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.
New method for nonlinear filtering and smoothing using factor graphs.
A new Bayesian model improves dynamic texture segmentation.
Develops a novel ML smoothing method for incomplete data in state-space models.
TASC improves synthetic control for time-series data with trends.
New method for robust fixed-point smoothing without state augmentation.
We investigate the low-dimensional structure of deterministic transformations between random variables, i.e., transport maps between probability measures. In the context of statistics and machine learning, these transformations can be used to couple a tractable "reference" measure (e.g., a standard Gaussian) with a tar…
Deep neural nets predict aircraft flight paths from weather data.
State-space smoothing has found many applications in science and engineering. Under linear and Gaussian assumptions, smoothed estimates can be obtained using efficient recursions, for example Rauch-Tung-Striebel and Mayne-Fraser algorithms. Such schemes are equivalent to linear algebraic techniques that minimize a conv…
Proposes a framework to handle missing data in traffic forecasting with sensor blackouts.
Improved traffic flow prediction model using Kalman filter noise reduction.