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.
High-probability bound for distributed stochastic approximation tracking error.
This paper proposes a DGP approach with UCBs for point target tracking over WSNs.
We propose a new Bayesian tracking and parameter learning algorithm for non-linear non-Gaussian multiple target tracking (MTT) models. We design a Markov chain Monte Carlo (MCMC) algorithm to sample from the posterior distribution of the target states, birth and death times, and association of observations to targets, …
The tracking method based on the extreme learning machine (ELM) is efficient and effective. ELM randomly generates input weights and biases in the hidden layer, and then calculates and computes the output weights by reducing the iterative solution to the problem of linear equations. Therefore, ELM offers the satisfying…
Index tracking is a popular form of asset management. Typically, a quadratic function is used to define the tracking error of a portfolio and the look back approach is applied to solve the index tracking problem. We argue that a forward looking approach is more suitable, whereby the tracking error is expressed as expec…
We introduce the first unified theory for target tracking using Multiple Hypothesis Tracking, Topological Data Analysis, and machine learning. Our string of innovations are 1) robust topological features are used to encode behavioral information, 2) statistical models are fitted to distributions over these topological …
Bayesian approach for constructing and rebalancing sparse index-tracking portfolios.
We propose a computationally efficient random walk on a convex body which rapidly mixes and closely tracks a time-varying log-concave distribution. We develop general theoretical guarantees on the required number of steps; this number can be calculated on the fly according to the distance from and the shape of the next…
Accurately tracking and predicting behaviors of surrounding objects are key prerequisites for intelligent systems such as autonomous vehicles to achieve safe and high-quality decision making and motion planning. However, there still remain challenges for multi-target tracking due to object number fluctuation and occlus…
In this paper we address the problem of tracking multiple speakers via the fusion of visual and auditory information. We propose to exploit the complementary nature of these two modalities in order to accurately estimate smooth trajectories of the tracked persons, to deal with the partial or total absence of one of the…
Object tracking is an ubiquitous problem that appears in many applications such as remote sensing, audio processing, computer vision, human-machine interfaces, human-robot interaction, etc. Although thoroughly investigated in computer vision, tracking a time-varying number of persons remains a challenging open problem.…
This paper addresses tracking of a moving target in a multi-agent network. The target follows a linear dynamics corrupted by an adversarial noise, i.e., the noise is not generated from a statistical distribution. The location of the target at each time induces a global time-varying loss function, and the global loss is…
Accurate and robust tracking of surrounding road participants plays an important role in autonomous driving. However, there is usually no prior knowledge of the number of tracking targets due to object emergence, object disappearance and false alarms. To overcome this challenge, we propose a generic vehicle tracking fr…
New algorithm tackles optimization with distributed constraints.
The paper analyzes Adam and SGD in nonstationary optimization, revealing tradeoffs between noise and drift.
The task of dialog management is commonly decomposed into two sequential subtasks: dialog state tracking and dialog policy learning. In an end-to-end dialog system, the aim of dialog state tracking is to accurately estimate the true dialog state from noisy observations produced by the speech recognition and the natural…
In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that minimizes the average of all cost functions. Assuming agents only have access to unbiase…
Bayesian nonparametric models improve tracking in cluttered environments.
Computing the permanent of a non-negative matrix is a core problem with practical applications ranging from target tracking to statistical thermodynamics. However, this problem is also #P-complete, which leaves little hope for finding an exact solution that can be computed efficiently. While the problem admits a fully …
This research develops a dual-level reinforcement learning strategy to track daily VWAP accurately.
Momentum SGD fails to track nonstationary optima due to drift amplification.
Optimizes decisions in time-varying distributions using online stochastic methods and Wasserstein distance.
THRML uses energy-based models for index tracking, reducing portfolio tracking error and improving returns.
NBF combines deep learning with classical filtering for better belief tracking.
A new method for distributed optimization with noisy function evaluations.
Deployment of machine learning (ML) algorithms in production for extended periods of time has uncovered new challenges such as monitoring and management of real-time prediction quality of a model in the absence of labels. However, such tracking is imperative to prevent catastrophic business outcomes resulting from inco…
Paper introduces a Bayesian nonparametric approach for tracking multiple objects with spawning events.
New framework for tracking varying bounds in time series forecasting.
A novel decentralized algorithm improves minimax optimization in federated learning.
A new algorithm improves sample complexity for thresholding in Monte Carlo Tree Search.
RL approach for target tracking with unknown dynamics and sensor control.
This work uses SVM to identify track component failures in AC Track Circuits.
New train tracks for complex homeomorphisms found.
New method uses cluster shapes to improve track finding in particle collisions.
A new method tracks market performance without active management.
Bayesian deep learning improves seismic imaging uncertainty.
We study the tracking of a trajectory for a nonholonomic system by recasting the problem as a constrained optimal control problem. The cost function is chosen to minimize the error in positions and velocities between the trajectory of a nonholonomic system and the desired reference trajectory, both evolving on the dist…
During training, the weights of a Deep Neural Network (DNN) are optimized from a random initialization towards a nearly optimum value minimizing a loss function. Only this final state of the weights is typically kept for testing, while the wealth of information on the geometry of the weight space, accumulated over the …
In this paper, we study distributed stochastic optimization to minimize a sum of smooth and strongly-convex local cost functions over a network of agents, communicating over a strongly-connected graph. Assuming that each agent has access to a stochastic first-order oracle (), we propose a novel distribut…
Bitcoin draws the highest degree of attention among cryptocurrencies, while coin mining is one of the most important fashion of profiting in the Bitcoin ecosystem. This paper constructs fresh coin circulation networks by tracking the fresh coin transfer routes with transaction referencing in Bitcoin blockchain. This pa…
A drone-based MOT algorithm tracks vehicles using neural network detections and TPMBM filter.
This paper optimizes object tracking on edge devices with small matrices.
Bayesian approach models match and non-match score distributions over continuous covariates.
This paper solves the normalizability crisis in sequential inference by introducing bounded information geometry.
We present a Kalman smoothing framework based on modeling errors using the heavy tailed Student's t distribution, along with algorithms, convergence theory, open-source general implementation, and several important applications. The computational effort per iteration grows linearly with the length of the time series, a…
New method tracks time-varying parameters in data.
Decentralized solutions to finite-sum minimization are of significant importance in many signal processing, control, and machine learning applications. In such settings, the data is distributed over a network of arbitrarily-connected nodes and raw data sharing is prohibitive often due to communication or privacy constr…
Paper introduces TAP-Vid, a benchmark for tracking any point in videos.