Generalizes PCA and ICA for continuous-time signals using neural networks.
problem Low-rank decomposition of continuous-time vector-valued signals.
method Implicit neural network framework to learn numerical approximations of PCA and ICA.
result Unified approach to PCA and ICA in continuous domain, enforcing decorrelation and independence.
Continuous speech recognition from brain activity without vocalization.
problem Recognizing silent speech from EEG signals.
method Implemented a CTC ASR model using EEG signals.
result Demonstrated feasibility of EEG for continuous silent speech recognition.
Study detects signal in financial stock correlations using phase-ordering kinetics.
problem Detecting meaningful signals in financial stock return correlations.
method Stochastic field theory model to establish a detection threshold.
result Detection of a signal in the largest eigenvalues of the stock return correlation matrix.
Estimates signals from a continuous dictionary with sparse mixtures using optimization.
problem Estimating signals from a continuous dictionary with unknown mixtures and noise.
method Formulates a regularized optimization problem with data fidelity and (ℓ1,Lp)-penalty. result High probability bounds on prediction error for the Group-Nonlinear-Lasso solution.
DeepFPC uses neural networks to recover sparse signals from quantized measurements.
problem Recovering sparse signals from quantized measurements.
method Unfolding the fixed-point continuation algorithm into a deep neural network.
result DeepFPC outperforms state-of-the-art algorithms in DOA estimation.
In this paper we demonstrate continuous noisy speech recognition using connectionist temporal classification (CTC) model on limited Chinese vocabulary using electroencephalography (EEG) features with no speech signal as input and we further demonstrate single CTC model based continuous noisy speech recognition on limit…
Study on markets with insiders receiving private signals affecting asset prices and information flow.
problem Understanding markets with heterogeneous information flows and private signals.
method Proves existence of a partial communication equilibrium with jumps in information and prices.
result The public information flow and asset prices jump at each private signal time, creating incomplete markets between jumps.
Novel Bayesian meta-reinforcement learning framework improves traffic signal control robustness.
problem Lack of robustness and stability in adaptation for traffic signal control.
method Value-based Bayesian meta-reinforcement learning framework BM-DQN with fast-adaptation variation and DQN fast-update advantage.
result Framework adapts more quickly and robustly to new scenarios than previous methods.
A bridge between continuous signals and discrete Ising spins for associative memory.
problem Associative memory in continuous-signal-driven Ising spin systems.
method Multilayer Ising framework with PCA whitening and SimHash projection, coupled to pseudo-inverse memory couplings.
result Finite-size scaling of operational storage capacity with αc(N)=αc(∞)−cN−1/2, approaching αc(∞)≈0.50. Generative adversarial networks fix aliasing issues by making signals continuous.
problem Alias-free generation in GANs to prevent unwanted information leakage.
method Interpreting all signals as continuous, deriving small architectural changes.
result Generative models match FID of StyleGAN2 but have better internal representations.
Energy consumption is an important issue in continuous wireless telemonitoring of physiological signals. Compressed sensing (CS) is a promising framework to address it, due to its energy-efficient data compression procedure. However, most CS algorithms have difficulty in data recovery due to non-sparsity characteristic…
Deep neural networks, including recurrent networks, have been successfully applied to human activity recognition. Unfortunately, the final representation learned by recurrent networks might encode some noise (irrelevant signal components, unimportant sensor modalities, etc.). Besides, it is difficult to interpret the r…
Binary encoding enables neural networks to extrapolate periodic functions.
problem Extrapolating periodic functions without prior knowledge of their form.
method Normalized Base-2 Encoding (NB2E) for continuous numerical values.
result MLPs using NB2E can successfully extrapolate diverse periodic signals.
Human infants can discover words directly from unsegmented speech signals without any explicitly labeled data. In this paper, we develop a novel machine learning method called nonparametric Bayesian double articulation analyzer (NPB-DAA) that can directly acquire language and acoustic models from observed continuous sp…
This research explores principles of Lipschitz continuity in neural networks for robustness and generalization.
problem Ensuring robustness and generalization in neural networks, especially to small input perturbations and out-of-distribution data.
method Two complementary perspectives: internal (training dynamics) and external (frequency signal propagation).
result Advances in understanding the principles of Lipschitz continuity in neural networks.
We first introduce a novel profile-based alignment algorithm, the multiple continuous Signal Alignment algorithm with Gaussian Process Regression profiles (SA-GPR). SA-GPR addresses the limitations of currently available signal alignment methods by adopting a hybrid of the particle smoothing and Markov-chain Monte Carl…
CLOPS improves deep learning for continuous physiological data.
problem Deep learning struggles with streaming, multi-sensor clinical data.
method CLOPS is a replay-based continual learning strategy.
result CLOPS outperforms state-of-the-art methods in continual learning scenarios.
A scattering transform defines a signal representation which is invariant to translations and Lipschitz continuous relatively to deformations. It is implemented with a non-linear convolution network that iterates over wavelet and modulus operators. Lipschitz continuity locally linearizes deformations. Complex classes o…
In this survey, we provide a detailed review of recent advances in the recovery of continuous domain multidimensional signals from their few non-uniform (multichannel) measurements using structured low-rank matrix completion formulation. This framework is centered on the fundamental duality between the compactness (e.g…
Neural network tackles continual learning with neuromodulation and local error signals.
problem Catastrophic forgetting in continuous learning.
method Biologically-inspired neural architecture with local learning and neuromodulation, combined with transfer metalearning.
result Superior performance in continual learning tasks compared to other approaches.
In this study, we propose a novel deep neural network and its supervised learning method that uses a feedforward supervisory signal. The method is inspired by the human visual system and performs human-like association-based learning without any backward error propagation. The feedforward supervisory signal that produc…
Study on optimal information acquisition in Kyle model with entropy cost.
problem Optimal information acquisition in Kyle model with entropy cost.
method Continuous signals are optimal, and any signal with a logit posterior distribution yields the same ex-ante value.
result Posterior expected payoff becomes normally distributed as information acquisition cost increases.
In this paper we demonstrate end-to-end continuous speech recognition (CSR) using electroencephalography (EEG) signals with no speech signal as input. An attention model based automatic speech recognition (ASR) and connectionist temporal classification (CTC) based ASR systems were implemented for performing recognition…
Using integration by parts on Gaussian space we construct a Stein Unbiased Risk Estimator (SURE) for the drift of Gaussian processes using their local and occupation times. By almost-sure minimization of the SURE risk of shrinkage estimators we derive an estimation and de-noising procedure for an input signal perturbed…
New method distinguishes stochastic from deterministic signals using excursion counts.
problem Distinguishing between stochastic and deterministic signals in discrete time series.
method Excursion and crossing theorems for continuous semimartingales, comparing empirical excursion counts to theoretical expectation.
result A robust data-driven diffusion test that classifies signals based on log-log slope deviation.
Optimal adversarial attacks minimize mutual information, revealing classifier vulnerabilities.
problem Designing optimal attacks to degrade machine learning performance.
method Information-theoretic approach to finding optimal perturbations.
result Optimal attacks minimize mutual information between degraded and original signals.
New method recovers radar and communication signals from overlaid data.
problem Recover radar and communication signals from overlaid data with unknown parameters.
method Propose minimizing the sum of multivariate atomic norms (SoMAN) for multi-antenna receiver.
result Minimum number of samples and antennas required for perfect recovery is logarithmically dependent on the maximum of radar targets and communications paths.
This paper studies the effect of discretizing the parametrization of a dictionary used for Matching Pursuit decompositions of signals. Our approach relies on viewing the continuously parametrized dictionary as an embedded manifold in the signal space on which the tools of differential (Riemannian) geometry can be appli…
Optimal trading strategy adapts to signals in markets with price impact.
problem Optimal liquidation in markets with linear price impact and predictive signals.
method Formulated as a stochastic control problem, solved using probabilistic and convex analytic techniques.
result Explicit solution for optimal trading strategy in terms of SDEs.
Transformers can solve complex filtering problems for non-Gaussian signals.
problem Non-linear and non-Markovian filtering problems for conditionally Gaussian signals.
method Continuous-time transformer models called filterformers.
result Filterformers can approximate the conditional law of non-Markovian and conditionally Gaussian signal processes.
This research studies affine invariance in continuous-domain convolutional neural networks.
problem Recognizing patterns and features under affine transformations in continuous domains.
method Introduces a new criterion for assessing affine invariance, embeds images into the affine Lie group, and analyzes convolution over this group.
result Extends the scope of geometrical transformations that deep-learning pipelines can handle.
Study risk-averse insider's behavior in dynamic signal asset pricing.
problem Analyzing risk-averse insider's dynamic signal in asset pricing.
method Employing a weak conditioning methodology to construct a Schrödinger bridge, deriving necessary conditions for equilibrium.
result Derive explicit closed-form solutions for important cases.
A method for inferring ground-truth signals from degraded sensor data.
problem Inferring ground-truth signals from multiple degraded sensor signals.
method Iterative correction of degraded signals using a Bayesian multi-sensor data fusion method.
result The method effectively infers ground-truth signals from noisy and degraded sensor data.
The paper improves prediction and testing for signals from a linear combination of translated features with Gaussian noise.
problem Predicting and testing signals from a linear combination of translated features with varying scale parameter and Gaussian noise.
method Extends previous off-the-grid prediction results, improves minimal distance between features, proposes a goodness-of-fit test with upper bounds.
result Upper bounds on the minimax separation rate match those for the high-dimensional linear model, matching the lower bound.
Blind single-channel source separation is a long standing signal processing challenge. Many methods were proposed to solve this task utilizing multiple signal priors such as low rank, sparsity, temporal continuity etc. The recent advance of generative adversarial models presented new opportunities in signal regression …
Recent research in off-the-grid compressed sensing (CS) has demonstrated that, under certain conditions, one can successfully recover a spectrally sparse signal from a few time-domain samples even though the dictionary is continuous. In particular, atomic norm minimization was proposed in \cite{tang2012csotg} to recove…
Study finds no statistically significant trading edge in MNQ futures signals from OHLCV data.
problem Testing intraday momentum signals from OHLCV data in MNQ futures under realistic execution constraints.
method 947 trading days of five-minute data, 14 signal families evaluated, strict institutional criteria applied.
result No signal satisfies all criteria simultaneously, gross edge insufficient to overcome costs.
This research improves asset life prediction by integrating deep learning with mixture distributions.
problem Predicting residual useful life for assets with multiple failure modes.
method Integrates mixture (log)-location-scale distribution with deep learning.
result Proposed models outperform existing methods in predicting residual useful life.
Estimates chirp signal frequencies using probabilistic models.
problem Estimating instantaneous frequencies of chirp signals when true forms are unknown.
method Non-linear Gaussian processes and stochastic filters/smothers for posterior estimation.
result The method outperforms state-of-the-art methods on synthetic and real-world datasets.
A growing part of the behavioral finance literature has addressed some of the stylized facts of financial time series as macroscopic patterns emerging from herding interactions among groups of agents with heterogeneous trading strategies and a limited rationality. We extend a stochastic herding formalism introduced for…
A novel Gaussian process approach for deconvolution of missing data signals.
problem Recovering a latent source from observations with missing parts and unknown filters.
method Gaussian process prior for Bayesian nonparametric deconvolution.
result The proposed Gaussian process deconvolution (GPDC) method is feasible and effective.
New methods detect continuous variation in single-cell data.
problem Continuous variation within and between cell types not detected by discrete analyses.
method Three topologically motivated mathematical methods for unsupervised feature selection.
result Detect additional biologically meaningful genes with coherent expression patterns.
We describe a strategy for constructing a neural network jet substructure tagger which powerfully discriminates boosted decay signals while remaining largely uncorrelated with the jet mass. This reduces the impact of systematic uncertainties in background modeling while enhancing signal purity, resulting in improved di…
A method for predicting signals on graphs using Gaussian processes and optimal transport.
problem Predicting signals on complex, graph-based inputs with uncertainty quantification.
method Combining regularized optimal transport, dimension reduction, and Gaussian processes indexed by graphs.
result Efficient prediction of signals on graphs with confidence intervals.
Deep reinforcement learning has obtained significant breakthroughs in recent years. Most methods in deep-RL achieve good results via the maximization of the reward signal provided by the environment, typically in the form of discounted cumulative returns. Such reward signals represent the immediate feedback of a partic…
Matching Pursuit LASSIn Part I \cite{TanPMLPart1}, a Matching Pursuit LASSO ({MPL}) algorithm has been presented for solving large-scale sparse recovery (SR) problems. In this paper, we present a subspace search to further improve the performance of MPL, and then continue to address another major challenge of SR -- bat…
New algorithms detect categorical structures in high-dimensional data.
problem Detecting categorical structures in high-dimensional data.
method Low coordinate degree functions (LCDF) applied to categorical and stochastic block models.
result Unified analysis of LCDF performance for various SBMs and tight lower bounds.
DDMI generates high-quality INRs by adapting positional embeddings.
problem Existing INR generative models fail to produce high-quality representations.
method DDMI uses adaptive positional embeddings and a D2C-VAE to enhance expressive power.
result DDMI outperforms existing models across multiple modalities and datasets.