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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.

168,657 papers · 148 categories

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3597181,0771,436 · Jun 202019922001200920172026
48 results for sequential models

This paper reviews methods for interpreting deep learning models with sequential data.

problem Limited interpretability of deep learning models in sequential data domains.
method Reviews and compares techniques for sequential interpretability.
result Current techniques have limitations and future research is needed.

IFH models graph generation with adjustable sequentiality.

problem Designing flexible graph generation models between one-shot and sequential approaches.
method Based on DDPM, IFH uses a node removal process to generate graphs with adjustable sequentiality.
result IFH models improve graph generation quality and efficiency compared to current methods.

Paper tackles uncertainty prediction for deep sequential regression.

problem Challenges in generating accurate uncertainty estimates for deep recurrent networks.
method Flexible method that generates symmetric and asymmetric uncertainty estimates without stationarity assumptions.
result Outperforms competitive baselines on both drift and non-drift scenarios.

In this note, we introduce a new type of warped products called as sequential warped products to cover a wider variety of exact solutions to Einstein's equation. First, we study the geometry of sequential warped products and obtain covariant derivatives, curvature tensor, Ricci curvature and scalar curvature formulas. …

2015-06-19abs ↗pdf ↗

A universal framework for constructing confidence sets using sequential likelihood mixing.

problem Constructing reliable confidence sets for realizable likelihood functions.
method Sequential likelihood mixing, integrating Bayesian inference and regret inequalities.
result Establishes fundamental connections and provable coverage guarantees for various inference techniques.

Proposes using frequent sequences to improve sequential recommendation models.

problem Combining user history and recent actions for personalized recommendations.
method Uses frequent sequences to identify relevant parts of user history, embedding items based on preferences and dynamics in a unified metric model.
result Outperforms state-of-the-art methods, especially on sparse datasets.

Novel framework optimizes experiments for implicit models using mutual information.

problem Optimizing experiments for intractable implicit models.
method Sequential Bayesian Experimental Design using Mutual Information.
result Framework efficiently estimates parameters with few iterations.

Proposes LDIDPs for efficient sequential data generation from latent dynamical models.

problem Challenges in generating high-fidelity sequential samples from latent dynamical models.
method Utilizes implicit diffusion processes to sample from latent dynamical processes.
result Demonstrates accurate learning of dynamics and efficient generation of high-quality sequential data.

Paper formalizes a reinforcement learning model for complex information structures.

problem Complex interdependence in sequential decision-making problems.
method Formalizes a novel reinforcement learning model with explicit information structure representation.
result Upper bound on sample complexity of learning general sequential decision-making problems.

MEANTIME improves sequential recommendation by using multi-temporal embeddings and attention mechanisms.

problem Limited use of timestamp information and information bottleneck in sequential recommendation models.
method MEANTIME employs multiple types of temporal embeddings and attention mechanisms to capture diverse patterns from user behavior sequences.
result MEANTIME outperforms state-of-the-art sequential recommendation methods.

Language models trained on chess board states outperform those on moves, even with causal masking.

problem Applying causal masking to spatial data for training unimodal language models.
method Trained bidirectional and causal self-attention models on both spatial (board-based) and sequential (move-based) chess data.
result Models trained on spatial board states achieve stronger playing strength than those trained on sequential data, even with causal masking.

We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve Markov chain Monte Carlo sampling with limited applicability to large data sets. W…

2018-07-13abs ↗pdf ↗

We model and correct bias in sequential evaluation, improving ranking accuracy.

problem Sequential evaluation bias in online, irrevocable scoring.
method Modeling the rating process, posing as statistical inference, proposing an online algorithm.
result Near-linear time, online algorithm with guarantees in ranking metrics, information theoretically optimal.

A new tree-based model improves uncertainty estimation in sequential optimization.

problem Improving uncertainty estimation in sequential model-based optimization.
method Proposed a new ensemble of randomized trees (BwO forest) with bagging and oversampling.
result BwO forest outperforms existing tree-based models in various optimization scenarios.

New method uses diffusion models for Bayesian inverse problems.

problem Solving Bayesian inverse problems with linear-Gaussian models.
method Decoupled Diffusion Sequential Monte Carlo (DDSMC) method.
result Asymptotically exact solution demonstrated on various data types.

Generative models of graphs are well-known, but many existing models are limited in scalability and expressivity. We present a novel sequential graphical variational autoencoder operating directly on graphical representations of data. In our model, the encoding and decoding of a graph as is framed as a sequential decon…

2019-12-17abs ↗pdf ↗

Sequential coordinate ascent is more robust in high-dimensional linear regression.

problem Behavior difference between sequential and parallel coordinate ascent in variational inference.
method Comparison of sequential and parallel coordinate ascent algorithms in high-dimensional linear regression.
result Sequential algorithm converges under more relaxed conditions than parallel algorithm.

We consider the sequential anomaly detection problem in the one-class setting when only the anomalous sequences are available and propose an adversarial sequential detector by solving a minimax problem to find an optimal detector against the worst-case sequences from a generator. The generator captures the dependence i…

2019-10-21abs ↗pdf ↗

Optimal tests developed for sequential experiments with asymptotic properties.

problem Performing hypothesis tests after sequential experiments without prior design.
method Analyze asymptotic properties of sequential experiments; develop tests for Gaussian process observations.
result Asymptotic power function of any test can be matched by a specific test in a limit experiment.

Traditional sequential multi-object attention models rely on a recurrent mechanism to infer object relations. We propose a relational extension (R-SQAIR) of one such attention model (SQAIR) by endowing it with a module with strong relational inductive bias that computes in parallel pairwise interactions between inferre…

2019-10-11abs ↗pdf ↗

EvoRate metric assesses learnability of sequential data by measuring predictive information.

problem Model misspecification due to misinterpreting patterns in sequential data.
method Predictive information framework based on mutual information between past and future.
result Temporal patterns fundamentally constrain learnability; optimal predictors cannot outperform intrinsic information limit.

Unified deep sequential and state-space models for robust option pricing with uncertainty.

problem Combining robustness to noise and uncertainty measurement in option pricing models.
method Unscattered reservoir smoother (URS) integrating deep sequential and state-space models.
result URS achieves competitive forecasting accuracy and uncertainty measurement in noisy datasets.

Recent sequential pattern mining methods have used the minimum description length (MDL) principle to define an encoding scheme which describes an algorithm for mining the most compressing patterns in a database. We present a novel subsequence interleaving model based on a probabilistic model of the sequence database, w…

2016-02-16abs ↗pdf ↗

Given a sequential learning algorithm and a target model, sequential machine teaching aims to find the shortest training sequence to drive the learning algorithm to the target model. We present the first principled way to find such shortest training sequences. Our key insight is to formulate sequential machine teaching…

2018-10-15abs ↗pdf ↗

The paper develops a method to learn cost-optimal sequential testing policies from retrospective data.

problem Learning cost-optimal sequential decision policies from retrospective data with missing test results.
method Doubly robust Q-learning framework with path-specific inverse probability weights.
result The method reduces testing cost without compromising predictive accuracy.

IDS algorithm optimizes sequential decisions in various monitoring settings.

problem Optimizing sequential decisions in complex monitoring scenarios.
method Information-directed sampling (IDS) algorithm for linear partial monitoring.
result IDS achieves nearly worst-case rate optimality in finite-action games.

We build on auto-encoding sequential Monte Carlo (AESMC): a method for model and proposal learning based on maximizing the lower bound to the log marginal likelihood in a broad family of structured probabilistic models. Our approach relies on the efficiency of sequential Monte Carlo (SMC) for performing inference in st…

2017-05-29abs ↗pdf ↗

Optimal unimodal fitting for linear loss functions in a sequential, efficient manner.

problem Optimal unimodal transformation of univariate model scores under linear loss functions.
method Proposes a sequential approach to estimate the optimal rectangular fit for observed samples with each new sample.
result Sequential approach achieves optimal efficiency with logarithmic time complexity per iteration.

OMLE combines optimism and MLE for efficient sequential decision making.

problem Efficiently solving sequential decision making problems, especially in partially observable settings.
method Combines optimism for exploration and maximum likelihood estimation for model learning.
result OMLE learns near-optimal policies for a wide range of sequential decision making problems.

This research improves interpretability in sequential explanations using mental models.

problem Improving interpretability in sequential explanations between two parties.
method A reinforcement learning framework that selects explanations based on the explainee's mental model.
result Mental model-based policies increase interpretability over random selection in multiple sequential explanations.