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.
New training algorithm enhances SNNs for temporal signal processing.
Many real-world graphs or networks are temporal, e.g., in a social network persons only interact at specific points in time. This information directs dissemination processes on the network, such as the spread of rumors, fake news, or diseases. However, the current state-of-the-art methods for supervised graph classific…
LEAP identifies latent causal variables from temporal data.
A new model DKMPP integrates covariates and uses an integration-free method for spatio-temporal point processes.
Quantum systems with scrambling improve temporal information processing, but scaling requires exponential overhead.
Proposes a new model for complex multivariate event data.
Temporal Normalizing Flows enhance density estimation of time-dependent data.
This paper tackles spatio-temporal information preservation in machine learning.
Quantum reservoir computing tackles noisy quantum computers for temporal tasks.
Develops methods to answer counterfactual questions in temporal point processes.
Model improves information transfer from visual streams.
MEANTIME improves sequential recommendation by using multi-temporal embeddings and attention mechanisms.
This research unifies concepts of fading memory in RNNs.
There is often latent network structure in spatial and temporal data and the tools of network analysis can yield fascinating insights into such data. In this paper, we develop a nonparametric method for network reconstruction from spatiotemporal data sets using multivariate Hawkes processes. In contrast to prior work o…
Proposes a nonparametric approach for inferring spike train filters.
Quantitative modeling of post-transcriptional regulation process is a challenging problem in systems biology. A mechanical model of the regulatory process needs to be able to describe the available spatio-temporal protein concentration and mRNA expression data and recover the continuous spatio-temporal fields. Rigorous…
A new method for embedding temporal relationships in graphs.
MedGraph learns patient visit embeddings from EMRs, capturing both attributes and temporal sequences.
In kernel methods, temporal information on the data is commonly included by using time-delayed embeddings as inputs. Recently, an alternative formulation was proposed by defining a gamma-filter explicitly in a reproducing kernel Hilbert space, giving rise to a complex model where multiple kernels operate on different t…
Enhances SNNs for spatio-temporal feature extraction.
Online knowledge repositories typically rely on their users or dedicated editors to evaluate the reliability of their content. These evaluations can be viewed as noisy measurements of both information reliability and information source trustworthiness. Can we leverage these noisy evaluations, often biased, to distill a…
Introduces CuFun model for more accurate TPPs using CDF.
The goal of temporal alignment is to establish time correspondence between two sequences, which has many applications in a variety of areas such as speech processing, bioinformatics, computer vision, and computer graphics. In this paper, we propose a novel temporal alignment method called least-squares dynamic time war…
New GP model tackles physics constraints efficiently.
Predicting when and where events will occur in cities, like taxi pick-ups, crimes, and vehicle collisions, is a challenging and important problem with many applications in fields such as urban planning, transportation optimization and location-based marketing. Though many point processes have been proposed to model eve…
New model captures patient-level EHR data efficiently.
DEMOTE uses neural diffusion-reaction processes to capture temporal dynamics in sparse tensor data.
Paper introduces a neural network-based non-stationary influence kernel for complex event data.
New model scales MHPs for analyzing large-scale diffusion processes.
We propose practical extensions to Bayesian optimization for solving dynamic problems. We model dynamic objective functions using spatiotemporal Gaussian process priors which capture all the instances of the functions over time. Our extensions to Bayesian optimization use the information learnt from this model to guide…
Proposes a transformer model with geostatistical inductive bias for spatio-temporal forecasting.
New framework IDOL identifies latent causal processes with instantaneous relations from time series data.
Crimes emerge out of complex interactions of human behaviors and situations. Linkages between crime incidents are highly complex. Detecting crime linkage given a set of incidents is a highly challenging task since we only have limited information, including text descriptions, incident times, and locations. In practice,…
Training deep recurrent neural network (RNN) architectures is complicated due to the increased network complexity. This disrupts the learning of higher order abstracts using deep RNN. In case of feed-forward networks training deep structures is simple and faster while learning long-term temporal information is not poss…
Sentinel improves time series forecasting by modeling both temporal and channel dependencies.
Due to the dynamic nature, chaotic time series are difficult predict. In conventional signal processing approaches signals are treated either in time or in space domain only. Spatio-temporal analysis of signal provides more advantages over conventional uni-dimensional approaches by harnessing the information from both …
Efficiently reconstructs jump-diffusion processes from data using neural networks.
In healthcare applications, temporal variables that encode movement, health status and longitudinal patient evolution are often accompanied by rich structured information such as demographics, diagnostics and medical exam data. However, current methods do not jointly optimize over structured covariates and time series …
Temporal information impacts only a fraction of time series datasets, skewing benchmark evaluations.
New algorithms for collaborative reinforcement learning with limited communication.
Recurrent Networks are one of the most powerful and promising artificial neural network algorithms to processing the sequential data such as natural languages, sound, time series data. Unlike traditional feed-forward network, Recurrent Network has a inherent feed back loop that allows to store the temporal context info…
Information in neural networks is represented as weighted connections, or synapses, between neurons. This poses a problem as the primary computational bottleneck for neural networks is the vector-matrix multiply when inputs are multiplied by the neural network weights. Conventional processing architectures are not well…
Neural signals are characterized by rich temporal and spatiotemporal dynamics that reflect the organization of cortical networks. Theoretical research has shown how neural networks can operate at different dynamic ranges that correspond to specific types of information processing. Here we present a data analysis framew…
Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that time series data can usefully be studied as information -- by noting the relations…
We consider evidence integration from potentially dependent observation processes under varying spatio-temporal sampling resolutions and noise levels. We develop a multi-resolution multi-task (MRGP) framework while allowing for both inter-task and intra-task multi-resolution and multi-fidelity. We develop shallow Gauss…
Hybrid model improves geopolitical conflict forecasting.
GNNs improve brain activity forecasting in fMRI studies.
It is well established that temporal organization is critical to memory, and that the ability to temporally organize information is fundamental to many perceptual, cognitive, and motor processes. While our understanding of how the brain processes the spatial context of memories has advanced considerably, our understand…