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.
An algorithm finds optimal covariates for blocking in randomized experiments.
Randomized block-diagonal preconditioning improves parallel learning convergence.
To capture the inherent geometric features of many community detection problems, we propose to use a new random graph model of communities that we call a Geometric Block Model. The geometric block model generalizes the random geometric graphs in the same way that the well-studied stochastic block model generalizes the …
We consider the community detection problem in sparse random hypergraphs. Angelini et al. (2015) conjectured the existence of a sharp threshold on model parameters for community detection in sparse hypergraphs generated by a hypergraph stochastic block model. We solve the positive part of the conjecture for the case of…
Unified framework for solving linear systems with improved convergence rates.
In this paper we propose a randomized primal-dual proximal block coordinate updating framework for a general multi-block convex optimization model with coupled objective function and linear constraints. Assuming mere convexity, we establish its convergence rate in terms of the objective value and feasibility m…
Graph connection Laplacian (GCL) is a modern data analysis technique that is starting to be applied for the analysis of high dimensional and massive datasets. Motivated by this technique, we study matrices that are akin to the ones appearing in the null case of GCL, i.e the case where there is no structure in the datas…
In this paper we analyze the randomized block-coordinate descent (RBCD) methods proposed in [8,11] for minimizing the sum of a smooth convex function and a block-separable convex function. In particular, we extend Nesterov's technique developed in [8] for analyzing the RBCD method for minimizing a smooth convex functio…
Estimates social network structure from random walk subgraphs.
We demonstrate that distributed block coordinate descent can quickly solve kernel regression and classification problems with millions of data points. Armed with this capability, we conduct a thorough comparison between the full kernel, the Nyström method, and random features on three large classification tasks from va…
New formula calculates loss from arbitrage in blockchain liquidity pools.
Randomized spectral co-clustering speeds up large-scale directed networks.
Big data sets must be carefully partitioned into statistically similar data subsets that can be used as representative samples for big data analysis tasks. In this paper, we propose the random sample partition (RSP) data model to represent a big data set as a set of non-overlapping data subsets, called RSP data blocks,…
Differentially private random block coordinate descent improves utility in machine learning.
Tests if vertices in graphs have the same latent positions.
New algorithms improve community detection and parameter estimation for PABM.
Spectral clustering has been one of the widely used methods for community detection in networks. However, large-scale networks bring computational challenges to the eigenvalue decomposition therein. In this paper, we study the spectral clustering using randomized sketching algorithms from a statistical perspective, whe…
Study on signed graphs with random signs, focusing on community detection.
Paper solves a key problem in learning from high-dimensional covariance matrices.
We propose a randomized nonmonotone block proximal gradient (RNBPG) method for minimizing the sum of a smooth (possibly nonconvex) function and a block-separable (possibly nonconvex nonsmooth) function. At each iteration, this method randomly picks a block according to any prescribed probability distribution and solves…
The method of block coordinate gradient descent (BCD) has been a powerful method for large-scale optimization. This paper considers the BCD method that successively updates a series of blocks selected according to a Markov chain. This kind of block selection is neither i.i.d. random nor cyclic. On the other hand, it is…
New insights into Hessian structure of neural networks reveal two forces.
This paper studies node embeddings of networks, revealing their geometric properties.
Proposes a Latent Block Model for analyzing missing data.
Traditional learning methods for training Markov random fields require doing inference over all variables to compute the likelihood gradient. The iteration complexity for those methods therefore scales with the size of the graphical models. In this paper, we propose \emph{block belief propagation learning} (BBPL), whic…
The paper reduces the complexity of financial market correlation matrices to a 2x2 matrix.
We propose a mixture of latent trait models with common slope parameters (MCLT) for model-based clustering of high-dimensional binary data, a data type for which few established methods exist. Recent work on clustering of binary data, based on a -dimensional Gaussian latent variable, is extended by incorporating com…
We present a method to estimate block membership of nodes in a random graph generated by a stochastic blockmodel. We use an embedding procedure motivated by the random dot product graph model, a particular example of the latent position model. The embedding associates each node with a vector; these vectors are clustere…
In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic subspace ascent. A common feature of these methods is that in their update rule a cert…
There has been a recent interest in understanding the power of local algorithms for optimization and inference problems on sparse graphs. Gamarnik and Sudan (2014) showed that local algorithms are weaker than global algorithms for finding large independent sets in sparse random regular graphs. Montanari (2015) showed t…
The geometric block model is a recently proposed generative model for random graphs that is able to capture the inherent geometric properties of many community detection problems, providing more accurate characterizations of practical community structures compared with the popular stochastic block model. Galhotra et al…
Study on signal-plus-noise decomposition in nonlinear spiked random matrices.
Paper introduces a new edge exchangeable block model for complex networks.
New AI-block models for clustering high-dimensional variables based on maxima of random processes.
"Mixed Data" comprising a large number of heterogeneous variables (e.g. count, binary, continuous, skewed continuous, among other data types) are prevalent in varied areas such as genomics and proteomics, imaging genetics, national security, social networking, and Internet advertising. There have been limited efforts a…
The high-order relations between the content in social media sharing platforms are frequently modeled by a hypergraph. Either hypergraph Laplacian matrix or the adjacency matrix is a big matrix. Randomized algorithms are used for low-rank factorizations in order to approximately decompose and eventually invert such big…
The study extends stochastic block models to geometric settings, focusing on community detection and information flow.
We propose a randomized block-coordinate variant of the classic Frank-Wolfe algorithm for convex optimization with block-separable constraints. Despite its lower iteration cost, we show that it achieves a similar convergence rate in duality gap as the full Frank-Wolfe algorithm. We also show that, when applied to the d…
The paper corrects for node degree in spectral clustering using random walk Laplacian.
BEGIN network models binary data without parametric assumptions.
We introduce a very general method for sparse and large-scale variable selection. The large-scale regression settings is such that both the number of parameters and the number of samples are extremely large. The proposed method is based on careful combination of penalized estimators, each applied to a random projection…
Coordinate ascent variational inference is an important algorithm for inference in probabilistic models, but it is slow because it updates only a single variable at a time. Block coordinate methods perform inference faster by updating blocks of variables in parallel. However, the speed and stability of these algorithms…
Graph Neural Networks struggle on random graphs without node identifiers.
We provide simple schemes to build Bayesian Neural Networks (BNNs), block by block, inspired by a recent idea of computation skeletons. We show how by adjusting the types of blocks that are used within the computation skeleton, we can identify interesting relationships with Deep Gaussian Processes (DGPs), deep kernel l…
Optimal spectral method found for inhomogeneous spiked Wigner model.
Spectral algorithm recovers community structure in sparse hypergraphs.
Method estimates number of clusters in Block Markov Chain trajectories.
The labeled stochastic block model is a random graph model representing networks with community structure and interactions of multiple types. In its simplest form, it consists of two communities of approximately equal size, and the edges are drawn and labeled at random with probability depending on whether their two en…