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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.

168,742 papers · 148 categories

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16324763 · Jun 202019922001200920172026
48 results for provenance tracking

Tribuo integrates ML models with provenance in Java.

problem Tracking and ensuring ML models behave appropriately as they grow in number and complexity.
method Integrates model training, inference, type-safety, runtime checking, and automatic provenance recording into a single Java library.
result Automatic recording of full processing pipeline and training details inside the model object.

Automatic cover detection -- the task of finding in an audio database all the covers of one or several query tracks -- has long been seen as a challenging theoretical problem in the MIR community and as an acute practical problem for authors and composers societies. Original algorithms proposed for this task have prove…

2019-07-03abs ↗pdf ↗

Fourier methods have a long and proven track record as an excellent tool in data processing. As memory and computational constraints gain importance in embedded and mobile applications, we propose to combine Fourier methods and recurrent neural network architectures. The short-time Fourier transform allows us to effici…

2018-12-13abs ↗pdf ↗

Adaptive beamforming collapses in highly non-stationary environments, but the Universal Switching Beamformer resolves this by dynamically adjusting memory length.

problem Adaptive beamforming performance degrades in highly non-stationary environments.
method Integrating sequential prediction into the beamforming architecture.
result The USB achieves agility and precision in tracking highly non-stationary scenes.

A new algorithm removes stale observations in dynamic Bayesian optimization.

problem Optimizing functions that change over time, keeping track of the optimum.
method Wasserstein distance-based criterion to quantify relevancy, removing stale observations.
result W-DBO maintains good predictive performance and high sampling frequency.

Unified analysis of federated learning with compression for various data distributions.

problem Communication overhead in federated learning with unreliable or limited communication.
method Periodic compressed communication and local gradient tracking schemes.
result Sharp convergence rates for various objective functions and data distributions.

Empirical risk minimization frequently employs convex surrogates to underlying discrete loss functions in order to achieve computational tractability during optimization. However, classical convex surrogates can only tightly bound modular loss functions, sub-modular functions or supermodular functions separately while …

2016-04-12abs ↗pdf ↗

The TensorFlow Distributions library implements a vision of probability theory adapted to the modern deep-learning paradigm of end-to-end differentiable computation. Building on two basic abstractions, it offers flexible building blocks for probabilistic computation. Distributions provide fast, numerically stable metho…

2017-11-28abs ↗pdf ↗

Although deep learning models have proven effective at solving problems in natural language processing, the mechanism by which they come to their conclusions is often unclear. As a result, these models are generally treated as black boxes, yielding no insight of the underlying learned patterns. In this paper we conside…

2017-02-08abs ↗pdf ↗

This work uses SVM to identify track component failures in AC Track Circuits.

problem Detecting and identifying specific track component failures in AC Track Circuits.
method Applied SVM classifier to STDS track circuit data.
result Successfully classified 15 different track component failures.

New method uses cluster shapes to improve track finding in particle collisions.

problem Combining timing and additional detector information for efficient track finding.
method Neural networks to analyze cluster shapes for track seeding.
result Cluster shapes reduce fake combinatorial backgrounds while maintaining high track efficiency.

This paper optimizes object tracking on edge devices with small matrices.

problem Efficiently tracking objects in video sequences on edge devices with small matrices.
method Parallelized a Simple Online and Real-time Tracking (SORT) application on shared-memory multicores.
result Throughput-based parallelization technique outperforms multi-threading for small matrices.

A DRL-based strategy improves vehicle tracking accuracy while saving energy.

problem Enhancing vehicle tracking accuracy in WSNs without increasing energy consumption.
method Decentralized strategy with dynamic reinforcement learning to adjust sensing areas.
result Simulation results demonstrate superior performance of DRL-aided design.

Paper introduces TAP-Vid, a benchmark for tracking any point in videos.

problem Tackles the problem of tracking arbitrary physical points on surfaces over longer video clips.
method Formalizes the problem as TAP, introduces TAP-Vid benchmark, uses crowdsourced pipeline with optical flow estimates, proposes TAP-Net model.
result TAP-Net outperforms all prior methods on TAP-Vid benchmark when trained on synthetic data.

The efficiency of a modern economy depends on what we call the Value-Tracking Hypothesis: that market prices of key assets broadly track some underlying value. This can be expected if a sufficient weight of market participants are valuation-based traders, buying and selling an asset when its price is, respectively, bel…

2019-03-23abs ↗pdf ↗

We show that the subsurface projection of a train track splitting sequence is an unparameterized quasi-geodesic in the curve complex of the subsurface. For the proof we introduce induced tracks, efficient position, and wide curves. This result is an important step in the proof that the disk complex is Gromov hyperbolic…

2010-04-26abs ↗pdf ↗

Dynamic tracking error framework shows similar performance but varying volatility across different constraints.

problem Differences in governance parameters between Total Portfolio Approach and Strategic Asset Allocation.
method Portfolio simulations using U.S. equity and bond data from 2000 to 2026, spanning 2004 to 2026.
result Realized tracking error volatility varies 12-fold across different constraints, with costs highest during crises.

Bayesian approach for constructing and rebalancing sparse index-tracking portfolios.

problem Sparse tracking of a reference index with uncertainty quantification.
method Sparse linear regression with Laplace prior, empirical-Bayes calibration, Langevin-type MCMC, threshold-based rules.
result Posterior uncertainty on tracking error, portfolio composition, and rebalancing moves.

Automated method selects eye tracking variables for categorization tasks.

problem Limited duration of infant cooperation and biases in handpicked eye tracking variables.
method Automated selection of eye tracking variables using statistical techniques.
result Same eye tracking variables classify category learners from non-learners in adults and infants with high accuracy.

Paper translates train track concepts to cluster algebras for pseudo-Anosov mapping classes.

problem Understanding pseudo-Anosov mapping classes on surfaces.
method Using Goncharov--Shen's potential function, the paper translates train track concepts into cluster algebra language.
result Proves sign stability of general pseudo-Anosov mapping classes.

This paper reviews and analyzes various modeling approaches for financial index tracking.

problem Efficient replication of market index performance in financial markets.
method Categorization into three frameworks: optimization, statistical, and machine learning; empirical study on S&P 500 dataset.
result Optimization-based models deliver the most precise index tracking, statistical-based models achieve the strongest return-risk balance, and data-driven models provide competitive performance.

New data-driven Cartan connection tracks complex vascular structures.

problem Tracking complex vascular structures in multi-orientation images.
method Formulated a data-driven Cartan connection on M2\mathbb{M}_2 for geodesic tracking.
result Improved geodesic tracking of vascular trees with globally optimal curves.

We study a series of static and dynamic portfolios of VIX futures and their effectiveness to track the VIX index. We derive each portfolio using optimization methods, and evaluate its tracking performance from both empirical and theoretical perspectives. Among our results, we show that static portfolios of different VI…

2019-06-29abs ↗pdf ↗

Neural model uses deductive database to predict events from past patterns.

problem Difficulty in predicting future events from past patterns when event types are large.
method Temporal deductive database with rules to prove facts from other facts and past events. Neural nets model fact states and probabilities.
result Neural models derived from concise Datalog programs improve prediction by encoding domain knowledge.

Modern investigation in economics and in other sciences requires the ability to store, share, and replicate results and methods of experiments that are often multidisciplinary and yield a massive amount of data. Given the increasing complexity and growing interaction across diverse bodies of knowledge it is becoming im…

2018-08-23abs ↗pdf ↗

Online learners track optimal solutions with constant step-size.

problem Tracking optimal solutions in online learning settings.
method Established a link between steady-state performance and tracking performance using analogies with adaptive filters.
result Inferred tracking performance from steady-state expressions directly.

Hybrid approach combines transformer and Bayesian filtering for robust multiple particle tracking.

problem Challenges in tracking multiple particles in noisy scenes due to combinatorial explosion of hypotheses.
method Attention-Bayesian hybrid framework using transformer for association and Bayesian filtering for pruning hypotheses.
result Improved tracking accuracy and robustness against spurious detections.

The main theorem of this paper classifies the quasi-geodesics in a Coxeter group that are tracked by geodesics. As corollaries, we show that if a Coxeter group acts geometrically on a CAT(0) space X then CAT(0) rays (and lines) are tracked by Cayley graph geodesics, all special subgroups of the Coxeter group are quasi-…

2011-12-15abs ↗pdf ↗

We study the tracking problem, namely, estimating the hidden state of an object over time, from unreliable and noisy measurements. The standard framework for the tracking problem is the generative framework, which is the basis of solutions such as the Bayesian algorithm and its approximation, the particle filters. Howe…

2012-03-15abs ↗pdf ↗

The paper defines and proves the existence of train track maps on graphs of groups.

problem Understanding homotopy equivalences in graphs of groups.
method Developed the theory of train track maps on graphs of groups, defining maps and homotopy equivalences.
result Any homotopy equivalence of a graph of groups may be represented by a relative train track map under certain conditions.

This paper proposes a DGP approach with UCBs for point target tracking over WSNs.

problem Uncertainty quantification in distributed machine learning-based tracking over WSNs.
method Distributed Gaussian process (DGP) approach with upper confidence bounds (UCBs).
result UCBs provide 88% and 42% higher probability of encompassing true target states in X and Y coordinates, respectively.

Generative model predicts menstrual cycle lengths accounting for self-tracking artifacts.

problem Uncertainty in self-tracked health data due to user adherence.
method Hierarchical, generative model using machine learning.
result Model yields state-of-the-art performance in predicting menstrual cycle lengths.