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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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102203305406 · Jun 202019922001200920172026
48 results for spatial weights matrix

New method estimates spatial weights matrix for lattice data, improving prediction accuracy.

problem Estimating spatial dependence structure for regular lattice data.
method Adaptive lasso with cross-sectional resampling to estimate sparse spatial weights matrix.
result Improves prediction accuracy of nitrogen dioxide concentrations.

In this paper, we propose a Ward-like hierarchical clustering algorithm including spatial/geographical constraints. Two dissimilarity matrices D0D_0 and D1D_1 are inputted, along with a mixing parameter α[0,1]α\in [0,1]. The dissimilarities can be non-Euclidean and the weights of the observations can be non-uniform. The fi…

2017-07-12abs ↗pdf ↗

Proposes deep graph persistence to address neural persistence issues in deep learning.

problem Variance of weights and lack of spatial structure in deep neural networks impact neural persistence.
method Extends neural persistence to the whole network, considering interactions between layers.
result Deep graph persistence alleviates variance-related issues and captures persistent paths through the network.

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.

Infinite CNNs lose spatial correlations, but can be restored by correlated weights.

problem Infinite CNNs lose spatial correlations, which are crucial for their performance.
method Introduced correlated weights to restore spatial correlations in infinite CNNs.
result Optimal performance is achieved with a moderate level of weight correlation.

A new neural approach for generating origin-destination matrices in ABMs.

problem Challenges in generating origin-destination matrices for ABMs, including discretisation errors and inability to explore multimodal distributions.
method A computationally efficient framework that learns trip intensity through a neural differential equation, operating directly on the discrete combinatorial space.
result Outperforms prior art in terms of reconstruction error and ground truth matrix coverage, at a fraction of the computational cost.

A new framework enhances IDW models for complex industrial datasets.

problem Low performance of IDW models in complex industrial datasets.
method Deep reinforcement learning network to enhance IDW models and learn hyperparameters.
result The proposed framework achieves differential spatial prediction and is more accurate than current IDW models.

WBCP improves conformal prediction for distribution shifts using weighted Dirichlet posteriors.

problem Handling distribution shifts in conformal prediction.
method Generalizes Bayesian Quadrature Conformal Prediction (BQ-CP) to arbitrary importance-weighted settings.
result WBCP maintains coverage guarantees while providing richer uncertainty information.

A {\em balanced} spatial graph has an integer weight on each edge, so that the directed sum of the weights at each vertex is zero. We describe the Alexander module and polynomial for balanced spatial graphs (originally due to Kinoshita \cite{ki}), and examine their behavior under some common operations on the graph. We…

2015-06-19abs ↗pdf ↗

GWRBoost improves GWR for better spatial relationship quantification.

problem Underfitting in GWR for complex data and lack of explainable quantification.
method Geographically weighted gradient boosting model using localized additive model and gradient boosting optimization.
result Significant improvement in RMSE and AICc compared to classic GWR.

Proposes a GNN for multivariate time-series prediction with filtering.

problem Low signal-to-noise ratio in complex systems data.
method Integrates a spatial-temporal GNN with a matrix filtering module to generate filtered graphs.
result Proposed model outperforms baseline approaches in multivariate time-series prediction.

MSFA clusters high-dimensional spatial data using spline-based covariance structures.

problem Clustering high-dimensional spatial data with flexible covariance structures.
method Mixture of spatial factor analyzers with spline-based covariance and matrix variate factor analyzers for dimensionality reduction.
result Proposed models accurately infer and differentiate distinct spatial patterns in tensor-variate data.

Brain networks in fMRI are typically identified using spatial independent component analysis (ICA), yet mathematical constraints such as sparse coding and positivity both provide alternate biologically-plausible frameworks for generating brain networks. Non-negative Matrix Factorization (NMF) would suppress negative BO…

2016-07-01abs ↗pdf ↗

To better understand the spatial structure of large panels of economic and financial time series and provide a guideline for constructing semiparametric models, this paper first considers estimating a large spatial covariance matrix of the generalized mm-dependent and ββ-mixing time series (with JJ variables and TT

2011-06-20abs ↗pdf ↗

Spatially weighted conformal prediction improves uncertainty quantification in house price models.

problem Uncertainty quantification in automated valuation models with spatial dependencies.
method Survey and demonstration of various spatially weighted approaches to adjust conformal prediction confidence sets.
result Spatially weighted CP makes confidence sets more consistently calibrated across geographical regions.

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.

A2-SBNN models spatial data with copulas for non-Gaussian dependencies.

problem Capturing complex spatial relationships and extreme dependencies in non-Gaussian data.
method Embedding A2 copula into a Bayesian neural network, trained with Wasserstein loss and moment matching.
result A2-SBNN consistently delivers high accuracy across various dependency strengths.

Unweighted matrix factorization can match or outperform weighted methods in recommender systems.

problem Improving recommendation performance with matrix factorization on implicit feedback data.
method Systematic study of various weighting schemes and matrix factorization algorithms.
result Training with unweighted data can perform comparably to, and sometimes outperform, training with weighted data.

I propose and briefly define the concept of Urban Isobenefit Lines by using functions as easy as efficient, whose results can offer a rich tool to use into spatial equilibrium analysis involving cities. They are line joining urban points with equal level of positional advantage from city amenities. The results which on…

2012-10-10abs ↗pdf ↗

The paper analyzes how Gaussian kernel parameters affect posterior covariance in Gaussian processes.

problem Understanding the influence of Gaussian kernel parameters on posterior covariance in Gaussian processes.
method Geometric analysis and a posteriori error estimation techniques from adaptive finite element methods.
result The bandwidth parameter and spatial distribution of observations significantly influence posterior covariance and its matrix.

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.

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 ↗

Method selects number of communities in weighted networks.

problem Selecting the number of communities in weighted networks.
method Proposes a novel weighted DCSBM and uses a sequential testing framework with spectral clustering and matrix scaling.
result Method is consistent in estimating the true number of communities under mild conditions.

This work introduces a tensor-based method to perform supervised classification on spatiotemporal data processed in an echo state network. Typically when performing supervised classification tasks on data processed in an echo state network, the entire collection of hidden layer node states from the training dataset is …

2017-08-23abs ↗pdf ↗

Convolutional sparse coding (CSC) can learn representative shift-invariant patterns from multiple kinds of data. However, existing CSC methods can only model noises from Gaussian distribution, which is restrictive and unrealistic. In this paper, we propose a general CSC model capable of dealing with complicated unknown…

2019-03-08abs ↗pdf ↗

Study evaluates thresholds for removing noise from DNN weights using random matrix theory.

problem Removing noise from deep neural network weights for better approximation.
method Model weights as signal + noise, use random matrix theory to estimate thresholds, evaluate using cosine similarity.
result Proposed threshold estimation method improves approximation quality.

Bayesian Empirical Bayes extends EB to complex structures using probabilistic symmetry.

problem Improving simultaneous inference in complex settings like arrays and graphs.
method Generalized empirical Bayes approach based on probabilistic symmetry.
result BEB outperforms existing methods in denoising arrays and spatial data.

We consider the problem of estimating a low-rank matrix from a noisy observed matrix. Previous work has shown that the optimal method depends crucially on the choice of loss function. In this paper, we use a family of weighted loss functions, which arise naturally for problems such as submatrix denoising, denoising wit…

2019-02-25abs ↗pdf ↗