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.
Method uses Seq2Seq learning to automatically generate recovery commands for ICT systems.
New method recovers compressed crack images for automatic segmentation.
Paper learns dictionaries for sparse signal recovery using automatic differentiation.
The subdifferential of convex functions of the singular spectrum of real matrices has been widely studied in matrix analysis, optimization and automatic control theory. Convex analysis and optimization over spaces of tensors is now gaining much interest due to its potential applications to signal processing, statistics…
In this paper, we consider the block-sparse signals recovery problem in the context of multiple measurement vectors (MMV) with common row sparsity patterns. We develop a new method for recovery of common row sparsity MMV signals, where a pattern-coupled hierarchical Gaussian prior model is introduced to characterize bo…
Deep learning identifies functional primitives in stroke rehabilitation.
Many traditional signal recovery approaches can behave well basing on the penalized likelihood. However, they have to meet with the difficulty in the selection of hyperparameters or tuning parameters in the penalties. In this article, we propose a global adaptive generative adjustment (GAGA) algorithm for signal recove…
Study robust recovery of low-rank matrices from corrupted measurements without rank prior.
Jointly learns feature and sample relevancies for robust sparse recovery.
In this paper, we develop an approach to recursively estimate the quadratic risk for matrix recovery problems regularized with spectral functions. Toward this end, in the spirit of the SURE theory, a key step is to compute the (weak) derivative and divergence of a solution with respect to the observations. As such a so…
Manifold embedding algorithms map high-dimensional data down to coordinates in a much lower-dimensional space. One of the aims of dimension reduction is to find intrinsic coordinates that describe the data manifold. The coordinates returned by the embedding algorithm are abstract, and finding their physical or domain-r…
New method improves human mesh recovery for obese people.
SLIC-UAV monitors forest recovery using UAVs and machine learning.
uGLAD recovers sparse graphs from data using deep unrolled networks.
Supervised learning is an active research area, with numerous applications in diverse fields such as data analytics, computer vision, speech and audio processing, and image understanding. In most cases, the loss functions used in machine learning assume symmetric noise models, and seek to estimate the unknown function …
i-SpaSP prunes neural networks by identifying important groups of parameters, improving pruning efficiency.
AD-EnKFs use machine learning to improve data assimilation in high-dimensional systems.
HyperLISTA simplifies LISTA training with adaptive hyperparameters.
Recently deep neural networks have been successfully used for various classification tasks, especially for problems with massive perfectly labeled training data. However, it is often costly to have large-scale credible labels in real-world applications. One solution is to make supervised learning robust with imperfectl…
We derive an arbitrage free relationship between recovery swap rates, digital default swap spreads and conventional CDS spreads, and argue that the fair forward recovery rate used in recovery swaps must contain a convexity premium over the expected recovery value.
Chemical plants are complex and dynamical systems consisting of many components for manipulation and sensing, whose state transitions depend on various factors such as time, disturbance, and operation procedures. For the purpose of supporting human operators of chemical plants, we are developing an AI system that can s…
Exposure bias has been regarded as a central problem for auto-regressive language models (LM). It claims that teacher forcing would cause the test-time generation to be incrementally distorted due to the training-generation discrepancy. Although a lot of algorithms have been proposed to avoid teacher forcing and theref…
EML-CD discovers causal mechanisms from neural networks in a structured way.
Bayesian model improves image completion accuracy by automatically learning low rank structure.
A new model explains U- and Swoosh-shaped stock price recovery during the COVID-19.
This paper improves support recovery in universal one-bit compressed sensing.
This work provides a guaranteed tensor recovery method by combining low-rankness and smoothness priors.
We discuss a general notion of "sparsity structure" and associated recoveries of a sparse signal from its linear image of reduced dimension possibly corrupted with noise. Our approach allows for unified treatment of (a) the "usual sparsity" and "usual recovery," (b) block-sparsity with possibly overlapping blo…
Automatic post-disaster damage detection using aerial imagery is crucial for quick assessment of damage caused by disaster and development of a recovery plan. The main problem preventing us from creating an applicable model in practice is that damaged (positive) examples we are trying to detect are much harder to obtai…
We consider the problem of signal recovery on graphs as graphs model data with complex structure as signals on a graph. Graph signal recovery implies recovery of one or multiple smooth graph signals from noisy, corrupted, or incomplete measurements. We propose a graph signal model and formulate signal recovery as a cor…
IRKSN algorithm achieves sparse recovery with wider applicability conditions.
Higher-order tensors can represent scores in a rating system, frames in a video, and images of the same subject. In practice, the measurements are often highly quantized due to the sampling strategies or the quality of devices. Existing works on tensor recovery have focused on data losses and random noises. Only a few …
In recent years research on credit risk modelling has mainly focused on default probabilities. Recovery rates are usually modelled independently, quite often they are even assumed constant. Then, however, the structural connection between recovery rates and default probabilities is lost and the tails of the loss distri…
Study optimal portfolio selection with Recovery Average Value at Risk, showing better control over liabilities.
The paper improves conditions for unique recovery in homomorphic sensing of subspaces.
HSNLD solves robust Hankel recovery efficiently and robustly.
New regularization method corrects over-shrinkage in small data regression.
We consider the problem of robust compressed sensing whose objective is to recover a high-dimensional sparse signal from compressed measurements corrupted by outliers. A new sparse Bayesian learning method is developed for robust compressed sensing. The basic idea of the proposed method is to identify and remove the ou…
New method improves dictionary recovery from over-realized models.
Unified framework for pattern recovery in penalized and thresholded estimation.
Paper explores exact recovery of communities in weighted graphs using Gaussian and exponential distributions.
Guarantees sparse recovery for neural networks with iterative hard thresholding.
Nonnegative matrix factorization (NMF) has been widely used in machine learning and signal processing because of its non-subtractive, part-based property which enhances interpretability. It is often assumed that the latent dimensionality (or the number of components) is given. Despite the large amount of algorithms des…
We propose and analyze a generic method for community recovery in stochastic block models and degree corrected block models. This approach can exactly recover the hidden communities with high probability when the expected node degrees are of order or higher. Starting from a roughly correct community partition …
New risk measure improves creditor protection in financial regulation.
We introduce a general framework to handle structured models (sparse and block-sparse with possibly overlapping blocks). We discuss new methods for their recovery from incomplete observation, corrupted with deterministic and stochastic noise, using block- regularization. While the current theory provides promis…
New method improves traffic data recovery for streaming data.
We consider the effect of recovery rates on a pool of credit assets. We allow the recovery rate to depend on the defaults in a general way. Using the theory of large deviations, we study the structure of losses in a pool consisting of a continuum of types. We derive the corresponding rate function and show that it has …