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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.

168,657 papers · 148 categories

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80160239319 · Jun 202019922001200920172026
48 results for Adaptive Sensing

This paper proposes a simple adaptive sensing and group testing algorithm for sparse signal recovery. The algorithm, termed Compressive Adaptive Sense and Search (CASS), is shown to be near-optimal in that it succeeds at the lowest possible signal-to-noise-ratio (SNR) levels, improving on previous work in adaptive comp…

2013-06-26abs ↗pdf ↗

We present an information-theoretic framework for sequential adaptive compressed sensing, Info-Greedy Sensing, where measurements are chosen to maximize the extracted information conditioned on the previous measurements. We show that the widely used bisection approach is Info-Greedy for a family of kk-sparse signals b…

2014-07-02abs ↗pdf ↗

Study adaptive sensing of Cox processes using posterior sampling and positive bases.

problem Adaptive sensing of Cox point processes with intensity function modeling.
method Model intensity function as truncated Gaussian process in positive basis, use Langevin dynamics and posterior sampling.
result Demonstrated improved sensing compared to classical Bayesian experimental design.

Algorithm estimates principal eigenvector with adaptive sensing, improving over non-adaptive methods.

problem Estimating principal eigenvector with limited scalar measurements.
method Compressed variant of Oja's algorithm using two adaptive measurements per sample.
result Convergence rate of O(λ1λ2d2/(Δ2t))\mathcal{O}(λ_1λ_2 d^2 / (Δ^2 t)) after tt iterations, matching information-theoretic lower bound.

Basis adaptation in Homogeneous Chaos spaces rely on a suitable rotation of the underlying Gaussian germ. Several rotations have been proposed in the literature resulting in adaptations with different convergence properties. In this paper we present a new adaptation mechanism that builds on compressive sensing algorith…

2018-01-06abs ↗pdf ↗

We consider the problems of detection and localization of a contiguous block of weak activation in a large matrix, from a small number of noisy, possibly adaptive, compressive (linear) measurements. This is closely related to the problem of compressed sensing, where the task is to estimate a sparse vector using a small…

2012-09-15abs ↗pdf ↗

Optimization lies at the heart of machine learning and signal processing. Contemporary approaches based on the stochastic gradient method are non-adaptive in the sense that their implementation employs prescribed parameter values that need to be tuned for each application. This article summarizes recent research and mo…

2020-01-18abs ↗pdf ↗

PALMS reconstructs large-scale networks efficiently with parallel computing.

problem Reconstructing large-scale latent networks from observed dynamics is computationally challenging.
method PALMS (Parallel Adaptive Lasso with Multi-directional Signals) framework for distributed network reconstruction.
result PALMS substantially reduces computational complexity and storage requirements.

We develop a generalization of manifold calculus in the sense of Goodwillie-Weiss where the manifold is replaced by a simplicial complex. We consider functors from the category of open subsets of a fixed simplical complex into the category of topological spaces and prove an analogue of the approximation theorem. Namely…

2017-02-18abs ↗pdf ↗

A novel approach of training data augmentation and domain adaptation is presented to support machine learning applications for cognitive radio. Machine learning provides effective tools to automate cognitive radio functionalities by reliably extracting and learning intrinsic spectrum dynamics. However, there are two im…

2018-04-02abs ↗pdf ↗

In domain adaptation, classifiers with information from a source domain adapt to generalize to a target domain. However, an adaptive classifier can perform worse than a non-adaptive classifier due to invalid assumptions, increased sensitivity to estimation errors or model misspecification. Our goal is to develop a doma…

2017-06-25abs ↗pdf ↗

AUCRSS detects change points in partially observed multivariate autocorrelated data.

problem Detecting change points in multivariate autocorrelated data with limited sensing resources.
method Adaptive Upper Confidence Region (AUCRSS) with state space model (SSM), adaptive sampling policy, and generalized likelihood ratio test.
result The method outperforms existing approaches in detecting change points efficiently.

We study the value of information in sequential compressed sensing by characterizing the performance of sequential information guided sensing in practical scenarios when information is inaccurate. In particular, we assume the signal distribution is parameterized through Gaussian or Gaussian mixtures with estimated mean…

2015-09-01abs ↗pdf ↗

Graded bundles are a particularly nice class of graded manifolds and represent a natural generalisation of vector bundles. By exploiting the formalism of supermanifolds to describe Lie algebroids we define the notion of a weighted AA-connection on a graded bundle. In a natural sense weighted AA-connections are adapte…

2018-10-10abs ↗pdf ↗

A-DLISTA and VLISTA learn dictionaries and sparse representations under varying sensing matrices.

problem Learning dictionaries and sparse representations under varying sensing matrices.
method Augmented Dictionary Learning ISTA (A-DLISTA) and Variational Learning ISTA (VLISTA).
result VLISTA provides a probabilistic way to jointly learn the dictionary distribution and the reconstruction algorithm.

New adaptive methods for constrained convex optimization and variational inequalities.

problem Optimization of constrained convex problems and variational inequalities.
method AdaACSA and AdaAGD+ are accelerated methods that achieve nearly-optimal convergence rates for smooth and non-smooth functions.
result Achieve nearly-optimal convergence rates for both smooth and non-smooth functions, even with stochastic gradients.

CDSSD detects sparse changes in partially observable data streams.

problem Online change detection of sparse changes in partially observable high-dimensional data streams.
method Smooth-sparse decomposition, spike-slab variational Bayesian inference, adaptive sampling via Thompson sampling.
result CDSSD effectively detects sparse changes in partially observable data streams.

We formulate the notion of minimax estimation under storage or communication constraints, and prove an extension to Pinsker's theorem for nonparametric estimation over Sobolev ellipsoids. Placing limits on the number of bits used to encode any estimator, we give tight lower and upper bounds on the excess risk due to qu…

2015-03-25abs ↗pdf ↗

AdapTable adapts tabular models to shifts without source data, improving HELOC performance.

problem Distribution shifts in tabular data threaten model performance.
method Shift-aware uncertainty calibrator and label distribution handler.
result Up to 16% improvement on HELOC dataset.

Joint sensing and communication network improves target localization and reduces communication load.

problem Efficiently localize multiple targets with reduced communication overhead.
method Multi-base station cooperative sensing with AI-aided clustering and tracking.
result Optimal sub-pattern assignment (OSPA) error less than 60 cm with reduced communication capacity.

We develop a general theory of log spaces, in which one can make sense of the basic notions of logarithmic geometry, in the sense of Fontaine-Illusie-Kato. Many of our general constructions with log spaces are new, even in the algebraic setting. In the differentiable setting, our theory yields a framework for treating …

2015-07-24abs ↗pdf ↗

Bayesian method improves adaptive testing item selection, ensuring full item exposure.

problem Adaptive testing selects items to estimate ability, but must also ensure diverse item exposure.
method Formulated as Bayesian model averaging, deriving optimal item sampling probabilities.
result Stochastic method achieves full item bank exposure without sacrificing accuracy.

Neurally Augmented ALISTA improves sparse reconstruction performance.

problem Improving sparse reconstruction performance with theoretical guarantees and empirical improvements.
method Integrates an LSTM network to compute adaptive step sizes and thresholds for each target vector during reconstruction.
result Empirical performance is further improved, especially as compression ratios become more challenging.

Several first order stochastic optimization methods commonly used in the Euclidean domain such as stochastic gradient descent (SGD), accelerated gradient descent or variance reduced methods have already been adapted to certain Riemannian settings. However, some of the most popular of these optimization tools - namely A…

2018-10-01abs ↗pdf ↗

We define a relative entropy for two expanding solutions to mean curvature flow of hypersurfaces, asymptotic to the same cone at infinity. Adapting work of White and using recent results of Bernstein and Bernstein-Wang, we show that expanders with vanishing relative entropy are unique in a generic sense. This also impl…

2018-12-20abs ↗pdf ↗

Rejection Sampling is a fundamental Monte-Carlo method. It is used to sample from distributions admitting a probability density function which can be evaluated exactly at any given point, albeit at a high computational cost. However, without proper tuning, this technique implies a high rejection rate. Several methods h…

2018-10-22abs ↗pdf ↗

Improves multi-objective learning by adapting to local subintervals.

problem Learning a predictor satisfying multiple objectives in an online, changing data setting.
method Adapting an existing multi-objective learning method with an adaptive online algorithm.
result Improves predictions over subgroups and remains robust under distribution shift.

Adaptive classification methods ensure correct prediction intervals.

problem Developing methods to ensure correct prediction intervals for classification problems.
method Specialized conformal inference techniques combining cross-validation+, jackknife+, and a novel conformity score.
result The methods provide guaranteed approximate conditional coverage for complex data distributions.