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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.

168,695 papers · 148 categories

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55111166221 · Jun 202019922001200920172026
48 results for discrete signals

This paper studies the effect of discretizing the parametrization of a dictionary used for Matching Pursuit decompositions of signals. Our approach relies on viewing the continuously parametrized dictionary as an embedded manifold in the signal space on which the tools of differential (Riemannian) geometry can be appli…

2008-01-22abs ↗pdf ↗

Convolutional Neural Networks are very efficient at processing signals defined on a discrete Euclidean space (such as images). However, as they can not be used on signals defined on an arbitrary graph, other models have emerged, aiming to extend its properties. We propose to review some of the major deep learning model…

2019-05-01abs ↗pdf ↗

New neural network extracts signal components and their IFs from non-uniform samples.

problem Recovering signal components and their IFs from discrete blind-source data.
method Inspired by theory, deep neural network extends Hilbert transform and synchrosqueezed wavelet transform.
result Neural network resolves inverse problem for non-uniformly sampled data.

New method distinguishes stochastic from deterministic signals using excursion counts.

problem Distinguishing between stochastic and deterministic signals in discrete time series.
method Excursion and crossing theorems for continuous semimartingales, comparing empirical excursion counts to theoretical expectation.
result A robust data-driven diffusion test that classifies signals based on log-log slope deviation.

Optimal adversarial attacks minimize mutual information, revealing classifier vulnerabilities.

problem Designing optimal attacks to degrade machine learning performance.
method Information-theoretic approach to finding optimal perturbations.
result Optimal attacks minimize mutual information between degraded and original signals.

In this paper, we recover sparse signals from their noisy linear measurements by solving nonlinear differential inclusions, which is based on the notion of inverse scale space (ISS) developed in applied mathematics. Our goal here is to bring this idea to address a challenging problem in statistics, \emph{i.e.} finding …

2014-06-30abs ↗pdf ↗

We implement methods from computational homology to obtain a topological signal of singularity formation in a selection of geometries evolved numerically by Ricci flow. Our approach, based on persistent homology, produces precise, quantitative measures describing the behavior of an entire collection of data across a di…

2015-02-09abs ↗pdf ↗

A bridge between continuous signals and discrete Ising spins for associative memory.

problem Associative memory in continuous-signal-driven Ising spin systems.
method Multilayer Ising framework with PCA whitening and SimHash projection, coupled to pseudo-inverse memory couplings.
result Finite-size scaling of operational storage capacity with αc(N)=αc()cN1/2α_c(N)=α_c(\infty)-c\,N^{-1/2}, approaching αc()0.50α_c(\infty)\approx 0.50.

We discuss the problem of adaptive discrete-time signal denoising in the situation where the signal to be recovered admits a "linear oracle" -- an unknown linear estimate that takes the form of convolution of observations with a time-invariant filter. It was shown by Juditsky and Nemirovski (2009) that when the $\ell_2…

2018-06-11abs ↗pdf ↗

This article develops a statistical test for the null hypothesis of strict stationarity of a discrete time stochastic process in the frequency domain. When the null hypothesis is true, the second order cumulant spectrum is zero at all the discrete Fourier frequency pairs in the principal domain. The test uses a window …

2018-01-20abs ↗pdf ↗

Tutorials on signal processing on higher-order networks like simplicial complexes and hypergraphs.

problem Processing complex data structures with polyadic relationships.
method Introduction to simplicial complexes and hypergraphs, Fourier analysis, signal denoising, interpolation, embeddings, neural networks.
result Multi-relational operators like the Hodge Laplacian for simplicial complexes and tensor representations for hypergraphs.

In this paper, we study the generative models of sequential discrete data. To tackle the exposure bias problem inherent in maximum likelihood estimation (MLE), generative adversarial networks (GANs) are introduced to penalize the unrealistic generated samples. To exploit the supervision signal from the discriminator, m…

2018-04-11abs ↗pdf ↗

Compressive sensing (CS) exploits sparsity to recover sparse or compressible signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity is also used to enhance interpretability in machine learning and statistics applications: While the ambient dimension is vast in modern data analysis problems, the…

2015-07-20abs ↗pdf ↗

PRISM-VQ combines financial priors with vector quantization for better stock prediction.

problem Predicting cross-sectional stock returns is hard due to low signal-to-noise ratios and changing market conditions.
method Integrates expert priors, vector-quantized latent factors, and dynamic factor loadings.
result Consistent improvements in cross-sectional return prediction and portfolio performance.

The goal of dynamic time warping is to transform or warp time in order to approximately align two signals together. We pose the choice of warping function as an optimization problem with several terms in the objective. The first term measures the misalignment of the time-warped signals. Two additional regularization te…

2019-05-30abs ↗pdf ↗

Efficiently models event-based data with general parametric kernels.

problem Inference for Hawkes processes with general parametric kernels requires large datasets.
method Developed a fast 2\ell_2 gradient-based solver using a discretized version of events.
result Improved estimation of pattern latency in brain signals.

In the design of brain-computer interface systems, classification of Electroencephalogram (EEG) signals is the essential part and a challenging task. Recently, as the marginalized discrete wavelet transform (mDWT) representations can reveal features related to the transient nature of the EEG signals, the mDWT coefficie…

2018-08-02abs ↗pdf ↗

Deep reinforcement learning has obtained significant breakthroughs in recent years. Most methods in deep-RL achieve good results via the maximization of the reward signal provided by the environment, typically in the form of discounted cumulative returns. Such reward signals represent the immediate feedback of a partic…

2018-09-07abs ↗pdf ↗

Data-driven methods link graphon limits to random walks and spectral clustering.

problem Clustering signals evolving over time with graphon limits.
method Transfer operators, Koopman and Perron-Frobenius, for estimating graphon from signal data.
result Spectral clustering can be extended to graphons, reconstructing transition densities and graphons.

We present a signal representation framework called the sparse manifold transform that combines key ideas from sparse coding, manifold learning, and slow feature analysis. It turns non-linear transformations in the primary sensory signal space into linear interpolations in a representational embedding space while maint…

2018-06-23abs ↗pdf ↗

New method for separating mixed signals with nonlinear functions.

problem Recovering source signals from nonlinear mixtures.
method Optimisation-based function approximation to minimize mutual statistical dependence.
result The method can recover source signals from nonlinear mixtures under certain conditions.

DDMI generates high-quality INRs by adapting positional embeddings.

problem Existing INR generative models fail to produce high-quality representations.
method DDMI uses adaptive positional embeddings and a D2C-VAE to enhance expressive power.
result DDMI outperforms existing models across multiple modalities and datasets.

In this research, an emotion recognition system is developed based on valence/arousal model using electroencephalography (EEG) signals. EEG signals are decomposed into the gamma, beta, alpha and theta frequency bands using discrete wavelet transform (DWT), and spectral features are extracted from each frequency band. P…

2019-03-18abs ↗pdf ↗

Study shows how much information can be learned from sparse signals with limited data.

problem Understanding information limits in learning sparse signals with sublinear data.
method Proved variational formula for mutual information, derived MMSE expressions, analyzed phase transitions.
result Nonincreasing piecewise constant MMSE with all-or-nothing phase transitions for certain conditions.

Signal processing is rich in inherently continuous and often nonlinear applications, such as spectral estimation, optical imaging, and super-resolution microscopy, in which sparsity plays a key role in obtaining state-of-the-art results. Coping with the infinite dimensionality and non-convexity of these problems typica…

2018-11-01abs ↗pdf ↗

We analyze the Laplacian pyramids algorithm of Rabin and Coifman for extending and denoising a function sampled on a discrete set of points. We provide mild conditions under which the algorithm converges, and prove stability bounds on the extended function. We also consider the iterative application of truncated Laplac…

2019-09-17abs ↗pdf ↗

Contagions such as the spread of popular news stories, or infectious diseases, propagate in cascades over dynamic networks with unobservable topologies. However, "social signals" such as product purchase time, or blog entry timestamps are measurable, and implicitly depend on the underlying topology, making it possible …

2016-06-28abs ↗pdf ↗

Paper analyzes symbolic-dynamics inspired Markov modeling for time-series data.

problem Capturing temporal patterns in sequential data for statistical learning.
method Two-step process: discretization of continuous attributes and estimation of temporal memory.
result Effective Markov modeling depends on accurate discretization and memory estimation.

Matrix completion is one of the key problems in signal processing and machine learning. In recent years, deep-learning-based models have achieved state-of-the-art results in matrix completion. Nevertheless, they suffer from two drawbacks: (i) they can not be extended easily to rows or columns unseen during training; an…

2018-12-04abs ↗pdf ↗

Deep generative models have been successfully used to learn representations for high-dimensional discrete spaces by representing discrete objects as sequences and employing powerful sequence-based deep models. Unfortunately, these sequence-based models often produce invalid sequences: sequences which do not represent a…

2017-12-05abs ↗pdf ↗

Paper fine-tunes a language model to predict long-term stock buy signals.

problem Predicting long-term stock price movements with narrative text.
method Fine-tuning a small language model on 10-K reports for buy/sell decisions.
result Buy signals generated from 10-K text are most precise at 6 and 9 months, providing 4.8-9% improvement over random selection.

In a noisy environment, a lossy speech signal can be automatically restored by a listener if he/she knows the language well. That is, with the built-in knowledge of a "language model", a listener may effectively suppress noise interference and retrieve the target speech signals. Accordingly, we argue that familiarity w…

2019-04-30abs ↗pdf ↗