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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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3671107142 · Jun 202019922001200920172026
48 results for sparse digraphs

Study financial contagion and risk in sparse networks with directed edges.

problem Analyzing systemic risk in sparse financial networks with balance-sheet interactions.
method Linear fraction of institutions with zero out-degree, sender-truncated subgraph G_sh, adversarial and random systemic events, explicit fan-in accumulation bound.
result Maximal forward reachability in G_sh is O(log n) with high probability in the subcritical regime, and multi-hit defaults are negligible in the supercritical regime.

Parameter-free clustering method using cluster catch digraphs (CCDs).

problem Finding the correct number of clusters in data without specifying a parameter.
method Hybrid of density-based and graph-based clustering methods using Ripley's K function.
result Minimum dominating sets of RK-CCDs estimate and distinguish clusters from noise.

We employ random geometric digraphs to construct semi-parametric classifiers. These data-random digraphs are from parametrized random digraph families called proximity catch digraphs (PCDs). A related geometric digraph family, class cover catch digraph (CCCD), has been used to solve the class cover problem by using its…

2017-05-22abs ↗pdf ↗

In this note we derive enumerative formulas for several types of labelled acyclic directed graphs by slight modifications of the familiar recursive formula for simple acyclic digraphs. These considerations are motivated by, and based upon, recent combinatorial results in geometric topology obtained by S.Choi, who estab…

2008-04-15abs ↗pdf ↗

Two new outlyingness scores improve outlier detection in high-dimensional data.

problem Detecting outliers in high-dimensional data with varying cluster shapes and intensities.
method Outlyingness scores (OOS and IOS) based on Cluster Catch Digraphs (CCDs).
result Both OOS and IOS outperform CCD-based methods in identifying global and local outliers, especially IOS.

A graph (digraph) G=(V,E)G=(V,E) with a set TVT\subseteq V of terminals is called inner Eulerian if each nonterminal node vv has even degree (resp. the numbers of edges entering and leaving vv are equal). Cherkassky and Lovász showed that the maximum number of pairwise edge-disjoint TT-paths in an inner Eulerian graph $G…

2005-10-21abs ↗pdf ↗

In the present paper we find a bijection between the set of small covers over an nn-cube and the set of acyclic digraphs with nn labeled nodes. Using this, we give a formula of the number of small covers over an nn-cube (generally, a product of simplices) up to Davis-Januszkiewicz equivalence classes and $\mathbf{Z}…

2008-02-14abs ↗pdf ↗

New algorithms detect outliers in high-dimensional data with arbitrary shapes.

problem Challenges of high dimensionality and varying cluster shapes in traditional outlier detection methods.
method Cluster Catch Digraphs (CCDs) and their variants (U-MCCD, UN-MCCD, SU-MCCD, SUN-MCCD).
result U-MCCD efficiently identifies outliers with high true negative rates, and SU-MCCD improves handling of non-uniform clusters.

A new graph-based clustering method for moderate-dimensional data.

problem Performance degradation of existing graph-based clustering methods in high dimensions.
method Introduces UN-CCDs using NND-based MC-SRT for covering radii determination.
result UN-CCDs provide stable and competitive performance in moderate-sized datasets.

We use a geometric digraph family called class cover catch digraphs (CCCDs) to tackle the class imbalance problem in statistical classification. CCCDs provide graph theoretic solutions to the class cover problem and have been employed in classification. We assess the classification performance of CCCD classifiers by ex…

2019-04-09abs ↗pdf ↗

Directed acyclic graphs are the basic representation of the structure underlying Bayesian networks, which represent multivariate probability distributions. In many practical applications, such as the reverse engineering of gene regulatory networks, not only the estimation of model parameters but the reconstruction of t…

2012-02-29abs ↗pdf ↗

We consider intrinsic linking and knotting in the context of directed graphs. We construct an example of a directed graph that contains a consistently oriented knotted cycle in every embedding. We also construct examples of intrinsically 3-linked and 4-linked directed graphs. We introduce two operations, consistent edg…

2017-02-21abs ↗pdf ↗

We prove an explicit formula of the Berezin star product on Kaehler manifolds. The formula is expressed as a summation over certain strongly connected digraphs. The proof relies on a combinatorial interpretation of Englis' work on the asymptotic expansion of the Laplace integral.

2011-03-21abs ↗pdf ↗

ParPIC clusters directed graphs using random walks and diffusion operators.

problem Challenges in vertex-level clustering for directed graphs due to edge directionality.
method Parametrized Power-Iteration Clustering (ParPIC) based on reversible random walks and diffusion operators.
result ParPIC achieves competitive clustering accuracy with improved scalability compared to spectral and teleportation-based methods.

GNNRank uses neural networks to learn global rankings from competition match data.

problem Learning global rankings from pairwise comparisons in directed graphs.
method Proposes GNNRank, a trainable GNN-based framework with digraph embedding and new objectives.
result GNNRank achieves competitive and superior performance compared to baselines.

Acyclic digraphs are the underlying representation of Bayesian networks, a widely used class of probabilistic graphical models. Learning the underlying graph from data is a way of gaining insights about the structural properties of a domain. Structure learning forms one of the inference challenges of statistical graphi…

2015-04-20abs ↗pdf ↗

It has been known since 1981 that if one fixes an orientable surface SS of genus gg, then there is a real number λmin,g>1λ_{min,g} > 1 that is the dilatation of a pA diffeomorphism of SS, and every other pA diffeomorphism of SS has dilatation λmin,g\geq λ_{min,g}. We will show how a little-known theorem about digraphs gives …

2011-04-14abs ↗pdf ↗

J. Przytycki has established a connection between the Hochschild homology of an algebra AA and the chromatic graph homology of a polygon graph with coefficients in AA. In general the chromatic graph homology is not defined in the case where the coefficient ring is a non-commutative algebra. In this paper we define a …

2010-01-29abs ↗pdf ↗

Let $φ\in \mbox{Out}(F_n)$ be a free group outer automorphism that can be represented by an expanding, irreducible train-track map. The automorphism φφ determines a free-by-cyclic group Γ=FnφZ,Γ=F_n \rtimes_φ\mathbb Z, and a homomorphism αH1(Γ;Z)α\in H^1(Γ; \mathbb Z). By work of Neumann, Bieri-Neumann-Strebel and Dowdall-Kapovi…

2013-10-28abs ↗pdf ↗

The ellipticity graph of a free group FF was defined by I. Kapovich and M. Lustig in order to study the outer automorphism group of FF, which acts on this graph. The graph was constructed to be analogous to the curve complex of a surface. It is a bipartite graph, whose vertices are conjugacy classes of nontrivial ele…

2010-06-24abs ↗pdf ↗

This paper proposes an in-depth re-thinking of neural computation that parallels apparently unrelated laws of physics, that are formulated in the variational framework of the least action principle. The theory holds for neural networks that are also based on any digraph, and the resulting computational scheme exhibits …

2019-07-11abs ↗pdf ↗

This paper sets thresholds for recovering vertex correspondences in partially correlated graphs.

problem Recovering hidden vertex correspondences in partially correlated graphs.
method Proposed partially correlated Erdős-Rényi graphs model; information-theoretic thresholds; correlated functional digraphs.
result Optimal rates for partial and exact recovery of vertex correspondences.

Group lattices (Cayley digraphs) of a discrete group are in natural correspondence with differential calculi on the group. On such a differential calculus geometric structures can be introduced following general recipes of noncommutative differential geometry. Despite of the non-commutativity between functions and (gen…

2002-12-18abs ↗pdf ↗

New method clusters directed and undirected graphs without losing directional information.

problem Clustering directed graphs due to asymmetry in edge connectivity.
method Generalized Dirichlet Energy (GDE) and generalized spectral clustering (GSC).
result GSC outperforms existing methods in clustering accuracy and robustness.

In this paper we offer a novel type of network model which can capture the precise structure of a financial market based, for example, on empirical findings. With the attached stochastic framework it is further possible to study how an arbitrary network structure and its expected counterparty credit risk are analytical…

2015-04-26abs ↗pdf ↗

This work introduces a method to compare sparse neural network topologies using graph theory.

problem Comparing and understanding sparse neural network topologies, especially during training.
method Introducing Neural Network Sparse Topology Distance (NNSTD) to measure distances between different sparse neural networks.
result Sparse neural networks can outperform over-parameterized models without further structure optimization.

Sparse deep neural networks(DNNs) are efficient in both memory and compute when compared to dense DNNs. But due to irregularity in computation of sparse DNNs, their efficiencies are much lower than that of dense DNNs on regular parallel hardware such as TPU. This inefficiency leads to poor/no performance benefits for s…

2018-08-10abs ↗pdf ↗

Sparse DNNs face scalability issues; MIT/IEEE/Amazon challenge analyzes best solutions.

problem Scalability issues in Sparse Deep Neural Networks (DNNs).
method Mathematically defined DNN inference computation, community submissions from various fields.
result Sparse DNN execution time, TmDNNT_{ m DNN}, is strongly dependent on the number of operations, NmopN_{ m op}.

In compressed sensing, we wish to reconstruct a sparse signal xx from observed data yy. In sparse coding, on the other hand, we wish to find a representation of an observed signal yy as a sparse linear combination, with coefficients xx, of elements from an overcomplete dictionary. While many algorithms are competit…

2013-10-31abs ↗pdf ↗

Sparse coding approximates the data sample as a sparse linear combination of some basic codewords and uses the sparse codes as new presentations. In this paper, we investigate learning discriminative sparse codes by sparse coding in a semi-supervised manner, where only a few training samples are labeled. By using the m…

2013-11-26abs ↗pdf ↗