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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.

168,742 papers · 148 categories

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3.2%6.3%9.5%12.6% · Nov 201819922001200920172026
48 results for fast convolutions

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…

2011-07-07abs ↗pdf ↗

Graph Neural Networks (GNNs) have become a topic of intense research recently due to their powerful capability in high-dimensional classification and regression tasks for graph-structured data. However, as GNNs typically define the graph convolution by the orthonormal basis for the graph Laplacian, they suffer from hig…

2019-07-10abs ↗pdf ↗

Convolutional autoregressive models have recently demonstrated state-of-the-art performance on a number of generation tasks. While fast, parallel training methods have been crucial for their success, generation is typically implemented in a naïve fashion where redundant computations are unnecessarily repeated. This res…

2017-04-20abs ↗pdf ↗

We present a practical way of introducing convolutional structure into Gaussian processes, making them more suited to high-dimensional inputs like images. The main contribution of our work is the construction of an inter-domain inducing point approximation that is well-tailored to the convolutional kernel. This allows …

2017-09-06abs ↗pdf ↗

MultiRocket boosts TSC speed and accuracy with pooling and transformations.

problem Efficient time series classification with high accuracy.
method Multiple pooling operators and transformations applied to raw and differenced series.
result MultiRocket outperforms MiniRocket and is competitive with state-of-the-art methods in terms of accuracy and speed.

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…

2019-04-24abs ↗pdf ↗

We present a method for conditional time series forecasting based on an adaptation of the recent deep convolutional WaveNet architecture. The proposed network contains stacks of dilated convolutions that allow it to access a broad range of history when forecasting, a ReLU activation function and conditioning is perform…

2017-03-14abs ↗pdf ↗

Flow-based generative models, conceptually attractive due to tractability of both the exact log-likelihood computation and latent-variable inference, and efficiency of both training and sampling, has led to a number of impressive empirical successes and spawned many advanced variants and theoretical investigations. Des…

2019-02-12abs ↗pdf ↗

Improved numerical solution for BSDEs with reduced boundary errors.

problem Boundary errors in numerical solution of BSDEs.
method Modified damping and shifting schemes to transform target function into a bounded periodic function, applying Fourier transforms.
result Significant reduction in boundary errors with improved accuracy and convergence.

We present graph wavelet neural network (GWNN), a novel graph convolutional neural network (CNN), leveraging graph wavelet transform to address the shortcomings of previous spectral graph CNN methods that depend on graph Fourier transform. Different from graph Fourier transform, graph wavelet transform can be obtained …

2019-04-12abs ↗pdf ↗

Tensor methods have emerged as a powerful paradigm for consistent learning of many latent variable models such as topic models, independent component analysis and dictionary learning. Model parameters are estimated via CP decomposition of the observed higher order input moments. However, in many domains, additional inv…

2015-06-10abs ↗pdf ↗

Neural networks estimate spatial process likelihoods efficiently.

problem Challenges in estimating spatial processes with slow or intractable likelihoods.
method Convolutional neural networks trained on a classification task to learn likelihood function.
result Neural likelihood surfaces provide fast and accurate parameter estimation.

New method solves PDEs on spheres using physics-informed convolutional neural networks.

problem Solving PDEs on surfaces, especially spheres, with high accuracy and efficiency.
method Physics-informed convolutional neural networks (PICNN) with theoretical analysis and approximation results.
result Established fast convergence rates for PICNN solving PDEs on spheres.

Convolutional neural networks outperform other architectures in streaming time series classification.

problem Efficient deep learning models for real-time data streams.
method Asynchronous dual-pipeline deep learning framework for real-time predictions.
result Convolutional architectures achieve higher accuracy and efficiency in streaming time series classification.

RCS-YOLO improves brain tumor detection speed and accuracy.

problem Efficiently detecting brain tumors with high accuracy and speed.
method Proposes RCS-YOLO, a fast and accurate brain tumor detector using YOLO with Reparameterized Convolution and channel Shuffle.
result RCS-YOLO outperforms other YOLO versions in speed and accuracy on brain tumor detection.

Many practical machine learning tasks employ very deep convolutional neural networks. Such large depths pose formidable computational challenges in training and operating the network. It is therefore important to understand how fast the energy contained in the propagated signals (a.k.a. feature maps) decays across laye…

2017-04-12abs ↗pdf ↗

New models explain residual and dilated dense neural networks using sparse coding.

problem Lack of theoretical understanding of residual and dilated dense neural networks.
method Proposed Res-CSC and MSD-CSC models, derived mathematical relationships, implemented ISTA.
result Mathematical understanding of residual and dilated dense neural networks.

New method uses neural networks to interpolate stellar atmospheres with high precision.

problem Recover precise stellar model atmospheres from grids of models.
method Deep neural network with 1D convolutional auto-encoder for feature extraction.
result Higher precision compared to traditional methods.

New approach improves computational efficiency of Bass Local Volatility model.

problem Eliminate interpolation and improve computational efficiency in local volatility models.
method Combines local quadratic estimation and lognormal mixture tails for state price densities; uses trapezoidal rule for numerical convolutions.
result Proposed method outperforms traditional numerical methods in option pricing and market case studies.

In image deconvolution problems, the diagonalization of the underlying operators by means of the FFT usually yields very large speedups. When there are incomplete observations (e.g., in the case of unknown boundaries), standard deconvolution techniques normally involve non-diagonalizable operators, resulting in rather …

2016-02-03abs ↗pdf ↗

A new GCN variant tackles large eigengaps in dense graphs and hypergraphs.

problem Large eigengaps in dense graphs and hypergraphs hinder popular GCN architectures.
method Uses pseudoinverse of the Laplacian and low-rank approximation for efficient computation.
result Improves runtime and accuracy in various experiments with real-world datasets.

We propose the Lanczos network (LanczosNet), which uses the Lanczos algorithm to construct low rank approximations of the graph Laplacian for graph convolution. Relying on the tridiagonal decomposition of the Lanczos algorithm, we not only efficiently exploit multi-scale information via fast approximated computation of…

2019-01-06abs ↗pdf ↗

We present QuickNet, a fast and accurate network architecture that is both faster and significantly more accurate than other fast deep architectures like SqueezeNet. Furthermore, it uses less parameters than previous networks, making it more memory efficient. We do this by making two major modifications to the referenc…

2017-01-09abs ↗pdf ↗