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.
Improved real-time UAV terrain following with RVM-RLS filter.
Real-time ionospheric images created from limited data using parallel Kalman filters.
Study improves queue length estimation from connected vehicles by filtering parameters.
We propose a novel direction to improve the denoising quality of filtering-based denoising algorithms in real time by predicting the best filter parameter value using a Convolutional Neural Network (CNN). We take the use case of BM3D, the state-of-the-art filtering-based denoising algorithm, to demonstrate and validate…
Noise2Filter improves 3D tomography reconstruction efficiency and accuracy.
A new method infers neural trajectories in real-time, improving experimental design.
KalmanNet uses neural networks to improve state estimation in systems with unknown dynamics.
The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this algorithm cannot function in real time. Thus, we propose a new method that can be…
RCUKF combines data-driven modeling and Bayesian estimation for accurate system state estimation.
PRISM provides real-time SLAM with uncertainty estimates for agent and map states.
We cast Amari's natural gradient in statistical learning as a specific case of Kalman filtering. Namely, applying an extended Kalman filter to estimate a fixed unknown parameter of a probabilistic model from a series of observations, is rigorously equivalent to estimating this parameter via an online stochastic natural…
High fidelity behavior prediction of intelligent agents is critical in many applications. However, the prediction model trained on the training set may not generalize to the testing set due to domain shift and time variance. The challenge motivates the adoption of online adaptation algorithms to update prediction model…
Study applies Hawkes volatility to mid-price process for real-time risk management.
In most illiquid markets, there is no obvious proxy for the market price of an asset. The European corporate bond market is an archetypal example of such an illiquid market where mid-prices can only be estimated with a statistical model. In this OTC market, dealers / market makers only have access, indeed, to partial i…
Neural Jump ODEs improve online filtering and classification with robust performance.
Recently, several models based on deep neural networks have achieved great success in terms of both reconstruction accuracy and computational performance for single image super-resolution. In these methods, the low resolution (LR) input image is upscaled to the high resolution (HR) space using a single filter, commonly…
Neural network Kalman filtering improves 3D ultrasound object tracking.
This paper proposes a web-based visual graph analytics platform for interactive graph mining, visualization, and real-time exploration of networks. GraphVis is fast, intuitive, and flexible, combining interactive visualizations with analytic techniques to reveal important patterns and insights for sense making, reasoni…
The extended Kalman filter is perhaps the most standard tool to estimate in real time the state of a dynamical system from noisy measurements of some function of the system, with extensive practical applications (such as position tracking via GPS). While the plain Kalman filter for linear systems is well-understood, th…
Neural networks outperform conventional filters in inertial sensor-based attitude estimation.
Nonlinear state-space models are powerful tools to describe dynamical structures in complex time series. In a streaming setting where data are processed one sample at a time, simultaneous inference of the state and its nonlinear dynamics has posed significant challenges in practice. We develop a novel online learning f…
A new method learns noise characteristics for better state estimation in real-time systems.
Real-time semantic segmentation for autonomous vehicles on FPGA reduces latency and power consumption.
The paper uses filtering techniques to predict rating transitions.
The paper uses machine learning to predict cryptocurrency price changes.
Although deep neural networks (NNs) have achievedstate-of-the-art accuracy in many visual recognition tasks,the growing computational complexity and energy con-sumption of networks remains an issue, especially for ap-plications on platforms with limited resources and requir-ing real-time processing. Filter pruning tech…
Effective and powerful methods for denoising real electrocardiogram (ECG) signals are important for wearable sensors and devices. Deep Learning (DL) models have been used extensively in image processing and other domains with great success but only very recently have been used in processing ECG signals. This paper pres…
Gesture recognition and hand motion tracking are important tasks in advanced gesture based interaction systems. In this paper, we propose to apply a sliding windows filtering approach to sample the incoming streams of data from data gloves and a decision tree model to recognize the gestures in real time for a manual gr…
We envision that in the near future, humanoid robots would share home space and assist us in our daily and routine activities through object manipulations. One of the fundamental technologies that need to be developed for robots is to enable them to detect objects and recognize them for effective manipulations and take…
Though distribution system operators have been adding more sensors to their networks, they still often lack an accurate real-time picture of the behavior of distributed energy resources such as demand responsive electric loads and residential solar generation. Such information could improve system reliability, economic…
MobileNets family of computer vision neural networks have fueled tremendous progress in the design and organization of resource-efficient architectures in recent years. New applications with stringent real-time requirements on highly constrained devices require further compression of MobileNets-like already compute-eff…
Given a stationary state-space model that relates a sequence of hidden states and corresponding measurements or observations, Bayesian filtering provides a principled statistical framework for inferring the posterior distribution of the current state given all measurements up to the present time. For example, the Apoll…
MCFNet recovers spatial detail and fuses it with semantic information for real-time segmentation.
An important problem in fiber-optic communications is to invert the nonlinear Schrödinger equation in real time to reverse the deterministic effects of the channel. Interestingly, the popular split-step Fourier method (SSFM) leads to a computation graph that is reminiscent of a deep neural network. This observation all…
On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex multi-dimensional integrals that are not amenable to analytical solution. While basic sequentia…
Gaussian process regression is a machine learning approach which has been shown its power for estimation of unknown functions. However, Gaussian processes suffer from high computational complexity, as in a basic form they scale cubically with the number of observations. Several approaches based on inducing points were …
Modern intelligent transportation systems provide data that allow real-time dynamic demand prediction, which is essential for planning and operations. The main challenge of prediction of dynamic Origin-Destination (O-D) demand matrices is that demands cannot be directly measured by traffic sensors; instead, they have t…
This paper tackles hidden state inference for HMMs using particle filtering.
Kernel-based Bayesian filter for nonlinear systems using infinite-dimensional operators.
DNCF framework recovers real scenes from imperfect images robustly.
Deep reinforcement learning controls drones without model knowledge.
A modular cash-overlay rule for allocating between a fixed growth-defensive risky sleeve and interest-bearing cash.
Gaussian processes provide a flexible framework for forecasting, removing noise, and interpreting long temporal datasets. State space modelling (Kalman filtering) enables these non-parametric models to be deployed on long datasets by reducing the complexity to linear in the number of data points. The complexity is stil…
Model compression techniques on Deep Neural Network (DNN) have been widely acknowledged as an effective way to achieve acceleration on a variety of platforms, and DNN weight pruning is a straightforward and effective method. There are currently two mainstreams of pruning methods representing two extremes of pruning reg…
We analyzed the performance of a biologically inspired algorithm called the Corrected Projections Algorithm (CPA) when a sparseness constraint is required to unambiguously reconstruct an observed signal using atoms from an overcomplete dictionary. By changing the geometry of the estimation problem, CPA gives an analyti…
New method combines neural networks and data assimilation for indoor air quality prediction.
In this paper we propose a novel observer-based method to improve the safety and security of connected and automated vehicle (CAV) transportation. The proposed method combines model-based signal filtering and anomaly detection methods. Specifically, we use adaptive extended Kalman filter (AEKF) to smooth sensor reading…
The expected low market penetration of connected vehicles (CVs) in the near future could be a constraint in estimating traffic flow parameters, such as average travel speed of a roadway segment and average space headway between vehicles from the CV broadcasted data. This estimated traffic flow parameters from low penet…