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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.

168,742 papers · 148 categories

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83165248330 · Jun 202019922001200920172026
48 results for Random shift wavelets

Express Wavenet reduces neural network parameters to 1% of standard networks.

problem Optical neural networks with high parameter count.
method Wavelet modulation, random shift wavelets, expressway structure.
result Express Wavenet achieves high accuracy with significantly fewer parameters.

Bayesian Scattering offers a simple baseline for image data uncertainty.

problem Lack of interpretable, mathematically grounded uncertainty quantification methods for image data.
method Coupling wavelet scattering transform with a simple probabilistic head.
result Bayesian Scattering provides sensible uncertainty estimates under distribution shifts.

In this paper we propose and study a family of continuous wavelets on general domains, and a corresponding stochastic discretization that we call Monte Carlo wavelets. First, using tools from the theory of reproducing kernel Hilbert spaces and associated integral operators, we define a family of continuous wavelets by …

2019-03-15abs ↗pdf ↗

We describe new results and algorithms for two different, but related, problems which deal with circulant matrices: learning shift-invariant components from training data and calculating the shift (or alignment) between two given signals. In the first instance, we deal with the shift-invariant dictionary learning probl…

2018-12-03abs ↗pdf ↗

Robust method estimates self-similarity for mammogram images, improving cancer detection.

problem Statistical assessment of self-similarity in real data with large mean level shifts.
method Theil-type weighted regression for wavelet-based estimation, compared to OLS and AV.
result Robust approach shows nearly 68% accuracy in cancer vs non-cancer classification.

New wavelet frames constructed from reproducing kernels for continuous and discrete domains.

problem Generating wavelet frames on non-Euclidean structures.
method Spectral filtering of integral operators associated with reproducing kernels.
result Discrete frames as Monte Carlo estimates of continuous frames, with finite-sample rates derived.

The paper addresses instability in CNNs' first layer by proving max pooling's shift invariance.

problem Instability in CNNs' first layer, leading to sensitivity to small input shifts.
method Establishing conditions for max pooling's shift invariance and deriving a measure of stability.
result Max pooling approximates a nearly shift-invariant complex modulus under certain conditions.

In recent years, a rapidly growing literature has focussed on the construction of wavelet systems to analyze functions defined on the sphere. Our purpose in this paper is to generalize these constructions to situations where sections of line bundles, rather than ordinary scalar-valued functions, are considered. In part…

2008-11-18abs ↗pdf ↗

We apply a recently developed wavelet based approach to characterize the correlation and scaling properties of non-stationary financial time series. This approach is local in nature and it makes use of wavelets from the Daubechies family for detrending purpose. The built-in variable windows in wavelet transform makes t…

2006-01-31abs ↗pdf ↗

Glioma grading before surgery is very critical for the prognosis prediction and treatment plan making. We present a novel wavelet scattering-based radiomic method to predict noninvasively and accurately the glioma grades. The method consists of wavelet scattering feature extraction, dimensionality reduction, and glioma…

2019-05-23abs ↗pdf ↗

CTRF combines logged data and randomized experiments for robust prediction.

problem Robust prediction models to handle distributional shifts between training and testing data.
method CTRF uses existing training data and a small amount of randomized experiment data to train a robust model.
result CTRF produces robust predictions and outperforms baseline methods in the presence of feature shifts.

New method denoises graph signals using wavelets, scalable for large graphs.

problem Denoising graph signals with overcomplete tight frames and correlated noise.
method Data-driven wavelet tight frame, Stein's unbiased risk estimate, Chebyshev-Jackson polynomial approximations, Monte-Carlo strategy.
result Method scales to large graphs and finds applications in differential privacy.

Paper introduces rational Gaussian wavelets for efficient signal approximation.

problem Efficiently approximating complex signals with few coefficients.
method Continuous wavelet transform using rational Gaussian wavelets with adjustable parameters.
result Proposed rational Gaussian wavelets provide accurate signal approximations.

In this work we propose a method for learning wavelet filters directly from data. We accomplish this by framing the discrete wavelet transform as a modified convolutional neural network. We introduce an autoencoder wavelet transform network that is trained using gradient descent. We show that the model is capable of le…

2018-02-08abs ↗pdf ↗

The wavelet transform has seen success when incorporated into neural network architectures, such as in wavelet scattering networks. More recently, it has been shown that the dual-tree complex wavelet transform can provide better representations than the standard transform. With this in mind, we extend our previous meth…

2018-06-04abs ↗pdf ↗

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.

This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based measures for their performance in following trend inflation and predicting future inflation.…

2011-03-29abs ↗pdf ↗

WaveLSFormer learns profitable trading policies from financial time series data.

problem Challenges in learning profitable intraday trading policies from financial time series data.
method WaveLSFormer uses a learnable wavelet-based long-short Transformer to jointly perform multi-scale decomposition and return-oriented decision learning.
result WaveLSFormer consistently outperforms MLP, LSTM, and Transformer backbones in trading performance.

This paper improves computational efficiency in kernel ridge regression under covariate shift.

problem Covariate shift in nonparametric regression.
method Random projections in RKHS to reduce computational demands.
result Significant computational savings can be achieved without compromising learning performance under covariate shift.

Algorithm identifies fractal system's scaling exponents in high dimensions.

problem Statistical identification of Hurst distribution in high-dimensional fractal systems.
method Wavelet random matrices, modified spectral clustering, model selection.
result Algorithm consistently estimates Hurst distribution in moderately high dimensions.

It is the main goal of this article to address the bipartite ranking issue from the perspective of functional data analysis (FDA). Given a training set of independent realizations of a (possibly sampled) second-order random function with a (locally) smooth autocorrelation structure and to which a binary label is random…

2013-12-18abs ↗pdf ↗

Optimizes wavelets for graph classification using spectral wavelet signatures and persistence diagrams.

problem Graph classification with geometric properties encoded in persistence diagrams.
method Optimizes spectral wavelets for graph datasets to capture best-suited features for classification.
result Competitive performance in graph classification problems compared to other persistence-based architectures.

Improved texture synthesis using wavelet-based statistics with rectifier non-linearity.

problem Improving texture synthesis quality using wavelet representations.
method Proposes a family of statistics based on non-linear wavelet representations with a generalized rectifier non-linearity.
result Significantly improves visual quality of texture synthesis compared to classical wavelet-based models.

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 ↗

Wavelet scattering spectra model non-Gaussian time-series, proving scale invariance for self-similar processes.

problem Modeling non-Gaussian time-series with stationary increments.
method Complex wavelet transform for scale variations, joint correlation matrix for scale dependencies, second wavelet transform for diagonalization, maximum entropy models conditioned by scattering spectra coefficients.
result Scattering spectra of self-similar processes are scale invariant, allowing statistical testing and generation of new time-series.