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.
Neural networks outperform conventional filters in inertial sensor-based attitude estimation.
Research resolves sign conventions in Floer theory for Morse-Bott case.
A Kalman filter reduces valuation risk in business valuation models.
The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian Lévy noise is present, the conventional Kalman filter may fail to be effective due to the fact that the non-Gaussian Lévy noise may have infinite variance. A modified Kalman filter for linear systems wi…
We provide a method for approximating Bayesian inference using rejection sampling. We not only make the process efficient, but also dramatically reduce the memory required relative to conventional methods by combining rejection sampling with particle filtering. We also provide an approximate form of rejection sampling …
The ability to track a moving vehicle is of crucial importance in numerous applications. The task has often been approached by the importance sampling technique of particle filters due to its ability to model non-linear and non-Gaussian dynamics, of which a vehicle travelling on a road network is a good example. Partic…
New method improves nonlinear filtering accuracy with reduced computation.
Recursive KalmanNet combines neural networks with Kalman filters for precise state estimation.
Improved Kalman filtering with hierarchical variational approach.
Neural EKF improves structural dynamics prediction.
A new method improves Bayesian filtering in nonlinear systems.
Proposes a model for identifying edges in low-rank dynamical networks.
ED-Filter improves eating disorder classification on Twitter.
Sequential Monte Carlo techniques are useful for state estimation in non-linear, non-Gaussian dynamic models. These methods allow us to approximate the joint posterior distribution using sequential importance sampling. In this framework, the dimension of the target distribution grows with each time step, thus it is nec…
SpecGrad improves neural vocoder sound quality by adapting diffusion noise to log-mel spectrogram.
Kalman filters are routinely used for many data fusion applications including navigation, tracking, and simultaneous localization and mapping problems. However, significant time and effort is frequently required to tune various Kalman filter model parameters, e.g. process noise covariance, pre-whitening filter models f…
The present paper proposes generalized Gaussian kernel adaptive filtering, where the kernel parameters are adaptive and data-driven. The Gaussian kernel is parametrized by a center vector and a symmetric positive definite (SPD) precision matrix, which is regarded as a generalization of the scalar width parameter. These…
Learning in a non-stationary environment is an inevitable problem when applying machine learning algorithm to real world environment. Learning new tasks without forgetting the previous knowledge is a challenge issue in machine learning. We propose a Kalman Filter based modifier to maintain the performance of Neural Net…
We present a novel method of compression of deep Convolutional Neural Networks (CNNs) by weight sharing through a new representation of convolutional filters. The proposed method reduces the number of parameters of each convolutional layer by learning a 1D vector termed Filter Summary (FS). The convolutional filters ar…
Pruning CNNs by removing less important filters based on empirical loss changes.
Constrained adaptive filtering algorithms inculding constrained least mean square (CLMS), constrained affine projection (CAP) and constrained recursive least squares (CRLS) have been extensively studied in many applications. Most existing constrained adaptive filtering algorithms are developed under mean square error (…
A new method approximates deep neural networks using Kalman Filters.
Following recent advances in morphological neural networks, we propose to study in more depth how Max-plus operators can be exploited to define morphological units and how they behave when incorporated in layers of conventional neural networks. Besides showing that they can be easily implemented with modern machine lea…
New training algorithm enhances SNNs for temporal signal processing.
PKF improves KF for dynamic uncertainty tracking in time-course data.
Hybrid approach combines transformer and Bayesian filtering for robust multiple particle tracking.
Conventional multiuser detection techniques either require a large number of antennas at the receiver for a desired performance, or they are too complex for practical implementation. Moreover, many of these techniques, such as successive interference cancellation (SIC), suffer from errors in parameter estimation (user …
Adversarial examples have recently proven to be able to fool deep learning methods by adding carefully crafted small perturbation to the input space image. In this paper, we study the possibility of generating adversarial examples for code-based iris recognition systems. Since generating adversarial examples requires b…
This paper proposes recurrent neuron networks (RNNs) for a fingerprinting indoor localization using WiFi. Instead of locating user's position one at a time as in the cases of conventional algorithms, our RNN solution aims at trajectory positioning and takes into account the relation among the received signal strength i…
Improved method using filtered PDEs for robust physics-informed deep learning.
Communication through e-mails remains to be highly formalized, conventional and indispensable method for the exchange of information over the Internet. An ever-increasing ratio and adversary nature of spam e-mails have posed a great many challenges such as uneven class distribution, unequal error cost, frequent change …
In this study, we propose the integration of competitive learning into convolutional neural networks (CNNs) to improve the representation learning and efficiency of fine-tuning. Conventional CNNs use back propagation learning, and it enables powerful representation learning by a discrimination task. However, it require…
Deep convolutional neural networks (CNNs) have demonstrated impressive performance on visual object classification tasks. In addition, it is a useful model for predication of neuronal responses recorded in visual system. However, there is still no clear understanding of what CNNs learn in terms of visual neuronal circu…
The omnipresence of deep learning architectures such as deep convolutional neural networks (CNN)s is fueled by the synergistic combination of ever-increasing labeled datasets and specialized hardware. Despite the indisputable success, the reliance on huge amounts of labeled data and specialized hardware can be a limiti…
The effectiveness of Convolutional Neural Networks stems in large part from their ability to exploit the translation invariance that is inherent in many learning problems. Recently, it was shown that CNNs can exploit other invariances, such as rotation invariance, by using group convolutions instead of planar convoluti…
We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably dominates its conventional counterpart in terms of mean square deviations. We es…
Paper introduces a new method to identify brain hubs using both structural and functional connectivity.
KFAtt improves CTR prediction by modeling user behavior with Kalman filtering attention.
New method simplifies tomographic reconstruction using RKHS.
This paper uses Bayesian optimization to efficiently identify stochastic dynamical systems.
The problem of combined state and input estimation of linear structural systems based on measured responses and a priori knowledge of structural model is considered. A novel methodology using Gaussian process latent force models is proposed to tackle the problem in a stochastic setting. Gaussian process latent force mo…
Powershap speeds up feature selection for machine learning models.
GARCH-UGH improves VaR estimation for financial risk management.
Many signals on Cartesian product graphs appear in the real world, such as digital images, sensor observation time series, and movie ratings on Netflix. These signals are "multi-dimensional" and have directional characteristics along each factor graph. However, the existing graph Fourier transform does not distinguish …
Effective and powerful methods for denoising real electrocardiogram (ECG) signals are important for wearable sensors and devices. Deep Learning (DL) models have been used extensively in image processing and other domains with great success but only very recently have been used in processing ECG signals. This paper pres…
Bayesian inference is known to provide a general framework for incorporating prior knowledge or specific properties into machine learning models via carefully choosing a prior distribution. In this work, we propose a new type of prior distributions for convolutional neural networks, deep weight prior (DWP), that exploi…
This paper introduces a new probabilistic model for online learning which dynamically incorporates information from stochastic gradients of an arbitrary loss function. Similar to probabilistic filtering, the model maintains a Gaussian belief over the optimal weight parameters. Unlike traditional Bayesian updates, the m…
Collaborative filtering (CF) is a successful approach commonly used by many recommender systems. Conventional CF-based methods use the ratings given to items by users as the sole source of information for learning to make recommendation. However, the ratings are often very sparse in many applications, causing CF-based …