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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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1223 · Sep 202219922001200920172026
30 results for soft-clustering

EMDLOT predicts bond defaults better than traditional methods.

problem Lack of interpretability and irregular temporal dependencies in financial data.
method Integrates time-series and textual data, uses Time-Aware LSTM, soft clustering, and multi-level attention.
result EMDLOT outperforms traditional and deep learning benchmarks in recall, F1-score, and mAP.

Lossy compression and clustering fundamentally involve a decision about what features are relevant and which are not. The information bottleneck method (IB) by Tishby, Pereira, and Bialek formalized this notion as an information-theoretic optimization problem and proposed an optimal tradeoff between throwing away as ma…

2016-04-01abs ↗pdf ↗

Develops a data-driven smoothing technique for high-dimensional, non-linear panel data.

problem Improving prediction accuracy in high-dimensional, non-linear panel data models.
method Adaptive discrete smoothing with data-driven weights based on individual function similarity.
result Significant improvement in prediction accuracy compared to traditional linear panel data estimators.

Study improves S&P 500 volatility forecasting through regime-switching methods.

problem Accurate prediction of S&P 500 volatility for risk management and investment.
method Regime-switching methods including soft Markov switching, spectral clustering, and coefficient-based clustering.
result Coefficient-based clustering algorithm outperformed other models during all time periods.

We propose JECL, a method for clustering image-caption pairs by training parallel encoders with regularized clustering and alignment objectives, simultaneously learning both representations and cluster assignments. These image-caption pairs arise frequently in high-value applications where structured training data is e…

2019-01-04abs ↗pdf ↗

Suppose kk centers are fit to mm points by heuristically minimizing the kk-means cost; what is the corresponding fit over the source distribution? This question is resolved here for distributions with p4p\geq 4 bounded moments; in particular, the difference between the sample cost and distribution cost decays with $…

2013-11-08abs ↗pdf ↗

K-means clustering improved for robustness to outliers and distribution shifts.

problem K-means is brittle to outliers, distribution shifts, and limited samples.
method Developed a distributionally robust variant using Wasserstein-2 ball around the empirical distribution.
result Substantial gains in outlier detection and robustness to noise demonstrated.

Transactional network data can be thought of as a list of one-to-many communications(e.g., email) between nodes in a social network. Most social network models convert this type of data into binary relations between pairs of nodes. We develop a latent mixed membership model capable of modeling richer forms of transacti…

2010-10-07abs ↗pdf ↗

Recently, graph neural networks (GNNs) have revolutionized the field of graph representation learning through effectively learned node embeddings, and achieved state-of-the-art results in tasks such as node classification and link prediction. However, current GNN methods are inherently flat and do not learn hierarchica…

2018-06-22abs ↗pdf ↗

Meta-learning neural networks for better clustering representations.

problem Improving clustering performance with appropriate representations.
method Meta-learning method that trains neural networks for representations using VB inference with an infinite Gaussian mixture model.
result The method achieves higher clustering performance than existing methods.

Improved neural population modeling using shared features and ensemble detection.

problem Missing shared coding properties in neural latent variable models.
method Feature sharing across tuning curves and soft clustering of neurons.
result More interpretable and better-performing neural population models.

New method identifies key channels for extreme brain events.

problem Identifying channels responsible for extreme brain events like seizures.
method Extends canonical correlation to tail dependence, developing TPDM for clustering.
result Tail connectivity provides additional discriminatory power for seizure risk.

We describe kk-MLE, a fast and efficient local search algorithm for learning finite statistical mixtures of exponential families such as Gaussian mixture models. Mixture models are traditionally learned using the expectation-maximization (EM) soft clustering technique that monotonically increases the incomplete (expec…

2012-03-23abs ↗pdf ↗

DUET enhances multivariate time series forecasting by clustering time and channels.

problem Heterogeneous temporal patterns and complex channel correlations in multivariate time series.
method DUET uses dual clustering on temporal and channel dimensions to handle these challenges.
result DUET achieves state-of-the-art performance on 25 real-world datasets.

In this chapter we review the main literature related to kernel spectral clustering (KSC), an approach to clustering cast within a kernel-based optimization setting. KSC represents a least-squares support vector machine based formulation of spectral clustering described by a weighted kernel PCA objective. Just as in th…

2015-05-03abs ↗pdf ↗

Proposes a new matrix factorization model for interval-valued matrices.

problem Matrix factorization for matrices with entries in a given interval.
method Bounded simplex-structured matrix factorization (BSSMF) with fast algorithm for missing data.
result BSSMF provides a unique decomposition under certain conditions.