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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.

168,695 papers · 148 categories

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50100150200 · May 202619922001200920172026
48 results for Stable Signal

The fields of compressed sensing (CS) and matrix completion have shown that high-dimensional signals with sparse or low-rank structure can be effectively projected into a low-dimensional space (for efficient acquisition or processing) when the projection operator achieves a stable embedding of the data by satisfying th…

2012-09-14abs ↗pdf ↗

We study the problem of sampling k-bandlimited signals on graphs. We propose two sampling strategies that consist in selecting a small subset of nodes at random. The first strategy is non-adaptive, i.e., independent of the graph structure, and its performance depends on a parameter called the graph coherence. On the co…

2015-11-16abs ↗pdf ↗

New method shows random, diverse initializations are not essential for deep neural networks.

problem The necessity of random, diverse initializations in deep neural networks.
method Constructed a deep convolutional network with identical features by initializing weights to 0, enabling signal propagation and stable gradients.
result Random, diverse initializations are not necessary for training neural networks.

We introduce a new convex formulation for stable principal component pursuit (SPCP) to decompose noisy signals into low-rank and sparse representations. For numerical solutions of our SPCP formulation, we first develop a convex variational framework and then accelerate it with quasi-Newton methods. We show, via synthet…

2014-06-04abs ↗pdf ↗

We propose a new blind source separation algorithm based on mixtures of alpha-stable distributions. Complex symmetric alpha-stable distributions have been recently showed to better model audio signals in the time-frequency domain than classical Gaussian distributions thanks to their larger dynamic range. However, infer…

2017-11-13abs ↗pdf ↗

We study the problem of corrupted sensing, a generalization of compressed sensing in which one aims to recover a signal from a collection of corrupted or unreliable measurements. While an arbitrary signal cannot be recovered in the face of arbitrary corruption, tractable recovery is possible when both signal and corrup…

2013-05-11abs ↗pdf ↗

This paper presents the first theoretical results showing that stable identification of overcomplete μμ-coherent dictionaries ΦRd×KΦ\in \mathbb{R}^{d\times K} is locally possible from training signals with sparsity levels SS up to the order O(μ2)O(μ^{-2}) and signal to noise ratios up to O(d)O(\sqrt{d}). In particular the di…

2014-01-24abs ↗pdf ↗

Optimizes signal detection in particle physics by decorrelating classifiers.

problem Systematic errors in background models can mislead signal detection.
method Use optimal transport to decorrelate classifiers from protected variables, then apply semiparametric mixture model.
result Decorrelation and signal enrichment improve the stability, robustness, and power of signal detection tests.

The paper develops a method to predict the latent deterioration phase in limit order books before stress is observed.

problem Limit order books can transition rapidly from stable to stressed conditions, making it difficult to detect the latent deterioration phase.
method The paper formalizes a three-regime causal data-generating process and proposes a trigger-based detector combining MAX aggregation of complementary signal channels, a rising-edge condition, and adaptive thresholding.
result The proposed method achieves mean lead-time of +18.6 timesteps with perfect precision and moderate coverage, outperforming classical change-point and microstructure baselines.

In this paper, we study the recovery of a signal from a set of noisy linear projections (measurements), when such projections are unlabeled, that is, the correspondence between the measurements and the set of projection vectors (i.e., the rows of the measurement matrix) is not known a priori. We consider a special case…

2017-01-30abs ↗pdf ↗

This paper focuses on spectral filters on graphs, namely filters defined as elementwise multiplication in the frequency domain of a graph. In many graph signal processing settings, it is important to transfer a filter from one graph to another. One example is in graph convolutional neural networks (ConvNets), where the…

2019-01-29abs ↗pdf ↗

Graph signal processing detects hallucinations in large language models.

problem Detecting factual reasoning from hallucinations in large language models.
method Modeling transformer layers as dynamic graphs, using spectral analysis to define diagnostics.
result Spectral signatures can distinguish different types of hallucinations and achieve high accuracy.

New theory explains signal propagation in normalization-free transformers.

problem Understanding signal propagation in normalization-free transformers.
method Deriving recurrence relations for activation statistics and APJNs across layers.
result Transformers with elementwise tanh-like nonlinearities exhibit subcritical signal propagation.

PCA++ improves robustness to background noise in contrastive learning.

problem Recovering shared signal subspaces from positive pairs in high-dimensional data with structured background noise.
method PCA++ uses hard uniformity-constrained contrastive learning to enforce identity covariance on projected features.
result PCA++ outperforms standard PCA and alignment-only PCA+ in simulations and real-world datasets.

Paper uses topological data analysis for time series classification.

problem Classifying univariate time series data, especially physiological signals.
method Persistent homology for feature engineering, followed by machine learning.
result Higher accuracy achieved with fewer features compared to traditional methods.

We study the problem of demixing a pair of sparse signals from noisy, nonlinear observations of their superposition. Mathematically, we consider a nonlinear signal observation model, yi=g(aiTx)+ei, i=1,,my_i = g(a_i^Tx) + e_i, \ i=1,\ldots,m, where x=Φw+Ψzx = Φw+Ψz denotes the superposition signal, ΦΦ and ΨΨ are orthonormal bases in $\mathb…

2016-08-03abs ↗pdf ↗

Graph neural networks (GNNs), consisting of a cascade of layers applying a graph convolution followed by a pointwise nonlinearity, have become a powerful architecture to process signals supported on graphs. Graph convolutions (and thus, GNNs), rely heavily on knowledge of the graph for operation. However, in many pract…

2019-10-21abs ↗pdf ↗

Two new methods improve block-sparse signal recovery from noisy data.

problem Recovering block-sparse signals with unknown partitions.
method LogLOP-l2/l1 and AdaLOP-l2/l1 methods using log-sum penalty and MCP.
result Our methods outperform existing techniques in estimation accuracy.

In the theory of compressed sensing (CS), the sparsity x0\|x\|_0 of the unknown signal xRn\mathbf{x} \in \mathcal{R}^n is of prime importance and the focus of reconstruction algorithms has mainly been either x0\|x\|_0 or its convex relaxation (via x1\|x\|_1). However, it is typically unknown in practice and has remained…

2016-05-16abs ↗pdf ↗

We consider globally hyperbolic flat spacetimes in 2+1 and 3+1 dimensions, in which a uniform light signal is emitted on the rr-level surface of the cosmological time for r0r\to 0. We show that the frequency of this signal, as perceived by a fixed observer, is a well-defined, bounded function which is generally not co…

2013-02-27abs ↗pdf ↗

Paper proposes a self-supervised method to denoise autoregressive signals with heavy-tailed noise.

problem Denoising autoregressive signals corrupted by heavy-tailed noise.
method Self-supervised learning approach without requiring full noise distribution knowledge.
result Strong denoising performance compared to baseline methods, especially for impulsive noise.

The traditional sparse modeling approach, when applied to inverse problems with large data such as images, essentially assumes a sparse model for small overlapping data patches. While producing state-of-the-art results, this methodology is suboptimal, as it does not attempt to model the entire global signal in any mean…

2017-02-11abs ↗pdf ↗

We establish the existence of anomalous excess returns based on trend following strategies across four asset classes (commodities, currencies, stock indices, bonds) and over very long time scales. We use for our studies both futures time series, that exist since 1960, and spot time series that allow us to go back to 18…

2014-04-12abs ↗pdf ↗

Statistical neurodynamics studies macroscopic behaviors of randomly connected neural networks. We consider a deep layered feedforward network where input signals are processed layer by layer. The manifold of input signals is embedded in a higher dimensional manifold of the next layer as a curved submanifold, provided t…

2018-08-22abs ↗pdf ↗

We present CROSSGRAD, a method to use multi-domain training data to learn a classifier that generalizes to new domains. CROSSGRAD does not need an adaptation phase via labeled or unlabeled data, or domain features in the new domain. Most existing domain adaptation methods attempt to erase domain signals using technique…

2018-04-28abs ↗pdf ↗

Unified framework for stable RL learning with theoretical guarantees.

problem Lack of systematic theoretical principles guiding RL post-training methods.
method Unified theoretical framework for policy-gradient estimators and optimization algorithms.
result Establishes unbiasedness, variance expressions, and convergence guarantees.

A method for estimating signal distributions from inverse problems using normalizing flows.

problem Estimating the distribution of the underlying signal from observations in inverse problems.
method A framework for approximate inference on a pre-trained unconditional flow model, using a composition of two flow models for stable variational inference.
result Our method produces high-quality samples with uncertainty quantification and can be amortized for zero-shot inference.

Study robust covariance estimation in large data with concentrated vectors.

problem Estimating robust covariance in large data with concentrated vectors.
method Fixed point of a contracting function using stable semi-metric and concentration of measure.
result Existence and uniqueness of robust estimator with evaluated limiting spectral distribution.

Graph neural networks (GNNs) have emerged as a powerful tool for nonlinear processing of graph signals, exhibiting success in recommender systems, power outage prediction, and motion planning, among others. GNNs consists of a cascade of layers, each of which applies a graph convolution, followed by a pointwise nonlinea…

2019-05-11abs ↗pdf ↗