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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.

168,657 papers · 148 categories

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3527041,0551,407 · Jun 202019922001200920172026
48 results for complex-valued models

A complex-valued convolutional network (convnet) implements the repeated application of the following composition of three operations, recursively applying the composition to an input vector of nonnegative real numbers: (1) convolution with complex-valued vectors followed by (2) taking the absolute value of every entry…

2015-03-11abs ↗pdf ↗

The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued signal into its quadrature component. In this paper, we define a probabilistic gene…

2016-11-30abs ↗pdf ↗

C-SURE improves complex-valued deep learning models by shrinking estimates, outperforming MLE and SurReal.

problem Improving accuracy and robustness of complex-valued deep learning models.
method Proposes a Stein's unbiased risk estimate (SURE) for complex-valued data and integrates it into a prototype CNN classifier.
result C-SURE outperforms SurReal and MLE in accuracy and robustness on complex-valued datasets.

The paper uses complex-valued functions to simplify plane differential geometry and kinematics.

problem Simplifying complex problems in plane differential geometry and kinematics.
method Consistent use of complex-valued functions of a real variable.
result Derives results in a particularly simple, uniform, and transparent way.

In the spirit of Ray and Singer we define a complex valued analytic torsion using non-selfadjoint Laplacians. We establish an anomaly formula which permits to turn this into a topological invariant. Conjecturally this analytically defined invariant computes the complex valued Reidemeister torsion, including its phase. …

2006-04-22abs ↗pdf ↗

PolarBM models complex-valued audio signals in polar coordinates, improving over conventional methods.

problem Discarding structural information in complex-valued problems simplifies models but loses important amplitude-phase relationships.
method Proposes PolarBM, a novel Boltzmann machine for complex-valued variables in polar coordinates, and LogPolarBM for logarithmic amplitude.
result PolarBM and LogPolarBM achieve superior modeling accuracy compared to conventional models, including deep neural networks.

Bayesian sparsification improves complex-valued neural networks by 50-100x with minimal performance loss.

problem Efficiently compressing complex-valued neural networks for embedded systems.
method Extending Sparse Variational Dropout to complex-valued networks and conducting a numerical study.
result Achieved state-of-the-art performance on MusicNet with 50-100x compression.

We study the curvature of a manifold on which there can be defined a complex-valued submersive harmonic morphism with either, totally geodesic fibers or that is holomorphic with respect to a complex structure which is compatible with the second fundamental form. We also give a necessary curvature condition for the exis…

2014-02-20abs ↗pdf ↗

Usually, complex-valued RKHS are presented as an straightforward application of the real-valued case. In this paper we prove that this procedure yields a limited solution for regression. We show that another kernel, here denoted as pseudo kernel, is needed to learn any function in complex-valued fields. Accordingly, we…

2016-10-31abs ↗pdf ↗

Unified framework for complex-valued eigenfunctions on Riemannian symmetric spaces.

problem Finding a unified scheme for complex-valued eigenfunctions on Riemannian symmetric spaces.
method Employing the Cartan embedding for classical compact Riemannian symmetric spaces and quaternionic Grassmannians.
result Construction of new eigenfunctions on quaternionic Grassmannians.

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process is uncorrelated with its complex conjugate. This assumption is a good model of th…

2015-02-17abs ↗pdf ↗

Over the last decade, both the neural network and kernel adaptive filter have successfully been used for nonlinear signal processing. However, they suffer from high computational cost caused by their complex/growing network structures. In this paper, we propose two random Euler filters for complex-valued nonlinear filt…

2018-01-02abs ↗pdf ↗

This paper proves a generalization bound for complex-valued neural networks scaling with spectral complexity.

problem Ensuring the performance of complex-valued neural networks on unseen data.
method Theoretical derivation using Maurey Sparsification Lemma and Dudley Entropy Integral, empirical validation on various datasets.
result The spectral complexity of weight matrices is a significant factor in the generalization ability of complex-valued neural networks.

This research explores complex-valued neural networks and their implementation.

problem The challenges of implementing complex-valued neural networks and their potential for non-complex data.
method Detailed theory and implementation of CVNN, including Wirtinger calculus, complex backpropagation, and modules like complex layers and activation functions. Python implementation using cvnn toolbox.
result Demonstrates the potential of CVNN for non-complex data through simulations.

We propose a novel adaptive kernel based regression method for complex-valued signals: the generalized complex-valued kernel least-mean-square (gCKLMS). We borrow from the new results on widely linear reproducing kernel Hilbert space (WL-RKHS) for nonlinear regression and complex-valued signals, recently proposed by th…

2019-02-22abs ↗pdf ↗

CVNNs improve performance in tasks with complex-valued inputs.

problem Improving performance in tasks with complex-valued inputs.
method Analyze the approximation properties of complex-valued neural networks (CVNNs).
result Quantitative approximation bounds for CVNNs, showing error scales as mk/(2n)m^{-k/(2n)}.

In this note, we report the back propagation formula for complex valued singular value decompositions (SVD). This formula is an important ingredient for a complete automatic differentiation(AD) infrastructure in terms of complex numbers, and it is also the key to understand and utilize AD in tensor networks.

2019-09-04abs ↗pdf ↗

Complex valued analytic torsion and dynamical zeta function studied on locally symmetric spaces.

problem Analyzing the Ruelle dynamical zeta function on locally symmetric spaces with flat vector bundles.
method Meromorphic extension and regularisation of the dynamical zeta function, relating it to the complex valued analytic torsion.
result The leading term of the dynamical zeta function at zero is related to the regularised determinant of the flat Laplacian.

Proposes a new complex Gaussian distribution for better modeling of complex-valued signals.

problem Limited ability of Gaussian distribution to represent diverse amplitude characteristics.
method Introduces a power-weighted noncentral complex Gaussian distribution on the complex plane.
result Consistently outperforms conventional distributions in log-likelihood for speech power spectra.

While deep learning has received a surge of interest in a variety of fields in recent years, major deep learning models barely use complex numbers. However, speech, signal and audio data are naturally complex-valued after Fourier Transform, and studies have shown a potentially richer representation of complex nets. In …

2019-10-22abs ↗pdf ↗

We describe the relationship between complex-valued harmonic morphisms from Minkowski 4-space} and the shear-free ray congruences of mathematical physics. Then we show how a horizontally conformal submersion on a domain of Euclidean 3-space gives the boundary values at infinity of a complex-valued harmonic morphism on …

2003-06-27abs ↗pdf ↗

Complex-valued neural networks can approximate any continuous function with bounded widths and depths.

problem Approximating continuous functions with complex-valued neural networks of bounded widths and depths.
method Analyzing activation functions and proving universality for complex-valued networks.
result Deep narrow complex-valued networks are universal if and only if their activation function is neither holomorphic, nor antiholomorphic, nor R\mathbb{R}-affine.

Sparse Bayesian learning improves rational approximations for complex-valued models.

problem Efficiently approximate complex-valued models with high non-linearity.
method Sparse Bayesian learning applied to rational approximation of complex-valued models.
result Sparse Bayesian learning reduces computational cost while maintaining accuracy.

Risk diversification is one of the dominant concerns for portfolio managers. Various portfolio constructions have been proposed to minimize the risk of the portfolio under some constrains including expected returns. We propose a portfolio construction method that incorporates the complex valued principal component anal…

2018-10-10abs ↗pdf ↗

Most deep learning-based models for speech enhancement have mainly focused on estimating the magnitude of spectrogram while reusing the phase from noisy speech for reconstruction. This is due to the difficulty of estimating the phase of clean speech. To improve speech enhancement performance, we tackle the phase estima…

2019-03-07abs ↗pdf ↗

Let S be a closed topological surface. Haupt's theorem provides necessary and sufficient conditions for a complex-valued character of the first integer homology group of S to be realized by integration against a complex-valued 1-form that is holomorphic with respect to some complex structure on S. We prove a refinement…

2020-02-28abs ↗pdf ↗

The paper studies geometric representations of submanifolds using complex-valued functions.

problem Exploring the geometry of codimension-2 submanifolds.
method Implicitly representing submanifolds by complex-valued functions and showing a prequantum bundle structure.
result The space of implicit representations admits a prequantum bundle structure over the space of submanifolds.

In this paper we give a positive answer to the open existence problem for complex-valued harmonic morphisms from the non-compact irreducible Riemannian symmetric spaces SLn(R)/SO(n)SL_n(R)/SO(n), SU(2n)/Sp(n)SU^*(2n)/Sp(n) and their compact duals SU(n)/SO(n)SU(n)/SO(n) and SU(2n)/Sp(n)SU(2n)/Sp(n). Furthermore we prove the existence of globally defined, com…

2006-03-13abs ↗pdf ↗

New p-harmonic and harmonic morphisms found on Lie groups.

problem Constructing explicit p-harmonic and harmonic morphisms on Lie groups.
method Using the method of eigenfamilies to construct explicit complex-valued p-harmonic functions and harmonic morphisms.
result Explicit complex-valued p-harmonic functions and harmonic morphisms constructed on non-compact classical Lie groups.

In this paper we extend Witten-Helffer-Sjöstrand theory from selfadjoint Laplacians based on fiber wise Hermitian structures, to non-selfadjoint Laplacians based on fiber wise non-degenerate symmetric bilinear forms. As an application we verify, up to sign, the conjecture about the comparison of the Milnor-Turaev torsi…

2006-10-28abs ↗pdf ↗

Complex-valued neural networks can approximate any continuous function.

problem Generalizing the universal approximation theorem to complex-valued networks.
method Characterizing activation functions for complex networks to approximate any continuous function.
result Different activation functions are required for deep vs shallow complex networks to achieve universal approximation.