The paper defines and analyzes set-valued stochastic integrals for Lévy processes.
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.
Trend · papers per month
Convolution operations designed for graph-structured data usually utilize the graph Laplacian, which can be seen as message passing between the adjacent neighbors through a generic random walk. In this paper, we propose PAN, a new graph convolution framework that involves every path linking the message sender and recei…
PAN uses path integrals for graph convolution and pooling, improving GNN performance.
The paper establishes conditions for strict power concavity in convolutions.
A model integrates CNN and LSTM with LLM for better stock forecasting.
Paper proposes integrating wavelet transform, channel attention, and LSTM for better stock price prediction.
In this paper, we develop a new aligned vertex convolutional network model to learn multi-scale local-level vertex features for graph classification. Our idea is to transform the graphs of arbitrary sizes into fixed-sized aligned vertex grid structures, and define a new vertex convolution operation by adopting a set of…
This work studies nonnegativity-preserving kernels for stochastic equations and their applications.
Classical convolutional neural networks (cCNNs) are very good at categorizing objects in images. But, unlike human vision which is relatively robust to noise in images, the performance of cCNNs declines quickly as image quality worsens. Here we propose to use recurrent connections within the convolutional layers to mak…
A generative model is developed for deep (multi-layered) convolutional dictionary learning. A novel probabilistic pooling operation is integrated into the deep model, yielding efficient bottom-up (pretraining) and top-down (refinement) probabilistic learning. Experimental results demonstrate powerful capabilities of th…
Both the Dictionary Learning (DL) and Convolutional Neural Networks (CNN) are powerful image representation learning systems based on different mechanisms and principles, however whether we can seamlessly integrate them to improve the per-formance is noteworthy exploring. To address this issue, we propose a novel gener…
Neural networks have been widely used, and most networks achieve excellent performance by stacking certain types of basic units. Compared to increasing the depth and width of the network, designing more effective basic units has become an important research topic. Inspired by the elastic collision model in physics, we …
We review the properties of transversality of distributions with respect to submersions. This allows us to construct a convolution product for a large class of distributions on Lie groupoids. We get a unital involutive algebra $\cE\_{r,s}'(G,Ω^{1/2})$ enlarging the convolution algebra associate…
In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of characterizing conditional probability density functions at arbitrary time, and we applie…
We show that the logarithmic derivatives of the convolution heat kernels on a uni-modular Lie group are exponentially integrable. This result is then used to prove an "integrated" Harnack inequality for these heat kernels. It is shown that this integrated Harnack inequality is equivalent to a version of Wang's Harnack …
New AI model improves grid planning efficiency and reliability.
Semantic segmentation is an established while rapidly evolving field in medical imaging. In this paper we focus on the segmentation of brain Magnetic Resonance Images (MRI) into cerebral structures using convolutional neural networks (CNN). CNNs achieve good performance by finding effective high dimensional image featu…
Learning representation on graph plays a crucial role in numerous tasks of pattern recognition. Different from grid-shaped images/videos, on which local convolution kernels can be lattices, however, graphs are fully coordinate-free on vertices and edges. In this work, we propose a Gaussian-induced convolution (GIC) fra…
Machine learning methods such as convolutional neural networks (CNNs) are becoming an integral part of scientific research in many disciplines, spatial vector data often fail to be analyzed using these powerful learning methods because of its irregularities. With the aid of graph Fourier transform and convolution theor…
Wiatowski and Bölcskei, 2015, proved that deformation stability and vertical translation invariance of deep convolutional neural network-based feature extractors are guaranteed by the network structure per se rather than the specific convolution kernels and non-linearities. While the translation invariance result appli…
This paper proposes reusing CNN layers to speed up hyperparameters tuning.
Develops a hybrid deep learning model for stock price prediction.
This paper proposes a new Quantum Spatial Graph Convolutional Neural Network (QSGCNN) model that can directly learn a classification function for graphs of arbitrary sizes. Unlike state-of-the-art Graph Convolutional Neural Network (GCNN) models, the proposed QSGCNN model incorporates the process of identifying transit…
GACAN combines multi-granularity time series for traffic forecasting.
Analyzes how diffusion models learn, revealing a spectral bias in structure mastery.
Recurrent Neural Networks (RNNs) with sophisticated units that implement a gating mechanism have emerged as powerful technique for modeling sequential signals such as speech or electroencephalography (EEG). The latter is the focus on this paper. A significant big data resource, known as the TUH EEG Corpus (TUEEG), has …
We give an explicit form of the symplectic groupoid that integrates the semiclassical standard Podles sphere. We show that Sheu's groupoid, whose convolution C*-algebra quantizes the sphere, appears as the groupoid of the Bohr-Sommerfeld leaves of a (singular) real polarization of the symplectic groupoid. By using a co…
Robust learning method combines kernel smoothing and robust optimization.
Where dealing with temporal sequences it is fair to assume that the same kind of deformations that motivated the development of the Dynamic Time Warp algorithm could be relevant also in the calculation of the dot product ("convolution") in a 1-D convolution layer. In this work a method is proposed for aligning the conv…
Introduces a novel spatial attention module for convolutional networks.
Many interesting problems in machine learning are being revisited with new deep learning tools. For graph-based semisupervised learning, a recent important development is graph convolutional networks (GCNs), which nicely integrate local vertex features and graph topology in the convolutional layers. Although the GCN mo…
The design of deep graph models still remains to be investigated and the crucial part is how to explore and exploit the knowledge from different hops of neighbors in an efficient way. In this paper, we propose a novel RNN-like deep graph neural network architecture by incorporating AdaBoost into the computation of netw…
Study examines boundedness of oscillating singular integrals on specific Lie groups.
New method solves PDEs on spheres using physics-informed convolutional neural networks.
Existing networks directly learn feature representations on 3D point clouds for shape analysis. We argue that 3D point clouds are highly redundant and hold irregular (permutation-invariant) structure, which makes it difficult to achieve inter-class discrimination efficiently. In this paper, we propose a two-faceted sol…
Geometric deep learning provides a principled and versatile manner for the integration of imaging and non-imaging modalities in the medical domain. Graph Convolutional Networks (GCNs) in particular have been explored on a wide variety of problems such as disease prediction, segmentation, and matrix completion by levera…
This paper presents a new semi-supervised framework with convolutional neural networks (CNNs) for text categorization. Unlike the previous approaches that rely on word embeddings, our method learns embeddings of small text regions from unlabeled data for integration into a supervised CNN. The proposed scheme for embedd…
Study on Bayesian deep linear networks with multiple outputs and convolutional layers.
Capitalizing on the need for addressing the existing challenges associated with gesture recognition via sparse multichannel surface Electromyography (sEMG) signals, the paper proposes a novel deep learning model, referred to as the XceptionTime architecture. The proposed innovative XceptionTime is designed by integrati…
Self-supervision improves GCNs' generalizability and robustness.
We show that the natural "convolution" on the space of smooth, even, translation-invariant convex valuations on a euclidean space , obtained by intertwining the product and the duality transform of S. Alesker, may be expressed in terms of Minkowski sum. Furthermore the resulting product extends naturally to odd valu…
Integrated gradients are widely employed to evaluate the contribution of input features in classification models because it satisfies the axioms for attribution of prediction. This method, however, requires an appropriate baseline for reliable determination of the contributions. We propose a compensated integrated grad…
A new autoencoder architecture captures multiscale data.
In 1948 Feynman introduced functional integration. Long ago the problematic aspect of measures in the space of fields was overcome with the introduction of volume elements in Probability Space, leading to stochastic formulations. More recently Cartier and DeWitt-Morette focused on the definition of a proper integration…
A generative Bayesian model is developed for deep (multi-layer) convolutional dictionary learning. A novel probabilistic pooling operation is integrated into the deep model, yielding efficient bottom-up and top-down probabilistic learning. After learning the deep convolutional dictionary, testing is implemented via dec…
Sum-Product Networks (SPNs) are hierarchical, graphical models that combine benefits of deep learning and probabilistic modeling. SPNs offer unique advantages to applications demanding exact probabilistic inference over high-dimensional, noisy inputs. Yet, compared to convolutional neural nets, they struggle with captu…
The Funk--Minkowski transform associates a function on the sphere with its mean values (integrals) along all great circles of the sphere. Thepresented analytical inversion formula reconstruct the unknown function completely if two Funk--Minkowski transforms, and ${…
CatGCN improves GCNs by modeling feature interactions for categorical node features.