free processes from noisy data.
method Variational state estimation using recurrent neural networks (RNNs) in both learning and inference phases.
result VSE provides a competitive state estimate for a benchmark process (Lorenz system) compared to known and data-driven methods.

Study shows cognitive load impacts financial market efficiency, especially for less sophisticated investors.

problem Cognitive load's effect on financial market information processing.
method Developed a theoretical framework and tested it with exogenous disclosure complexity variation.
result Cognitive load significantly impairs price discovery, particularly for less sophisticated investors.

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process is uncorrelated with its complex conjugate. This assumption is a good model of th…

2015-02-17abs ↗pdf ↗

New algorithms extract low-dimensional representations from sequential data, revealing insights into complex processes.

problem Challenges in extracting low-dimensional representations from sequential, high-dimensional, sparse, and noisy data.
method Developed new clustering algorithms based on Block Markov Chains theory, validated on real-world data.
result These algorithms can successfully extract low-dimensional representations from real-world sequential data, revealing insights into complex processes.

Improved Gaussian process experts model for complex data.

problem Limitations of standard Gaussian processes: scalability and predictive performance.
method Proposes a new mixture model of Gaussian process experts based on kernel stick-breaking processes.
result Improved predictive performance compared to existing models.

Paper introduces a neural network-based non-stationary influence kernel for complex event data.

problem Modeling complex, non-stationary, and dependent discrete event data.
method Neural Spectral Marked Point Processes (NSMPP) with a versatile non-stationary influence kernel.
result NSMPP outperforms state-of-the-art models on synthetic and real data.

Proposes a new model for complex multivariate event data.

problem Modeling complex multivariate event data with spatio-temporal dynamics.
method Integrates spatial information into latent state evolution through learned temporal and spatial decay dynamics.
result Successfully recovers sensible temporal and spatial intensity structure in multivariate spatio-temporal point patterns.

New method reduces sample complexity for learning Ising model dynamics exponentially.

problem Learning binary graphical models from correlated samples produced by a dynamical process.
method Two estimators based on interaction screening objective and conditional likelihood loss.
result Sample complexity reduces exponentially for samples from a dynamical process far from equilibrium.

Study differentially private methods for learning Hawkes processes.

problem Lack of thorough analysis on sample complexity for learning Hawkes processes parameters and releasing differentially private versions.
method Developed non-private and differentially private estimators for Hawkes processes parameters.
result Obtained sample complexity results for both private and non-private settings.

The paper proposes a deep generative model for complex disease trajectories.

problem Modeling and analyzing complex disease trajectories.
method Deep generative time series approach with semi-supervised latent processes.
result The model can discover novel aspects of diseases and cluster them into new sub-types.

Proposes random Euler filters for efficient complex-valued nonlinear signal processing.

problem Efficiently processing complex-valued nonlinear signals with reduced computational cost.
method Introduces linear and widely-linear random Euler complex-valued filters with fixed network structures.
result Analytical minimum mean square error and optimum step-size derived for transient and steady-state performances.

The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued signal into its quadrature component. In this paper, we define a probabilistic gene…

2016-11-30abs ↗pdf ↗

Novel complex RNN improves stability and performance in sequence tasks.

problem Lack of complex representations in deep learning for sequence tasks.
method Developed a complex gated recurrent cell combining complex-valued and norm-preserving state transitions with a gating mechanism.
result Improves stability and convergence properties, performs competitively on various tasks.

Unified framework for inference in complex nonlinear processes.

problem Challenges in inferring nonlinear continuous stochastic processes with sparse observations and complex topologies.
method Neural Backward Filtering Forward Guiding (NBFFG) framework that constructs a variational posterior using a proxy linear-Gaussian process.
result Empirical results show NBFFG outperforms baselines on synthetic benchmarks and high-dimensional phylogenetic analysis tasks.

Deep neural networks improve angle of arrival estimation with lower complexity.

problem Estimating the number of sources and their angles of arrival from a single antenna array observation.
method Apply a deep neural network (DNN) approach to the problem.
result Deep neural networks can attain maximum likelihood performance with feasible complexity and outperform other methods.

This paper constructs Brownian motion on complex flag manifolds and finds joint distribution of stochastic areas.

problem Modeling stochastic areas on complex partial flag manifolds.
method Constructs Brownian motion on complex partial flag manifolds and uses it to find joint distribution of stochastic areas.
result Limit law of stochastic areas is a multivariate Cauchy distribution.

Improved model for non-smooth signals with complex spectra.

problem Current models struggle with non-smooth signals and complex spectral structures.
method CGPCM and RGPCM models with causality and Bayesian nonparametric interpretations, improved variational inference.
result Proposed models show better performance on synthetic and real-world data.

Proposes in-GPs for complex constrained domains.

problem Interpolation, regression, and classification on complex constrained domains.
method Utilizes heat kernels and Brownian motion transition density for constructing valid covariance kernels.
result Valid and computationally feasible covariance kernels for complex constrained domains.

This paper reconstructs complex graph signals using kernel methods on manifolds.

problem Reconstructing complex graph signals from samples on graph vertices.
method Kernel methods on complex manifolds, embedding vertices into higher-dimensional spaces.
result Effective reconstruction of complex graph signals, outperforming conventional methods.

NDPs learn to sample from complex function distributions using neural networks and diffusion models.

problem Learning rich distributions over functions with neural networks.
method NDPs use denoising diffusion models and custom attention blocks to incorporate stochastic process properties.
result NDPs can capture functional distributions close to true Bayesian posteriors and outperform neural processes.

New phase harmonic covariance models capture non-Gaussian properties of stationary processes.

problem Capturing non-Gaussian properties of stationary processes using Fourier phase.
method Introduce phase harmonic covariance moments and maximum entropy models conditioned by these moments.
result Maximum entropy models from phase harmonic covariances improve image synthesis of turbulent flows.

ETGPSSM efficiently models high-dimensional, non-stationary systems with reduced complexity.

problem Prohibitive computational and parametric complexity in high-dimensional, non-stationary dynamical systems.
method ETGPSSM integrates a single shared GP with input-dependent normalizing flows for scalable and flexible modeling.
result ETGPSSM outperforms existing models in computational efficiency and accuracy.

A novel nonstationary permanental process relaxes kernel constraints and captures complex data patterns.

problem Limitations of existing permanental processes in terms of kernel types and stationarity.
method Sparse spectral representation of nonstationary kernels and hierarchical stacking of spectral feature mappings.
result Enhanced model expressiveness and reduced computational complexity.

Framework integrates Markov and causal models for accurate counterfactual inference.

problem Lack of counterfactual inference in Markov models and identification in causal models.
method Defines structural causal models in terms of Markov process parameters and equilibrium dynamics, enabling consistent counterfactual inference.
result Proposed framework alleviates identifiability issues and improves accuracy of counterfactual inference.

Formalizes identifying information to answer key questions about machine learning from uncertain and novel observations.

problem Understanding and quantifying information from uncertain and novel observations in machine learning.
method Formalizes identifying information, defines hypothesis identification and sample complexity, and proves sample complexity properties for various data-generating processes.
result Proves the information theoretic characteristics of hypothesis identification and sample complexity, and shows how to compute identifying information and novel information.