Research
On-device research index

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.

168,982 papers · 148 categories

Trend · papers per month

136272407543 · Jun 202019922001200920172026
48 results for Rapid Computation

Reservoir computing is a neural network approach for processing time-dependent signals that has seen rapid development in recent years. Physical implementations of the technique using optical reservoirs have demonstrated remarkable accuracy and processing speed at benchmark tasks. However, these approaches require an e…

2018-07-19abs ↗pdf ↗

Since Giles introduced the multilevel Monte Carlo path simulation method [18], there has been rapid development of the technique for a variety of applications in computational finance. This paper surveys the progress so far, highlights the key features in achieving a high rate of multilevel variance convergence, and su…

2012-12-06abs ↗pdf ↗

New method detects TC imagery patterns for rapid intensity change.

problem Detecting upcoming rapid intensity changes in TC satellite imagery.
method Nonparametric test of association between images and event labels using neural networks and bootstrap.
result Identifies archetypes of infrared imagery associated with elevated rapid intensification risk.

Scalable solution for interpreting complex data-driven models.

problem Interpreting black box models and handling large datasets.
method Streaming neighborhood graph construction, topology computation, and data aggregation.
result Interactive exploration of high-dimensional data.

Paper proposes diagnostics for error and variance estimation in randomized matrix computations.

problem Safe use of randomized matrix algorithms in applications.
method Leave-one-out error estimator and jackknife resampling method.
result Provides rapid diagnostics to assess quality of randomized matrix computations.

AI helps forecasters understand TC convective evolution before intensification.

problem Challenges in extracting scientific insights from complex TC data.
method Combining AI prediction algorithms and classical statistical inference.
result Identifies patterns in TC convective structure leading to intensification.

NIPA aims to translate brain learning mechanisms into scalable Bayesian inference.

problem Scalable Bayesian inference for large-scale statistical machine learning problems.
method Neural-inspired algorithm combining model-based, model-free, and episodic-control modules.
result Advances Bayesian methods and facilitates their application to deep learning.

Predicting and improving player retention is crucial to the success of mobile Free-to-Play games. This paper explores the problem of rapid retention prediction in this context. Heuristic modeling approaches are introduced as a way of building simple rules for predicting short-term retention. Compared to common classifi…

2016-07-12abs ↗pdf ↗

IRCUR accelerates RPCA by using CUR decomposition for efficient low rank estimation.

problem Dimension reduction in robust principal component analysis.
method IRCUR employs CUR decomposition to update the low rank component efficiently.
result IRCUR achieves significant computational efficiency compared to existing algorithms.

A new method learns FCMs from noisy data quickly and robustly.

problem Learning large-scale FCMs with noisy data is time-consuming and lacks robustness.
method Transformed learning problem to convex optimization with least-squares and maximum entropy terms.
result The method is rapid, robust, and performs well on synthetic and real-world datasets.

We investigate unsupervised pre-training of deep architectures as feature generators for "shallow" classifiers. Stacked Denoising Autoencoders (SdA), when used as feature pre-processing tools for SVM classification, can lead to significant improvements in accuracy - however, at the price of a substantial increase in co…

2011-05-05abs ↗pdf ↗

We study distributed stochastic convex optimization under the delayed gradient model where the server nodes perform parameter updates, while the worker nodes compute stochastic gradients. We discuss, analyze, and experiment with a setup motivated by the behavior of real-world distributed computation networks, where the…

2015-08-20abs ↗pdf ↗

We study a novel spline-like basis, which we name the "falling factorial basis", bearing many similarities to the classic truncated power basis. The advantage of the falling factorial basis is that it enables rapid, linear-time computations in basis matrix multiplication and basis matrix inversion. The falling factoria…

2014-05-03abs ↗pdf ↗

PES method reduces bias in gradient estimation for unrolled graphs.

problem High variance and bias in gradient estimation for unrolled computation graphs.
method Divide graph into unrolls, apply ES update, accumulate correction terms.
result PES provides unbiased, low-variance gradient estimates.

Optimization algorithms and Monte Carlo sampling algorithms have provided the computational foundations for the rapid growth in applications of statistical machine learning in recent years. There is, however, limited theoretical understanding of the relationships between these two kinds of methodology, and limited unde…

2018-11-20abs ↗pdf ↗

To improve the efficiency of Monte Carlo estimation, practitioners are turning to biased Markov chain Monte Carlo procedures that trade off asymptotic exactness for computational speed. The reasoning is sound: a reduction in variance due to more rapid sampling can outweigh the bias introduced. However, the inexactness …

2015-06-09abs ↗pdf ↗

We describe a mechanism by which artificial neural networks can learn rapid adaptation - the ability to adapt on the fly, with little data, to new tasks - that we call conditionally shifted neurons. We apply this mechanism in the framework of metalearning, where the aim is to replicate some of the flexibility of human …

2017-12-28abs ↗pdf ↗

ELM struggles with real data, new methods improve performance and speed.

problem Low convergence of SVD in ELM for real-life large data.
method Replaced SVD with 5 methods: lower upper triangularization, Hessenberg decomposition, Schur decomposition, modified Gram Schmidt algorithm, and Householder reflection.
result Hessenberg decomposition for training pace, Householder reflection for performance in EEG-based brain-computer interface.

PIELM uses deep learning to solve PDEs quickly and accurately.

problem Solving partial differential equations (PDEs) efficiently and accurately.
method Physics Informed Extreme Learning Machine (PIELM) for solving PDEs.
result PIELM matches or exceeds the accuracy of Physics Informed Neural Networks (PINNs) on various problems.

Deep learning model predicts tropical cyclone intensification using satellite images.

problem Accurately predicting rapid intensification of tropical cyclones.
method Attention-based deep learning model using satellite images.
result Deep learning models outperform traditional methods in RI prediction.