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arXiv research

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.

168,742 papers · 148 categories

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48 results for trajectory analysis

New method learns behavioral representations from mobility data.

problem Analyzing behavioral similarity of moving individuals from CDR trajectories.
method mob2vec framework combining segmentation, generalization, and unsupervised learning.
result Mob2vec generates low-dimensional vector representations preserving mobility behavior similarities.

A new neural network captures and explains trajectory patterns.

problem Analyzing complex spatial trajectories in urban planning and neuroscience.
method Composite Signal Neural Networks (CompSNN) combining three interpretable ANN modules.
result CompSNN outperforms individual modules and visualizes useful signal parts.

A method for representing and comparing categorical trajectories using multivariate functional principal components.

problem Statistical description and comparison of categorical trajectories.
method Transforming categorical trajectories into binary indicator functions and applying multivariate functional principal components analysis.
result Consistent estimators of mean trajectories and covariance functions are obtained under weak regularity assumptions.

Reasoning models generate differently based on problem difficulty, not just length.

problem Understanding how reasoning models handle different problem difficulties.
method Examined hidden-state trajectories across competitive programming, mathematics, and Boolean satisfiability.
result Corrected trajectory geometry shows difficulty-dependent differences in reasoning models, with stronger effects in the code domain.

Visual observations of dynamic phenomena, such as human actions, are often represented as sequences of smoothly-varying features . In cases where the feature spaces can be structured as Riemannian manifolds, the corresponding representations become trajectories on manifolds. Analysis of these trajectories is challengin…

2016-03-07abs ↗pdf ↗

Study learns dynamics of linear systems from multiple short trajectories.

problem Learning dynamics of autonomous linear systems from multiple short trajectories.
method Finite sample analysis for stable and unstable systems, adjusting trajectory length for marginally stable systems.
result Learning rate of O(1N)\mathcal{O}(\frac{1}{\sqrt{N}}) for both stable and unstable systems.

This work characterizes how data augmentation shapes neural representations.

problem Understanding the impact of data augmentation on neural network representations.
method Embedding neural network hidden representations into a metric space invariant to transformations, analyzing shape-space trajectories.
result Increasing data augmentation strength leads to well-behaved trajectories in the embedded space, and different augmentation types steer representations in distinct directions.

Paper analyzes EM algorithm's trajectory in 2MLR, revealing cycloid behavior.

problem Understanding the convergence and trajectory of EM algorithm in 2MLR.
method Explicit closed-form expressions for EM updates, recurrence relation derivation at population level.
result EM iterations lie on a cycloid trajectory, leading to theoretical estimate of convergence exponent.

This work presents a methodology to design trajectory tracking feedback control laws, which embed non-parametric statistical models, such as Gaussian Processes (GPs). The aim is to minimize unmodeled dynamics such as undesired slippages. The proposed approach has the benefit of avoiding complex terramechanics analysis …

2018-10-08abs ↗pdf ↗

The paper proposes a deep generative model for complex disease trajectories.

problem Modeling and analyzing complex disease trajectories.
method Deep generative time series approach with semi-supervised latent processes.
result The model can discover novel aspects of diseases and cluster them into new sub-types.

Paper proposes a method for optimizing local policies for trajectory-centric reinforcement learning.

problem Challenges in global policy optimization for non-linear systems and poor performance of open-loop trajectory optimization.
method Formulates trajectory optimization and local policy synthesis as a single optimization problem and solves it as a nonlinear programming instance.
result Demonstrates improved performance of the proposed technique under simplifying assumptions.

We learn linear models from nonlinear systems using multiple trajectories and regularization.

problem Identifying linear models from data when the underlying dynamics are nonlinear.
method Multiple trajectories data acquisition followed by regularized least squares.
result Learn linearized dynamics with arbitrarily small error given enough samples.

Cohen et al. (2021) show GD trajectories align on a bifurcation diagram.

problem Understanding the Edge of Stability (EoS) phenomenon in gradient descent.
method Empirical studies and rigorous mathematical proofs for two-layer networks and single-neuron networks.
result GD trajectories align on a specific bifurcation diagram independent of initialization.

DETECT clusters mobility behaviors from trajectories using deep learning.

problem Clustering similar mobility behaviors in large, complex trajectory data.
method DETECT uses deep learning to cluster mobility behaviors from trajectories, transforming and summarizing them to identify similar behaviors.
result DETECT effectively clusters mobility behaviors from real-world datasets.

The paper proposes a new method for clustering survival data using smoothed log-hazard trajectories.

problem Clustering survival data based on instantaneous risk dynamics.
method Functional Principal Component Analysis applied to B-spline smoothed log-hazard trajectories.
result The proposed method provides an interpretable representation of relative temporal risk dynamics.

The problem of continuous inverse optimal control (over finite time horizon) is to learn the unknown cost function over the sequence of continuous control variables from expert demonstrations. In this article, we study this fundamental problem in the framework of energy-based model, where the observed expert trajectori…

2019-04-10abs ↗pdf ↗

New method detects metastable basins in high dimensions using trajectory sampling.

problem Identifying distinct basins in high-dimensional Markov processes.
method Discriminative approach based on marginal trajectory distribution comparison.
result Bayes-optimal classifier achieves high accuracy distinguishing between basins.

Develops MENT for interpreting and detecting changes in network trajectories.

problem Distortion of network geometry and invalidation of temporal comparisons in dynamic network analysis.
method Develops Multiscale Euclidean Network Trajectories (MENT) framework based on second-moment geometry.
result Validates and interprets network trajectories through isotropic normalization and orthogonal transformations.

Adaptive optimization methods bias neural network trajectories towards regions of lower local geometry.

problem The success of adaptive optimization methods in neural networks is not fully explained by traditional second-order methods.
method Local trajectory analysis and introduction of a new statistic RextmedextOPTR^{ ext{OPT}}_{ ext{med}}.
result Adaptive methods like Adam bias trajectories towards regions of lower local geometry, leading to faster convergence.

The study analyzes optimization trajectories in neural networks to reveal redundancy and redundancy-reducing strategies.

problem Understanding the directional structure and redundancy in neural network optimization.
method Introducing natural notions of complexity for optimization trajectories and analyzing their directional nature.
result Training only scalar batchnorm parameters can match the performance of training the entire network, indicating potential for hybrid optimization schemes.

Proposes SSC for estimating counterfactual survival trajectories from observational data.

problem Challenges in estimating causal effects on time-to-event outcomes from observational data.
method Synthetic Survival Control (SSC) framework for estimating counterfactual hazard trajectories in panel data settings.
result SSC estimates counterfactual hazard trajectories as a weighted combination of observed trajectories from other units.

TraLFM models human mobility patterns from traffic trajectories.

problem Understanding human mobility patterns from traffic data.
method Latent factor modeling of sequential, personal, and temporal factors.
result TraLFM significantly outperforms state-of-the-art methods in latent factor analysis and next location prediction.

The paper shows how data and algorithm interactions affect overparameterized linear regression generalization.

problem Understanding generalization in overparameterized linear regression.
method Introducing data-algorithm compatibility and performing data-dependent trajectory analysis with gradient descent.
result Early stopping iterates lead to better generalization than last-iterate analysis, with weaker restrictions.

Mathematical method based on a direct or indirect analysis of growth rates is described. It is shown how simple assumptions and a relatively easy analysis can be used to describe mathematically complicated trends and to predict growth. Only rudimentary knowledge of calculus is required. Projected trajectories based on …

2017-04-27abs ↗pdf ↗

New analysis shows FM learns underlying dynamical structure, not just trajectory replay.

problem Understanding whether flow matching models learn transferable dynamical structure or merely replay trajectories.
method Derived velocity field implied by FM objective, characterized as a continuous-time dynamical system.
result FM models can be seen as parametric surrogates of nonparametric solutions, providing strong probabilistic forecasts.

The paper explores states of financial markets using correlation matrices and their dynamics.

problem Understanding the states of financial markets based on correlations.
method Revisits previous work and introduces recent developments in practical applications.
result Analysis of trajectories and symbolic dynamics in correlation matrix space.

Study of supervised learning from multiple non-independent sequences.

problem Efficient learning from many non-independent sequences.
method Generalizes conditions for efficient learning from independent examples and single auto-correlated sequences.
result Error rate changes from Θ(n/mT)Θ(n / m T) to Ω(n2/m2T)Ω(n^2 / m^2 T) as the number of trajectories increases.

A method for inferring motility models and heterogeneity from particle trajectories.

problem Understanding motility patterns from discrete trajectory data of biological agents.
method Maximum likelihood approach for second-order Langevin models with population heterogeneity.
result The proposed method outperforms alternative approaches for short trajectories.

This paper compares machine learning methods for recognizing lane change intentions from vehicle trajectories.

problem Accurately detecting and predicting lane change processes in autonomous vehicles.
method Comparison of different machine learning methods on high-dimensional time series data.
result Ensemble methods reduce Type II and Type III classification errors, while LightGBM outperforms XGBoost in training efficiency.

Novel methods improve Bayesian analysis of chaotic dynamical systems.

problem Bayesian parameter inference and trajectory reconstruction of chaotic systems with sparse and noisy data.
method Pilot MAGI (pMAGI) and Pilot MAGI Sequential Prediction (PMSP) methods.
result pMAGI and PMSP significantly outperform existing methods in accuracy and computational efficiency.

Predicting transportation modes from GPS (Global Positioning System) records is a hot topic in the trajectory mining domain. Each GPS record is called a trajectory point and a trajectory is a sequence of these points. Trajectory mining has applications including but not limited to transportation mode detection, tourism…

2018-07-28abs ↗pdf ↗

DDD reformulated for sparse matrices, integrating trajectory and snapshot time series data.

problem Efficiently integrate trajectory and snapshot time series data.
method Reformulate DDD to use compact basis functions, reducing parameter scaling.
result Inference of sparse matrices reduces the number of parameters in DDD.

LLMs learn probability density functions in-context, showing distinct learning trajectories.

problem Density estimation of time series data in LLMs.
method Intensive Principal Component Analysis (InPCA) to visualize and analyze LLMs' learning dynamics.
result LLMs follow similar learning trajectories in a low-dimensional InPCA space, distinct from traditional methods.

New method efficiently evaluates policies using trajectory data.

problem Statistically efficient policy evaluation with limited data.
method Trajectory-based approach for policy evaluation.
result Improved sample complexity for policy evaluation.

The paper provides a non-asymptotic error bound for linear system identification under nonlinear policies.

problem System identification for linear systems with nonlinear and/or time-varying policies under i.i.d. random excitation noises.
method Least square estimation with non-asymptotic error bound for bounded state and action trajectories.
result The error bound is consistent with linear policies and generalizes existing guarantees.