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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.

168,695 papers · 148 categories

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143286428571 · Jun 202019922001200920172026
48 results for sequence analysis

Single-timescale analysis improves convergence in multi-sequence stochastic approximation.

problem Finite-time convergence of nonlinear stochastic approximation with multiple coupled sequences.
method Smoothness property of fixed points and analysis of fine-grained single-timescale SA.
result Improved iteration complexity for achieving ε-accuracy in multi-sequence single-timescale SA.

With ongoing developments and innovations in single-cell RNA sequencing methods, advancements in sequencing performance could empower significant discoveries as well as new emerging possibilities to address biological and medical investigations. In the study, we will be using the dataset collected by the authors of Sys…

2019-12-18abs ↗pdf ↗

New KNN test improves association analysis of high-dimensional sequencing data.

problem Challenges in using neural networks for high-dimensional sequencing data analysis.
method Kernel-based neural network (KNN) test for complex association analysis.
result KNN test outperforms SKAT in detecting non-linear and interaction effects.

In this paper, we explore the effectiveness of dynamic analysis techniques for identifying malware, using Hidden Markov Models (HMMs) and Profile Hidden Markov Models (PHMMs), both trained on sequences of API calls. We contrast our results to static analysis using HMMs trained on sequences of opcodes, and show that dyn…

2019-01-06abs ↗pdf ↗

Non-parametric estimators improve quickest changepoint detection under irregular sequence lengths.

problem Limited and irregular sequence lengths hinder application of ARL and ADD in QCD.
method Analogies with survival analysis to model detection probabilities under truncation.
result KM-ARL and KM-ADD non-parametric estimators are asymptotically unbiased.

Study of BGG sequences on foliated manifolds with transverse parabolic geometry.

problem Analysis of BGG sequences on foliated manifolds with transverse parabolic structures.
method Filtered calculus and transversal index theory for filtered manifolds.
result Derived curved BGG sequences for foliated manifolds with transverse parabolic geometry.

The availability of large amounts of time series data, paired with the performance of deep-learning algorithms on a broad class of problems, has recently led to significant interest in the use of sequence-to-sequence models for time series forecasting. We provide the first theoretical analysis of this time series forec…

2018-05-09abs ↗pdf ↗

Proves solution uniqueness for biomembrane shape prediction.

problem Proving solution uniqueness for the genus one Canham variational problem.
method Combining numeric analytic continuation and singularity analysis to prove non-negativity of a sequence.
result Proves positivity of the sequence, leading to solution uniqueness.

Survey of nonnegative scalar curvature sequences and their limits.

problem Understanding sequences of manifolds with nonnegative scalar curvature.
method Analyzing sequences of manifolds with nonnegative scalar curvature and proving convergence.
result Proved the GH and SWIF convergence of an extreme example.

Theoretical analysis shows MDMs can be efficient but not for all metrics.

problem Understanding the efficiency-accuracy trade-off of diffusion language models.
method Theoretical analysis of Masked Diffusion Model (MDM) using perplexity and sequence error rate as metrics.
result MDM achieves near-optimal perplexity but requires linear scaling for sequence error rate, highlighting efficiency-accuracy trade-offs.

Transformers can interpolate finite input sequences exactly.

problem Interpolating finite input sequences of arbitrary lengths.
method Constructing a transformer with alternating feed-forward and self-attention layers, and low-rank parameter matrices.
result Exact interpolation of datasets of finite input sequences in R^d with corresponding output sequences of smaller or equal length.

This article studies hypoellipticity on general filtered manifolds. We extend the Rockland criterion to a pseudodifferential calculus on filtered manifolds, construct a parametrix and describe its precise analytic structure. We use this result to study Rockland sequences, a notion generalizing elliptic sequences to fil…

2017-05-03abs ↗pdf ↗

New Performer model tackles long-sequence protein modeling.

problem Challenges of training complex Transformer models for long sequences.
method Linearly scalable long-context Transformer architecture, Performer.
result Performer provides strong theoretical guarantees and is effective for protein sequence modeling.

Mining tasks over sequential data, such as clickstreams and gene sequences, require a careful design of embeddings usable by learning algorithms. Recent research in feature learning has been extended to sequential data, where each instance consists of a sequence of heterogeneous items with a variable length. However, m…

2019-11-03abs ↗pdf ↗

New model captures long-range patterns in sequences efficiently.

problem Efficiently capturing long-range patterns in sequential data.
method Inspired by wavelet multiresolution analysis, introduces MultiresLayer with multiresolution convolution.
result State-of-the-art performance on sequence classification and autoregressive density estimation tasks.

Eye Movement analysis with Hidden Markov Models (EMHMM) is a method for modeling eye fixation sequences using hidden Markov models (HMMs). In this report, we run a simulation study to investigate the estimation error for learning HMMs with variational Bayesian inference, with respect to the number of sequences and the …

2018-10-17abs ↗pdf ↗

The goal of this article is to understand some interesting features of sequences of arbitrage operations, which look relevant to various processes in Economics and Finances. In the second part of the paper, analysis of sequences of arbitrages is reformulated in the linear algebra terms. This admits an elegant geometric…

2010-04-05abs ↗pdf ↗

We propose the first global accelerated gradient method for Riemannian manifolds. Toward establishing our result we revisit Nesterov's estimate sequence technique and develop an alternative analysis for it that may also be of independent interest. Then, we extend this analysis to the Riemannian setting, localizing the …

2020-01-24abs ↗pdf ↗

Many real-world applications require robust algorithms to learn point processes based on a type of incomplete data --- the so-called short doubly-censored (SDC) event sequences. We study this critical problem of quantitative asynchronous event sequence analysis under the framework of Hawkes processes by leveraging the …

2017-02-22abs ↗pdf ↗

Study SGD dynamics in sequence models, revealing training phases and influence of sequence length.

problem Understanding SGD in sequence models like attention networks.
method Derived closed-form population loss and analyzed SGD dynamics for SSI models.
result Two distinct training phases: escape from uninformative initialization and alignment with target subspace.

Price movements of stock market are not totally random. In fact, what drives the financial market and what pattern financial time series follows have long been the interest that attracts economists, mathematicians and most recently computer scientists [17]. This paper gives an idea about the trend analysis of stock mar…

2013-11-19abs ↗pdf ↗

Transformer model predicts stock trends using technical data and sentiment analysis.

problem Lack of accurate long-term stock trend prediction using traditional models.
method Developed a Transformer-based model integrating technical stock data and sentiment analysis.
result Transformer model shows significant improvement in directional accuracy over RNNs, especially for longer sequence lengths.

This paper focuses on learning rate analysis of distributed kernel ridge regression for strong mixing sequences. Using a recently developed integral operator approach and a classical covariance inequality for Banach-valued strong mixing sequences, we succeed in deriving optimal learning rate for distributed kernel ridg…

2020-02-10abs ↗pdf ↗

This paper applies deep learning to ordinal regression, modeling it as a binary search.

problem Ordinal regression with deep learning models.
method Formulated ordinal regression as a binary search problem, using recurrent neural networks.
result Deep learning model shows comparable or better predictive power compared to traditional methods.

Understanding optimal prompts for binary sequence predictors is challenging.

problem Finding good prompts for binary sequence predictors is difficult.
method Viewing prompting as finding the best conditioning sequence on a near-optimal sequence predictor, using empirical and statistical analysis.
result Optimal prompts can be better understood given the pretraining distribution, which is not usually available.

We study the relationship between catastrophic forgetting and properties of task sequences. In particular, given a sequence of tasks, we would like to understand which properties of this sequence influence the error rates of continual learning algorithms trained on the sequence. To this end, we propose a new procedure …

2019-08-02abs ↗pdf ↗

Video sequences contain rich dynamic patterns, such as dynamic texture patterns that exhibit stationarity in the temporal domain, and action patterns that are non-stationary in either spatial or temporal domain. We show that a spatial-temporal generative ConvNet can be used to model and synthesize dynamic patterns. The…

2016-06-03abs ↗pdf ↗