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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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127253380506 · Jun 202019922001200920172026
48 results for filtered grid complexes

Novel method improves load estimation in power grids using anomaly and change point detection.

problem Improving load estimation in power grid systems.
method Combining unsupervised anomaly and change point detection methods for automatic filtering.
result Automatic load estimation is accurate with 90% estimates within a 10% error margin.

We introduce a generalization of the Ozsváth-Szabó ττ-invariant to links by studying a filtered version of link grid homology. We prove that this invariant remains unchanged under strong concordance and we show that it produces a lower bound for the slice genus of a link. We show that this bound is sharp for torus lin…

2015-12-29abs ↗pdf ↗

Recent work (Cohen & Welling, 2016) has shown that generalizations of convolutions, based on group theory, provide powerful inductive biases for learning. In these generalizations, filters are not only translated but can also be rotated, flipped, etc. However, coming up with exact models of how to rotate a 3 x 3 filter…

2019-05-12abs ↗pdf ↗

Link Floer homology is an invariant for links which has recently been described entirely in a combinatorial way. Originally constructed with mod 2 coefficients, it was generalized to integer coefficients thanks to a sign refinement. In this paper, thanks to the spin extension of the permutation group we give an alterna…

2007-06-01abs ↗pdf ↗

Spectral graph convolutional neural networks (CNNs) require approximation to the convolution to alleviate the computational complexity, resulting in performance loss. This paper proposes the topology adaptive graph convolutional network (TAGCN), a novel graph convolutional network defined in the vertex domain. We provi…

2017-10-28abs ↗pdf ↗

The accuracy of least squares calibration using option premiums and particle filtering of price data to find model parameters is determined. Derivative models using exponential Lévy processes are calibrated using regularized weighted least squares with respect to the minimal entropy martingale measure. Sequential impor…

2017-05-13abs ↗pdf ↗

SC-Net learns interpretable filters for inverse problems, achieving optimal convergence and super-resolution.

problem Solving ill-posed inverse problems with effective regularization and interpretability.
method SC-Net operates in the spectral domain, learning a pointwise adaptive filter function based on signal-to-noise ratio.
result SC-Net achieves optimal convergence rate and zero-shot super-resolution, matching theoretical bounds.

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…

2019-02-26abs ↗pdf ↗

Bayesian deep learning improves geostatistical mapping with auxiliary data.

problem Traditional geostatistical methods are limited in feature learning and uncertainty estimation.
method Deep neural networks learn complex relationships from auxiliary data for probabilistic mapping.
result Deep learning produces detailed, probabilistic maps with uncertainty estimates.

The paper introduces triple grid diagrams to construct Lagrangian surfaces in complex projective space.

problem Constructing Lagrangian surfaces in complex projective space.
method Defining and analyzing triple grid diagrams to determine Lagrangian caps and surfaces.
result Triple grid diagrams can determine closed Lagrangian surfaces in CP2\mathbb{CP}^2 under certain conditions.

We show how spectral filters can improve the convergence of numerical schemes which use discrete Hilbert transforms based on a sinc function expansion, and thus ultimately on the fast Fourier transform. This is relevant, for example, for the computation of fluctuation identities, which give the distribution of the maxi…

2017-06-29abs ↗pdf ↗

We explore a somewhat unexpected connection between knot Floer homology and shellable posets, via grid diagrams. Given a grid presentation of a knot K inside S^3, we define a poset which has an associated chain complex whose homology is the knot Floer homology of K. We then prove that the closed intervals of this poset…

2009-01-15abs ↗pdf ↗

We review the use of grid diagrams in the development of Heegaard Floer theory. We describe the construction of the combinatorial link Floer complex, and the resulting algorithm for unknot detection. We also explain how grid diagrams can be used to show that the Heegaard Floer invariants of 3-manifolds and 4-manifolds …

2012-10-14abs ↗pdf ↗

Unsupervised machine learning helps design complex experiments more efficiently.

problem Designing experiments with many factors and constraints is challenging and costly.
method Applied a beta variational autoencoder (beta-VAE) to represent trials in a low-dimensional latent space.
result Generated pragmatic designs with fewer trials while maintaining objectives.

Convolutional neural networks (CNNs) have achieved great success on grid-like data such as images, but face tremendous challenges in learning from more generic data such as graphs. In CNNs, the trainable local filters enable the automatic extraction of high-level features. The computation with filters requires a fixed …

2018-08-12abs ↗pdf ↗

GP CC-OPF solves uncertain power grid optimization with Gaussian Process.

problem Uncertainty in power grid operations due to high renewables integration.
method Data-driven Gaussian Process regression for solving non-convex CC-OPF problem.
result Effective economic dispatch optimization in uncertain power grids.

New complexes derived from any filtered cochain complex compute the same cohomology.

problem Constructing cohomologically equivalent subcomplexes from filtered cochain complexes.
method Presenting a general construction that produces subcomplexes from any filtered cochain complex of finite depth.
result The construction of subcomplexes depends only on the filtration up to isomorphism.

Power grids are one of the most important components of infrastructure in today's world. Every nation is dependent on the security and stability of its own power grid to provide electricity to the households and industries. A malfunction of even a small part of a power grid can cause loss of productivity, revenue and i…

2017-11-08abs ↗pdf ↗

Deep learning extracts terrain texture covariates for geostatistical modeling.

problem Improving prediction accuracy in geostatistical modeling using terrain texture data.
method Deep learning approach to automatically derive optimal terrain texture covariates from SRTM 90m DEM.
result Deep learning-derived covariates have strong explanatory power (R-squared around 0.6) for geochemical data.

In this article we provide a formulation of empirical bayes described by Atchade (2011) to tune the hyperparameters of priors used in bayesian set up of collaborative filter. We implement the same in MovieLens small dataset. We see that it can be used to get a good initial choice for the parameters. It can also be used…

2017-07-07abs ↗pdf ↗

Current popular methods for Magnetic Resonance Fingerprint (MRF) recovery are bottlenecked by the heavy storage and computation requirements of a dictionary-matching (DM) step due to the growing size and complexity of the fingerprint dictionaries in multi-parametric quantitative MRI applications. In this paper we study…

2018-09-05abs ↗pdf ↗

Over the last decade, both the neural network and kernel adaptive filter have successfully been used for nonlinear signal processing. However, they suffer from high computational cost caused by their complex/growing network structures. In this paper, we propose two random Euler filters for complex-valued nonlinear filt…

2018-01-02abs ↗pdf ↗

The segmentation of large scale power grids into zones is crucial for control room operators when managing the grid complexity near real time. In this paper we propose a new method in two steps which is able to automatically do this segmentation, while taking into account the real time context, in order to help them ha…

2017-11-13abs ↗pdf ↗

We construct Hodge filtered cohomology groups for complex manifolds that combine the topological information of generalized cohomology theories with geometric data of Hodge filtered holomorphic forms. This theory provides a natural generalization of Deligne cohomology. For smooth complex algebraic varieties, we show th…

2012-12-10abs ↗pdf ↗

Power system studies require the topological structures of real-world power networks; however, such data is confidential due to important security concerns. Thus, power grid synthesis (PGS), i.e., creating realistic power grids that imitate actual power networks, has gained significant attention. In this letter, we cas…

2019-01-17abs ↗pdf ↗