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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.

169,051 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199419922001200920182026
48 results for stochastic and-or graph

The paper tackles drift identification in Lévy α-stable stochastic systems, proposing a Fourier space approach.

problem Estimating the drift field of a stochastic differential equation driven by Lévy α-stable noise.
method Fourier space approach, parameterizing the drift field using Fourier series, minimizing a loss function with gradients computed via the adjoint method.
result The method is capable of learning drift fields in qualitative and/or quantitative agreement with ground truth fields.

Algorithm determines spatial graph isomorphism with vertex, edge colorings and orientations.

problem Algorithmic recognition of spatial graphs with various colorings and orientations.
method Proved existence of an algorithm for isomorphic spatial graphs, decomposed into canonical blocks, and applied Haken and Matveev's result.
result Algorithmic recognition of spatial graphs with colorings and orientations.

Neural networks solve SPDEs using Wiener chaos expansion.

problem Solving stochastic partial differential equations (SPDEs) numerically.
method Using neural networks in the truncated Wiener chaos expansion.
result Approximation rates for learning SPDE solutions with noise.

This paper reviews methods for distributed training of machine learning models from high-rate streams.

problem Training machine learning models from high-rate distributed streams in a compute- and bandwidth-limited setting.
method Recently developed methods for large-scale distributed stochastic optimization.
result There exist regimes where systems can learn from distributed, streaming data at order-optimal rates.

Bayesian graph learning improves graph representation accuracy.

problem Inaccurate graph construction from noisy data.
method Non-parametric Bayesian graph model for posterior inference of graph adjacency matrices.
result Model scales well to large graphs and improves node classification, link prediction, and recommendation tasks.

One of the cornerstones of the field of signal processing on graphs are graph filters, direct analogues of classical filters, but intended for signals defined on graphs. This work brings forth new insights on the distributed graph filtering problem. We design a family of autoregressive moving average (ARMA) recursions,…

2016-02-14abs ↗pdf ↗

This paper explains GNNs using graph signal denoising.

problem Understanding how GNNs work for node representation learning.
method Spectral graph convolutional networks and graph attention networks are analyzed from the perspective of graph signal denoising.
result GNNs implicitly solve graph signal denoising problems.

We solve learning mixtures of graphs from epidemic cascades, establishing conditions and algorithms.

problem Learning the weighted edges of a balanced mixture of two undirected graphs from epidemic cascades.
method Established necessary and sufficient conditions for polynomial-time solvability, provided efficient algorithms with optimal sample complexity.
result First rigorous conditions and algorithms for learning graph mixtures from epidemic cascades.

Paper proves SHB convergence with biased gradients and approximate step sizes.

problem Establishing convergence of SHB with biased gradients and approximate step sizes.
method Generalizes SHB convergence conditions for biased gradients, approximate step sizes, and block updating.
result Proves convergence of SHB with new conditions for biased gradients and approximate step sizes.

Networks are a useful representation for data on connections between units of interests, but the observed connections are often noisy and/or include missing values. One common approach to network analysis is to treat the network as a realization from a random graph model, and estimate the underlying edge probability ma…

2017-05-18abs ↗pdf ↗

Enhances graph neural networks by creating virtual data examples.

problem Lack of examples to identify optimal graph rationales in graph applications.
method Introduces environment replacement to create virtual data examples and proposes a framework for rationale-environment separation and representation learning.
result Demonstrates the effectiveness and efficiency of the augmentation-based graph rationalization framework on molecular and polymer datasets.

Proposes a method to improve GNN predictions by finding the most predictive subgraph.

problem GNNs aggregate all nodes and edges, making predictions hard to interpret.
method Uses reinforcement learning to find a sparse subgraph that optimizes graph classification performance.
result Our method finds sparser subgraphs that improve interpretability while maintaining performance.

Spectral clustering has become a popular technique due to its high performance in many contexts. It comprises three main steps: create a similarity graph between N objects to cluster, compute the first k eigenvectors of its Laplacian matrix to define a feature vector for each object, and run k-means on these features t…

2016-02-05abs ↗pdf ↗

In many physical, statistical, biological and other investigations it is desirable to approximate a system of points by objects of lower dimension and/or complexity. For this purpose, Karl Pearson invented principal component analysis in 1901 and found 'lines and planes of closest fit to system of points'. The famous k…

2008-09-02abs ↗pdf ↗

The paper explores the L1L^1-Liouville property on graphs and its connections to stochastic completeness.

problem Investigating the L1L^1-Liouville property on graphs and its implications.
method Characterization of L1L^1-Liouville property in terms of Green function, equivalence with stochastic completeness, and comparison theorems based on inner-outer curvatures.
result Equivalence of L1L^1-Liouville property and stochastic completeness on model graphs, and introduction of Dirichlet L1L^1-Liouville property.

New adaptive methods solve weakly convex stochastic optimization problems.

problem Solving weakly convex stochastic optimization problems.
method Adaptive first and zeroth-order methods using exponential moving averages.
result Established non-asymptotic convergence rates for nonsmooth and nonconvex problems.

Simple stochastic Newton and cubic Newton methods with fast convergence.

problem Minimizing large numbers of smooth and strongly convex functions.
method Stochastic Newton and cubic Newton methods with simple local linear-quadratic rates.
result Local linear-quadratic convergence results with fast adaptation to problem's curvature.

FILDNE learns dynamic graph embeddings efficiently.

problem Learning node embeddings on evolving graphs.
method Integrates static graph learning methods into dynamic graphs using convex combination and alignment.
result FILDNE reduces memory and computational costs while improving downstream task performance.

AB-SAGA optimizes distributed optimization over directed graphs using variance reduction and stochastic weights.

problem Optimizing distributed stochastic optimization over directed graphs with stochastic weights.
method AB-SAGA combines variance reduction and network-level gradient tracking, using both row and column stochastic weights.
result AB-SAGA converges linearly to the global optimal with a constant step-size and achieves a linear speed-up over centralized methods.

We extend Dupire's formula for stochastic interest rates and local volatility.

problem Deriving formulas for stochastic interest rates and local volatility.
method Generalizations of Dupire's formula for stochastic drift and local volatility.
result Validated the limits of the generalized Dupire formulae for specific cases.

Paper proves convergence of bi-stochastically normalized graph Laplacian to manifold Laplacian and robustness to outlier noise.

problem Convergence of bi-stochastically normalized graph Laplacian to manifold Laplacian and robustness to outlier noise.
method Proves convergence of bi-stochastically normalized graph Laplacian to manifold Laplacian with rates, and proposes an approximate and constrained matrix scaling problem to achieve the same consistency rate.
result Graph Laplacian consistency rate matches the rate for clean manifold data plus an additional term proportional to the boundedness of the inner-products of the noise vectors.

SMP model preserves proximity and permutation in graph neural networks.

problem Challenges in graph mining, such as community and leader finding.
method Stochastic Message Passing (SMP) model that maintains proximity and permutation-equivariance.
result SMP model effectively preserves node proximities and permutation-equivariance.

The study examines convergence of stochastic processes on large graphs and adjacency matrices.

problem Analyzing convergence of stochastic processes on large graphs and adjacency matrices.
method Introduced new metrics on the space of measure-valued graphons and used them to show convergence of random trajectories to deterministic curves.
result The Metropolis chain converges to a deterministic gradient flow curve on the space of graphons under certain conditions.

BayesGrad explains graph convolutional network predictions.

problem Uncertainty in chemical property predictions due to small sample size and label imbalance.
method Bayesian predictive distribution with dropout technique to define node importance.
result BayesGrad successfully visualizes substructures responsible for predictions in small sample size scenarios.