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.
Framework for dynamic node embeddings from graph streams.
Temporal networks representing a stream of timestamped edges are seemingly ubiquitous in the real-world. However, the massive size and continuous nature of these networks make them fundamentally challenging to analyze and leverage for descriptive and predictive modeling tasks. In this work, we propose a general framewo…
DMSTF models spatio-temporal data with deep Markov priors.
Comorbid diseases co-occur and progress via complex temporal patterns that vary among individuals. In electronic health records we can observe the different diseases a patient has, but can only infer the temporal relationship between each co-morbid condition. Learning such temporal patterns from event data is crucial f…
Study develops curvature for contact-sequence networks, revealing temporal dynamics.
DANR improves network regularization for spatio-temporal data.
Temporal networks are ubiquitous and evolve over time by the addition, deletion, and changing of links, nodes, and attributes. Although many relational datasets contain temporal information, the majority of existing techniques in relational learning focus on static snapshots and ignore the temporal dynamics. We propose…
Unified view on selective credit assignment for reinforcement learning.
CDST improves ensemble prediction by adjusting model weights based on covariates.
New method improves deep RL by combining emphatic weightings with replay data.
The recently proposed Temporal Ensembling has achieved state-of-the-art results in several semi-supervised learning benchmarks. It maintains an exponential moving average of label predictions on each training example, and penalizes predictions that are inconsistent with this target. However, because the targets change …
Traffic forecasting problem remains a challenging task in the intelligent transportation system due to its spatio-temporal complexity. Although temporal dependency has been well studied and discussed, spatial dependency is relatively less explored due to its large variations, especially in the urban environment. In thi…
Introduces Exponentially Weighted Signature for better path representation.
Federated learning obtains a central model on the server by aggregating models trained locally on clients. As a result, federated learning does not require clients to upload their data to the server, thereby preserving the data privacy of the clients. One challenge in federated learning is to reduce the client-server c…
Enhances reinforcement learning uncertainty estimation with a generalized Gaussian error model.
In this paper, we consider sequential online prediction (SOP) for streaming data in the presence of outliers and change points. We propose an INstant TEmporal structure Learning (INTEL) algorithm to address this problem. Our INTEL algorithm is developed based on a full consideration of the duality between online predic…
DSARF models complex spatio-temporal data with deep switching auto-regressive factors.
Paper tackles event stream outliers using a novel weight function.
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…
We present a new approach to understanding credit relationships between commercial banks and quoted firms, and with this approach, examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. At each year, the credit network is regarded as a weighted bipartite graph where edges corresp…
The recent discovered spatial-temporal information processing capability of bio-inspired Spiking neural networks (SNN) has enabled some interesting models and applications. However designing large-scale and high-performance model is yet a challenge due to the lack of robust training algorithms. A bio-plausible SNN mode…
Proposes a graph-based approach for better stock prediction.
New method uses neural networks to forecast spatial-temporal data.
STAD improves travel time estimation by learning from real traffic data.
Enhanced deep learning model forecasts household leverage series accurately.
Improved TD learning reduces batch sampling error.
New method uses MMAF-guided learning for spatio-temporal probabilistic forecasts.
Networks are a convenient way to represent complex systems of interacting entities. Many networks contain "communities" of nodes that are more densely connected to each other than to nodes in the rest of the network. In this paper, we investigate the detection of communities in temporal networks represented as multilay…
The machine learning community has become increasingly interested in the energy efficiency of neural networks. The Spiking Neural Network (SNN) is a promising approach to energy-efficient computing, since its activation levels are quantized into temporally sparse, one-bit values (i.e., "spike" events), which additional…
Mathematical methods of population genetics and framework of exchangeability provide a Markov chain model for analysis and interpretation of stochastic behaviour of equity markets, explaining, in particular, market shape formation, statistical equilibrium and temporal stability of market weights.
Spatio-temporal (ST) data, which represent multiple time series data corresponding to different spatial locations, are ubiquitous in real-world dynamic systems, such as air quality readings. Forecasting over ST data is of great importance but challenging as it is affected by many complex factors, including spatial char…
WAVE improves time series forecasting by integrating AR and MA components.
New method detects and locates changes in spatio-temporal point processes.
In this paper we introduce various techniques to improve the performance of electroencephalography (EEG) features based continuous speech recognition (CSR) systems. A connectionist temporal classification (CTC) based automatic speech recognition (ASR) system was implemented for performing recognition. We introduce tech…
In this work, we propose the kernel Pitman-Yor process (KPYP) for nonparametric clustering of data with general spatial or temporal interdependencies. The KPYP is constructed by first introducing an infinite sequence of random locations. Then, based on the stick-breaking construction of the Pitman-Yor process, we defin…
Deep conditional generative models are developed to simultaneously learn the temporal dependencies of multiple sequences. The model is designed by introducing a three-way weight tensor to capture the multiplicative interactions between side information and sequences. The proposed model builds on the Temporal Sigmoid Be…
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 …
ReWTS ensemble improves time-series forecasting by adapting to changing dynamics.
The study combines social interaction data into a single network, identifying stable groups of chimpanzees.
The paper tackles video prediction by estimating conditional densities implicitly.
New method detects intrinsic cross-correlations in non-stationary time series affected by common factors.
Understanding and accurately predicting within-field spatial variability of crop yield play a key role in site-specific management of crop inputs such as irrigation water and fertilizer for optimized crop production. However, such a task is challenged by the complex interaction between crop growth and environmental and…
The increased adoption of Electronic Health Records(EHRs) has brought changes to the way the patient care is carried out. The rich heterogeneous and temporal data space stored in EHRs can be leveraged by machine learning models to capture the underlying information and make clinically relevant predictions. This can be …
Robust feature-weighted jump models for time-dependent clustering
Unified framework for reliable uncertainty quantification in RL.
Session-based Recurrent Neural Networks (RNNs) are gaining increasing popularity for recommendation task, due to the high autocorrelation of user's behavior on the latest session and the effectiveness of RNN to capture the sequence order information. However, most existing session-based RNN recommender systems still so…
We present a confidence-based single-layer feed-forward learning algorithm SPIRAL (Spike Regularized Adaptive Learning) relying on an encoding of activation spikes. We adaptively update a weight vector relying on confidence estimates and activation offsets relative to previous activity. We regularize updates proportion…
Long-term prediction of multivariate time series is still an important but challenging problem. The key to solve this problem is to capture the spatial correlations at the same time, the spatio-temporal relationships at different times and the long-term dependence of the temporal relationships between different series.…