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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.

169,291 papers · 148 categories

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135270404539 · Jun 202019922001200920182026
48 results for Geometric Multiresolution Analysis

Paper proposes a new adaptive multiscale value function approximation for reinforcement learning.

problem Value function approximation in reinforcement learning with varying complexity.
method Adaptive multiscale approximation using multiresolution analysis and tree approximation.
result Convergence rate of the multiscale approximation is independent of basis function regularity.

We propose a multiresolution Gaussian process to capture long-range, non-Markovian dependencies while allowing for abrupt changes. The multiresolution GP hierarchically couples a collection of smooth GPs, each defined over an element of a random nested partition. Long-range dependencies are captured by the top-level GP…

2012-09-05abs ↗pdf ↗

Combining neural networks and multiscale decomposition for financial market analysis.

problem Financial markets' complexity and mainstream models' limitations in capturing non-linear structures.
method Neural networks for non-linear associations combined with multiscale decomposition.
result Improved understanding of financial market data substructures.

New model captures long-range patterns in sequences efficiently.

problem Efficiently capturing long-range patterns in sequential data.
method Inspired by wavelet multiresolution analysis, introduces MultiresLayer with multiresolution convolution.
result State-of-the-art performance on sequence classification and autoregressive density estimation tasks.

This paper approximates scattered data using samplet coordinates with sparsity constraints.

problem Scattered data approximation with sparsity constraints.
method Samplet basis pursuit with 1\ell_1-regularization, multiresolution techniques, and semi-smooth Newton method.
result The proposed method provides faster convergence and better signal sparsity compared to existing methods.

Adaptive GMRA approximates high-dimensional data with low-dimensional geometric structures.

problem Efficiently approximating high-dimensional data from a nearly low-dimensional manifold.
method Adaptive GMRA with thresholding of geometric wavelet coefficients.
result Adaptive GMRA approximations perform well on various measures with different regularity.

Automated robust solvers for arbitrary operators using game theory and Gaussian fields.

problem Developing scalable numerical solvers for any bounded linear operator.
method Formulating the problem as a game theory problem and using Gaussian fields to find optimal strategies.
result Introducing the Fast Gamblet Transform (FGT) for efficient linear system solving and eigenspace analysis.

Multiresolution Matrix Factorization (MMF) was recently introduced as a method for finding multiscale structure and defining wavelets on graphs/matrices. In this paper we derive pMMF, a parallel algorithm for computing the MMF factorization. Empirically, the running time of pMMF scales linearly in the dimension for spa…

2015-07-15abs ↗pdf ↗

The study develops methods to summarize team passing strategies from soccer data.

problem Modeling spatial passing networks across multiple games with varying positions.
method Multiresolution tensor decomposition and Poisson nonnegative block term decomposition.
result Automatic production of network motifs at different levels of detail.

Wavelet Kolmogorov-Arnold Networks improve federated learning performance.

problem Improving performance in federated learning with heterogeneous data.
method Implemented Wav-KAN with CWT and DWT for multiresolution capability, integrating wavelet-based activation functions.
result Significant improvements in computational efficiency, robustness, and accuracy in federated learning.

The study explores various localized bases and their duals for scattered data approximation.

problem Scattered data approximation using radial basis functions.
method Examines different localized bases including Lagrange, Newton, and multiresolution versions, and their duals.
result Localized orthogonal bases, such as the Newton basis, offer symmetric preconditioners and are feasible for scattered data approximation.

Transformer models outperform recurrent ones in modeling hierarchical data.

problem Modeling hierarchical structure in data.
method Introducing Multiresolution Transformer Networks leveraging self-attention.
result Multiresolution Transformer Networks significantly outperform state-of-the-art models on query suggestion datasets.

CGNNs use wavelets for continuous function generation in infinite-dimensional spaces.

problem Generating continuous functions in infinite-dimensional spaces for applications like inverse problems.
method Inspired by DCGAN, CGNNs use wavelet multiresolution analysis with convolutional and nonlinear layers.
result CGNNs can be injective under certain conditions on filters and nonlinearity, leading to Lipschitz stability estimates.

Event detection has been one of the most important research topics in social media analysis. Most of the traditional approaches detect events based on fixed temporal and spatial resolutions, while in reality events of different scales usually occur simultaneously, namely, they span different intervals in time and space…

2014-04-25abs ↗pdf ↗

A novel multi-resolution cluster detection (MCD) method is proposed to identify irregularly shaped clusters in space. Multi-scale test statistic on a single cell is derived based on likelihood ratio statistic for Bernoulli sequence, Poisson sequence and Normal sequence. A neighborhood variability measure is defined to …

2012-05-09abs ↗pdf ↗

We construct a framework for studying clustering algorithms, which includes two key ideas: persistence and functoriality. The first encodes the idea that the output of a clustering scheme should carry a multiresolution structure, the second the idea that one should be able to compare the results of clustering algorithm…

2008-08-16abs ↗pdf ↗

We present a new method for articulating scale-dependent topological descriptions of the network structure inherent in many complex systems. The technique is based on "Partition Decoupled Null Models,'' a new class of null models that incorporate the interaction of clustered partitions into a random model and generaliz…

2008-05-22abs ↗pdf ↗

This paper presents the Speech Technology Center (STC) systems submitted to Automatic Speaker Verification Spoofing and Countermeasures (ASVspoof) Challenge 2015. In this work we investigate different acoustic feature spaces to determine reliable and robust countermeasures against spoofing attacks. In addition to the c…

2015-07-29abs ↗pdf ↗

Finite element method for SABR model pricing under various interest rates.

problem Pricing vanilla and barrier options under the SABR stochastic volatility model.
method Finite element discretization of non-symmetric Dirichlet forms for degenerate parabolic equations.
result Well-posedness of the variational formulation and error analysis for finite element discretization.

This is a guided tour through some selected topics in geometric analysis. We have chosen to illustrate many of the basic ideas as they apply to the theory of minimal surfaces. This is, in part, because minimal surfaces is, if not the oldest, then certainly one of the oldest areas of geometric analysis dating back to Eu…

2003-09-01abs ↗pdf ↗

This paper reviews discrete curvature models for geometric data analysis.

problem Capturing intrinsic geometric structure in diverse data representations.
method Comprehensive review of discrete curvature models from Riemannian and metric geometry perspectives.
result Systematic pipeline for curvature-driven data analysis and learning.

Geometric analysis improves convergence of variational inference.

problem Challenges in analyzing convergence of variational inference due to non-convexity and non-smoothness.
method Exploits exponential family structure and Bregman divergences to geometrically analyze the optimization landscape.
result Establishes non-asymptotic convergence rates for gradient descent algorithms.