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.
New method identifies shared components from unpaired multimodal mixtures.
Quaternion self-attention reduces computational cost and improves performance.
The increased availability of the multi-view data (data on the same samples from multiple sources) has led to strong interest in models based on low-rank matrix factorizations. These models represent each data view via shared and individual components, and have been successfully applied for exploratory dimension reduct…
This paper proposes a novel learning method for multi-task applications. Multi-task neural networks can learn to transfer knowledge across different tasks by using parameter sharing. However, sharing parameters between unrelated tasks can hurt performance. To address this issue, we propose a framework to learn fine-gra…
This work explains how maximizing latent correlations across multiple data views helps in identifying shared and private components.
New phenomenon found in Gothen components' boundary.
MCPCA analyzes shared factors across multiple data contexts.
Multitask learning, i.e. taking advantage of the relatedness of individual tasks in order to improve performance on all of them, is a core challenge in the field of machine learning. We focus on matrix regression tasks where the rank of the weight matrix is constrained to reduce sample complexity. We introduce the comm…
PerPCA separates unique and shared features from heterogeneous data.
In this paper, we develop a parameter estimation method for factorially parametrized models such as Factorial Gaussian Mixture Model and Factorial Hidden Markov Model. Our contributions are two-fold. First, we show that the emission matrix of the standard Factorial Model is unidentifiable even if the true assignment ma…
For a risk vector , whose components are shared among agents by some random mechanism, we obtain asymptotic lower and upper bounds for the individual agents' exposure risk and the aggregated risk in the market. Risk is measured by Value-at-Risk or Conditional Tail Expectation. We assume Pareto tails for the componen…
Method estimates shared and study-specific factors for multi-study data.
The paper improves classification accuracy by leveraging a shared signal across domains in high-dimensional classification.
Proposes joint LCA for multiview data to identify shared and view-specific components.
UCB-TQL learns from multiple tasks with shared dynamics and adapts to task-specific variations.
This paper introduces a cross adversarial source separation (CASS) framework via autoencoder, a new model that aims at separating an input signal consisting of a mixture of multiple components into individual components defined via adversarial learning and autoencoder fitting. CASS unifies popular generative networks l…
Multi-modal data collections, such as corpora of paired images and text snippets, require analysis methods beyond single-view component and topic models. For continuous observations the current dominant approach is based on extensions of canonical correlation analysis, factorizing the variation into components shared b…
The paper defines fair profit sharing ratios in Islamic PL contracts.
Study examines value relevance of oil and gas reserve disclosures in London Stock Exchange.
The paper proposes methods to find a shared active subspace for multivariate vector-valued functions.
HCL learns shared and modality-specific latent representations for multimodal data.
Enhancing spectral embedding for low-dimensional embeddings in rare disease cohorts
Enhances LLM quantization with MDBF, improving perplexity and accuracy.
Document clustering and topic modeling are two closely related tasks which can mutually benefit each other. Topic modeling can project documents into a topic space which facilitates effective document clustering. Cluster labels discovered by document clustering can be incorporated into topic models to extract local top…
There has been great interest recently in applying nonparametric kernel mixtures in a hierarchical manner to model multiple related data samples jointly. In such settings several data features are commonly present: (i) the related samples often share some, if not all, of the mixture components but with differing weight…
In this paper, we investigate the problem of learning disentangled representations. Given a pair of images sharing some attributes, we aim to create a low-dimensional representation which is split into two parts: a shared representation that captures the common information between the images and an exclusive representa…
Many machine learning algorithms are based on the assumption that training examples are drawn independently. However, this assumption does not hold anymore when learning from a networked sample because two or more training examples may share some common objects, and hence share the features of these shared objects. We …
MCCA extracts shared structure from multiple tensor datasets.
Multiview analysis aims at extracting shared latent components from data samples that are acquired in different domains, e.g., image, text, and audio. Classic multiview analysis, e.g., canonical correlation analysis (CCA), tackles this problem via matching the linearly transformed views in a certain latent domain. More…
Algorithm reduces regret in distributed kernel bandits with shared randomness.
Study proposes a tax-based system to share disaster risk among regions.
When firms want to buy back their own shares, they have a choice between several alternatives. If they often carry out open market repurchase, they also increasingly rely on banks through complex buyback contracts involving option components, e.g. accelerated share repurchase contracts, VWAP-minus profit-sharing contra…
The optimal policy of a reinforcement learning problem is often discontinuous and non-smooth. I.e., for two states with similar representations, their optimal policies can be significantly different. In this case, representing the entire policy with a function approximator (FA) with shared parameters for all states may…
DeepSeekMoE improves language model efficiency with shared experts and normalized gating.
The waggle dance that honeybees perform is an astonishing way of communicating the location of food source. After over 60 years of its discovery, researchers still use manual labeling by watching hours of dance videos to detect different transitions between dance components thus extracting information regarding the dis…
We consider high-dimensional distribution estimation through autoregressive networks. By combining the concepts of sparsity, mixtures and parameter sharing we obtain a simple model which is fast to train and which achieves state-of-the-art or better results on several standard benchmark datasets. Specifically, we use a…
Anchor PCA improves robustness in multi-domain PCA.
We propose to formulate multi-label learning as a estimation of class distribution in a non-linear embedding space, where for each label, its positive data embeddings and negative data embeddings distribute compactly to form a positive component and negative component respectively, while the positive component and nega…
Advances in molecular "omics'" technologies have motivated new methodology for the integration of multiple sources of high-content biomedical data. However, most statistical methods for integrating multiple data matrices only consider data shared vertically (one cohort on multiple platforms) or horizontally (different …
We present two different approaches for parameter learning in several mixture models in one dimension. Our first approach uses complex-analytic methods and applies to Gaussian mixtures with shared variance, binomial mixtures with shared success probability, and Poisson mixtures, among others. An example result is that …
The paper analyzes PLS-SVD in high-dimensional data integration, revealing its strengths and limitations.
K-FAC speeds up training of modern neural networks with linear weight-sharing.
ARCO-BO optimizes multi-agent design under heterogeneity, improving efficiency and performance.
Regularized MFPCA smooths multivariate functional data for clearer patterns.
Study reveals structure of local minima in GMMs, identifying key cluster centers.
Decentralized Online Learning (online learning in decentralized networks) attracts more and more attention, since it is believed that Decentralized Online Learning can help the data providers cooperatively better solve their online problems without sharing their private data to a third party or other providers. Typical…
Study shows changes in information sharing between Bitcoin markets during 2017 crash.
Study shows investor sentiment boosts intraday trading in Chinese markets.