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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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81162242323 · May 202619922001200920172026
48 results for Topological Signal Matching

Detect anomalies in complex networks using topological subspace detectors.

problem Detect anomalies in complex networks defined by simplicial complexes.
method Formulate a hypothesis testing framework using Neyman-Pearson matched topological subspace detectors.
result Effective detection of anomalies in foreign currency exchange networks and other real-world data.

Currently, engineers at substation service providers match customer data with the corresponding internally used signal names manually. This paper proposes a machine learning method to automate this process based on substation signal mapping data from a repository of executed projects. To this end, a bagged token classi…

2018-02-13abs ↗pdf ↗

We consider the detection of activations over graphs under Gaussian noise, where signals are piece-wise constant over the graph. Despite the wide applicability of such a detection algorithm, there has been little success in the development of computationally feasible methods with proveable theoretical guarantees for ge…

2012-06-05abs ↗pdf ↗

Proposes a probabilistic framework for stationary topological signals on simplicial complexes.

problem Complex data structures require new models and tools.
method Generalizes stationarity to topological signals on simplicial complexes.
result Defines topological power spectral density (PSD) for stationary signals.

Matched filters reveal optimal normalization methods for different market participants.

problem Optimizing signal extraction from order flow for market microstructure analysis.
method General matched filter principle applied to normalization strategies.
result Optimal normalization methods (e.g., SMCS^{MC} and STVS^{TV}) differ based on trader types.

Novel algorithm learns sparse signal representations over topological spaces.

problem Sparse representation of signals over combinatorial topological spaces.
method Leveraging Hodge theory, the paper embeds topology into a dictionary structure via concatenated sub-dictionaries, each as a polynomial of Hodge Laplacians, and optimizes the dictionary coefficients and sparse signal representation via iterative alternating algorithms.
result Efficiently learned sparse representations and underlying relational structure of topological signals.

Detects graph topology changes from noisy signals using prior spectral information.

problem Detecting changes in graph topology from graph signals.
method Leverages graph filtering and subspace detection to distill problem into a CUSUM-based algorithm.
result Demonstrates the effectiveness of incorporating prior spectral signatures for change-point detection.

This paper explores how different audio signal representations affect topological signatures and their predictive power.

problem The impact of different signal representations on topological signatures and their predictive power.
method The study compares three different signal representations (embedding, spectrogram, and spectrogram zeroes) and evaluates their topological signatures for speaker gender, vowel type, and individual prediction.
result Topological signatures from spectrogram zeroes offer the best improvement for gender prediction, and different representations are complementary.

We implement methods from computational homology to obtain a topological signal of singularity formation in a selection of geometries evolved numerically by Ricci flow. Our approach, based on persistent homology, produces precise, quantitative measures describing the behavior of an entire collection of data across a di…

2015-02-09abs ↗pdf ↗

New model for shape graph registration with partial matching constraints.

problem Shape graph registration with topological inconsistencies and partial matching.
method Higher order invariant Sobolev metrics, varifolds, inexact variational formulation, SFISTA algorithm.
result Existence of minimizers for variational problem with TV regularization.

The construction of a meaningful graph plays a crucial role in the success of many graph-based representations and algorithms for handling structured data, especially in the emerging field of graph signal processing. However, a meaningful graph is not always readily available from the data, nor easy to define depending…

2014-06-30abs ↗pdf ↗

Models with many signals, high-dimensional models, often impose structures on the signal strengths. The common assumption is that only a few signals are strong and most of the signals are zero or close (collectively) to zero. However, such a requirement might not be valid in many real-life applications. In this article…

2017-08-01abs ↗pdf ↗

Orthogonal Matching Pursuit (OMP) has long been considered a powerful heuristic for attacking compressive sensing problems; however, its theoretical development is, unfortunately, somewhat lacking. This paper presents an improved Restricted Isometry Property (RIP) based performance guarantee for T-sparse signal reconst…

2011-02-21abs ↗pdf ↗

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.

AdaCGP learns dynamic graph topology from time series data, improving over existing methods.

problem Learning dynamic graph topology from time-varying signals, especially in real-time applications.
method AdaCGP is a sparsity-aware adaptive algorithm that recursively estimates the Graph Shift Operator (GSO) through variable splitting.
result AdaCGP outperforms state-of-the-art methods in GSO estimation, achieving improvements exceeding 83%.

New technique connects graph matching complexes to Morse theory for better topology understanding.

problem Understanding the topology of matching complexes of complete graphs.
method Developed discrete Morse theory technique to analyze MnM_n.
result Showed MnM_n is geometrically (νn1)(ν_n-1)-connected, improving on previous homotopical results.

Investigation of human brain states through electroencephalograph (EEG) signals is a crucial step in human-machine communications. However, classifying and analyzing EEG signals are challenging due to their noisy, nonlinear and nonstationary nature. Current methodologies for analyzing these signals often fall short bec…

2019-12-18abs ↗pdf ↗

New denoisers improve signal recovery from noisy data without knowing noise distribution.

problem Denoising signals when only noise level is known, not distribution.
method Universal denoisers that shrink PYP_Y toward PXP_X with higher-order accuracy.
result Achieves O(σ4)O(σ^4) and O(σ6)O(σ^6) accuracy in matching generalized moments and densities.

Suppose that we observe noisy linear measurements of an unknown signal that can be modeled as the sum of two component signals, each of which arises from a nonlinear sub-manifold of a high dimensional ambient space. We introduce SPIN, a first order projected gradient method to recover the signal components. Despite the…

2012-02-08abs ↗pdf ↗

Proposes a novel graph learning framework for robust graph topology learning from graph signals.

problem Graph learning for revealing node relationships in data entities.
method Functional learning with smoothness-promoting graph learning, incorporating Kronecker product kernel.
result Improves robustness against missing and incomplete information in graph signals.

Paper learns hypergraph structures from signals with smoothness priors.

problem Learning hypergraph structures from signals with high-order relationships.
method Proposes HGSL framework with dual smoothness prior to map signals to hypergraph structure.
result HGSL efficiently infers meaningful hypergraph topologies from signals.

This paper studies the effect of discretizing the parametrization of a dictionary used for Matching Pursuit decompositions of signals. Our approach relies on viewing the continuously parametrized dictionary as an embedded manifold in the signal space on which the tools of differential (Riemannian) geometry can be appli…

2008-01-22abs ↗pdf ↗

Backpropagation-free RL method trains layers using local signals.

problem Vanishing or exploding gradients in backpropagation-based RL.
method Local pairwise distance matching for layer-wise training without backpropagation.
result Backpropagation-free method achieves competitive performance and stability.

We develop a theory of higher-order feature attribution for complex models.

problem Interpreting feature contributions in models with interactions is challenging.
method We extend Integrated Gradients (IG) to higher-order feature attributions.
result We establish natural connections to statistics and topological signal processing.

Distributed-OMP recovers sparse vectors with low communication costs.

problem High-dimensional sparse linear regression with limited computation and communication.
method Distributed orthogonal matching pursuit (OMP) scheme.
result Support of the regression vector can be recovered with linear communication per machine and logarithmic in dimension.

New method detects change points in quasi-periodic signals without supervision.

problem Detecting change points in complex, non-harmonic signals.
method Optimal transport theory, topological analysis, bootstrap procedure.
result Successfully detects abnormal cardiac cycles in various arrhythmias.

Proposes methods to recover labels from shuffled networks using graph averages.

problem Recovering labels from a shuffled network using graph averages.
method Cluster networks into classes, then match the new graph to cluster-averages, minimizing the graph matching objective function.
result Higher fidelity matching performance when clustering networks into different classes.

For localization and mapping of indoor environments through WiFi signals, locations are often represented as likelihoods of the received signal strength indicator. In this work we compare various measures of distance between such likelihoods in combination with different methods for estimation and representation. In pa…

2018-09-19abs ↗pdf ↗

Contagions such as the spread of popular news stories, or infectious diseases, propagate in cascades over dynamic networks with unobservable topologies. However, "social signals" such as product purchase time, or blog entry timestamps are measurable, and implicitly depend on the underlying topology, making it possible …

2016-06-28abs ↗pdf ↗

Matching pursuit algorithms are an important class of algorithms in signal processing and machine learning. We present a blended matching pursuit algorithm, combining coordinate descent-like steps with stronger gradient descent steps, for minimizing a smooth convex function over a linear space spanned by a set of atoms…

2019-04-28abs ↗pdf ↗