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.
Raising statistical hurdles may not be justified due to data bias.
A composite loss framework is proposed for low-rank modeling of data consisting of interesting and common values, such as excess zeros or missing values. The methodology is motivated by the generalized low-rank framework and the hurdle method which is commonly used to analyze zero-inflated counts. The model is demonstr…
Tensor analysis tackles complex multidimensional data across fields.
New bounds on learning from multiple distributions for VC classes.
Latent-state environments with long horizons, such as those faced by recommender systems, pose significant challenges for reinforcement learning (RL). In this work, we identify and analyze several key hurdles for RL in such environments, including belief state error and small action advantage. We develop a general prin…
We explore training an automatic modality tagger. Modality is the attitude that a speaker might have toward an event or state. One of the main hurdles for training a linguistic tagger is gathering training data. This is particularly problematic for training a tagger for modality because modality triggers are sparse for…
StatFEM uses low-rank approximations to scale Bayesian statFEM for high-dimensional problems.
Unobserved confounding is a major hurdle for causal inference from observational data. Confounders---the variables that affect both the causes and the outcome---induce spurious non-causal correlations between the two. Wang & Blei (2018) lower this hurdle with "the blessings of multiple causes," where the correlation st…
The paper forecasts corporate distress using a novel MIDAS logistic regression method.
Efficient offline reinforcement learning with neural networks using differentiable function approximation.
This paper analyzes HTL using stability theory for binary classification.
Many applications of machine learning, such as human health research, involve processing private or sensitive information. Privacy concerns may impose significant hurdles to collaboration in scenarios where there are multiple sites holding data and the goal is to estimate properties jointly across all datasets. Differe…
Deep learning methods have shown extraordinary potential for analyzing very diverse biomedical data, but their dissemination beyond developers is hindered by important computational hurdles. We introduce ImJoy (https://imjoy.io/), a flexible and open-source browser-based platform designed to facilitate widespread reuse…
The data deluge comes with high demands for data labeling. Crowdsourcing (or, more generally, ensemble learning) techniques aim to produce accurate labels via integrating noisy, non-expert labeling from annotators. The classic Dawid-Skene estimator and its accompanying expectation maximization (EM) algorithm have been …
Alternative app data improves credit scoring for underserved borrowers.
Statistical approach uses ODEs for modeling individual health trajectories.
Method analyzes large-scale network data to detect communication pattern shifts.
Recent work has uncovered the interesting (and somewhat surprising) finding that training models to be invariant to adversarial perturbations requires substantially larger datasets than those required for standard classification. This result is a key hurdle in the deployment of robust machine learning models in many re…
Publication bias skews asset pricing research findings.
A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample from the original full sample and uses it as a surrogate for subsequent computati…
Cloud computing is gaining significant attention, however, security is the biggest hurdle in its wide acceptance. Users of cloud services are under constant fear of data loss, security threats and availability issues. Recently, learning-based methods for security applications are gaining popularity in the literature wi…
Machine learning has the potential to assist many communities in using the large datasets that are becoming more and more available. Unfortunately, much of that potential is not being realized because it would require sharing data in a way that compromises privacy. In order to overcome this hurdle, several methods have…
The lack of adequate training data is one of the major hurdles in WiFi-based activity recognition systems. In this paper, we propose Wi-Fringe, which is a WiFi CSI-based device-free human gesture recognition system that recognizes named gestures, i.e., activities and gestures that have a semantically meaningful name in…
Deep model tackles zero-inflated multi-species abundance estimation.
We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and want to quickly decide whether they are worth implementing. We design an algorithm …
If you want to tell people the truth, make them laugh, otherwise they'll kill you. (source unclear) Machine learning and deep learning are the technologies of the day for developing intelligent automatic systems. However, a key hurdle for progress in the field is the literature itself: we often encounter papers that re…
New RL algorithm handles delayed feedback with posterior sampling.
New framework bridges climate science and ML for easier climate model emulation.
FastMuyGPs speeds up GP predictions for large datasets.
Physics-inspired methods optimize SVD compression of LLMs.
Vulnerability to adversarial attacks is one of the principal hurdles to the adoption of deep learning in safety-critical applications. Despite significant efforts, both practical and theoretical, the problem remains open. In this paper, we analyse the geometry of adversarial attacks in the large-data, overparametrized …
Machine learning-based analysis of medical images often faces several hurdles, such as the lack of training data, the curse of dimensionality problem, and the generalization issues. One of the main difficulties is that there exists computational cost problem in dealing with input data of large size matrices which repre…
Catastrophic forgetting occurs when a neural network loses the information learned in a previous task after training on subsequent tasks. This problem remains a hurdle for artificial intelligence systems with sequential learning capabilities. In this paper, we propose a task-based hard attention mechanism that preserve…
Policy learning can be used to extract individualized treatment regimes from observational data in healthcare, civics, e-commerce, and beyond. One big hurdle to policy learning is a commonplace lack of overlap in the data for different actions, which can lead to unwieldy policy evaluation and poorly performing learned …
Non-exhaustive learning (NEL) is an emerging machine-learning paradigm designed to confront the challenge of non-stationary environments characterized by anon-exhaustive training sets lacking full information about the available classes.Unlike traditional supervised learning that relies on fixed models, NEL utilizes se…
Study extends learnability equivalence to multi-class and regression, overcoming binary classification limits.
A major hurdle to clinical translation of brain-machine interfaces (BMIs) is that current decoders, which are trained from a small quantity of recent data, become ineffective when neural recording conditions subsequently change. We tested whether a decoder could be made more robust to future neural variability by train…
Dynamic neural network toolkits such as PyTorch, DyNet, and Chainer offer more flexibility for implementing models that cope with data of varying dimensions and structure, relative to toolkits that operate on statically declared computations (e.g., TensorFlow, CNTK, and Theano). However, existing toolkits - both static…
New proofs for curvature problems using a viscosity approach.
This work simplifies Bayesian inference for neural networks by identifying influential parameter directions.
One out of four children in India are leaving grade eight without basic reading skills. Measuring the reading levels in a vast country like India poses significant hurdles. Recent advances in machine learning opens up the possibility of automating this task. However, the datasets of children's speech are not only rare …
We study a robust optimal stopping problem with respect to a set $\cP$ of mutually singular probabilities. This can be interpreted as a zero-sum controller-stopper game in which the stopper is trying to maximize its pay-off while an adverse player wants to minimize this payoff by choosing an evaluation criteria from $\…
Causal discovery can be a powerful tool for investigating causality when a system can be observed but is inaccessible to experiments in practice. Despite this, it is rarely used in any scientific or medical fields. One of the major hurdles preventing the field of causal discovery from having a larger impact is that it …
A new XVA strategy rooted in balance sheet perspective improves equity process for bank shareholders.
Accounting for model uncertainty in risk management and option pricing leads to infinite dimensional optimization problems which are both analytically and numerically intractable. In this article we study when this hurdle can be overcome for the so-called optimized certainty equivalent risk measure (OCE) -- including t…
Since its inception, Floer homology has been an important tool in low-dimensional topology. Floer theoretic invariants of -manifolds tend to be either gauge theoretic or symplecto-geometric in nature, and there is a general philosophy that each gauge theoretic Floer homology should have a corresponding symplectic Fl…
A great number of deep learning based models have been recently proposed for automatic music composition. Among these models, the Transformer stands out as a prominent approach for generating expressive classical piano performance with a coherent structure of up to one minute. The model is powerful in that it learns ab…
Power-law portfolios improve diversification by scaling weights sub-linearly.