arXiv research

A new method integrates Fourier basis expansion and mapping for improved time series forecasting.

Derives representations invariant under crystallographic groups for functions.

A new density model using Fourier basis achieves better approximations and compression.

This paper analyzes SHAP values using Fourier expansions for model interpretability.

New Fourier analysis method for non-uniform Boolean hypercube.

Enhances Fourier estimator performance for asynchronous event-data.

It is a known fact that training recurrent neural networks for tasks that have long term dependencies is challenging. One of the main reasons is the vanishing or exploding gradient problem, which prevents gradient information from propagating to early layers. In this paper we propose a simple recurrent architecture, th…

New method embeds correlation networks to reveal underlying time series patterns.

We develop Fourier methods to expand translation-invariant kernels.

We introduce a novel harmonic analysis for functions defined on the vertices of a strongly connected directed graph of which the random walk operator is the cornerstone. As a first step, we consider the set of eigenvectors of the random walk operator as a non-orthogonal Fourier-type basis for functions over directed gr…

We study estimation of (semi-)inner products between two nonparametric probability distributions, given IID samples from each distribution. These products include relatively well-studied classical $\mathcal{L}^2$ and Sobolev inner products, as well as those induced by translation-invariant reproducing kernels, for whic…

Periodicity is often studied in timeseries modelling with autoregressive methods but is less popular in the kernel literature, particularly for higher dimensional problems such as in textures, crystallography, and quantum mechanics. Large datasets often make modelling periodicity untenable for otherwise powerful non-pa…

New method uses tensor decompositions to overcome the curse of dimensionality for large-scale learning.

New method combines spectral and sparse methods for Gaussian processes.

Stochastic control problems in finance often involve complex controls at discrete times. As a result numerically solving such problems, for example using methods based on partial differential or integro-differential equations, inevitably give rise to low order accuracy, usually at most second order. In many cases one c…

New proof of timelike minimal surfaces using split-harmonic maps.

We study the geometry of infinitely presented groups satisfying the small cancelation condition C'(1/8), and define a standard decomposition (called the criss-cross decomposition) for the elements of such groups. We use it to prove the Rapid Decay property for groups with the stronger small cancelation property C'(1/10…

In this paper we propose a scalable version of a state-of-the-art deterministic time-invariant feature extraction approach based on consecutive changes of basis and nonlinearities, namely, the scattering network. The first focus of the paper is to extend the scattering network to allow the use of higher order nonlinear…

RP-GFRFT unifies fractional order and rotation control for graph signals.

Proposes a framework to predict stock movements by integrating multi-order and internal dynamics.

Kernel methods form a powerful, versatile, and theoretically-grounded unifying framework to solve nonlinear problems in signal processing and machine learning. The standard approach relies on the kernel trick to perform pairwise evaluations of a kernel function, which leads to scalability issues for large datasets due …

Localized signal representation on graph bundles using Fourier analysis.

Given two compact hyperkähler surfaces $X$ and $Y$ and a holomorphic vector bundle $Q$ on $X\times Y$, which is a generalized instanton, one can define a Fourier-Mukai transform, which, under suitable assumptions, maps vector bundles on $X$ to vector bundles on $Y$. If $X$ and $Y$ are dual complex tori, this transform …

Random Fourier features improve tabular deep learning convergence.

Compressive sensing (CS) has been studied and applied in structural health monitoring for wireless data acquisition and transmission, structural modal identification, and spare damage identification. The key issue in CS is finding the optimal solution for sparse optimization. In the past years, many algorithms have bee…

We introduce a multiple curve framework that combines tractable dynamics and semi-analytic pricing formulas with positive interest rates and basis spreads. Negatives rates and positive spreads can also be accommodated in this framework. The dynamics of OIS and LIBOR rates are specified following the methodology of the …

New algorithm trains deep neural networks without global optimization.

Study bounds Rademacher complexity of Fourier neural operators.

Equivariant neural networks use symmetry to interpret complex data.

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, I considered the definition of orthonormal basis in Minkowsk…

The paper derives and proves the Helgason Fourier transform for vector bundle-valued differential forms on homogeneous spaces.

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, we considered the definition of orthonormal basis in Minkows…

We construct a certain cross product of two copies of the braided dual $\tilde H$ of a quasitriangular Hopf algebra $H$, which we call the elliptic double $E_H$, and which we use to construct representations of the punctured elliptic braid group extending the well-known representations of the planar braid group attache…

One-class support vector machine (OC-SVM) for a long time has been one of the most effective anomaly detection methods and extensively adopted in both research as well as industrial applications. The biggest issue for OC-SVM is yet the capability to operate with large and high-dimensional datasets due to optimization c…

Paper introduces FNM framework for learning finite-dimensional parametrized models.

This paper has proposed a new baseline deep learning model of more benefits for image classification. Different from the convolutional neural network(CNN) practice where filters are trained by back propagation to represent different patterns of an image, we are inspired by a method called "PCANet" in "PCANet: A Simple …

Improved Gaussian Process regression using TQFF over RFF and Gaussian QFF.

FNN approximates functions and solves PDEs with periodic BCs.

We propose Absum, which is a regularization method for improving adversarial robustness of convolutional neural networks (CNNs). Although CNNs can accurately recognize images, recent studies have shown that the convolution operations in CNNs commonly have structural sensitivity to specific noise composed of Fourier bas…

Improved SVM classification with interpretable features from scattered data.

We establish a link between Fourier optics and a recent construction from the machine learning community termed the kernel mean map. Using the Fraunhofer approximation, it identifies the kernel with the squared Fourier transform of the aperture. This allows us to use results about the invertibility of the kernel mean m…

We give an exposition of graded and microformal geometry, and the language of $Q$-manifolds. $Q$-manifolds are supermanifolds endowed with an odd vector field of square zero. They can be seen as a non-linear analogue of Lie algebras (in parallel with even and odd Poisson manifolds), a basis of "non-linear homological a…

Subspace recovery from corrupted and missing data is crucial for various applications in signal processing and information theory. To complete missing values and detect column corruptions, existing robust Matrix Completion (MC) methods mostly concentrate on recovering a low-rank matrix from few corrupted coefficients w…

New algorithm speeds up online mapping of unknown terrains.

Spectral methods predict long-term signals from linear and nonlinear systems.

We present a new framework for online Least Squares algorithms for nonlinear modeling in RKH spaces (RKHS). Instead of implicitly mapping the data to a RKHS (e.g., kernel trick), we map the data to a finite dimensional Euclidean space, using random features of the kernel's Fourier transform. The advantage is that, the …

Study confirms nullity of biharmonic maps family, linking spectral and arithmetic geometry.

Reconstruction of density functions and their characteristic functions by radial basis functions with scattered data points is a popular topic in the theory of pricing of basket options. Such functions are usually entire or admit an analytic extension into an appropriate tube and "bell-shaped" with rapidly decaying tai…