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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.

168,738 papers · 148 categories

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59117176234 · Jun 202019922001200920172026
48 results for variational decomposition

VDA improves disentanglement of latent representations in complex signals.

problem Learning disentangled and interpretable representations in nonstationary, high-dimensional time-evolving signals.
method Variational decomposition autoencoding (VDA) framework, incorporating signal decomposition, contrastive self-supervised task, and variational prior approximation.
result DecVAEs surpass state-of-the-art VAE-based methods in disentanglement quality and generalization.

The main result is the identification of the orthogonal complement of the subalgebra of conformal vector field inside the algebra of all vector fields of a compact flat 2-manifold. As a fundamental tool, the complete Hodge decomposition for manifold with boundary is used. The identification allows the derivation of gov…

2012-03-20abs ↗pdf ↗

Develops tools to decompose spurious variations in causal models.

problem Understanding and decomposing spurious variations in causal relationships.
method Formal tools for decomposing spurious effects in Markovian and Semi-Markovian models.
result First results on non-parametric decomposition of spurious effects and sufficient conditions for identification.

Tensor decomposition is an important technique for capturing the high-order interactions among multiway data. Multi-linear tensor composition methods, such as the Tucker decomposition and the CANDECOMP/PARAFAC (CP), assume that the complex interactions among objects are multi-linear, and are thus insufficient to repres…

2016-11-03abs ↗pdf ↗

A new probabilistic BTD method for tensor data.

problem Modeling higher-order tensors with robust inference.
method Probabilistic Block-Term Decomposition using variational Bayesian inference and von-Mises Fisher distribution.
result The proposed pBTD can quantify multi-linear structures robustly.

This study proposes methods for multi-step-ahead stock price prediction using decomposition and neural networks.

problem Inaccurate one-step-ahead forecasting limits stock market decision-making.
method Two novel methods: DCT-MFRFNN and VMD-MFRFNN.
result VMD-MFRFNN outperforms other methods in multi-step-ahead stock price prediction.

This work introduces a method to decompose uncertainty in in-context learning for large language models.

problem Understanding the sources of uncertainty in in-context learning for large language models.
method Variational uncertainty decomposition framework without sampling from latent parameter posterior.
result Quantitative and qualitative validation of decomposed epistemic and aleatoric uncertainties.

ED-VAE improves VAEs by explicitly including entropy components in ELBO.

problem Limitations of traditional VAEs with ELBO in generating high-quality samples and interpreting latent spaces.
method Introduces ED-VAE, a re-formulation of ELBO that includes entropy and cross-entropy components.
result Significantly enhances model flexibility and improves interpretability and generative performance.

Topic models are Bayesian models that are frequently used to capture the latent structure of certain corpora of documents or images. Each data element in such a corpus (for instance each item in a collection of scientific articles) is regarded as a convex combination of a small number of vectors corresponding to `topic…

2018-02-02abs ↗pdf ↗

A generalized complex manifold which satisfies the \partial \overline{\partial}-lemma admits a Hodge decomposition in twisted cohomology. Using a Courant algebroid theoretic approach we study the behavior of the Hodge decomposition in smooth and holomorphic families of generalized complex manifolds. In particular we …

2012-05-01abs ↗pdf ↗

ST-MTM models complex time series by decomposing and masking seasonal and trend components.

problem Forecasting complex time series with intricate temporal variations.
method Seasonal-Trend Decomposition with Masking and Contrastive Learning.
result ST-MTM achieves superior forecasting performance compared to existing methods.

Paper proposes a novel MTL framework for personalized modeling of diverse individuals.

problem Personalized modeling of heterogeneous subpopulations with high-dimensional data.
method Low-rank tensor decomposition for multi-task learning.
result Superior performance compared to benchmarks in diverse subpopulation scenarios.

A Delaunay cell decomposition of a surface with constant curvature gives rise to a circle pattern, consisting of the circles which are circumscribed to the facets. We treat the problem whether there exists a Delaunay cell decomposition for a given (topological) cell decomposition and given intersection angles of the ci…

2003-12-18abs ↗pdf ↗

Counterexample disproves log canonical Beauville--Bogomolov decomposition.

problem Disproving the log canonical Beauville--Bogomolov decomposition.
method Constructing a specific log canonical, K-trivial variety with non-birational fibers.
result Provides a counterexample to the Beauville--Bogomolov decomposition in the log canonical setting.

O'Hara introduced several functionals as knot energies. One of them is the Möbius energy. We know its Möbius invariance from Doyle-Schramm's cosine formula. It is also known that the Möbius energy was decomposed into three components keeping the Möbius invariance. The first component of decomposition represents the ext…

2019-04-15abs ↗pdf ↗

Marginal MAP inference involves making MAP predictions in systems defined with latent variables or missing information. It is significantly more difficult than pure marginalization and MAP tasks, for which a large class of efficient and convergent variational algorithms, such as dual decomposition, exist. In this work,…

2015-11-09abs ↗pdf ↗

Unified deep learning approach for time series forecasting using VMD-CNN-LSTM.

problem Time series forecasting problem.
method Proposes a unified deep learning approach with decomposition-reconstruction-ensemble framework using VMD-CNN-LSTM.
result The proposed approach outperforms benchmark approaches in forecasting accuracy.

We propose a general variational framework of fair clustering, which integrates an original Kullback-Leibler (KL) fairness term with a large class of clustering objectives, including prototype or graph based. Fundamentally different from the existing combinatorial and spectral solutions, our variational multi-term appr…

2019-06-19abs ↗pdf ↗

New metric for disentangling multivariate representations, accounting for more complex entanglements.

problem Current disentanglement metrics fail to detect entanglements involving more than two variables.
method Partial Information Decomposition framework to analyze information sharing and propose a new disentanglement metric.
result The proposed metric correctly identifies entanglements in high-dimensional spaces.

Novel framework for risk-sensitive reinforcement learning using martingale decomposition.

problem Risk sensitivity in sequential decision-making with uncertain rewards.
method Martingale decomposition and chaotic variation for reward uncertainty, integrated into model-free reinforcement learning algorithms.
result Demonstrated relevance of risk-sensitive reinforcement learning in grid world and portfolio optimization problems.

Improved variational approximation for deep Wishart process models.

problem Improving predictive performance of deep Wishart process models.
method Generalizing the Bartlett decomposition of the Wishart distribution to allow linear combinations of rows and columns.
result Better predictive performance achieved with minimal additional computation cost.

BIDIFAC+ factorizes linked matrices for cancer studies.

problem Integrating multiple omics platforms across various cancer types.
method Flexible approach to simultaneous factorization and decomposition of linked matrices using BIDIFAC+.
result Identifies shared and specific modes of variability across multiple omics platforms and cancer types.

New proof of Gaffney's inequality for differential forms on manifolds with boundary.

problem Proving Gaffney's inequality for differential forms on manifolds with boundary.
method Variational approach combined with Bochner's technique.
result New proof of Gaffney's inequality for differential forms.

Study introduces indecomposability for varifolds, leading to geometric consequences.

problem Understanding the structure of varifolds and their connectedness properties.
method Introducing indecomposability and related concepts for varifolds.
result Substantial geometric consequences derived from the connectedness properties of varifolds.

Improved state estimation in nonlinear models using amortized backward variational inference.

problem State estimation in general state-space models.
method Amortized backward variational inference with neural network parameters.
result Linear growth of variational approximation error in number of observations.

We develop a generalisation of disentanglement in VAEs---decomposition of the latent representation---characterising it as the fulfilment of two factors: a) the latent encodings of the data having an appropriate level of overlap, and b) the aggregate encoding of the data conforming to a desired structure, represented t…

2018-12-06abs ↗pdf ↗

Estimates covariance matrices for matrix-variate data via core covariance geometry.

problem Estimating covariance matrices for matrix-variate data with partial isotropy.
method Fixed-rank core covariance geometry, partial-isotropy rank-r core shrinkage estimator.
result The geometry of the space of rank-r cores is a smooth manifold.

We study simple wrinkled fibrations, a variation of the simplified purely wrinkled fibrations introduced by Williams, and their combinatorial description in terms of surface diagrams. We show that simple wrinkled fibrations induce handle decompositions on their total spaces which are very similar to those obtained from…

2012-05-23abs ↗pdf ↗

Study develops a data-based model for in-cylinder pressure and cyclic variations in RCCI engines.

problem Lack of models capturing cyclic variations in combustion concepts like RCCI.
method Combines Principle Component Decomposition and Gaussian Process Regression.
result Model predicts combustion measures with high accuracy, especially peak-pressure rise-rate.

We describe a new variational lower-bound on the minimum energy configuration of a planar binary Markov Random Field (MRF). Our method is based on adding auxiliary nodes to every face of a planar embedding of the graph in order to capture the effect of unary potentials. A ground state of the resulting approximation can…

2011-04-06abs ↗pdf ↗