Study identifies and analyzes three types of errors in learning Fourier operators.
problem Statistical, discretization, and truncation errors in learning Fourier operators.
method Analysis of a Discrete Fourier Transform (DFT) based least squares estimator.
result Established upper and lower bounds on statistical, discretization, and truncation errors.
The paper connects quantum 6j-symbols to tetrahedra volumes via discrete Fourier transforms.
problem Understanding the asymptotic behavior of quantum 6j-symbols and their relation to 3-manifold invariants. method Proposing and proving a conjecture linking discrete Fourier transforms of quantum 6j-symbols to the volumes of deeply truncated tetrahedra. result Supporting evidence for the conjecture in specific cases, with numerical calculations for larger dihedral angles.
We extend the Fourier cosine method to discrete probability distributions, achieving faster convergence rates.
problem Extending Fourier cosine method to discrete probability distributions.
method Spectral filters and convergence rates analysis.
result Spectral filters achieve one order faster convergence rates than previously recognized.
Paper improves tensor completion using unitary transforms.
problem Robust tensor completion for various datasets.
method Transformed tensor SVD with unitary matrices.
result Recovered images have better PSNR than traditional methods.
New algorithm defends against adversarial examples in image classification.
problem Defending against adversarial examples in image classification.
method Approximates Discrete Fourier transform of sparse signals corrupted by L0 noise. result Successfully defends against L0 adversaries in image classification. We present a new algorithm for the 2D Sliding Window Discrete Fourier Transform (SWDFT). Our algorithm avoids repeating calculations in overlapping windows by storing them in a tree data-structure based on the ideas of the Cooley- Tukey Fast Fourier Transform (FFT). For an N0×N1 array and n0×n1 wi…
The paper connects 3D manifold invariants to hyperbolic cone metrics and discrete Fourier transforms.
problem Volume conjecture for Reshetikhin-Turaev invariants of 3-manifolds with links.
method Volume conjecture, hyperbolic cone metrics, discrete Fourier transforms, change-of-pair operations.
result Volume conjecture proven for specific cases, provides approach to solving Volume Conjecture for hyperbolic 3-manifolds.
Study proves Volume Conjecture for Reshetikhin-Turaev invariants.
problem Volume Conjecture for Reshetikhin-Turaev invariants.
method Hyperbolic cone metrics and discrete Fourier transforms.
result Proves Volume Conjecture for most figure-8 knot configurations.
A new algorithm computes Fourier coefficients for a specified range efficiently.
problem Inefficiency in FFT due to fixed output size for all applications.
method Fast Partial Fourier Transform (PFT) that allows specifying the range of Fourier coefficients to compute.
result PFT achieves significant speedup over state-of-the-art FFT algorithms for small output sizes.
New method for optimizing risk in financial models using Fourier transforms.
problem Optimizing risk in financial models with multi-period mean-CVaR.
method Strictly monotone 2D integration scheme via Fourier-trained transition kernels.
result Established robust and accurate optimization method for financial models.
Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data implicitly assumes periodicity and bandlimitedness of the signal. In this paper, we…
Efficient trainable front-end for neural speech enhancement.
problem Inefficient STFT front-ends in neural speech enhancement models.
method Butterfly mechanism for Fast Fourier Transform, trainable STFT window.
result Accuracy and efficiency improvements for low-compute systems.
New algorithms learn sparse set functions in non-orthogonal Fourier bases.
problem Learning sparse set functions in non-orthogonal Fourier bases.
method Novel algorithms using non-orthogonal Fourier transforms.
result At most nk−klog2k+k queries for k non-zero Fourier coefficients. The paper studies Fourier-Laplace transforms in polynomial OU volatility models for option pricing.
problem Calibrating and pricing options in polynomial Ornstein-Uhlenbeck volatility models.
method Analyzes Fourier-Laplace transforms, connects to Riccati equations, and develops numerical schemes.
result Establishes existence and solution for Riccati equations and provides efficient numerical methods.
The convolution method for the numerical solution of forward-backward stochastic differential equations (FBSDEs), introduced in [21], uses a uniform space grid. In this paper we utilize a tree-like spatial discretization that approximates the BSDE on the tree, so that no spatial interpolation procedure is necessary. In…
We propose a new method for the numerical solution of backward stochastic differential equations (BSDEs) which finds its roots in Fourier analysis. The method consists of an Euler time discretization of the BSDE with certain conditional expectations expressed in terms of Fourier transforms and computed using the fast F…
Improved language models learn complex distributions using Fourier series.
problem Capturing continuous structure in discrete token distributions.
method Introducing a Fourier head layer to model continuous structures.
result Significant improvements in performance across various tasks.
We show how spectral filters can improve the convergence of numerical schemes which use discrete Hilbert transforms based on a sinc function expansion, and thus ultimately on the fast Fourier transform. This is relevant, for example, for the computation of fluctuation identities, which give the distribution of the maxi…
High-dimensional inference for sparse spectral precision matrices
problem Inference on the spectral precision matrix at a fixed frequency
method Full likelihood-based inference using neighboring discrete Fourier transforms
result Simultaneous control of regularization, finite-sample truncation, and smoothing biases
We demonstrate the use of several tools from Algebraic Combinatorics such as Young tableaux, symmetry operators, the Littlewood-Richardson rule and discrete Fourier transforms of symmetric groups in investigations of algebraic curvature tensors.
Proposes a differentiable STFT for more efficient optimization of hop length.
problem Efficient optimization of hop length in STFT for better temporal control.
method Introduces a differentiable version of STFT with continuous hop length.
result Improves optimization methods like gradient descent for STFT.
Long and short memory in economic processes is usually described by the so-called discrete fractional differencing and fractional integration. We prove that the discrete fractional differencing and integration are the Grunwald-Letnikov fractional differences of non-integer order d. Equations of ARIMA(p,d,q) and ARFIMA(…
Paper proves Fourier transform for valuations, simplifying previous work.
problem Existence of isomorphism for translation-invariant smooth valuations.
method Directly describes Alesker's isomorphism in terms of Fourier transform on functions.
result Simple proofs of Alesker's Fourier transform properties, including a previously conjectured result.
Score function estimators improve k-subset sampling efficiency.
problem Efficiently sampling k-subsets in machine learning tasks. method Revisit score function estimators, using discrete Fourier transform and control variates.
result Efficient and unbiased gradient estimates for k-subset sampling. Study shows Bitcoin futures increased initial volatility but stabilized over time.
problem Impact of Bitcoin futures on Bitcoin market volatility.
method Examined intraday volatility using one-minute price data from four exchanges, analyzed with Fourier transform.
result Bitcoin market became more stable over time after the introduction of Bitcoin futures.
MDS benefits from symmetry, revealing key frequencies.
problem Understanding MDS in symmetrical data.
method Analyzed MDS on groups, focusing on symmetry properties.
result Only a few frequencies contribute to MDS output.
We present a numerical scheme to calculate fluctuation identities for exponential Lévy processes in the continuous monitoring case. This includes the Spitzer identities for touching a single upper or lower barrier, and the more difficult case of the two-barriers exit problem. These identities are given in the Fourier-L…
Paper variates Navier-Stokes-Fourier system for thermodynamic consistency.
problem Modeling compressible fluid dynamics with thermodynamic constraints.
method Variational discretization with discrete exterior calculus.
result Derives a nonholonomic variational integrator for NSF system.
Simplified Butterfly-Net2 improves CNN efficiency in solving PDEs and signal processing tasks.
problem Improving CNN efficiency in solving PDEs and signal processing tasks.
method Introducing BNet2, a simplified Butterfly-Net, and Fourier transform initialization.
result BNet2 achieves similar accuracy as CNN but with fewer parameters and improves accuracy over randomly initialized CNN.
The paper derives formulas for option pricing and random walk expectations.
problem Calculating the price of barrier and lookback options.
method Inverse Z-transform, Fourier/Laplace inversion, Wiener-Hopf factorization, and numerical methods.
result Efficient numerical methods for option pricing are developed.
New risk measure uses Fourier analysis of stock prices.
problem Identifying speculative behavior in financial products.
method Fourier analysis applied to stock price changes.
result Speculative behavior indicated by disproportionate price changes within one week.
A theory of sufficient dimension reduction (SDR) is developed from an optimizational perspective. In our formulation of the problem, instead of dealing with raw data, we assume that our ground truth includes a mapping f:Rn→Rm and a probability distribution function p over…
Paper computes link determinants using Fourier-Hadamard transforms.
problem Computing determinants of complex link structures.
method Fourier-Hadamard transforms of Boolean functions.
result Determinant of centrally symmetric links with even components equals zero.
The Fourier transform of Heegaard Floer d-invariants helps classify 3-manifolds.
problem Classifying 3-manifolds up to integer homology cobordism.
method Exploring the Fourier transform of Heegaard Floer d-invariants.
result Lens spaces are cancellable in the monoid of 3-manifolds up to integer homology cobordism.
We propose a novel multilinear dynamical system (MLDS) in a transform domain, named L-MLDS, to model tensor time series. With transformations applied to a tensor data, the latent multidimensional correlations among the frontal slices are built, and thus resulting in the computational independence in the tra…
X-ray transform on H-type groups solved, revealing function injectivity.
problem Injectivity in sub-Riemannian geometry.
method Fourier Slice Theorem adapted to H-type groups.
result Integrable functions on H-type groups are uniquely determined by their integrals over geodesics.
Proves conditions for Fourier transforms in rank 1 symmetric spaces.
problem Understanding Fourier transform bounds in symmetric spaces.
method Proves sufficient and necessary conditions using Lipschitz and Fourier type integral conditions.
result Establishes bounds for Fourier transforms in rank 1 symmetric spaces with specific moduli of continuity.
Fourier-transform infra-red (FTIR) spectra of samples from 7 plant species were used to explore the influence of preprocessing and feature extraction on efficiency of machine learning algorithms. Wavelet Tensor Train (WTT) and Discrete Wavelet Transforms (DWT) were compared as feature extraction techniques for FTIR dat…
We compare the CPU effort and pricing biases of seven Fourier-based implementations. Our analyses show that truncation and discretization errors significantly increase as we move away from the Black-Scholes-Merton framework. We rank the speed and accuracy of the competing choices, showing which methods require smaller …
This work improves Fourier pricing for multi-asset options using RQMC with domain transformation.
problem Efficiently pricing multi-asset options in high dimensions with Fourier methods.
method Randomized quasi-Monte Carlo (RQMC) with domain transformation to handle singularities.
result RQMC with domain transformation provides accurate and scalable Fourier pricing for multi-asset options.
New discrepancy function compares discrete probability measures considering space geometry.
problem Comparing discrete probability measures in a geometrically meaningful way.
method Proposes the Fourier Discrepancy Function, proving convexity, differentiability, and providing gradient formula.
result Proves the Fourier Discrepancy is convex, twice differentiable, and provides an explicit gradient formula.
Algorithm describes Fourier transform of Stokes data at infinity.
problem Understanding the Fourier transform of Stokes data at infinity.
method Topological description and algorithmic approach using recent results and language of Stokes local systems.
result Explicit isomorphisms between wild character varieties are induced.
Transformers improve with Fourier integral attentions.
problem Inefficiency of dot-product attention in capturing feature dependencies.
method Interpreted attention as kernel regression, proposed FourierFormer with generalized Fourier integral kernels.
result FourierFormer achieves better accuracy and reduces redundancy.
We prove that the Fourier--Laplace--Nahm transform for connections on the projective line is a hyper-Kähler isometry.
The paper derives statistics of multi-factor functions from their Fourier transforms.
problem Deriving statistics of multi-factor functions from Fourier transforms.
method Developed an m-Coefficient/Index Annihilation Theorem to analyze the moments of a function from its Fourier transform.
result The mth moment of a function becomes a series of terms, each with precisely m Fourier coefficients, and the indices sum to zero.
Study spherical Fourier transform on hypergeometric type harmonic manifolds.
problem Spherical Fourier transform on harmonic Hadamard manifolds.
method Representation of spherical functions by Gauss hypergeometric functions.
result Inversion formula, convolution rule, and Plancherel theorem are derived.
In this paper we prove a new inversion theorem and a refinement of an old support theorem for two Radon transforms on a symmetric space. Included are some new identities for the Abel transform and some results about the Fourier transform from a joint work with Rawat, Sengupta and Sitaram.
In this work we propose a method for learning wavelet filters directly from data. We accomplish this by framing the discrete wavelet transform as a modified convolutional neural network. We introduce an autoencoder wavelet transform network that is trained using gradient descent. We show that the model is capable of le…