This work uses QPGPs to improve ILC performance in repetitive tasks.
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.
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Paper proposes TBSD for efficient anomaly detection in textured images.
we construct a properly embedded minimal surface in the flat product R^2*S^1 which is quasi-periodic but is not periodic.
In this article we consider the motion of relativistic strings in the Minkowski space . Those surfaces are known as a timelike minimal surface, and described by a system with nonlinear wave equations of Born-Infeld type. By constructing a suitable Nash-Moser iteration scheme, we prove that the …
Debate over the existence of branches in the stellar activity-rotation diagrams continues. Application of modern time series analysis tools to study the mean cycle periods in chromospheric activity index is lacking. We develop such models, based on Gaussian processes, for one-dimensional time series and apply it to the…
By and large the behavior of stochastic gradient is regarded as a challenging problem, and it is often presented in the framework of statistical machine learning. This paper offers a novel view on the analysis of on-line models of learning that arises when dealing with a generalized version of stochastic gradient that …
Automatic music transcription (AMT) aims to infer a latent symbolic representation of a piece of music (piano-roll), given a corresponding observed audio recording. Transcribing polyphonic music (when multiple notes are played simultaneously) is a challenging problem, due to highly structured overlapping between harmon…
The M and A transactions represent a wide range of unique business optimization opportunities in the corporate transformation deals, which are usually characterized by the high level of total risk. The M and A transactions can be successfully implemented by taking to an account the size of investments, purchase price, …
In this paper, we prove the existence of at least two distinct closed geodesics on every compact simply connected irreversible or reversible Finsler (including Riemannian) manifold of dimension not less than 2.
We show the existence of 1-parameter families of non-periodic, complete, embedded minimal surfaces in euclidean space with infinitely many parallel planar ends. In particular we are able to produce finite genus examples and quasi-periodic examples of infinite genus.
We propose a new unsupervised and non-parametric method to detect change points in intricate quasi-periodic signals. The detection relies on optimal transport theory combined with topological analysis and the bootstrap procedure. The algorithm is designed to detect changes in virtually any harmonic or a partially harmo…
The paper proposes a method to improve Bayesian inference for periodic data using data-driven priors.
The paper explores the geometry of level lines of quasiperiodic functions with many periods.
In this paper we present a continuous time dynamical model of heterogeneous agents interacting in a financial market where transactions are cleared by a market maker. The market is composed of fundamentalist, trend following and contrarian agents who process information from the market with different time delays. Each …
Unified framework for intermittent demand forecasting using renewal processes.
Consider a Riemannian metric on two-torus. We prove that the question of existence of polynomial first integrals leads naturally to a remarkable system of quasi-linear equations which turns out to be a Rich system of conservation laws. This reduces the question of integrability to the question of existence of smooth (q…
Latent force models (LFM) are principled approaches to incorporating solutions to differential equations within non-parametric inference methods. Unfortunately, the development and application of LFMs can be inhibited by their computational cost, especially when closed-form solutions for the LFM are unavailable, as is …
For the class of quasi-periodic solutions of the vortex filament equation, we study connections between the algebro-geometric data used for their explicit construction and the geometry of the evolving curves. We give a complete description of genus one solutions, including geometrically interesting special cases such a…
Probabilistic programming aids in automatically dating ice cores, reducing manual error and uncertainty.
Multi-dimensional state-integrals of products of Faddeev's quantum dilogarithms arise frequently in Quantum Topology, quantum Teichmüller theory and complex Chern--Simons theory. Using the quasi-periodicity property of the quantum dilogarithm, we evaluate 1-dimensional state-integrals at rational points and express the…
Gaussian processes model geospatial trajectories with uncertainty.
Study shows invariant curves in tubular origami dynamics, revealing geometric barriers to folding transitions.
In this paper, we study two classes of planar self-similar fractals with a shifting parameter . The first one is a class of self-similar tiles by shifting -coordinates of some digits. We give a detailed discussion on the disk-likeness ({\it i.e., the property of being a topological disk}…
Gaussian processes struggle with compositional functions, but deep Gaussian processes can outperform.
The celebrated KAM Theory says that if one makes a small perturbation of a non-degenerate completely integrable system, we still see a huge measure of invariant tori with quasi-periodic dynamics in the perturbed system. These invariant tori are known as KAM tori. What happens outside KAM tori draws a lot of attention. …
New sparse Gaussian process method tackles unconstrained regression problems.
Elliptical processes generalize Gaussian and Student-t models with fat tails and computational efficiency.
Gaussian process priors are commonly used in aerospace design for performing Bayesian optimization. Nonetheless, Gaussian processes suffer two significant drawbacks: outliers are a priori assumed unlikely, and the posterior variance conditioned on observed data depends only on the locations of those data, not the assoc…
Gaussian processes are used in machine learning to learn input-output mappings from observed data. Gaussian process regression is based on imposing a Gaussian process prior on the unknown regressor function and statistically conditioning it on the observed data. In system identification, Gaussian processes are used to …
This note explains when neural networks can be seen as Gaussian processes.
Graph Gaussian processes use Matérn models for better function learning.
Gaussian processes adapted for non-Euclidean spaces enhance decision-making.
A new method combines Gaussian Processes to optimize under uncertainty.
We investigate the Student-t process as an alternative to the Gaussian process as a nonparametric prior over functions. We derive closed form expressions for the marginal likelihood and predictive distribution of a Student-t process, by integrating away an inverse Wishart process prior over the covariance kernel of a G…
Elliptical processes extend Gaussian models with heavier tails.
Pitch or fundamental frequency (f0) extraction is a fundamental problem studied extensively for its potential applications in speech and clinical applications. In literature, explicit mode specific (modal speech or singing voice or emotional/ expressive speech or noisy speech) signal processing and deep learning f0 ext…
This paper speeds up Gaussian process regression for autocorrelated data.
A new algorithm splits Gaussian processes for efficient streaming data.
Optimizes Gaussian process hyperparameters using Bayesian autoregression.
In this paper we consider Monge-Ampère equations on compact Hessian manifolds, or equivalently Monge-Ampère equations on certain unbounded convex domains , with a periodicity constraint given by the action of an affine group. In the case where the affine group action is volume-preserving, i.e.,…
This work improves Gaussian process inference using mixtures of experts and nested SMC samplers.
Deep Gaussian Processes with polynomial kernels can collapse rapidly without proper hyperparameter tuning.
Gaussian processes adapted for Riemannian manifolds using gauge-independent kernels.
The paper introduces a non-linear version of the process convolution formalism for building covariance functions for multi-output Gaussian processes. The non-linearity is introduced via Volterra series, one series per each output. We provide closed-form expressions for the mean function and the covariance function of t…
In this manuscript we introduce numerical Gaussian process Kalman filtering (GPKF). Numerical Gaussian processes have recently been developed to simulate spatiotemporal models. The contribution of this paper is to embed numerical Gaussian processes into the recursive Kalman filter equations. This embedding enables us t…
New Gaussian min-max theorem extends classical results to non-i.i.d. Gaussian matrices.
This paper proposes a method to approximate non-Gaussian likelihoods in Gaussian Processes.
This paper shows how infinitely wide Tensor Networks converge to Gaussian Processes.