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.
Bottom-up algorithms outperform top-down in hierarchical community detection at intermediate levels.
Hierarchical clustering is a popular unsupervised data analysis method. For many real-world applications, we would like to exploit prior information about the data that imposes constraints on the clustering hierarchy, and is not captured by the set of features available to the algorithm. This gives rise to the problem …
The development of algorithms for hierarchical clustering has been hampered by a shortage of precise objective functions. To help address this situation, we introduce a simple cost function on hierarchies over a set of points, given pairwise similarities between those points. We show that this criterion behaves sensibl…
A clustering algorithm for natural hierarchical clusters with near-linear time complexity.
We study the localization of a cluster of activated vertices in a graph, from adaptively designed compressive measurements. We propose a hierarchical partitioning of the graph that groups the activated vertices into few partitions, so that a top-down sensing procedure can identify these partitions, and hence the activa…
Attention mechanism combines bottom-up and top-down signals in neural networks.
Constraint-based clustering algorithms exploit background knowledge to construct clusterings that are aligned with the interests of a particular user. This background knowledge is often obtained by allowing the clustering system to pose pairwise queries to the user: should these two elements be in the same cluster or n…
Reduces high granularity and dimensionality in hierarchical categorical variables.
Hierarchical clustering is a widely used approach for clustering datasets at multiple levels of granularity. Despite its popularity, existing algorithms such as hierarchical agglomerative clustering (HAC) are limited to the offline setting, and thus require the entire dataset to be available. This prohibits their use o…
Abstraction plays a key role in concept learning and knowledge discovery; this paper is concerned with computational abstraction. In particular, we study the nature of abstraction through a group-theoretic approach, formalizing it as symmetry-driven---as opposed to data-driven---hierarchical clustering. Thus, the resul…
Improves clustering interpretability with decision trees.
New model addresses instability in hierarchical clustering of social networks.
We extend the common Poisson shock framework reviewed for example in Lindskog and McNeil (2003) to a formulation avoiding repeated defaults, thus obtaining a model that can account consistently for single name default dynamics, cluster default dynamics and default counting process. This approach allows one to introduce…
Efficient unsupervised training and inference in deep generative models remains a challenging problem. One basic approach, called Helmholtz machine, involves training a top-down directed generative model together with a bottom-up auxiliary model used for approximate inference. Recent results indicate that better genera…
The problem of community detection in networks is usually formulated as finding a single partition of the network into some "correct" number of communities. We argue that it is more interpretable and in some regimes more accurate to construct a hierarchical tree of communities instead. This can be done with a simple to…
This paper is trying to unveil general statistical characteristic of financial; time series data that is subjected to several financial time series data present in Indonesia, e.g. individual index such as stock price of PT. TELKOM, stock price of PT HM SAMPOERNA, and compiled stock price index (Jakarta Stock Exchange I…
We propose a top-down model for cash CLO. This model can consistently price cash CLO tranches both within the same deal and across different deals. Meaningful risk measures for cash CLO tranches can also be defined and computed. This method is self-consistent, easy to implement and computationally efficient. It has the…
In the top-down approach to multi-name credit modeling, calculation of singe name sensitivities appears possible, at least in principle, within the so-called random thinning (RT) procedure which dissects the portfolio risk into individual contributions. We make an attempt to construct a practical RT framework that enab…
Decision tree learning is a popular approach for classification and regression in machine learning and statistics, and Bayesian formulations---which introduce a prior distribution over decision trees, and formulate learning as posterior inference given data---have been shown to produce competitive performance. Unlike c…
A new network controls task execution in a single vision system.
Top-down information plays a central role in human perception, but plays relatively little role in many current state-of-the-art deep networks, such as Convolutional Neural Networks (CNNs). This work seeks to explore a path by which top-down information can have a direct impact within current deep networks. We explore …
A new method to learn EBM in latent space for better data modeling.
Paper introduces algorithms for private decision tree learning.
CNT leverages noisy targets to guide model learning.
End-to-end deep model for coherent probabilistic forecasts in hierarchical time series.
Large-scale classification of data where classes are structurally organized in a hierarchy is an important area of research. Top-down approaches that exploit the hierarchy during the learning and prediction phase are efficient for large scale hierarchical classification. However, accuracy of top-down approaches is poor…
A new method reduces high-dimensional parameter spaces for faster numerical tasks.
This paper is about metric data structures in high-dimensional or non-Euclidean space that permit cached sufficient statistics accelerations of learning algorithms. It has recently been shown that for less than about 10 dimensions, decorating kd-trees with additional "cached sufficient statistics" such as first and sec…
Efficient algorithm for evaluating hierarchical classification methods at multiple operating points.
Study improves forecasting of aggregated curves in electricity markets.
Paper uses LLMs for sector allocation, showing better returns.
Unified determinants via a single equation.
A new method for feature fusion in U-Net decoders using difference-based gating.
Study explores robust Orlicz spaces in finance, showing separability implications.
The quality of data representation in deep learning methods is directly related to the prior model imposed on the representations; however, generally used fixed priors are not capable of adjusting to the context in the data. To address this issue, we propose deep predictive coding networks, a hierarchical generative mo…
A generative model is developed for deep (multi-layered) convolutional dictionary learning. A novel probabilistic pooling operation is integrated into the deep model, yielding efficient bottom-up (pretraining) and top-down (refinement) probabilistic learning. Experimental results demonstrate powerful capabilities of th…
We show that a generative random field model, which we call generative ConvNet, can be derived from the commonly used discriminative ConvNet, by assuming a ConvNet for multi-category classification and assuming one of the categories is a base category generated by a reference distribution. If we further assume that the…
In this paper, we propose a novel generative model named Stacked Generative Adversarial Networks (SGAN), which is trained to invert the hierarchical representations of a bottom-up discriminative network. Our model consists of a top-down stack of GANs, each learned to generate lower-level representations conditioned on …
We derive a convex optimization problem for the task of segmenting sequential data, which explicitly treats presence of outliers. We describe two algorithms for solving this problem, one exact and one a top-down novel approach, and we derive a consistency results for the case of two segments and no outliers. Robustness…
A new multi-phase approach improves supply chain forecasting accuracy.
Extends PCVM for multi-class classification with improved accuracy.
NFM improves deep learning by selectively processing hidden states.
Distribution feeder long-term load forecast (LTLF) is a critical task many electric utility companies perform on an annual basis. The goal of this task is to forecast the annual load of distribution feeders. The previous top-down and bottom-up LTLF methods are unable to incorporate different levels of information. This…
Study finds almost contact structures in thermal QCD-like theories at intermediate coupling.
Several real problems ranging from text classification to computational biology are characterized by hierarchical multi-label classification tasks. Most of the methods presented in literature focused on tree-structured taxonomies, but only few on taxonomies structured according to a Directed Acyclic Graph (DAG). In thi…
We present a new model for credit index derivatives, in the top-down approach. This model has a dynamic loss intensity process with volatility and jumps and can include counterparty risk. It handles CDS, CDO tranches, Nth-to-default and index swaptions. Using properties of affine models, we derive closed formulas for t…
Extractive compression is a challenging natural language processing problem. This work contributes by formulating neural extractive compression as a parse tree transduction problem, rather than a sequence transduction task. Motivated by this, we introduce a deep neural model for learning structure-to-substructure tree …
New method for summarizing ranking distributions using consensus ranking distributions.