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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.

168,657 papers · 148 categories

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108216323431 · Jun 202019922001200920172026
48 results for Graph Fourier Transform

Many signals on Cartesian product graphs appear in the real world, such as digital images, sensor observation time series, and movie ratings on Netflix. These signals are "multi-dimensional" and have directional characteristics along each factor graph. However, the existing graph Fourier transform does not distinguish …

2017-12-21abs ↗pdf ↗

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

problem Lack of rotation-based spectral control in GFRFT and zero-angle degeneracy in AGFT.
method Rotation-parameterized graph fractional Fourier transform (RP-GFRFT) with degeneracy preserving rotation matrix.
result RP-GFRFT improves spectral filtering performance over existing methods.

We present graph wavelet neural network (GWNN), a novel graph convolutional neural network (CNN), leveraging graph wavelet transform to address the shortcomings of previous spectral graph CNN methods that depend on graph Fourier transform. Different from graph Fourier transform, graph wavelet transform can be obtained …

2019-04-12abs ↗pdf ↗

Sp(n)-instantons linked to complex Lagrangian graphs via Fourier-Mukai transform.

problem Understanding Sp(n)-instantons on hyperkahler manifolds with conical singularities.
method Relating Sp(n)-instantons to deformed instantons and studying their properties on hyperkahler manifolds.
result Sp(n)-instantons on hyperkahler manifolds correspond to tri-contact instantons on the 3-Sasakian link.

IGT learns graph representations without supervision.

problem Building deep unsupervised graph representations.
method Generic complex-valued spectral graph architecture from Fourier transform generalization, greedy concave objective for discriminative and invariant features.
result IGT learns both discriminative and invariant features from graph topology.

The paper connects quantum 6j6j-symbols to tetrahedra volumes via discrete Fourier transforms.

problem Understanding the asymptotic behavior of quantum 6j6j-symbols and their relation to 3-manifold invariants.
method Proposing and proving a conjecture linking discrete Fourier transforms of quantum 6j6j-symbols to the volumes of deeply truncated tetrahedra.
result Supporting evidence for the conjecture in specific cases, with numerical calculations for larger dihedral angles.

A common assumption in semi-supervised learning with graph models is that the class label function varies smoothly on the data graph, resulting in the rather strict prior that the label function has low-frequency content. Meanwhile, in many classification problems, the label function may vary abruptly in certain graph …

2018-03-14abs ↗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.

We find a closed-form determinant for a specific sparse covariance matrix model.

problem Finding the determinant of a specific class of sparse positive definite matrices.
method Using Fourier transform of local factors, Normal Factor Graph Duality Theorem, and Matrix Determinant Lemma.
result We derive a closed-form expression for the determinant.

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.

We give a detailed microlocal study of X-ray transforms over geodesics-like families of curves with conjugate points of fold type. We show that the normal operator is the sum of a pseudodifferential operator and a Fourier integral operator. We compute the principal symbol of both operators and the canonical relation as…

2010-04-07abs ↗pdf ↗

FreST Loss decorrelates spatio-temporal dependencies in graph signals.

problem Complex spatio-temporal dependencies in graph-structured signals are not well captured by standard forecasting models.
method FreST Loss extends supervision to the joint spatio-temporal spectrum using Joint Fourier Transform (JFT).
result FreST Loss reduces estimation bias and improves forecasting accuracy on real-world datasets.

This letter extends the concept of graph-frequency to graph signals that evolve with time. Our goal is to generalize and, in fact, unify the familiar concepts from time- and graph-frequency analysis. To this end, we study a joint temporal and graph Fourier transform (JFT) and demonstrate its attractive properties. We b…

2016-02-14abs ↗pdf ↗

Local mappings relate dual and primal factor graphs for efficient marginal probability estimation.

problem Efficient estimation of marginal probabilities in statistical physics models.
method Local mappings based on Fourier transform of local factors, applied to Ising, Potts, and clock models.
result Local extrema of fixed points are at phase transition points, and the mapping facilitates efficient estimation.

Proves conditions for Fourier transforms in rank 1 symmetric spaces.

problem Understanding Fourier transform bounds in symmetric spaces.
method Proves sufficient and necessary conditions using Lipschitz and Fourier type integral conditions.
result Establishes bounds for Fourier transforms in rank 1 symmetric spaces with specific moduli of continuity.

This work improves Fourier pricing for multi-asset options using RQMC with domain transformation.

problem Efficiently pricing multi-asset options in high dimensions with Fourier methods.
method Randomized quasi-Monte Carlo (RQMC) with domain transformation to handle singularities.
result RQMC with domain transformation provides accurate and scalable Fourier pricing for multi-asset options.

Algorithm describes Fourier transform of Stokes data at infinity.

problem Understanding the Fourier transform of Stokes data at infinity.
method Topological description and algorithmic approach using recent results and language of Stokes local systems.
result Explicit isomorphisms between wild character varieties are induced.

The paper studies Fourier-Laplace transforms in polynomial OU volatility models for option pricing.

problem Calibrating and pricing options in polynomial Ornstein-Uhlenbeck volatility models.
method Analyzes Fourier-Laplace transforms, connects to Riccati equations, and develops numerical schemes.
result Establishes existence and solution for Riccati equations and provides efficient numerical methods.

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.

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 ↗

The paper derives statistics of multi-factor functions from their Fourier transforms.

problem Deriving statistics of multi-factor functions from Fourier transforms.
method Developed an m-Coefficient/Index Annihilation Theorem to analyze the moments of a function from its Fourier transform.
result The mth moment of a function becomes a series of terms, each with precisely m Fourier coefficients, and the indices sum to zero.

Study spherical Fourier transform on hypergeometric type harmonic manifolds.

problem Spherical Fourier transform on harmonic Hadamard manifolds.
method Representation of spherical functions by Gauss hypergeometric functions.
result Inversion formula, convolution rule, and Plancherel theorem are derived.

In this paper we prove a new inversion theorem and a refinement of an old support theorem for two Radon transforms on a symmetric space. Included are some new identities for the Abel transform and some results about the Fourier transform from a joint work with Rawat, Sengupta and Sitaram.

2005-06-02abs ↗pdf ↗

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

1994-07-15abs ↗pdf ↗

Enhances Fourier estimator performance for asynchronous event-data.

problem Improving correlation and covariance estimation on event-data.
method Implement and test NUFFT methods with different averaging kernels.
result Demonstrates improved performance and relationship between averaging scales.

We propose Gaussian processes for signals over graphs (GPG) using the apriori knowledge that the target vectors lie over a graph. We incorporate this information using a graph- Laplacian based regularization which enforces the target vectors to have a specific profile in terms of graph Fourier transform coeffcients, fo…

2018-03-15abs ↗pdf ↗

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

problem Deriving the Helgason Fourier transform for vector bundle-valued differential forms on homogeneous spaces.
method Employing the perspective of the functional equation satisfied by the classical Fourier transform, the paper derives the Helgason Fourier transform map and proves its properties.
result The Fourier transform is explicitly given and proven to be a map from vector bundle-valued differential forms to another vector bundle-valued differential form on the product space.

Study identifies and analyzes three types of errors in learning Fourier operators.

problem Statistical, discretization, and truncation errors in learning Fourier operators.
method Analysis of a Discrete Fourier Transform (DFT) based least squares estimator.
result Established upper and lower bounds on statistical, discretization, and truncation errors.

The study establishes uncertainty principles on harmonic manifolds of rank one.

problem Developing uncertainty principles for harmonic manifolds of rank one.
method Derivation of various uncertainty principles including Heisenberg, Morgen, Schrödinger, and Hömanders principles.
result Generalization of Hausdorff-Young inequality to harmonic manifolds of rank one.

We conjecture an upper bound on the growth of the Yokota invariant of polyhedral graphs, extending a previous result on the growth of the 6j6j-symbol. Using Barrett's Fourier transform we are able to prove this conjecture in a large family of examples. As a consequence of this result, we prove the Turaev-Viro Volume Co…

2020-02-05abs ↗pdf ↗

FourNet approximates financial transition densities using Fourier transforms.

problem Approximating transition densities in finance with high accuracy.
method FourNet is a novel FFNN with Gaussian activation, learning from characteristic functions.
result FourNet can approximate transition densities arbitrarily well with finite neurons.

Many neural speech enhancement and source separation systems operate in the time-frequency domain. Such models often benefit from making their Short-Time Fourier Transform (STFT) front-ends trainable. In current literature, these are implemented as large Discrete Fourier Transform matrices; which are prohibitively inef…

2020-02-20abs ↗pdf ↗

New method for optimizing risk in financial models using Fourier transforms.

problem Optimizing risk in financial models with multi-period mean-CVaR.
method Strictly monotone 2D integration scheme via Fourier-trained transition kernels.
result Established robust and accurate optimization method for financial models.

Quantum Fourier Transform aids machine learning inference.

problem Generalizing from finite data samples to ground truth.
method Inspired by quantum algorithms, uses Quantum Fourier Transform to expose invariant subspace for data comparison.
result Proposes a concrete implementation for machine learning applications leveraging symmetries.