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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.

168,695 papers · 148 categories

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24487195 · May 202619922001200920172026
48 results for Fourier decomposition

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

problem Large-scale machine learning problems with kernel methods.
method Deterministic Fourier features combined with low-rank tensor decomposition for tensor product structure.
result Demonstrated consistent performance and superior results compared to random Fourier features.

EFiGP uses Fourier and eigen-decomposition for efficient ODE parameter estimation.

problem Parameter estimation and trajectory reconstruction for noisy, sparse, nonlinear ODE systems.
method EFiGP integrates Fourier transformation and eigen-decomposition into a physics-informed Gaussian Process framework.
result EFiGP efficiently estimates ODE parameters and recovers trajectories from noisy data.

Two ANOVA-based algorithms boost random Fourier feature models for function approximation.

problem Approximating high-dimensional functions with low-order interactions.
method Utilizes ANOVA decomposition to learn low-order functions and index sets of important variables.
result Significantly reduces approximation error compared to existing methods.

Fourier PCA is Principal Component Analysis of a matrix obtained from higher order derivatives of the logarithm of the Fourier transform of a distribution.We make this method algorithmic by developing a tensor decomposition method for a pair of tensors sharing the same vectors in rank-11 decompositions. Our main appli…

2013-06-25abs ↗pdf ↗

In this paper we investigate bundles whose structure group is the loop group LU(n). Our main result is to give a necessary and sufficient criterion for there to exist a Fourier type decomposition of such a bundle ξξ. This is essentially a decomposition of ξξ as ζLCζ\otimes L\mathbb C, where ζζ is a finite dimensional…

2002-10-22abs ↗pdf ↗

We solve the ANOVA decomposition for categorical inputs.

problem Lack of a closed-form expression for ANOVA decomposition with categorical dependent variables.
method Bridge functional analysis with discrete Fourier analysis to derive a closed-form decomposition.
result Closed-form decomposition for categorical inputs without assumptions.

In this paper, we study robust tensor completion by using transformed tensor singular value decomposition (SVD), which employs unitary transform matrices instead of discrete Fourier transform matrix that is used in the traditional tensor SVD. The main motivation is that a lower tubal rank tensor can be obtained by usin…

2019-07-02abs ↗pdf ↗

HFNO enhances interpretability of turbulent flows through parallel wavenumber bin processing.

problem Opaque inner workings of Fourier Neural Operators (FNOs) hinder physical interpretability.
method Introduces HFNO, a novel FNO-based architecture that processes wavenumber bins in parallel, enhancing interpretability.
result HFNO decomposes turbulent flows across various scales, enabling increased interpretability and multiscale modeling.

Time-subordinated Brownian motion models improve financial market stochastic distribution.

problem Improving stochastic distribution modeling in financial markets.
method Fourier theory and methodology for time-subordinated Brownian motion models, extending real domain to complex plane.
result Characterization and direct study of stochastic time-change from full process.

Paper introduces a new method for efficient portfolio risk quantification.

problem Efficiently quantify risk in large portfolios with many trades and few dominant risk factors.
method Combines Fourier-cosine series with tensor decomposition techniques for dimension reduction.
result Achieves relative errors below 0.1% with significant runtime improvement.

Sub-Riemannian Selberg trace formulae for compact quotients of SL(2, R)

problem Computing zeta-regularized determinants of sub-Laplacians
method Using Fourier decomposition and Selberg trace formulae
result Compact determinant formula expressed in terms of base hyperbolic surface and relative Selberg product

FEDformer combines Transformer with seasonal-trend decomposition for efficient long-term forecasting.

problem Transformer's inefficiency and inability to capture global time series views.
method Combines seasonal-trend decomposition with Transformer, exploiting Fourier basis for frequency enhancement.
result Reduces prediction error by 14.8% and 22.6% for multivariate and univariate time series, respectively.

Proposes a new tensor decomposition method for functional temporal data with adaptive complexity.

problem Challenges in temporal tensor decomposition for general tensor data with continuous indexes.
method Encodes continuous spatial indexes as learnable Fourier features and uses neural ODEs for temporal trajectories. Introduces a sparsity-inducing prior for complexity adaptation.
result Significantly outperforms existing methods in prediction performance and robustness against noise.

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 …

2017-06-19abs ↗pdf ↗

A robust method for decomposing spectral peaks robust to distortion and interference.

problem Decomposing spectral peaks in the presence of distortion and interference.
method Optimizing a nonparametric approach using pseudo-symmetric functions with nonincreasing behavior.
result Decomposed spectral peaks show pseudo-orthogonal behavior and power preserving equality.

Distributed model training suffers from communication overheads due to frequent gradient updates transmitted between compute nodes. To mitigate these overheads, several studies propose the use of sparsified stochastic gradients. We argue that these are facets of a general sparsification method that can operate on any p…

2018-06-11abs ↗pdf ↗

Quantum-assisted Gaussian process speeds up data regression.

problem High computational complexity of Gaussian process regression for large datasets.
method Quantum-assisted sparse Gaussian process regression using random Fourier features.
result Achieves polynomial-order computational speedup compared to classical methods.

New spectral mixture representation for isotropic kernels simplifies random Fourier features.

problem Applying Random Fourier Features to complex kernels.
method Decompose isotropic kernels into scale mixtures of α-stable random vectors.
result Constructive spectral sampling formula for various kernels.

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

problem Forecasting temporal signals from linear and nonlinear systems with arbitrary sampling.
method Introduces a spectral algorithm for linear signals and extends it to nonlinear systems using Koopman theory.
result The spectral methods achieve high accuracy in forecasting and uncertainty quantification.

Tensor methods have emerged as a powerful paradigm for consistent learning of many latent variable models such as topic models, independent component analysis and dictionary learning. Model parameters are estimated via CP decomposition of the observed higher order input moments. However, in many domains, additional inv…

2015-06-10abs ↗pdf ↗

Symmetry properties of r-times covariant tensors T can be described by certain linear subspaces W of the group ring K[S_r] of a symmetric group S_r. If for a class of tensors T such a W is known, the elements of the orthogonal subspace W^{\bot} of W within the dual space of K[S_r] yield linear identities needed for a t…

2002-11-09abs ↗pdf ↗

In this paper we derive a generic decomposition of the option pricing formula for models with finite activity jumps in the underlying asset price process (SVJ models). This is an extension of the well-known result by Alos (2012) for Heston (1993) SV model. Moreover, explicit approximation formulas for option prices are…

2019-06-17abs ↗pdf ↗

This paper applies quantum probability theory to model asset returns, avoiding assumptions about quantum effects.

problem Modeling asset returns with classical probability theory.
method Derives a Schrödinger-like trading equation using quantum probability, linking it to traders' decisions and market behaviors.
result Quantum probability can describe multimodal distributions of asset returns without assuming quantum effects.

We propose two new approaches to the Tannakian Galois groups of holonomic D-modules on abelian varieties. The first is an interpretation in terms of principal bundles given by the Fourier-Mukai transform, which shows that they are almost connected. The second constructs a microlocalization functor relating characterist…

2016-04-08abs ↗pdf ↗

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.

Study finds the spectrum of a cubic Dirac operator on specific oscillator group manifolds.

problem Determining the spectrum of a cubic Dirac operator on oscillator group manifolds.
method Explicit decomposition of the regular representation and calculation of eigenspaces.
result Explicit eigenspaces and spectrum of the cubic Dirac operator determined.

The paper proposes a novel tensor-based method for non-parametric density estimation.

problem Effective non-parametric density estimation in high-dimensional multivariate data.
method Tensor factorization and low-rank model of characteristic tensor for improved density estimation.
result The method significantly improves density estimation especially for high-dimensional data and/or sample-starved regimes.

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 nkklog2k+knk - k \log_2 k + k queries for kk non-zero Fourier coefficients.

A new decomposition explains over-parameterized models' counterintuitive behaviors.

problem Understanding predictive error in over-parameterized models.
method Introducing the Generalized Aliasing Decomposition (GAD) to explain predictive performance.
result The GAD decomposes predictive error into three parts: model insufficiency, data insufficiency, and generalized aliasing.

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.

NFM models time-series data directly in the Fourier domain, achieving state-of-the-art performance.

problem Traditional time-series analysis focuses on the time domain, limiting flexibility.
method NFM models time-series data in the Fourier domain, using frequency extrapolation and interpolation.
result NFM achieves state-of-the-art performance on various time-series tasks.