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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.

169,051 papers · 148 categories

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48 results for DBS

In this paper we consider three types of embedded options in pension benefit design. The first is the Florida second election (FSE) option, offered to public employees in the state of Florida in 2002. Employees were given the option to convert from a defined contribution (DC) plan to a defined benefit (DB) plan at a ti…

2017-08-14abs ↗pdf ↗

The paper shows how neural networks with less decision boundary variability generalize better.

problem Improving neural network generalizability by reducing decision boundary variability.
method Introduces new measures (algorithm DB variability and (ε,η)(ε, η)-data DB variability) to quantify decision boundary variability and proves theoretical bounds on generalizability.
result Neural networks with lower decision boundary variability have better generalizability, as shown by extensive experiments and theoretical bounds.

New method separates and deconvolves signals from single-channel mixtures.

problem Separating and deconvolving individual sources from a single-channel mixture.
method Synthesizing-decomposition (S-D) approach using GAN for sources and optimization for filters and sources.
result Achieves PSNR improvements over existing methods in various tasks.

Meta-learning improves drone trajectory design for dynamic wireless networks.

problem Designing optimal trajectories for energy-constrained drones in dynamic network environments.
method Proposes a meta-learning algorithm to adaptively tune a reinforcement learning solution for trajectory design.
result Meta-tuned RL yields faster convergence and improved communication performance compared to baseline algorithms.

We formulate and study a novel multi-armed bandit problem called the qualitative dueling bandit (QDB) problem, where an agent observes not numeric but qualitative feedback by pulling each arm. We employ the same regret as the dueling bandit (DB) problem where the duel is carried out by comparing the qualitative feedbac…

2018-09-14abs ↗pdf ↗

New ML models improve VVLC channel characterization for vehicular OWC.

problem Inaccurate channel models for VVLC due to mobility effects.
method Machine learning (ML) models incorporating ambient light, turbulence, and reflection effects.
result ML models predict VVLC channel loss and CFR more accurately than existing methods.

Reservoir subspace injection improves online ICA by preserving injected features.

problem Discarding injected features in top-nn whitening can degrade performance.
method Formalized reservoir subspace injection (RSI) and developed diagnostics (IER, SSO, ρ_x) to identify and mitigate the failure mode.
result RSI controller preserves passthrough retention, improving performance by up to 2.2 dB.

Purpose: To determine if deep learning networks could be trained to forecast a future 24-2 Humphrey Visual Field (HVF). Participants: All patients who obtained a HVF 24-2 at the University of Washington. Methods: All datapoints from consecutive 24-2 HVFs from 1998 to 2018 were extracted from a University of Washington …

2018-04-02abs ↗pdf ↗

Paper proposes a time-frequency analysis method for blind modulation classification in MIMO systems.

problem Blind modulation classification in MIMO systems with overlapping signals and unknown channel parameters.
method Time-frequency analysis using windowed short-time Fourier transform, conversion to RGB spectrogram images, convolutional neural network for classification, decision fusion.
result Proposed scheme achieves high classification accuracy at different SNRs, outperforming existing methods.

Deep clustering is a recently introduced deep learning architecture that uses discriminatively trained embeddings as the basis for clustering. It was recently applied to spectrogram segmentation, resulting in impressive results on speaker-independent multi-speaker separation. In this paper we extend the baseline system…

2016-07-07abs ↗pdf ↗

Classifiers and beamforming algorithms improved audio surveillance detection accuracy.

problem Detecting surveillance sound events with high accuracy and efficiency.
method Evaluated seven classifiers and two beamforming algorithms; used data augmentation and tested with varying SNR levels.
result SVM and Delay-and-Sum (DaS) combination achieved the highest accuracy (86.0%), but had high computational cost.

This paper develops novel deep learning-based architectures and design methodologies for an orthogonal frequency division multiplexing (OFDM) receiver under the constraint of one-bit complex quantization. Single bit quantization greatly reduces complexity and power consumption, but makes accurate channel estimation and…

2018-11-02abs ↗pdf ↗

This letter proposes a dictionary learning algorithm for blind one bit compressed sensing. In the blind one bit compressed sensing framework, the original signal to be reconstructed from one bit linear random measurements is sparse in an unknown domain. In this context, the multiplication of measurement matrix $\Ab$ an…

2015-08-30abs ↗pdf ↗

DBS dynamically adjusts batch sizes to improve cluster utilization.

problem Inefficient use of high-performance workers in synchronous distributed training.
method Dynamic Batch Size (DBS) strategy that adjusts batch size and dataset partition based on worker performance.
result Significantly improves cluster utilization and reduces training time.

This paper tackles combinatorial pure exploration for dueling bandits, aiming to find the best candidate-position match.

problem Finding the best candidate-position match in a dueling bandit setting.
method The paper adapts combinatorial pure exploration for multi-armed bandits to dueling bandits, considering both Borda winner and Condorcet winner cases. It designs PAC and exact algorithms for Borda winner and a fully polynomial time approximation scheme (FPTAS) for Condorcet winner.
result The paper introduces the first algorithm with polynomial running time per round for identifying the Condorcet winner in CPE-DB.

We investigate a new 8-dimensional Riemannian geometry defined by a generic closed and coclosed 3-form with stabiliser PSU(3), and which arises as a critical point of Hitchin's variational principle. We give a Riemannian characterisation of this structure in terms of invariant spinor-valued 1-forms, which are harmonic …

2006-02-19abs ↗pdf ↗

New algorithm reduces regret in linear mixture SSPs without cost bounds.

problem Learning optimal paths in stochastic environments with cost constraints.
method Extended value iteration with variance-aware confidence set.
result Achieves nearly minimax optimal regret bound of O(dBK)O(dB_*\sqrt{K}).

Deep learning compresses L-values for QAM symbols, reducing memory and improving performance.

problem Efficiently storing log-likelihood ratios (L-values) for QAM modulation.
method A deep autoencoder that jointly compresses and reconstructs L-values with a weighted loss function.
result Reduces memory footprint by up to two times with less than 0.1 dB performance loss.

Optimizes pension fund management under funding risks.

problem Managing DB pension fund under underfunded and overfunded conditions.
method Stochastic model with Ornstein-Uhlenbeck interest rate, geometric Brownian motion for benefits, and cash, bond, stock investments.
result Optimal wealth process, portfolio, and efficient frontier obtained under various tolerance levels for solvency risk.

A machine learning model for PMD compensation in dual-polarization systems.

problem Compensating for polarization-mode dispersion (PMD) in dual-polarization systems.
method Model-based machine learning approach using the split-step Fourier method for the Manakov-PMD equation.
result The model converges to within 1% of peak dB performance after 428 iterations, achieving a 0.30 dB reduction in effective signal-to-noise ratio compared to PMD-free case.

Kernel method is a very powerful tool in machine learning. The trick of kernel has been effectively and extensively applied in many areas of machine learning, such as support vector machine (SVM) and kernel principal component analysis (kernel PCA). Kernel trick is to define a kernel function which relies on the inner-…

2011-05-15abs ↗pdf ↗

Using the large deviation principle (LDP) for a re-scaled fractional Brownian motion BtHB^H_t where the rate function is defined via the reproducing kernel Hilbert space, we compute small-time asymptotics for a correlated fractional stochastic volatility model of the form $dS_t=S_tσ(Y_t) (\barρ dW_t +ρdB_t), \,dY_t=dB^H…

2016-10-27abs ↗pdf ↗

We address the problem of phase retrieval (PR) from quantized measurements. The goal is to reconstruct a signal from quadratic measurements encoded with a finite precision, which is indeed the case in many practical applications. We develop a rank-1 projection algorithm that recovers the signal subject to ensuring cons…

2018-10-02abs ↗pdf ↗

The one-dimensional SDE with non Lipschitz diffusion coefficient dXt=b(Xt)dt+σXtγdBt, X0=x, γ<1dX_{t} = b(X_{t})dt + σX_{t}^γ dB_{t}, \ X_{0}=x, \ γ<1 is widely studied in mathematical finance. Several works have proposed asymptotic analysis of densities and implied volatilities in models involving instances of this equation, based on a careful i…

2014-04-17abs ↗pdf ↗

Deep learning models improve sound separation across various types of sounds.

problem Developing a universal method to separate arbitrary sounds of different types.
method Created a dataset of mixtures containing arbitrary sounds, investigated mask-based separation architectures, and tested different framewise analysis-synthesis bases.
result STFT outperformed learnable bases in universal sound separation tasks.

Self-supervised method enhances ultrasound images without needing clean targets.

problem Multiplicative speckle, acquisition blur, and scanner artifacts hamper ultrasound interpretation.
method Physics-guided degradation model trained on rotated/cropped patches with synthesized inputs.
result Achieves highest PSNR/SSIM across Gaussian and speckle noise levels, with significant improvements in heavy noise conditions.

A class of groups is investigated, each of which has a fairly simple presentation . For example the group R=(a,b,c,da3=b3=c3=d3=1,ba1=dc1,ca1=db1)R = (a, b, c, d | a^3 = b^3 = c^3 = d^3 = 1, ba^{-1} =dc^{-1}, ca^{-1} = db^{-1}) is in the class. Such a group does not have as a homomorphic image any group which is a 2-orbifold group or which is a group of i…

2008-05-16abs ↗pdf ↗