The inversion formula for conservative multifractal measures was unveiled mathematically a decade ago, which is however not well tested in real complex systems. In this Letter, we propose to verify the inversion formula using high-frequency turbulent financial data. We construct conservative volatility measure based on…
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48 results for “Direct Inversion”
We explore inverse and quanto inverse crypto options, their pricing, and applications.
problem Market incompleteness in crypto options trading.
method Comparison of direct and inverse options, and introduction of currency-protected 'quanto' options.
result Pricing and hedging characteristics of inverse and quanto inverse options in a Black-Scholes framework.
Deep learning methods improve subsurface flow modeling efficiency.
problem Efficiently modeling subsurface flow with uncertain parameters.
method Two categories of deep-learning based inverse modeling methods: surrogate-based and direct.
result Deep-learning methods significantly accelerate subsurface flow modeling.
Study fixed angle inverse scattering with Riemannian metrics, proving uniqueness and stability.
problem Inverse scattering problem with Riemannian metrics.
method Direct problem via progressing wave expansion; inverse problem using symmetry assumptions.
result Uniqueness and stability results for inverse scattering with Riemannian metrics.
Survey of SDR methods for high-dimensional regression and embedding.
problem Reducing dimensionality in high-dimensional data.
method Involves both statistical and machine learning approaches, covering inverse and forward regression methods.
result Supervised Kernel Dimension Reduction is equivalent to supervised PCA.
Directly simulates squared Bessel processes efficiently.
problem Simulating squared Bessel processes accurately and efficiently.
method Two-dimensional Chebyshev expansion for non-central chi-square distribution inverse.
result Accurate and efficient simulation for various degrees of freedom.
A new algorithm improves posterior sampling for linear inverse problems.
problem Efficiently sampling from posterior distributions in noisy linear inverse problems.
method Proposes \pddim, a DDIM-type sampler that separately samples along singular directions of the measurement operator.
result The method converges to the Bayesian posterior conditioned on the measurements.
This paper learns variational models and solvers for inverse problems from incomplete data.
problem Solving inverse problems with partially observed data.
method Joint learning of variational cost and gradient-based solver as neural networks.
result Joint learning leads to improved reconstruction performance.
Training-image based geostatistical inversion using a spatial generative adversarial neural networkstat.ML
Probabilistic inversion within a multiple-point statistics framework is often computationally prohibitive for high-dimensional problems. To partly address this, we introduce and evaluate a new training-image based inversion approach for complex geologic media. Our approach relies on a deep neural network of the generat…
New sampling method for Heston model reduces complexity.
problem Efficient sampling for Heston model's time integrated variance.
method Series expansion, change of measure, Chebyshev polynomial approximations.
result Strong, efficient sampling scheme established for Heston model.
Advanced optimization algorithms such as Newton method and AdaGrad benefit from second order derivative or second order statistics to achieve better descent directions and faster convergence rates. At their heart, such algorithms need to compute the inverse or inverse square root of a matrix whose size is quadratic of …
Improved inverse problem solving with data consistency in diffusion models.
problem Speed and data consistency issues in diffusion model-based inverse problems.
method Data Consistent Direct Diffusion Bridges (CDDB) that ensures data consistency without fine-tuning.
result CDDB outperforms inconsistent DDB in perception and distortion metrics.
Machine learning models solve inverse eigenvalue problems for symmetric potentials and refractive indices.
problem Solving inverse eigenvalue problems for symmetric potentials and refractive indices.
method Supervised regression models (k-Nearest Neighbours, Random Forests, Multi-Layer Perceptron) trained on eigenvalue datasets.
result Machine learning methods can numerically solve inverse eigenvalue problems under appropriate parameter tuning.
Solving Linear-Gaussian Bayesian Inverse Problems with Decoupled Diffusion Sequential Monte Carlocs.LG
New method uses diffusion models for Bayesian inverse problems.
problem Solving Bayesian inverse problems with linear-Gaussian models.
method Decoupled Diffusion Sequential Monte Carlo (DDSMC) method.
result Asymptotically exact solution demonstrated on various data types.
Paper explores stability, regularization, and gradient flows for stochastic inverse problems.
problem Recovering random probability distributions from measurements.
method Direct inversion, variational formulation with regularization, and optimization via gradient flows.
result The choice of metric impacts stability and properties of the optimizer.
A new knot invariant measures crossings in three orthogonal directions.
problem Defining a new knot invariant for certain knot diagrams.
method Defining the simultaneous crossing number for knots with doubly transvergent diagrams.
result The limit of the ratio of the new invariant to the usual crossing number is at most 8.
Deep Bayesian Inversionstat.ML
Characterizing statistical properties of solutions of inverse problems is essential for decision making. Bayesian inversion offers a tractable framework for this purpose, but current approaches are computationally unfeasible for most realistic imaging applications in the clinic. We introduce two novel deep learning bas…
Dual Objective Approach Using A Convolutional Neural Network for Magnetic Resonance Elastographyphysics.med-ph
Traditionally, nonlinear inversion, direct inversion, or wave estimation methods have been used for reconstructing images from MRE displacement data. In this work, we propose a convolutional neural network architecture that can map MRE displacement data directly into elastograms, circumventing the costly and computatio…
Study applies inverse scattering to BKM systems, linking spectra and integrable systems.
problem Applying inverse scattering to BKM systems.
method Developed methods for BKM systems, relating Schrödinger-Hill operators, Neumann system, and KdV equations.
result Initial observations indicate potential for applying inverse scattering to BKM systems.
Proposes an online method for high-dimensional streaming data.
problem Increasing variable dimensions with sample size in online kernel sliced inverse regression.
method Introduces approximate linear dependence condition and dictionary variable sets to address the problem. Transforms into online generalized eigen-decomposition problem and uses stochastic optimization for updates.
result Achieves close performance to batch processing kernel sliced inverse regression.
Paper develops efficient methods for estimating Hessian inverses in stochastic optimization.
problem Estimating the inverse Hessian for convex function minimization.
method Robbins-Monro procedure for recursive estimation of the inverse Hessian.
result Develops universal stochastic Newton methods with improved efficiency.
We discuss inverse resonance scattering for the Laplacian on a rotationally symmetric manifold whose rotation radius is constant outside some compact interval. The Laplacian on is unitarily equivalent to a direct sum of one-dimensional Schrödinger operators with compactly supported potenti…
The Atiyah conjecture predicts that the L2-Betti numbers of a finite CW-complex with torsion-free fundamental group are integers. We show that the Atiyah conjecture holds (with an additional technical condition) for direct and inverse limits of directed systems of groups for which it is true. As a corollary it holds fo…
Consider a broken geodesics on a compact Riemannian manifold with boundary of dimension . The broken geodesics are unions of two geodesics with the property that they have a common end point. Assume that for every broken geodesic starting at and ending to the boundary …
DIN framework directly models hydraulic conductivity and uncertainty.
problem Modeling hydraulic conductivity and uncertainty in groundwater flow.
method DIN utilizes DDPM as a prior learner, incorporating observational data through conditional injection mechanisms.
result DIN generates multiple constraint-satisfying realizations and accurate uncertainty quantification.
A new method uses mixture approximations to improve diffusion models for Bayesian inverse problems.
problem Approximating posterior distributions in Bayesian inverse problems with intractable likelihoods.
method Proposes a mixture-based approximation of intermediate posterior distributions and uses Gibbs sampling for practical sampling.
result Validated the approach on image inverse problems and audio source separation, demonstrating improved performance.
An internal model of the own body can be assumed a fundamental and evolutionary-early representation as it is present throughout the animal kingdom. Such functional models are, on the one hand, required in motor control, for example solving the inverse kinematic or dynamic task in goal-directed movements or a forward t…
Unified framework for critical scaling of inverse temperature in self-attention.
problem Conflicting inverse-temperature laws for long-context self-attention.
method Counting gaps and defining an upper-tail accumulation scale.
result Critical inverse-temperature scale determined by gap-counting function.
The paper analyzes Tikhonov regularization in Hilbert scales for statistical inverse problems.
problem Statistical inverse problems in Hilbert scales with general noise.
method Tikhonov regularization scheme with conditional stability estimates and high probability error bounds.
result Explicit rates of convergence for oversmoothing and regular cases over defined regularity classes.
In this paper, we introduce a new directed graphical model from Gaussian data: the Gaussian graphical interaction model (GGIM). The development of this model comes from considering stationary Gaussian processes on graphs, and leveraging the equations between the resulting steady-state covariance matrix and the Laplacia…
Inverse Models for Estimating the Initial Condition of Spatio-Temporal Advection-Diffusion Processesstat.ME
Paper tackles estimating initial conditions of spatio-temporal processes from sparse data.
problem Estimating initial conditions of spatio-temporal advection-diffusion processes from sparse data.
method Regularized convex optimization problem with Alternating Direction Method of Multipliers.
result Efficient solutions for non-uniform and shifted uniform sampling schemes.
Combines human and AI to optimize fund managers' investment decisions.
problem Improving fund managers' investment practices.
method Combines Inverse Reinforcement Learning and Reinforcement Learning.
result Improves fund managers' investment performance.
The paper studies the harmonic maps on a direction between a Riemannian space and a generalized Lagrange space. Also, it is proved there that the solutions of C^2 class of certain ODEs or PDEs are harmonic maps, in the sense of this paper.
We define what it means for a proper continuous morphism between groupoids to be Haar system preserving, and show that such a morphism induces (via pullback) a *-morphism between the corresponding convolution algebras. We proceed to provide a plethora of examples of Haar system preserving morphisms and discuss connecti…
Deep learning model improves seismic rock property estimation.
problem Estimating reservoir rock properties from seismic reflection data.
method Proposes a deep learning-based seismic inversion workflow that models seismic traces spatiotemporally.
result Achieves best performance on SEAM dataset with coefficient of 79.77\%
Paired autoencoders solve inverse problems using latent space projections.
problem Solving inverse problems in scientific computing.
method Paired autoencoder framework that projects data and quantity of interest into a latent space.
result Paired autoencoders generate multiple reconstruction metrics and enable latent-space refinement for accurate data fitting.
One of the key issues in the analysis of machine learning models is to identify the appropriate function space and norm for the model. This is the set of functions endowed with a quantity which can control the approximation and estimation errors by a particular machine learning model. In this paper, we address this iss…
SURGIN uses generative models to infer subsurface flow data efficiently.
problem Inefficient and task-specific inversion methods for subsurface multiphase flow.
method SURGIN integrates U-FNO surrogate with SGM for zero-shot conditional generation.
result Decent inference of heterogeneous geological fields and flow dynamics with uncertainty quantification.
Improved neural network training with ADMM for hardware compatibility.
problem Training scalable and parallelizable neural networks.
method Alternating Direction Method of Multipliers (ADMM) combined with iterative least-square methods.
result Achieved significant accuracy improvements over SGD and Adam.
Transient market impact explained via Nash equilibrium in a game.
problem Understanding the transient nature of market impact.
method Analyzing a game between a trader and an arbitrageur, deriving decay kernels.
result Implied transient impact can be derived from trader behavior at Nash equilibrium.
New method for inferring time series graph from sparse-group log-sum penalty.
problem Inferring conditional independence graph from high-dimensional stationary multivariate Gaussian time series.
method Sparse-group log-sum penalty (LSP) and alternating direction method of multipliers (ADMM) for iterative optimization.
result Local convergence of inverse PSD estimators to the true value with rate of convergence.
We consider the so-called inverse -curvature flow (IFCF) in ARW spaces, i.e. in Lorentzian manifolds with a special future singularity. Here, denotes a curvature function of class , which is homogenous of degree one, e.g. the -th root of the Gaussian curvature, and the past dire…
Estimates LATE using combined datasets, overcoming data limitations.
problem Estimating LATE when compliance is incomplete and data is split.
method Combines separately observed datasets to estimate LATE using direct and weighted least squares methods.
result Proposes a stable and practical estimator for LATE.
Unified derivation of diffusion models using PDEs for inverse problems.
problem Solving inverse problems in physics-based applications.
method Deriving diffusion models using PDEs for a unified approach.
result Unified derivation and new class of variance preserving models.
Bayesian Out-Treescs.LG
A Bayesian treatment of latent directed graph structure for non-iid data is provided where each child datum is sampled with a directed conditional dependence on a single unknown parent datum. The latent graph structure is assumed to lie in the family of directed out-tree graphs which leads to efficient Bayesian inferen…
Study uses neural fields to improve geophysical inversions by reducing artifacts.
problem Improving geophysical inversions by reducing artifacts and improving model recovery.
method Employing neural fields for test-time learning in geophysical inversions.
result Test-time learning with neural fields eliminates unwanted artifacts in recovered models.
Bias correction improves language model training performance.
problem Stochastic update bias in preconditioned optimizers.
method Cross-fitted preconditioning and variance-corrected inversion.
result Reduces held-out pretraining loss by 0.15 nats.
A VAE model predicts material properties and microstructures.
problem Building forward and inverse structure-property linkages in materials science.
method Combines VAE with regression, using a two-level prior and multi-modal Gaussian mixture.
result The model achieves accurate forward and inverse predictions of material properties and microstructures.