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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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70140210280 · Jun 202019922001200920172026
48 results for random walk Metropolis-Hastings

UniNet efficiently learns network representations from large graphs.

problem Efficiently learning network representations from large graphs.
method Metropolis-Hastings sampling for efficient edge sampling and random walk model abstraction.
result UniNet outperforms existing NRL models on billion-edge networks.

New method improves blockchain analysis by handling temporal changes and scalability.

problem Limited focus on evolving nature and scalability of blockchain transaction networks.
method Incremental approach with Metropolis-Hastings random walks.
result Comparable performance in node classification tasks with reduced computational overhead.

New theorem improves spectral gap for sampling from mixture distributions.

problem Sampling from multimodal distributions with simulated tempering.
method Introduced a decomposition theorem for the restricted spectral gap of simulated tempering.
result Lower bound on the restricted spectral gap for mixture distributions.

Relational learning can be used to augment one data source with other correlated sources of information, to improve predictive accuracy. We frame a large class of relational learning problems as matrix factorization problems, and propose a hierarchical Bayesian model. Training our Bayesian model using random-walk Metro…

2012-03-15abs ↗pdf ↗

New algorithm speeds up sampling from complex Bayesian mixture models.

problem Sampling from non-log-concave, multi-modal posterior distributions in Bayesian Gaussian mixtures.
method Introduced Reflected Metropolis-Hastings Random Walk (RMRW) algorithm.
result Proved mixing time bound for RMRW in symmetric two-component Gaussian mixtures.

Particle Metropolis-Hastings enables Bayesian parameter inference in general nonlinear state space models (SSMs). However, in many implementations a random walk proposal is used and this can result in poor mixing if not tuned correctly using tedious pilot runs. Therefore, we consider a new proposal inspired by quasi-Ne…

2015-02-12abs ↗pdf ↗

We study the problem of finding the maximum of a function defined on the nodes of a connected graph. The goal is to identify a node where the function obtains its maximum. We focus on local iterative algorithms, which traverse the nodes of the graph along a path, and the next iterate is chosen from the neighbors of the…

2018-02-13abs ↗pdf ↗

Particle Metropolis-Hastings (PMH) allows for Bayesian parameter inference in nonlinear state space models by combining Markov chain Monte Carlo (MCMC) and particle filtering. The latter is used to estimate the intractable likelihood. In its original formulation, PMH makes use of a marginal MCMC proposal for the parame…

2013-11-04abs ↗pdf ↗

We consider the problem of sampling from a strongly log-concave density in Rd\mathbb{R}^d, and prove a non-asymptotic upper bound on the mixing time of the Metropolis-adjusted Langevin algorithm (MALA). The method draws samples by simulating a Markov chain obtained from the discretization of an appropriate Langevin dif…

2018-01-08abs ↗pdf ↗

High-dimensional unimodal distributions can cause MCMC methods to fail.

problem Failure of MCMC methods in high-dimensional unimodal distributions.
method Examples and theoretical analysis of MCMC methods, including Metropolis-Hastings adjusted methods.
result MCMC methods can take an exponential run-time for high-dimensional unimodal distributions.

This paper presents VEC-NBT, a variation on the unsupervised graph clustering technique VEC, which improves upon the performance of the original algorithm significantly for sparse graphs. VEC employs a novel application of the state-of-the-art word2vec model to embed a graph in Euclidean space via random walks on the n…

2017-08-26abs ↗pdf ↗

Local limit theorem for random walks on hyperbolic groups with parabolic subgroups.

problem Analyzing the behavior of random walks on relatively hyperbolic groups.
method Study of convergent random walks with finite derivative of Green function at spectral radius.
result Proves a local limit theorem for the probability of returning to the origin.

Study diffusions and random walks on hyperbolic spaces, focusing on their Martin boundaries.

problem Understanding diffusions and random walks on hyperbolic spaces.
method Analyzing specific diffusions and random walks on hyperbolic spaces, examining their Martin boundaries.
result Characterized the Martin boundaries of diffusions and random walks on hyperbolic spaces.

This work estimates edge weights of edge-reinforced random walks using observed data.

problem Statistical estimation of edge weights in edge-reinforced random walks.
method Proposes an estimator based on the generalized method of moments using the magic formula and hyperbolic Gaussian structure.
result Analyzes the sample complexity of the proposed estimator.

Random walks on hyperbolic spaces show linear growth in translation lengths.

problem Investigate the growth of translation lengths in random walks on hyperbolic spaces.
method Prove linear growth without moment conditions and apply to Teichmüller spaces.
result Linear growth of translation lengths in random walks on hyperbolic spaces.

The paper examines random walks on metric spaces and finds commensurable subgroups.

problem Determining commensurable subgroups via stationary measures in metric spaces.
method Analyzing random walks on isometry groups of metric spaces with non-singular stationary measures.
result Subgroups generated by random walks are commensurable under mild conditions.

Deviation inequalities and limit laws for random walks on metric spaces.

problem Understanding random walks on metric spaces with contracting isometries.
method Adapting Gouëzel's pivotal time construction to establish deviation inequalities.
result Exponential bounds and limit laws for random walks on mapping class groups and CAT(0) spaces.

Random walks on Fuchsian Schottky groups have harmonic measures with lower dimension.

problem Understanding the dimensionality of harmonic measures for random walks.
method Analyzing finite range random walks on Fuchsian Schottky groups.
result Harmonic measures have dimension strictly less than the limit set's Hausdorff dimension.

The study of random walks on hyperbolic spaces and Teichmüller spaces, proving central limit theorems and geodesic tracking.

problem Analyzing random walks on hyperbolic and Teichmüller spaces.
method Proving central limit theorems and geodesic tracking using finite moments and logarithmic moments.
result Translation lengths of random isometries satisfy a central limit theorem if and only if the random walk has finite second moment.

A random Heegaard splitting is a 3-manifold obtained by using a random walk of length n on the mapping class group as the gluing map between two handlebodies. We show that the joint distribution of random walks of length n and their inverses is asymptotically independent, and converges to the product of the harmonic an…

2008-09-29abs ↗pdf ↗

Unified view on random walk and Weisfeiler-Leman kernels, improving accuracy.

problem Improving graph kernel methods for better classification accuracy.
method Define and analyze walk-based node refinement methods, relate to Weisfeiler-Leman test, and introduce new walk-based kernels.
result Walk-based kernels are as expressive as Weisfeiler-Leman subtree kernel but support non-strict neighborhood comparison.

Hypergraphs are used in machine learning to model higher-order relationships in data. While spectral methods for graphs are well-established, spectral theory for hypergraphs remains an active area of research. In this paper, we use random walks to develop a spectral theory for hypergraphs with edge-dependent vertex wei…

2019-05-20abs ↗pdf ↗

We extend some properties of random walks on hyperbolic groups to random walks on convergence groups. In particular we prove that if a convergence group GG acts on a compact metrizable space MM with the convergence property then we can provide GMG\cup M with a compact topology such that random walks on GG converge a…

2018-10-22abs ↗pdf ↗

For any pseudo-Anosov diffeomorphism on a closed orientable surface SS of genus greater than one, it is known by the work of Bers and Thurston that the topological entropy agrees with the translation distance on the Teichmüller space with respect to the Teichmüller metric. In this paper, we consider random walks on th…

2016-04-04abs ↗pdf ↗

The study analyzes convergence of random-walk embeddings in graph theory.

problem Understanding the convergence behavior of random-walk based vertex embeddings.
method Theoretical analysis of convergence in single and double limits of NN and LL.
result Proved convergence of vertex embeddings under weak assumptions and derived concentration bounds.

Analyzes biased random walks and corrupted intervals in adversarial settings.

problem Learning thresholds and intervals in adversarial conditions.
method Analyzes biased random walks and corrupted intervals under adversarial design.
result Analyzes the expected behavior of biased random walks and corrupted intervals.