3 papers
cs.CE2026
Uncovering Residual Factors in Financial Time Series via PCA and MTP2-constrained Gaussian Graphical Models
Koshi Watanabe, Ryota Ozaki, Kentaro Imajo +1
Financial time series are commonly decomposed into market factors, which capture shared price movements across assets, and residual factors, which reflect asset-specific deviations…
cs.LG2025
StarMAP: Global Neighbor Embedding for Faithful Data Visualization
Koshi Watanabe, Keisuke Maeda, Takahiro Ogawa +1
Neighbor embedding is widely employed to visualize high-dimensional data; however, it frequently overlooks the global structure, e.g., intercluster similarities, thereby impeding a…
cs.LG2024
Hyperboloid GPLVM for Discovering Continuous Hierarchies via Nonparametric Estimation
Koshi Watanabe, Keisuke Maeda, Takahiro Ogawa +1
Dimensionality reduction (DR) offers a useful representation of complex high-dimensional data. Recent DR methods focus on hyperbolic geometry to derive a faithful low-dimensional r…