Observations depending on sums of random variables are common throughout many fields; however, no efficient solution is currently known for performing max-product inference on these sums of general discrete distributions (max-product inference can be used to obtain maximum a posteriori estimates). The limiting step to …
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48 results for “Numerical Convolution”
Improved numerical solution for BSDEs with reduced boundary errors.
problem Boundary errors in numerical solution of BSDEs.
method Modified damping and shifting schemes to transform target function into a bounded periodic function, applying Fourier transforms.
result Significant reduction in boundary errors with improved accuracy and convergence.
In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of characterizing conditional probability density functions at arbitrary time, and we applie…
Paper proposes a method to speed up DNNs by quantizing Winograd/Toom-Cook convolutions.
problem Speeding up convolution computations in DNNs with reduced time consumption and improved accuracy.
method Application of base change technique for quantized Winograd-aware training model.
result 8-bit quantized network achieves nearly the same accuracy as direct quantized convolution with minimal additional operations.
Lightweight architectural designs of Convolutional Neural Networks (CNNs) together with quantization have paved the way for the deployment of demanding computer vision applications on mobile devices. Parallel to this, alternative formulations to the convolution operation such as FFT, Strassen and Winograd, have been ad…
Combines BERT and graph CNN for improved text classification.
problem Text classification problems
method Combining BERT embedding and graph convolutional neural network
result Graph CNN model performs better than classical models combined with BERT
New method models dewetting of anisotropic particles using numerical techniques.
problem Modeling dewetting dynamics of particles with varying surface energies.
method Level set numerical approach with convolution kernels to handle anisotropic interfacial energies.
result Validated numerical scheme supports merging and splitting of interfaces.
Dynamical systems can be modelled by partial differential equations and numerical computations are used everywhere in science and engineering. In this work, we investigate the performance of recurrent and convolutional deep neural network architectures to predict the surface waves. The system is governed by the Saint-V…
Convolutional neural network is an important model in deep learning. To avoid exploding/vanishing gradient problems and to improve the generalizability of a neural network, it is desirable to have a convolution operation that nearly preserves the norm, or to have the singular values of the transformation matrix corresp…
New approach improves computational efficiency of Bass Local Volatility model.
problem Eliminate interpolation and improve computational efficiency in local volatility models.
method Combines local quadratic estimation and lognormal mixture tails for state price densities; uses trapezoidal rule for numerical convolutions.
result Proposed method outperforms traditional numerical methods in option pricing and market case studies.
Convolutional operator learning is gaining attention in many signal processing and computer vision applications. Learning kernels has mostly relied on so-called patch-domain approaches that extract and store many overlapping patches across training signals. Due to memory demands, patch-domain methods have limitations w…
Study learns convolution operators on compact Abelian groups using regularization.
problem Learning convolution operators on compact Abelian groups.
method Regularization-based approach with ridge regression estimator.
result Characterizes the accuracy of the estimator in terms of finite sample bounds.
Deep learning upscales geologic models efficiently.
problem Upscaling large-scale geologic models for efficient simulation.
method Theory-guided convolutional neural network (TgCNN) trained to approximate hydraulic conductivity relationships.
result Deep learning method achieves equivalent upscaling accuracy to numerical methods but with significantly improved efficiency.
Recent trends of incorporating attention mechanisms in vision have led researchers to reconsider the supremacy of convolutional layers as a primary building block. Beyond helping CNNs to handle long-range dependencies, Ramachandran et al. (2019) showed that attention can completely replace convolution and achieve state…
New method enforces orthogonality in convolutional layers for improved robustness.
problem Improving adversarial robustness in deep learning models.
method Applying the Cayley transform to skew-symmetric convolutions in the Fourier domain.
result The proposed method preserves orthogonality and enhances adversarial robustness compared to existing techniques.
Numerous important problems can be framed as learning from graph data. We propose a framework for learning convolutional neural networks for arbitrary graphs. These graphs may be undirected, directed, and with both discrete and continuous node and edge attributes. Analogous to image-based convolutional networks that op…
In this paper we study the problem of learning the weights of a deep convolutional neural network. We consider a network where convolutions are carried out over non-overlapping patches with a single kernel in each layer. We develop an algorithm for simultaneously learning all the kernels from the training data. Our app…
Learning representation on graph plays a crucial role in numerous tasks of pattern recognition. Different from grid-shaped images/videos, on which local convolution kernels can be lattices, however, graphs are fully coordinate-free on vertices and edges. In this work, we propose a Gaussian-induced convolution (GIC) fra…
New bounds for neural networks ensure robustness and accuracy.
problem Ensuring robustness of neural networks by computing Lipschitz constants.
method Analyzed and proposed new bounds for and norms, using explicit and implicit methods for convnets.
result One of the new bounds is optimal and more accurate than existing ones.
Variational methods for revealing visual concepts learned by convolutional neural networks have gained significant attention during the last years. Being based on noisy gradients obtained via back-propagation such methods require the application of regularization strategies. We present a mathematical framework unifying…
Paper develops a new model for predicting volatility surface.
problem Predicting volatility in financial markets is challenging due to its non-observable nature and complex dynamics.
method Physics-informed convolutional transformer architecture.
result The new model outperforms other deep-learning architectures in predicting volatility surface.
Encoding the scale information explicitly into the representation learned by a convolutional neural network (CNN) is beneficial for many computer vision tasks especially when dealing with multiscale inputs. We study, in this paper, a scaling-translation-equivariant (ST-equivariant) CNN with joint convolutions across th…
Max-convolution is an important problem closely resembling standard convolution; as such, max-convolution occurs frequently across many fields. Here we extend the method with fastest known worst-case runtime, which can be applied to nonnegative vectors by numerically approximating the Chebyshev norm $\| \cdot \|_\infty…
A new FFT method for Heston model option pricing with explicit error bounds.
problem Efficiently pricing European options in the Heston model with high accuracy.
method Convolution-FFT method leveraging a continuously differentiable joint characteristic function.
result Explicit error bounds for FFT-based convolution method in Heston model.
New method transforms complex stochastic equations into simpler ones for efficient simulation.
problem Efficient simulation of complex path-dependent stochastic processes.
method Transforms Volterra-type SDEs into standard diffusion processes using convolution kernels.
result Proposes a numerical simulation scheme with a strong convergence rate of 1/2.
This paper removes the finite variance assumption for deep convolutional neural networks.
problem Removing the finite variance assumption for deep convolutional neural networks.
method Assuming iid parameters distributed according to a stable distribution, the paper shows that the infinite-channel limit of a deep feed-forward convolutional neural network is a multivariate stable stochastic process.
result The infinite-channel limit of a deep feed-forward convolutional neural network, under suitable scaling, is a multivariate stable stochastic process.
In this work, we are interested in generalizing convolutional neural networks (CNNs) from low-dimensional regular grids, where image, video and speech are represented, to high-dimensional irregular domains, such as social networks, brain connectomes or words' embedding, represented by graphs. We present a formulation o…
Novel algorithm solves optimal transport using evolving probability distributions and convolution.
problem Sample-based optimal transport problem.
method Adversarial formulation with convolution of adaptive kernel and evolving measure.
result Algorithm robust to dimensionality and produces complex maps.
Spike sorting is a fundamental preprocessing step in neuroscience that is central to access simultaneous but distinct neuronal activities and therefore to better understand the animal or even human brain. But numerical complexity limits studies that require processing large scale datasets in terms of number of electrod…
Deep neural networks solve optimal risk sharing problems.
problem Optimally sharing financial positions among agents with different risk measures.
method Neural network-based framework to compute inf-convolution and optimal allocations.
result Convergence of neural network approximations to theoretical values.
New method solves PDEs on spheres using physics-informed convolutional neural networks.
problem Solving PDEs on surfaces, especially spheres, with high accuracy and efficiency.
method Physics-informed convolutional neural networks (PICNN) with theoretical analysis and approximation results.
result Established fast convergence rates for PICNN solving PDEs on spheres.
We propose a new method for the numerical solution of backward stochastic differential equations (BSDEs) which finds its roots in Fourier analysis. The method consists of an Euler time discretization of the BSDE with certain conditional expectations expressed in terms of Fourier transforms and computed using the fast F…
The effectiveness of Convolutional Neural Networks (CNNs) has been substantially attributed to their built-in property of translation equivariance. However, CNNs do not have embedded mechanisms to handle other types of transformations. In this work, we pay attention to scale changes, which regularly appear in various t…
LipKernel adds robustness to CNNs by enforcing Lipschitz bounds.
problem Improving robustness of CNNs in real-time applications.
method Dissipative layers parameterized by LMIs and 2-D Roesser model.
result Orders of magnitude faster run-time compared to state-of-the-art methods.
A distributed algorithm for training graph convolutional networks.
problem Training graph convolutional networks with sparse network topology and distributed agents.
method Formulate inference and optimization in a distributed scenario, propose a gradient descent procedure, and design communication topology.
result Convergence to stationary solutions of the GCN training problem under mild conditions.
We introduce a new, systematic framework for visualizing information flow in deep networks. Specifically, given any trained deep convolutional network model and a given test image, our method produces a compact support in the image domain that corresponds to a (high-resolution) feature that contributes to the given exp…
Towards Understanding Residual and Dilated Dense Neural Networks via Convolutional Sparse Codingcs.LG
Convolutional neural network (CNN) and its variants have led to many state-of-art results in various fields. However, a clear theoretical understanding about them is still lacking. Recently, multi-layer convolutional sparse coding (ML-CSC) has been proposed and proved to equal such simply stacked networks (plain networ…
Paper introduces Laplace-HDC for better binary hyperdimensional computing.
problem Improving binary hyperdimensional computing for spatial information.
method Develops Laplace-HDC using the Laplace kernel and Haar convolutional features.
result Laplace-HDC outperforms previous methods in encoding spatial information.
Self-supervision improves GCNs' generalizability and robustness.
problem Improving graph convolutional networks' performance.
method Three mechanisms of self-supervision, multi-task learning, and graph adversarial training.
result Self-supervision enhances GCNs' robustness and generalizability.
This work studies nonnegativity-preserving kernels for stochastic equations and their applications.
problem Nonnegativity preservation in stochastic Volterra equations and related processes.
method Characterization and application of completely monotone kernels; approximation schemes for weak error.
result Positive linear combinations of decaying exponentials can be used for second-order approximation schemes.
Toxicity analysis and prediction are of paramount importance to human health and environmental protection. Existing computational methods are built from a wide variety of descriptors and regressors, which makes their performance analysis difficult. For example, deep neural network (DNN), a successful approach in many o…
A new autoencoder architecture captures multiscale data.
problem Multiscale spatio-temporal data representation.
method Integrates multigrid methods, convolutional autoencoders, and transfer learning.
result Adaptive, hierarchical architecture captures different scaled features dynamically.
Learning from spatio-temporal data has numerous applications such as human-behavior analysis, object tracking, video compression, and physics simulation.However, existing methods still perform poorly on challenging video tasks such as long-term forecasting. This is because these kinds of challenging tasks require learn…
Manifold Gradient Descent Solves Multi-Channel Sparse Blind Deconvolution Provably and Efficientlystat.ML
Multi-channel sparse blind deconvolution, or convolutional sparse coding, refers to the problem of learning an unknown filter by observing its circulant convolutions with multiple input signals that are sparse. This problem finds numerous applications in signal processing, computer vision, and inverse problems. However…
New method shows fully-connected networks can learn convolutional structures from data.
problem How to learn convolutional structures from translation-invariant data.
method Data-driven emergence of convolutional structure in neural networks.
result Initially fully-connected networks can learn convolutional structures from their inputs.
Recently, Convolution Neural Networks (CNNs) obtained huge success in numerous vision tasks. In particular, DenseNets have demonstrated that feature reuse via dense skip connections can effectively alleviate the difficulty of training very deep networks and that reusing features generated by the initial layers in all s…
We propose a symmetric graph convolutional autoencoder which produces a low-dimensional latent representation from a graph. In contrast to the existing graph autoencoders with asymmetric decoder parts, the proposed autoencoder has a newly designed decoder which builds a completely symmetric autoencoder form. For the re…
The convolution method for the numerical solution of forward-backward stochastic differential equations (FBSDEs), introduced in [21], uses a uniform space grid. In this paper we utilize a tree-like spatial discretization that approximates the BSDE on the tree, so that no spatial interpolation procedure is necessary. In…