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.

168,695 papers · 148 categories

Trend · papers per month

12243547 · May 202619922001200920172026
48 results for affine SRE

Study long-term behavior of semi-Markov modulated processes using integral functions.

problem Analyzing long-term behavior of semi-Markov modulated processes involving integral functions.
method Using ergodic semi-Markovian environment and affine stochastic recurrence equation.
result Mixture type laws emerge in long-term limit for processes.

Score calibration enables automatic speaker recognizers to make cost-effective accept / reject decisions. Traditional calibration requires supervised data, which is an expensive resource. We propose a 2-component GMM for unsupervised calibration and demonstrate good performance relative to a supervised baseline on NIST…

2013-11-04abs ↗pdf ↗

Graph neural networks refine speaker embeddings for better session-level diarization.

problem Local speaker distinction in meeting sessions using deep embeddings.
method Graph Neural Networks (GNNs) refine speaker embeddings using session-level structural information.
result Spectral clustering on refined embeddings outperforms original embeddings significantly.

Study optimal investment and reinsurance strategy for insurers under random coefficients.

problem Optimal mean-variance investment-reinsurance problem for insurers under Cramér-Lundberg model with random coefficients.
method Reduced to a constrained stochastic linear-quadratic control problem with jumps, solved using BSDE techniques and SREs.
result Explicit efficient investment-reinsurance strategy and mean-variance frontier.

We present a new Q-function operator for temporal difference (TD) learning methods that explicitly encodes robustness against significant rare events (SRE) in critical domains. The operator, which we call the κκ-operator, allows to learn a robust policy in a model-based fashion without actually observing the SRE. We i…

2019-01-23abs ↗pdf ↗

New GoF test improves change point detection in multivariate time series.

problem Detecting changes in multivariate time series data efficiently and robustly.
method Developed a novel multivariate rank-energy GoF test (sRE) for change point detection.
result sRE-based CPD outperforms existing methods in AUC and F1-score.

This paper presents the Intelligent Voice (IV) system submitted to the NIST 2016 Speaker Recognition Evaluation (SRE). The primary emphasis of SRE this year was on developing speaker recognition technology which is robust for novel languages that are much more heterogeneous than those used in the current state-of-the-a…

2016-11-02abs ↗pdf ↗

NIST CTS Superset offers a large dataset for telephony speaker recognition.

problem Lack of a large-scale, uniform dataset for telephony speaker recognition.
method Compilation of speech segments from multiple corpora, including Greybeard, Switchboard, and Mixer series.
result Results on the NIST 2020 CTS Speaker Recognition Challenge serve as a reference baseline.

T-PSDA improves speaker recognition accuracy on toroidal submanifolds.

problem Improving speaker recognition accuracy on hypersphere embeddings.
method Extends PSDA to model within and between-speaker variabilities in toroidal submanifolds of the hypersphere.
result T-PSDA achieves accuracy on par with cosine scoring on VoxCeleb and large accuracy gains on NIST SRE'21.

State-of-the-art speaker recognition systems comprise an x-vector (or i-vector) speaker embedding front-end followed by a probabilistic linear discriminant analysis (PLDA) backend. The effectiveness of these components relies on the availability of a large collection of labeled training data. In practice, it is common …

2018-12-26abs ↗pdf ↗

We introduce a Bayesian solution for the problem in forensic speaker recognition, where there may be very little background material for estimating score calibration parameters. We work within the Bayesian paradigm of evidence reporting and develop a principled probabilistic treatment of the problem, which results in a…

2014-03-24abs ↗pdf ↗

In this paper we describe the recent advancements made in the IBM i-vector speaker recognition system for conversational speech. In particular, we identify key techniques that contribute to significant improvements in performance of our system, and quantify their contributions. The techniques include: 1) a nearest-neig…

2016-02-23abs ↗pdf ↗

Prior-weighted logistic regression has become a standard tool for calibration in speaker recognition. Logistic regression is the optimization of the expected value of the logarithmic scoring rule. We generalize this via a parametric family of proper scoring rules. Our theoretical analysis shows how different members of…

2013-07-30abs ↗pdf ↗

In some speaker recognition scenarios we find conversations recorded simultaneously over multiple channels. That is the case of the interviews in the NIST SRE dataset. To take advantage of that, we propose a modification of the PLDA model that considers two different inter-session variability terms. The first term is t…

2015-11-20abs ↗pdf ↗

Improved GoF statistics using entropy-regularized optimal transport for multivariate rank.

problem Developing efficient multivariate rank statistics for statistical testing and generative modeling.
method Entropy-regularized optimal transport maps to address computational and sample complexity issues.
result Proposed soft rank energy and maximum mean discrepancy achieve fast convergence rates and are differentiable.

New system for i-vector speaker recognition based on variational autoencoder (VAE) is investigated. VAE is a promising approach for developing accurate deep nonlinear generative models of complex data. Experiments show that VAE provides speaker embedding and can be effectively trained in an unsupervised manner. LLR est…

2017-05-25abs ↗pdf ↗

In this paper, we propose a fully supervised speaker diarization approach, named unbounded interleaved-state recurrent neural networks (UIS-RNN). Given extracted speaker-discriminative embeddings (a.k.a. d-vectors) from input utterances, each individual speaker is modeled by a parameter-sharing RNN, while the RNN state…

2018-10-10abs ↗pdf ↗

For many years, i-vector based audio embedding techniques were the dominant approach for speaker verification and speaker diarization applications. However, mirroring the rise of deep learning in various domains, neural network based audio embeddings, also known as d-vectors, have consistently demonstrated superior spe…

2017-10-28abs ↗pdf ↗

We investigate deep neural network performance in the textindependent speaker recognition task. We demonstrate that using angular softmax activation at the last classification layer of a classification neural network instead of a simple softmax activation allows to train a more generalized discriminative speaker embedd…

2018-04-26abs ↗pdf ↗

State-of-the-art speaker recognition relays on models that need a large amount of training data. This models are successful in tasks like NIST SRE because there is sufficient data available. However, in real applications, we usually do not have so much data and, in many cases, the speaker labels are unknown. We present…

2015-11-20abs ↗pdf ↗

We study affine maps between affine manifolds. Even when the fibers are compact and diffeomorphic, two of them can inherit different affine structures from the source space. This leads to a fixed linear holonomy deformation theory of the affine structure of an affine manifold. We found various conditions which make the…

2001-05-22abs ↗pdf ↗

In this article, we propose the notion of the general pp-affine capacity and prove some basic properties for the general pp-affine capacity, such as affine invariance and monotonicity. The newly proposed general pp-affine capacity is compared with several classical geometric quantities, e.g., the volume, the pp-var…

2017-05-21abs ↗pdf ↗

An affine manifold is a manifold with torsion-free flat affine connection. A geometric topologist's definition of an affine manifold is a manifold with an atlas of charts to the affine space with affine transition functions; a radiant affine manifold is an affine manifold with holonomy consisting of affine transformati…

1997-12-19abs ↗pdf ↗

Two families of general affine surface areas are introduced. Basic properties and affine isoperimetric inequalities for these new affine surface areas as well as for LφL_φ affine surface areas are established.

2009-08-15abs ↗pdf ↗

This thesis is devoted to the study of affine processes and their applications in financial mathematics. In the first part we consider the theory of time-inhomogeneous affine processes on general state spaces. We present a concise setup for time-inhomogeneous Markov processes. For stochastically continuous affine proce…

2015-12-10abs ↗pdf ↗

A (flat) affine 33-manifold is a 33-manifold with an atlas of charts to an affine space R3\mathbb{R}^3 with transition maps in the affine transformation group Aff(R3)\mathrm{Aff}(\mathbb{R}^3). We will show that a connected closed affine 33-manifold is either an affine Hopf 33-manifold or decomposes canonically to conca…

2014-11-05abs ↗pdf ↗

We study affine Jacobi structures on an affine bundle π:AMπ:A\to M, i.e. Jacobi brackets that close on affine functions. We prove that there is a one-to-one correspondence between affine Jacobi structures on AA and Lie algebroid structures on the vector bundle A+=pMAff(Ap,R)A^+=\bigcup_{p\in M}Aff(A_p,\R) of affine functionals. Som…

2002-12-04abs ↗pdf ↗

Paper shows affine constraint is unnecessary for high-dimensional data.

problem The necessity of an affine constraint in affine subspace clustering.
method Theoretical and empirical analysis of conditions for correctness of affine subspace clustering methods.
result Affine constraint has negligible effect on clustering performance for high-dimensional data.

In this paper we discuss some affine properties of convex equal-area polygons, which are convex polygons such that all triangles formed by three consecutive vertices have the same area. Besides being able to approximate closed convex smooth curves almost uniformly with respect to affine length, convex equal-area polygo…

2011-03-14abs ↗pdf ↗

An affine Cartan calculus is developed. The concepts of special affine bundles and special affine duality are introduced. The canonical isomorphisms, fundamental for Lagrangian and Hamiltonian formulations of the dynamics in the affine setting are proved.

2003-03-05abs ↗pdf ↗

Calculates affine transformations for specific homogeneous spaces.

problem Computing groups of affine transformations on homogeneous spaces.
method Analyzes conditions for affine connections and uses them to establish group isomorphisms.
result Groups of affine transformations are locally isomorphic under specified conditions.

In this paper, we introduce a new structure, namely, affine Szabó connection. We prove that, on 22-dimensional affine manifolds, the affine Szabó structure is equivalent to one of the cyclic parallelism of the Ricci tensor. A characterization for locally homogeneous affine Szabó surface is obtained. Examples of two- a…

2016-04-19abs ↗pdf ↗

In this paper, we introduce a new parameter, the affine twist parameter for the affine deformation of a sphere with holes. We show that the affine deformation space can be parametrized by Margulis invariants and affine twist parameters. The affine twist parameter is canonically regarded as a correspondence to the Fench…

2015-06-01abs ↗pdf ↗

The paper studies a new class of affine maximal surfaces with singularities.

problem Understanding the properties of affine maximal surfaces with singularities.
method Defining a new subclass of affine maximal surfaces and applying Euclidean minimal surface theory.
result Affine maxfaces satisfy an Osserman-type inequality and do not contain non-trivial improper affine fronts.

We give a new characterization of flat affine manifolds in terms of an action of the Lie algebra of classical infinitesimal affine transformations on the bundle of linear frames. We characterize flat affine symplectic Lie groups using symplectic étale affine representations and as a consequence of this, we show that a …

2019-02-05abs ↗pdf ↗