Enhances multimodal generation with Normalizing Flows and correlation analysis.
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.
Trend · papers per month
Let be an algebraic curve of genus . A coherent system on consists of a pair , where is an algebraic vector bundle over of rank and degree and is a subspace of dimension of the space of sections of . The stability of the coherent system depends on a parameter . We study t…
Unsupervised clustering of series using dynamic programming.
Learning generative models that span multiple data modalities, such as vision and language, is often motivated by the desire to learn more useful, generalisable representations that faithfully capture common underlying factors between the modalities. In this work, we characterise successful learning of such models as t…
Paper develops a framework for generating coherent image captions using visual features and hierarchical topics.
We illustrate relationships between classical kernel-based dimensionality reduction techniques and eigendecompositions of empirical estimates of reproducing kernel Hilbert space (RKHS) operators associated with dynamical systems. In particular, we show that kernel canonical correlation analysis (CCA) can be interpreted…
A new algorithm improves topic model accuracy in small data sets.
Algorithm optimizes functions without parameters, converging to global minima.
Deep generative models have been wildly successful at learning coherent latent representations for continuous data such as video and audio. However, generative modeling of discrete data such as arithmetic expressions and molecular structures still poses significant challenges. Crucially, state-of-the-art methods often …
Bispectral OT improves dataset comparison by preserving intrinsic coherence.
Not only the Dirac operator, but also the spinor bundle of a pseudo-Riemannian manifold depends on the underlying metric. This leads to technical difficulties in the study of problems where many metrics are involved, for instance in variational theory. We construct a natural finite dimensional bundle, from which all th…
We develop a method for user-controllable semantic image inpainting: Given an arbitrary set of observed pixels, the unobserved pixels can be imputed in a user-controllable range of possibilities, each of which is semantically coherent and locally consistent with the observed pixels. We achieve this using a deep generat…
A new neural topic model using optimal transport improves document representation and topic coherence.
This paper improves level generation using VAEs for coherent, logically following segments.
Quantum algorithms for CVaR portfolio optimization face trade-offs between hardware coherence and expressibility.
We introduce a novel uncertainty estimation for classification tasks for Bayesian convolutional neural networks with variational inference. By normalizing the output of a Softplus function in the final layer, we estimate aleatoric and epistemic uncertainty in a coherent manner. The intractable posterior probability dis…
The Pachinko Allocation Machine (PAM) is a deep topic model that allows representing rich correlation structures among topics by a directed acyclic graph over topics. Because of the flexibility of the model, however, approximate inference is very difficult. Perhaps for this reason, only a small number of potential PAM …
Paper characterizes star-shaped risk measures and their properties.
The correlation matrix formalism is used to study temporal aspects of the stock market evolution. This formalism allows to decompose the financial dynamics into noise as well as into some coherent repeatable intraday structures. The present study is based on the high-frequency Deutsche Aktienindex (DAX) data over the t…
A main task in data analysis is to organize data points into coherent groups or clusters. The stochastic block model is a probabilistic model for the cluster structure. This model prescribes different probabilities for the presence of edges within a cluster and between different clusters. We assume that the cluster ass…
Non-negative tensor factorization models enable predictive analysis on count data. Among them, Bayesian Poisson-Gamma models can derive full posterior distributions of latent factors and are less sensitive to sparse count data. However, current inference methods for these Bayesian models adopt restricted update rules f…
Mean Field Variational Bayes (MFVB) is a popular posterior approximation method due to its fast runtime on large-scale data sets. However, it is well known that a major failing of MFVB is its (sometimes severe) underestimates of the uncertainty of model variables and lack of information about model variable covariance.…
Variance-Calibrated Modulation (VCM) addresses the likelihood trap in LLMs by reshaping the probability distribution before truncation.
We consider Lagrangian coherent structures (LCSs) as the boundaries of material subsets whose advective evolution is metastable under weak diffusion. For their detection, we first transform the Eulerian advection-diffusion equation to Lagrangian coordinates, in which it takes the form of a time-dependent diffusion or h…
Defines coherent manifolds and their quantum applications.
CoRe method improves time series forecasting coherency without strict constraints.
In this paper we present a theoretical framework for studying coherent acceptability indices in a dynamic setup. We study dynamic coherent acceptability indices and dynamic coherent risk measures, and we establish a duality between them. We derive a representation theorem for dynamic coherent risk measures in terms of …
New model improves multimodal autoencoders by learning joint and conditional distributions.
Paper examines risk measure expansions under FGM dependence, improving accuracy at extreme levels.
Mean field variational Bayes (MFVB) is a popular posterior approximation method due to its fast runtime on large-scale data sets. However, it is well known that a major failing of MFVB is that it underestimates the uncertainty of model variables (sometimes severely) and provides no information about model variable cova…
This paper applies an AR(1)-GARCH (1, 1) process to detail the conditional distributions of the return distributions for the S&P500, FT100, DAX, Hang Seng, and Nikkei225 futures contracts. It then uses the conditional distribution for these contracts to estimate spectral risk measures, which are coherent risk measures …
Coherent Multiplex analyzes real-time wavelet coherence among multiple signals.
The transition amplitudes between coherent states on a coherent state manifold are expressed in terms of the embedding of the coherent state manifold into a projective Hilbert space. Consequences for the dimension of projective Hilbert space and a simple geometric interpretation of Calabi's diastasis follows.
We use mathematical induction to prove that the horizontal composition in the class of coherently diagonal complexes is indeed a binary operation. That is to say, the embedding of two coherently diagonal complexes in an alternating planar diagram produces a coherently diagonal complex.
High-fidelity quantum simulations demonstrated on short-coherence hardware.
We elaborate on an idea of M. Abouzaid of equipping the Morse cochain complex of a smooth Morse function on a closed oriented manifold with the structure of an -algebra. This is a variation on K. Fukaya's definition of Morse--categories for closed oriented manifolds involving families of Morse funct…
Paper constructs Chern character for coherent sheaves.
The paper constructs minimal coherent filling pairs on surfaces.
Sparse coding in learned dictionaries has been established as a successful approach for signal denoising, source separation and solving inverse problems in general. A dictionary learning method adapts an initial dictionary to a particular signal class by iteratively computing an approximate factorization of a training …
Paper defines dynamical coherence for flows and proves it under specific conditions.
Develops equivariant Chern characters for coherent sheaves with group actions.
New metric -coherence measures gradient alignment during training, revealing surprising memorization patterns.
New methods detect continuous variation in single-cell data.
We present a method for identifying the coherent structures associated with individual Lagrangian flow trajectories even where only sparse particle trajectory data is available. The method, based on techniques in spectral graph theory, uses the Coherent Structure Coloring vector and associated eigenvectors to analyze t…
We study a space of coherent risk measures M_phi obtained as certain expansions of coherent elementary basis measures. In this space, the concept of ``Risk Aversion Function'' phi naturally arises as the spectral representation of each risk measure in a space of functions of confidence level probabilities. We give nece…
Generates coherent storybooks from plain text using diffusion models.
Recurrent neural networks' hidden state can be reconstructed from its past, providing a theoretical framework for stability and tracking.
Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of matrix entries in the context of these low-rank approximations and other sampling-…