arXiv research

Generative model predicts daily activity sequences with duration-aware dynamics.

Patients with Type I Diabetes (T1D) must take insulin injections to prevent the serious long term effects of hyperglycemia - high blood glucose (BG). Patients must also be careful not to inject too much insulin because this could induce hypoglycemia (low BG), which can potentially be fatal. Patients therefore follow a …

To study users' travel behaviour and travel time between origin and destination, researchers employ travel surveys. Although there is consensus in the field about the potential, after over ten years of research and field experimentation, Smartphone-based travel surveys still did not take off to a large scale. Here, com…

Purpose - Functional bowel diseases, including irritable bowel syndrome, chronic constipation, and chronic diarrhea, are some of the most common diseases seen in clinical practice. Many patients describe a range of triggers for altered bowel consistency and symptoms. However, characterization of the relationship betwee…

Learning with Label Proportions (LLP) is the problem of recovering the underlying true labels given a dataset when the data is presented in the form of bags. This paradigm is particularly suitable in contexts where providing individual labels is expensive and label aggregates are more easily obtained. In the healthcare…

Spatio-temporal point process models play a central role in the analysis of spatially distributed systems in several disciplines. Yet, scalable inference remains computa- tionally challenging both due to the high resolution modelling generally required and the analytically intractable likelihood function. Here, we expl…

We provide a complete characterization of the class of one-dimensional time-homogeneous diffusions consistent with a given law at an exponentially distributed time using classical results in diffusion theory. To illustrate we characterize the class of diffusions with the same distribution as Brownian motion at an expon…

We adress the maximization problem of expected utility from terminal wealth. The special feature of this paper is that we consider a financial market where the price process of risky assets can have a default time. Using dynamic programming, we characterize the value function with a backward stochastic differential equ…

Proves a Minkowski inequality for static Einstein-Maxwell space-time.

The paper analyzes risk assessment for cash flows in continuous time using the notion of convex risk measures for processes. By combining a decomposition result for optional measures, and a dual representation of a convex risk measure for bounded \cd processes, we show that this framework provides a systematic approach…

Inverse mean curvature flow converges to a disk in hyperbolic space.

This paper presents a solution for persistent monitoring of real-world stochastic phenomena, where the underlying covariance structure changes sharply across time, using a small number of mobile robot sensors. We propose an adaptive solution for the problem where stochastic real-world dynamics are modeled as a Gaussian…

To improve the efficient frontier of the classical mean-variance model in continuous time, we propose a varying terminal time mean-variance model with a constraint on the mean value of the portfolio asset, which moves with the varying terminal time. Using the embedding technique from stochastic optimal control in conti…

The waggle dance that honeybees perform is an astonishing way of communicating the location of food source. After over 60 years of its discovery, researchers still use manual labeling by watching hours of dance videos to detect different transitions between dance components thus extracting information regarding the dis…

We revisit the computation of the phase of the Dirac fermion scattering operator in external gauge fields. The computation is through a parallel transport along the path of time evolution operators. The novelty of the present paper compared with the earlier geometric approach by Langmann and Mickelsson, [LM], is that w…

Generalizes Connes's tangent groupoid for sub-Riemannian geometry.

Population synthesis is concerned with the generation of synthetic yet realistic representations of populations. It is a fundamental problem in the modeling of transport where the synthetic populations of micro-agents represent a key input to most agent-based models. In this paper, a new methodological framework for ho…

Study neck pinches in Lagrangian flows, proving stability and introducing new singularities.

Machine learning models are often used at test-time subject to constraints and trade-offs not present at training-time. For example, a computer vision model operating on an embedded device may need to perform real-time inference, or a translation model operating on a cell phone may wish to bound its average compute tim…

Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). We generalize RNNs to have continuous-time hidden dynamics defined by ordinary differential equations (ODEs), a model we call ODE-RNNs. Furthermore, we use ODE-RNNs to replace t…

We introduce an efficient method for training the linear ranking support vector machine. The method combines cutting plane optimization with red-black tree based approach to subgradient calculations, and has O(m*s+m*log(m)) time complexity, where m is the number of training examples, and s the average number of non-zer…

The paper improves count data regression models for overdispersed data.

A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation. We call it the refined variational approximation. Its strength lies both in ease of implementation and automatically tuning of the sampler parameters to …

We present a global construction of a so-called D-bracket appearing in the physics literature of Double Field Theory (DFT) and show that if certain integrability criteria are satisfied, it can be seen as a sum of two Courant algebroid brackets. In particular, we show that the local picture of the extended space-time us…

The installation process of offshore wind turbines requires the use of expensive jack-up vessels. These vessels regularly report their position via the Automatic Identification System (AIS). This paper introduces a novel approach of applying machine learning to AIS data from jack-up vessels. We apply the new method to …

Proposes NDIG model to capture bitcoin volatility and option pricing.

Given a finite honest time, we first show that the associated Azéma optional supermartingale can be expressed as the drawdown and the relative drawdown of some local optional supermartingales with continuous running supremum. The relative drawdown representation then allows us to provide a characterisation of finite ho…

The instability of historical risk factor correlations renders their use in estimating portfolio risk extremely questionable. In periods of market stress correlations of risk factors have a tendency to quickly go well beyond estimated values. For instance, in times of severe market stress, one would expect with certain…

Improved graph generation model for small organic molecules.

Statistical machine learning methods, especially nonparametric Bayesian methods, have become increasingly popular to infer clonal population structure of tumors. Here we describe the treeCRP, an extension of the Chinese restaurant process (CRP), a popular construction used in nonparametric mixture models, to infer the …

Firms having similar business activities are correlated. We analyze two different cross-correlation matrices C constructed from (i) 30-min price fluctuations of 1000 US stocks for the 2-year period 1994-95 and (ii) 1-day price fluctuations of 422 US stocks for the 35-year period 1962-96. We find that the eigenvectors o…

This paper explores the capabilities of convolutional neural networks to deal with a task that is easily manageable for humans: perceiving 3D pose of a human body from varying angles. However, in our approach, we are restricted to using a monocular vision system. For this purpose, we apply a convolutional neural networ…

Tutorial on using neural networks for single cell data analysis.

FastCPH efficiently predicts survival times using neural networks.

We consider the problem of online collaborative filtering in the online setting, where items are recommended to the users over time. At each time step, the user (selected by the environment) consumes an item (selected by the agent) and provides a rating of the selected item. In this paper, we propose a novel algorithm …

Our goal here is to discuss the pricing problem of European and American options in discrete time using elementary calculus so as to be an easy reference for first year undergraduate students. Using the binomial model we compute the fair price of European and American options. We explain the notion of Arbitrage and the…

This work evaluates risks over time using robust measures and neural networks.

We study a symplectic surgery operation we call unchaining, which effectively reduces the second Betti number and the symplectic Kodaira dimension at the same time. Using unchaining, we give novel constructions of symplectic Calabi-Yau surfaces from complex surfaces of general type, as well as from rational and ruled s…

This is an introductory chapter in a series in which we take a systematic study of the Yang-Mills equations on curved space-times. In this first, we provide standard material that consists in writing the proof of the global existence of Yang-Mills fields on arbitrary curved space-times using the Klainerman-Rodnianski p…

In the present work, it is shown that, the application of the Bazanski approach to Lagrangians, written in AP-geometry and including the basic vector of the space, gives rise to a new class of path equations. The general equation representing this class contains four extra terms, whose vanishing reduces this equation t…

Study Riemannian metrics on lens spaces, find cut loci and diameters.

Study Riemannian metrics on lens spaces, find cut loci and diameters.

MPC outperforms reactive budgeting in non-stationary return environments.

Generative model prices basket options efficiently.

The fundamental learning theory behind neural networks remains largely open. What classes of functions can neural networks actually learn? Why doesn't the trained network overfit when it is overparameterized? In this work, we prove that overparameterized neural networks can learn some notable concept classes, including…

Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse signals in comparison to the l1-relaxation. However, numerical optimization of such penalties involves solving problems with l1-norms in the ob…

Detecting faults and SLA violations in a timely manner is critical for telecom providers, in order to avoid loss in business, revenue and reputation. At the same time predicting SLA violations for user services in telecom environments is difficult, due to time-varying user demands and infrastructure load conditions. In…

The change in Holographic entanglement entropy (HEE) for small fluctuations about pure anti De Sitter (AdS) is obtained by a perturbative expansion of the area functional in terms of the change in the bulk metric and the embedded extremal surface. However, it is known that change in the embedding appears in second orde…