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.
The paper develops methods to create private synthetic spatial point patterns.
Data augmentation is rapidly gaining attention in machine learning. Synthetic data can be generated by simple transformations or through the data distribution. In the latter case, the main challenge is to estimate the label associated to new synthetic patterns. This paper studies the effect of generating synthetic data…
New method enhances hotspot prediction in IC designs.
In this paper, we propose a mixture of probabilistic partial canonical correlation analysis (MPPCCA) that extracts the Causal Patterns from two multivariate time series. Causal patterns refer to the signal patterns within interactions of two elements having multiple types of mutually causal relationships, rather than a…
We present a novel view of nonlinear manifold learning using derivative-free optimization techniques. Specifically, we propose an extension of the classical multi-dimensional scaling (MDS) method, where instead of performing gradient descent, we sample and evaluate possible "moves" in a sphere of fixed radius for each …
Proposes tPARAFAC2 for tracking evolving patterns in time-evolving data.
A streaming GNN model tackles continual learning for updating node representations in real-time.
Recent sequential pattern mining methods have used the minimum description length (MDL) principle to define an encoding scheme which describes an algorithm for mining the most compressing patterns in a database. We present a novel subsequence interleaving model based on a probabilistic model of the sequence database, w…
This paper presents a framework for exact discovery of the top-k sequential patterns under Leverage. It combines (1) a novel definition of the expected support for a sequential pattern - a concept on which most interestingness measures directly rely - with (2) SkOPUS: a new branch-and-bound algorithm for the exact disc…
Our work is focused on the joint sparsity recovery problem where the common sparsity pattern is corrupted by Poisson noise. We formulate the confidence-constrained optimization problem in both least squares (LS) and maximum likelihood (ML) frameworks and study the conditions for perfect reconstruction of the original r…
We propose a Bayesian nonparametric mixture model for prediction- and information extraction tasks with an efficient inference scheme. It models categorical-valued time series that exhibit dynamics from multiple underlying patterns (e.g. user behavior traces). We simplify the idea of capturing these patterns by hierarc…
Although Recurrent Neural Network (RNN) has been a powerful tool for modeling sequential data, its performance is inadequate when processing sequences with multiple patterns. In this paper, we address this challenge by introducing a novel mixture layer and constructing an adaptive RNN. The mixture layer augmented RNN (…
Gaussian processes are rich distributions over functions, which provide a Bayesian nonparametric approach to smoothing and interpolation. We introduce simple closed form kernels that can be used with Gaussian processes to discover patterns and enable extrapolation. These kernels are derived by modelling a spectral dens…
SMOTE-DP enhances synthetic data privacy without sacrificing utility.
Serial crystallography is the field of science that studies the structure and properties of crystals via diffraction patterns. In this paper, we introduce a new serial crystallography dataset comprised of real and synthetic images; the synthetic images are generated through the use of a simulator that is both scalable …
FEALM learns features for better nonlinear DR of hidden patterns.
PIF detects anomalies in structured patterns using preference embedding.
A new method for handling missing values in data.
Estimates treatment effects in panel data with general intervention patterns.
Contrastive ICA identifies features in experimental groups relative to controls.
AI techniques explain synthetic tabular data weaknesses.
We present here a general framework and a specific algorithm for predicting the destination, route, or more generally a pattern, of an ongoing journey, building on the recent work of [Y. Lassoued, J. Monteil, Y. Gu, G. Russo, R. Shorten, and M. Mevissen, "Hidden Markov model for route and destination prediction," in IE…
Probabilistic mixture models have been widely used for different machine learning and pattern recognition tasks such as clustering, dimensionality reduction, and classification. In this paper, we focus on trying to solve the most common challenges related to supervised learning algorithms by using mixture probability d…
A new associative memory uses Sinkhorn divergence for efficient pattern retrieval.
A novel framework infers causal direction from symbolic sequences using pattern entropy.
EMODM detects abnormal patterns in complex systems.
TrustNet robustly learns noise patterns from trusted data to improve weakly-supervised classification.
A new method for generating synthetic time series improves forecasting model accuracy.
In this paper, we show that standard feed-forward and recurrent neural networks fail to learn abstract patterns based on identity rules. We propose Relation Based Pattern (RBP) extensions to neural network structures that solve this problem and answer, as well as raise, questions about integrating structures for induct…
Mining frequent sequential patterns consists in extracting recurrent behaviors, modeled as patterns, in a big sequence dataset. Such patterns inform about which events are frequently observed in sequences, i.e. what does really happen. Sometimes, knowing that some specific event does not happen is more informative than…
Study real-world noisy labels from human annotations for better understanding.
The problem of frequent pattern mining has been studied quite extensively for various types of data, including sets, sequences, and graphs. Somewhat surprisingly, another important type of data, namely rank data, has received very little attention in data mining so far. In this paper, we therefore addresses the problem…
EvoRate metric assesses learnability of sequential data by measuring predictive information.
We consider the problem of inferring the interactions between a set of N binary variables from the knowledge of their frequencies and pairwise correlations. The inference framework is based on the Hopfield model, a special case of the Ising model where the interaction matrix is defined through a set of patterns in the …
Generates financial time series with stylized facts using diffusion models.
This paper uses deep generative models to create synthetic financial data for portfolio and risk modeling.
The study introduces a holdout-based framework to assess synthetic data fidelity and privacy.
In personalised decision making, evidence is required to determine whether an action (treatment) is suitable for an individual. Such evidence can be obtained by modelling treatment effect heterogeneity in subgroups. The existing interpretable modelling methods take a top-down approach to search for subgroups with heter…
Social media conversations unfold based on complex interactions between users, topics and time. While recent models have been proposed to capture network strengths between users, users' topical preferences and temporal patterns between posting and response times, interaction patterns between topics has not been studied…
HYPA-DBGNN detects anomalous sequential patterns in temporal graphs.
Analyzing large X-ray diffraction (XRD) datasets is a key step in high-throughput mapping of the compositional phase diagrams of combinatorial materials libraries. Optimizing and automating this task can help accelerate the process of discovery of materials with novel and desirable properties. Here, we report a new met…
SWoTTeD discovers hidden temporal patterns in EHR data.
Generative Adversarial Graph Neural Network (Sig-Graph GAN) models financial time series data.
The global financial crisis in 2007-2009 demonstrated that systemic risk can spread all over the world through a complex web of financial linkages, yet we still lack fundamental knowledge about the evolution of the financial web. In particular, interbank credit networks shape the core of the financial system, in which …
Develops a method to control model behavior with synthetic data.
Multivariate time series data in practical applications, such as health care, geoscience, and biology, are characterized by a variety of missing values. In time series prediction and other related tasks, it has been noted that missing values and their missing patterns are often correlated with the target labels, a.k.a.…
A new method warps inputs to learn nonstationary kernels efficiently.
dCMF models evolving patterns in multiway data with temporal dynamics.