Research
On-device research index

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.

169,051 papers · 148 categories

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15314661 · Nov 201919922001200920172026
48 results for Gammatone filters

The paper explores modifications to filter banks for speech recognition.

problem Improving speech recognition accuracy using modified filter banks.
method The authors investigate replacing triangular filters with Gabor or Gammatone filters, and rearranging filter bank computations to integrate features over smaller time scales.
result No significant improvements in phone error rate were observed with the modifications.

Model classifies environment sounds using multiple feature channels and attention mechanisms.

problem Environment sound classification task.
method Multiple feature channels (MFCC, GFCC, CQT, Chromagram) and attention mechanism in a deep CNN.
result Achieves state-of-the-art performance on three benchmark datasets.

A new SOHP filter improves trend estimation in economic time series.

problem Improving trend estimation in nonlinear economic time series.
method Recursive application of one-sided HP filter on updated cyclical components, combined with an incremental HP filtering algorithm.
result Better performance of SOHP filter compared to other HP-type filters on real economic data.

Deep density methods improve filtering in high-dimensional systems.

problem Nonlinear filtering in high-dimensional systems.
method Two deep density methods based on Feynman-Kac formulas and neural networks.
result Logarithmic deep backward stochastic differential equation filter outperforms classical methods in high dimensions.

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…

2018-10-12abs ↗pdf ↗

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.

We simplify Bayesian filtering by framing it as optimization, making it practical for high-dimensional systems.

problem Bayesian filtering struggles in high-dimensional state spaces like neural networks.
method We frame Bayesian filtering as optimization, using gradient descent for nonlinear cases.
result Our method results in effective, robust, and scalable filters for high-dimensional systems.

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…

2017-11-07abs ↗pdf ↗

A novel method reduces dimensionality for filtering SRNs with observed variables.

problem Challenges in estimating hidden state variables in SRNs with limited observations.
method Filtered Markovian Projection (Filtered MP) for dimensionality reduction in filtering.
result Filtered MP guarantees consistency and superior computational efficiency in high dimensions.

New method filters large networks from financial data to reveal key subnetworks.

problem Filtering large dimensional networks to isolate key constituents.
method Exploits spectral properties of high-dimensional data networks, tuning for sparsity and consistency.
result Shows method can interpolate between zero and maximal filtering, preserving spectral properties.

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…

2012-07-18abs ↗pdf ↗

Paper proves convergence of Kalman filter on Stiefel manifolds with measurement errors.

problem Filtering constant particle with measurement errors on Stiefel manifolds.
method Extended Kalman filter applied to Stiefel manifold-valued observations.
result Convergence of the extended Kalman filter proved for constant system process.

This work preserves linear invariants in ensemble filters for non-Gaussian data assimilation.

problem Maintaining critical invariants like mass, stoichiometric balance, and charge in non-Gaussian data assimilation.
method Introducing a novel class of nonlinear ensemble filters using measure transport theory.
result Recovery of a constrained Kalman filter for Gaussian settings and combination with regularization techniques.

Convolutional Bayesian filtering generalizes state estimation by incorporating inequality conditions.

problem Standard Bayesian filtering assumes exact conditional probabilities, limiting its applicability.
method Introducing inequality conditions transforms conditional probabilities into convolutional forms, expanding the filtering framework.
result Convolutional Bayesian filtering encompasses standard Bayesian filtering and allows for more nuanced model consideration.

EnSF improves accuracy in tracking high-dimensional nonlinear systems.

problem Low accuracy in high-dimensional, nonlinear filtering problems.
method Score-based diffusion model, mini-batch Monte Carlo estimator.
result EnSF outperforms state-of-the-art methods in tracking high-dimensional systems.

Latent FxLMS accelerates ANC by adapting along low-dimensional filter weights.

problem Improving active noise control with neural adaptive filters.
method Training an auto-encoder on filter coefficients, constraining weights to latent variables, and updating in latent space.
result Latent FxLMS converges in fewer steps with comparable error to standard FxLMS.

Filtering data with a pre-trained model improves multimodal contrastive learning performance.

problem Improving the quality of internet-scale multimodal datasets.
method Characterized the performance of filtered contrastive learning under a bimodal data generation model.
result Data filtering using a pre-trained model reduces contrastive learning error by a factor of η\sqrt{η} in the large ηη regime.

A new ML-based filter improves data assimilation for nonlinear systems.

problem Improving data assimilation for nonlinear systems using ensemble methods.
method Developed a machine learning-based conditional mean filter (ML-EnCMF) integrating ANN and linear functions.
result ML-EnCMF outperforms EnKF and likelihood-based EnCMF in nonlinear systems.

RNF learns distinct representations for Bayesian filtering steps, improving time series prediction accuracy and uncertainty.

problem Improving time series prediction accuracy and uncertainty using distinct representations for Bayesian filtering steps.
method Introduces Recurrent Neural Filter (RNF) architecture that learns distinct representations for each Bayesian filtering step.
result RNF improves accuracy of one-step-ahead forecasts and provides realistic uncertainty estimates.

NBF combines deep learning with classical filtering for better belief tracking.

problem Maintaining distributions over hidden states in partially observable systems.
method Trains neural networks to map beliefs to fixed-length vectors, updating them with incoming observations and dynamics.
result NBF efficiently tracks shifting, multimodal beliefs without particle impoverishment.

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 hh-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.

Many sensors, such as range, sonar, radar, GPS and visual devices, produce measurements which are contaminated by outliers. This problem can be addressed by using fat-tailed sensor models, which account for the possibility of outliers. Unfortunately, all estimation algorithms belonging to the family of Gaussian filters…

2015-09-14abs ↗pdf ↗

This study improves state estimation for nonlinear systems using conditional normalizing flows.

problem Performance degradation of traditional filtering algorithms in nonlinear systems with non-Gaussian uncertainty.
method Uses conditional normalizing flows with MLP, transformer, or state-space models for state and parameter estimation.
result Optimal-transport-inspired kinetic loss mitigates overparameterization in flows.

We present a filter correlation based model compression approach for deep convolutional neural networks. Our approach iteratively identifies pairs of filters with the largest pairwise correlations and drops one of the filters from each such pair. However, instead of discarding one of the filters from each such pair naï…

2018-11-26abs ↗pdf ↗