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.
We study the weighted light ray transform L of integrating functions on a Lorentzian manifold over lightlike geodesics. We analyze L as a Fourier Integral Operator and show that if there are no conjugate points, one can recover the spacelike singularities of a function f from its the weighted light ray transform …
X-ray computed tomography (CT) using sparse projection views is a recent approach to reduce the radiation dose. However, due to the insufficient projection views, an analytic reconstruction approach using the filtered back projection (FBP) produces severe streaking artifacts. Recently, deep learning approaches using la…
The field of medical image reconstruction has seen roughly four types of methods. The first type tended to be analytical methods, such as filtered back-projection (FBP) for X-ray computed tomography (CT) and the inverse Fourier transform for magnetic resonance imaging (MRI), based on simple mathematical models for the …
We introduce a new unsupervised representation learning and visualization using deep convolutional networks and self organizing maps called Deep Neural Maps (DNM). DNM jointly learns an embedding of the input data and a mapping from the embedding space to a two-dimensional lattice. We compare visualizations of DNM with…
In transmission X-ray microscopy (TXM) systems, the rotation of a scanned sample might be restricted to a limited angular range to avoid collision to other system parts or high attenuation at certain tilting angles. Image reconstruction from such limited angle data suffers from artifacts due to missing data. In this wo…
In this paper we introduce the deep kernelized autoencoder, a neural network model that allows an explicit approximation of (i) the mapping from an input space to an arbitrary, user-specified kernel space and (ii) the back-projection from such a kernel space to input space. The proposed method is based on traditional a…
Generative Adversarial networks (GANs) have obtained remarkable success in many unsupervised learning tasks and unarguably, clustering is an important unsupervised learning problem. While one can potentially exploit the latent-space back-projection in GANs to cluster, we demonstrate that the cluster structure is not re…
This paper studies the problem of estimating the covariance of a collection of vectors using only highly compressed measurements of each vector. An estimator based on back-projections of these compressive samples is proposed and analyzed. A distribution-free analysis shows that by observing just a single linear measure…
This paper focuses on spectral filters on graphs, namely filters defined as elementwise multiplication in the frequency domain of a graph. In many graph signal processing settings, it is important to transfer a filter from one graph to another. One example is in graph convolutional neural networks (ConvNets), where the…
The sophisticated structure of Convolutional Neural Network (CNN) allows for outstanding performance, but at the cost of intensive computation. As significant redundancies inevitably present in such a structure, many works have been proposed to prune the convolutional filters for computation cost reduction. Although ex…
Gradient filters track moving parameters under noisy data and misspecification.
problem Tracking multidimensional time-varying parameters under noisy observations and model misspecification.
method Gradient-based filters update parameters using the gradient of a postulated objective function, evaluated at either the predicted or updated parameters.
result Novel sufficient conditions for exponential stability of the filtered parameter path, and finite-sample and asymptotic mean squared error bounds.
Convolutional neural networks (CNNs) achieve state-of-the-art performance in a wide variety of tasks in computer vision. However, interpreting CNNs still remains a challenge. This is mainly due to the large number of parameters in these networks. Here, we investigate the role of compression and particularly pruning fil…
Many nonlinear extensions of the Kalman filter, e.g., the extended and the unscented Kalman filter, reduce the state densities to Gaussian densities. This approximation gives sufficient results in many cases. However, this filters only estimate states that are correlated with the observation. Therefore, sequential esti…
In this paper we introduce a projection method for the space of probability distributions based on the differential geometric approach to statistics. This method is based on a direct L2 metric as opposed to the usual Hellinger distance and the related Fisher Information metric. We explain how this apparatus can be used…
Recent work has suggested enhancing Bloom filters by using a pre-filter, based on applying machine learning to determine a function that models the data set the Bloom filter is meant to represent. Here we model such learned Bloom filters,, with the following outcomes: (1) we clarify what guarantees can and cannot be as…
This paper presents the construction of a particle filter, which incorporates elements inspired by genetic algorithms, in order to achieve accelerated adaptation of the estimated posterior distribution to changes in model parameters. Specifically, the filter is designed for the situation where the subsequent data in on…
In an effort to understand the meaning of the intermediate representations captured by deep networks, recent papers have tried to associate specific semantic concepts to individual neural network filter responses, where interesting correlations are often found, largely by focusing on extremal filter responses. In this …
Triangular, overlapping Mel-scaled filters ("f-banks") are the current standard input for acoustic models that exploit their input's time-frequency geometry, because they provide a psycho-acoustically motivated time-frequency geometry for a speech signal. F-bank coefficients are provably robust to small deformations in…
The paper develops a computational method for efficient online filtering of diffusion processes.
problem Online filtering of discretely observed nonlinear diffusion processes.
method The approach involves Doob's h-transforms approximated by solving backward Kolmogorov equations using nonlinear Feynman-Kac formulas and neural networks.
result The proposed method can be orders of magnitude more efficient than state-of-the-art particle filters.