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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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117234351468 · Jun 202019922001200920172026
48 results for spatial processes

Proposes flexible spatial models for better understanding spatial heterogeneity.

problem Poor characterisation of spatial heterogeneity in conventional models.
method Spatial Bayesian Neural Networks (SBNNs) incorporating a spatial embedding layer and possibly spatially-varying parameters.
result SBNNs better match the finite-dimensional distribution of target spatial processes.

Paper develops a method to predict spatial point processes with guarantees.

problem Predicting the number of events in space with uncertainty.
method Regularized method to learn spatial models with out-of-sample guarantees.
result Method provides valid prediction intervals even when model is misspecified.

Neural networks estimate spatial process likelihoods efficiently.

problem Challenges in estimating spatial processes with slow or intractable likelihoods.
method Convolutional neural networks trained on a classification task to learn likelihood function.
result Neural likelihood surfaces provide fast and accurate parameter estimation.

Develops statistical methods for rates of change on Riemannian manifolds.

problem Statistical inference for rates of change in spatial processes over non-Euclidean domains.
method Formalizes smoothness and constructs differential processes for Riemannian manifolds, derives conditions for kernel existence, and develops predictive inference.
result Validates theoretical findings through simulation experiments for derivatives over polyhedral meshes.

ConvNets improve nonstationary covariance estimation for large-scale spatial data.

problem Estimating nonstationary spatial covariance functions on large scales.
method Convolutional Neural Networks (ConvNets) for subregion identification and selection.
result Enhanced accuracy in parameter estimation using ConvNet-based partitioning.

Machine learning models perform better with location coordinates alone, not Moran Eigenvectors.

problem Improving machine learning models for spatial data.
method Examined Moran Eigenvectors as additional spatial features in machine learning models using synthetic datasets.
result Machine learning models using only location coordinates achieve better accuracies than eigenvector-based approaches.

Flexible XVAE model for efficient spatial extremes simulation.

problem Complex tail dependence structures in spatial extremes processes.
method Variational autoencoder (XVAE) for modeling flexible and non-stationary dependence.
result XVAE provides fast inference and outperforms traditional models in high dimensions.

Combines BART and Gaussian process for spatial covariate prediction with uncertainty.

problem Improving spatial prediction models with nonlinear and interaction covariates.
method Bayesian Additive Regression Trees (BART) combined with Gaussian process for spatial dependence.
result Effective in reducing computational burden through INLA and MCMC.

New framework models complex spatial data with basis functions and graphical vectors.

problem Modeling highly-multivariate spatial processes with varying resolutions.
method Extends graphical lasso to multivariate Gaussian processes with independent graphical vectors at different resolutions, using an orthogonal basis and fusion penalty.
result Linear complexity and parsimonious conditional independence structure in multilevel graphical model.

Graph neural networks extend neural Bayes estimators to irregular spatial data.

problem Estimating parameters from irregular spatial data with computational efficiency.
method Employing graph neural networks to approximate Bayes estimators for irregular spatial data.
result Extending neural Bayes estimation to irregular spatial data with computational benefits.

Researchers develop a new spatial process model for non-Gaussian data.

problem Non-Gaussian spatial data with asymmetry and heavy-tailedness.
method Re-parameterized Unified Skew-Normal (SUN) distribution, GSUN process, neural Bayes inference with GATs.
result GSUN process captures non-Gaussian spatial data properties and outperforms conventional models.

We propose an efficient method for estimating covariate effects in doubly-stochastic spatial models.

problem Computational demands and restrictive assumptions in existing doubly-stochastic spatial models.
method Penalized regression method for estimating covariate effects in doubly-stochastic point processes.
result Consistency and asymptotic normality of the covariate effect estimates achieved despite model misspecification.

Spatially-aware model improves earthquake hazard assessment accuracy.

problem Misrepresentation of seismic effects across diverse landscapes.
method Causal Bayesian network with Gaussian Processes and normalizing flows.
result Achieves up to 35.2% AUC improvement over existing methods.

Proposes a new Hawkes process bandit model for disaster search and rescue.

problem Forecasting and detecting spatio-temporal events with undersampled or biased data.
method Upper confidence bound algorithm using Bayesian spatial Hawkes process estimation.
result Model outperforms state-of-the-art spatial MAB algorithms in disaster search and rescue.

A new model predicts financial volatility across firms using spatial correlations.

problem Predicting financial volatility across firms in a network.
method Heterogeneous spatiotemporal GARCH model with local likelihood estimation.
result The model captures spatial spillovers and contagion effects in financial networks.

Neural networks speed up covariance estimation in spatial Gaussian processes.

problem Efficiently estimating covariance parameters in spatial Gaussian processes.
method Training neural networks to approximate maximum likelihood estimates.
result Neural network estimates are as accurate as ML methods but much faster.

Diffusion Transformer captures spatial-temporal dependencies in sequential data.

problem Capturing rich spatial and temporal dependencies in sequential data.
method Established theoretical guarantees for diffusion transformers learning Gaussian process data.
result Spatial-temporal dependencies are captured within attention layers of diffusion transformers.

DCK improves air quality index prediction with probabilistic spatial models.

problem Non-Gaussian, complex spatial structure of air quality index.
method Deep classifier kriging (DCK) for non-Gaussian, nonlinear spatial prediction.
result DCK outperforms conventional methods in predictive accuracy and uncertainty quantification.

Spatial blind source separation simplifies multivariate spatial prediction.

problem Predicting multivariate measurements at unobserved locations with spatial dependencies.
method Spatial blind source separation as a pre-processing tool compared to Cokriging and neural networks.
result Spatial blind source separation simplifies spatial prediction by avoiding cross-dependencies.

Spatial processes with nonstationary and anisotropic covariance structure are often used when modelling, analysing and predicting complex environmental phenomena. Such processes may often be expressed as ones that have stationary and isotropic covariance structure on a warped spatial domain. However, the warping functi…

2019-06-06abs ↗pdf ↗

The paper addresses ill-conditioning in large spatial data, proposing solutions for prediction and likelihood estimation.

problem Ill-conditioning of the kernel matrix in large spatial data sets.
method Introduction of various optimality criteria and solutions for managing large spatial data.
result Solutions for managing large spatial data, addressing ill-conditioning and improving prediction and likelihood estimation.

DeepKriging uses DNNs to predict spatial data with improved accuracy and scalability.

problem Predicting spatial processes with non-linear and non-Gaussian data.
method Adds an embedding layer of spatial coordinates with basis functions to DNNs.
result DeepKriging provides non-linear predictions with smaller approximation errors and is scalable for large datasets.

An unsupervised learning algorithm to cluster hyperspectral image (HSI) data is proposed that exploits spatially-regularized random walks. Markov diffusions are defined on the space of HSI spectra with transitions constrained to near spatial neighbors. The explicit incorporation of spatial regularity into the diffusion…

2019-02-08abs ↗pdf ↗

Vecchia approximations provide the best accuracy-runtime trade-off for Gaussian process approximations.

problem High computational cost of Gaussian processes for large data sets.
method Systematic comparison of different Gaussian process approximations.
result Vecchia approximations consistently provide the best accuracy-runtime trade-off.

Spatial and visual connectivity are important metrics when developing workplace layouts. Calculating those metrics in real-time can be difficult, depending on the size of the floor plan being analysed and the resolution of the analyses. This paper investigates the possibility of considerably speeding up the outcomes of…

2019-12-29abs ↗pdf ↗

BKP R package models spatially varying binomial probabilities efficiently.

problem Modeling spatially varying binomial probabilities efficiently.
method Beta Kernel Process (BKP) combining localized kernel-weighted likelihoods with conjugate beta priors.
result Closed-form posterior inference without requiring latent variables or intensive MCMC sampling.

Hybrid model integrates GATv2 and geostatistics for better spatial prediction and uncertainty.

problem Accurate spatial prediction and uncertainty quantification in epidemiology and risk analysis.
method Integrates Graph Attention Network (GATv2) with model-based geostatistics (MBG) to capture relational and spatial dependencies.
result Hybrid model improves predictive accuracy and uncertainty quantification compared to standalone models.

Proposes a non-autoregressive Transformer for time series forecasting.

problem Autoregressive errors and spatial-temporal dependencies in time series forecasting.
method Introduces a Non-Autoregressive Transformer with a learned temporal influence map.
result Demonstrates state-of-the-art performance on time series forecasting datasets.

PriorVAE uses VAEs to efficiently encode spatial priors for small-area estimation.

problem Efficiently encoding spatial priors for small-area estimation using Gaussian processes.
method Approximating Gaussian process priors with a variational autoencoder (VAE).
result Efficient spatial inference through a low-dimensional latent Gaussian space representation.

Proposes a new model for complex multivariate event data.

problem Modeling complex multivariate event data with spatio-temporal dynamics.
method Integrates spatial information into latent state evolution through learned temporal and spatial decay dynamics.
result Successfully recovers sensible temporal and spatial intensity structure in multivariate spatio-temporal point patterns.