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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.

168,657 papers · 148 categories

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15304459 · Jun 202019922001200920172026
48 results for fine-scale details

Residual Prior Diffusion integrates coarse latent priors with diffusion models for better generative tasks.

problem Diffusion models struggle with representing both large-scale and fine-scale details in data distributions.
method Two-stage framework: first a coarse prior model captures large-scale structure, then a diffusion model represents the residual.
result RPD accurately captures fine-scale details while preserving large-scale structure, outperforming standard diffusion models.

SIMPGEN improves SWOT SSH data interpretation by removing noise and preserving fine-scale features.

problem Noisy data and limited fine-scale observations in oceanic processes.
method Simulation-Informed Metric and Prior for Generative Ensemble Networks (SIMPGEN) combining real SWOT observations with simulated reference data.
result SIMPGEN effectively removes noise, preserving fine-scale features better than existing neural methods.

New method approximates controllability of large networks from coarse summaries.

problem Controlling large-scale linear dynamical systems with incomplete network information.
method Algorithm using stochastic block model to estimate controllability from coarse summaries.
result Average controllability of fine-scale system can be well approximated by coarse-scale system.

Extracts geometric information from point-clouds for multiclass classification.

problem Multiclass Classification with labeled point-clouds.
method Stochastic partial orderings and label embedding trees.
result Computes multiscale geometries for explainable prediction and error-free labeling.

Study uses CNNs to upscale wind speed data from 100 km to 3 km, improving subgrid-scale variability.

problem Recovering fine-scale wind speed information from coarse data.
method Convolutional neural networks (CNNs) with different input configurations (coarse wind speed, fine-scale topography, diurnal cycle) were tested.
result CNN models with coarse wind and fine topography inputs perform best in generalizing to unseen regions.

NN-GPR improves climate model predictions by preserving fine-scale spatial information.

problem Dilution of fine-scale spatial information and bias in model averaging.
method Gaussian process regression with an infinitely wide deep neural network.
result NN-GPR produces more accurate and detailed climate projections.

The combination of high-dimensionality and disparity of time scales encountered in many problems in computational physics has motivated the development of coarse-grained (CG) models. In this paper, we advocate the paradigm of data-driven discovery for extract- ing governing equations by employing fine-scale simulation …

2018-02-11abs ↗pdf ↗

We build CSI-Net, a unified Deep Neural Network~(DNN), to learn the representation of WiFi signals. Using CSI-Net, we jointly solved two body characterization problems: biometrics estimation (including body fat, muscle, water, and bone rates) and person recognition. We also demonstrated the application of CSI-Net on tw…

2018-10-07abs ↗pdf ↗

Generative models improve for multiscale scientific data with new noise and interpolation techniques.

problem Numerical challenges in generating high-fidelity samples for multiscale scientific data.
method Design of noise distributions and interpolation schedules in function space to ensure Lipschitz regularity and finite noise roughness.
result Scale-adaptive noise and interpolation schedules improve numerical efficiency and fidelity of generated samples.

We propose a data-driven, coarse-graining formulation in the context of equilibrium statistical mechanics. In contrast to existing techniques which are based on a fine-to-coarse map, we adopt the opposite strategy by prescribing a probabilistic coarse-to-fine map. This corresponds to a directed probabilistic model wher…

2016-05-26abs ↗pdf ↗

Complex spatiotemporal dynamics of physicochemical processes are often modeled at a microscopic level (through e.g. atomistic, agent-based or lattice models) based on first principles. Some of these processes can also be successfully modeled at the macroscopic level using e.g. partial differential equations (PDEs) desc…

2019-09-12abs ↗pdf ↗

Deep learning upscales geologic models efficiently.

problem Upscaling large-scale geologic models for efficient simulation.
method Theory-guided convolutional neural network (TgCNN) trained to approximate hydraulic conductivity relationships.
result Deep learning method achieves equivalent upscaling accuracy to numerical methods but with significantly improved efficiency.

Combining forecasts of 16 ED causes improves accuracy and stability.

problem Forecasting accuracy and stability for ED admissions is poor due to model uncertainty and limited data.
method High-dimensional forecast combinations of 16 cause-specific ED forecasts using extensive covariates.
result Forecast combinations yield forecast accuracies of 3.81%-23.54% across causes, outperforming individual models in 50% of scenarios.

Efficient audio synthesis is an inherently difficult machine learning task, as human perception is sensitive to both global structure and fine-scale waveform coherence. Autoregressive models, such as WaveNet, model local structure at the expense of global latent structure and slow iterative sampling, while Generative A…

2019-02-23abs ↗pdf ↗

MsIGN tackles high-dimensional Bayesian inference using multiscale structure.

problem High-dimensional Bayesian inference challenges due to the curse of dimensionality.
method MsIGN generates samples from coarse to fine scale, minimizing Jeffreys divergence.
result MsIGN outperforms previous approaches in posterior approximation and mode capture.

While a typical supervised learning framework assumes that the inputs and the outputs are measured at the same levels of granularity, many applications, including global mapping of disease, only have access to outputs at a much coarser level than that of the inputs. Aggregation of outputs makes generalization to new in…

2018-05-22abs ↗pdf ↗

Extending spatio-temporal scale limitations of models for complex atomistic systems considered in biochemistry and materials science necessitates the development of enhanced sampling methods. The potential acceleration in exploring the configurational space by enhanced sampling methods depends on the choice of collecti…

2018-09-18abs ↗pdf ↗

Study uncovers statistical optimality of nonconvex tensor completion methods.

problem Estimating a low-rank tensor from incomplete and corrupted observations.
method Two-stage estimation algorithm for nonconvex optimization.
result Nonconvex tensor completion achieves optimal 2\ell_{2} accuracy.

Simulates realistic execution and costs in limit order books.

problem Realistic simulation of limit order books for large-tick assets.
method Tractable representation of spread and volume imbalance; calibrated event timing; feedback mechanism for market impact.
result Simulator yields realistic behavior and sensitivity to execution parameters.

Generative model captures repetitive industrial processes with varying durations and dynamics.

problem Capturing repetitive industrial processes with varying durations and dynamics using Gaussian Processes.
method Posterior-weighted Gaussian Process with a novel kernel to decouple intra-repetition and inter-repetition variability.
result Generative model produces realistic synthetic trajectories from toy datasets.

Adaptive algorithm improves nonlinear data assimilation for non-Gaussian systems.

problem Challenges of non-Gaussian statistics in data assimilation.
method Triangular measure transport with P-spline basis functions and an information criterion.
result Automatic selection of parsimonious parametrization for efficient adaptation.

MeshfreeFlowNet generates high-resolution spatio-temporal solutions from low-resolution inputs.

problem Generating high-resolution spatio-temporal solutions from low-resolution inputs.
method Physics-constrained deep learning framework using fully convolutional encoders.
result Significantly outperforms existing baselines in super-resolution of turbulent flows.

daep learns from irregular, multimodal astronomical data.

problem Learning from irregular, multimodal astronomical sequences.
method Diffusion Autoencoder with Perceivers (daep) tokenizes, compresses, and reconstructs data.
result daep outperforms VAE and maep baselines in reconstruction and fine-scale structure preservation.

Develops a new point process model for detecting neural spike sequences.

problem Detecting sparse sequences of neural spikes in high-dimensional spike trains.
method A point process model that represents sequence occurrences as marked events in continuous time, with learnable time warping parameters.
result Demonstrates improved detection and modeling of neural spike sequences.

eDCF estimates intrinsic dimension using local connectivity.

problem Challenges in estimating intrinsic dimension due to scale dependence.
method eDCF: a novel, scalable, and parallelizable method based on Connectivity Factor (CF).
result eDCF consistently matches leading estimators with comparable MAE and higher exact intrinsic dimension match rates.

Modeling wind dynamics in Saudi Arabia using deep learning and stochastic PDEs.

problem Accurately modeling spatio-temporal wind patterns in a large, diverse, and understudied region.
method Energy distance-based spatial reduction, sparse stochastic Echo State Network, non-stationary stochastic PDE reconstruction.
result Produces more accurate wind speed and energy forecasts, saving $1 million annually.

New method estimates and samples high-dimensional probability distributions avoiding optimization and approximation curse.

problem Estimating high-dimensional probability distributions from data samples.
method Hierarchic probability flow from coarse to fine scales, defined by conditional probabilities across scales.
result Sampling hierarchic models avoids critical slowing down at phase transitions and generates turbulence and dark matter images.

Model predicts phytoplankton subpopulations based on environmental factors.

problem Predicting phytoplankton dynamics under changing environmental conditions.
method Sparse mixture of multivariate regressions model.
result Identifies environmental covariates influencing phytoplankton subpopulations.

The paper optimizes interpolation schedules in generative models to improve sampling accuracy.

problem Improving sampling accuracy in generative models with fewer resources.
method Minimizing the averaged squared Lipschitzness of the drift field, using transfer formulas.
result Designed schedules yield more accurate fine-scale statistics at fixed integrator budget.

A hybrid model combines diffusion and neural operator methods for stress prediction in hyperelastic materials.

problem Challenges in predicting stress fields in hyperelastic materials with complex microstructures.
method A hybrid surrogate framework combining a conditional denoising diffusion probabilistic model (cDDPM) and a modified DeepONet.
result The hybrid model consistently outperforms traditional methods by one to two orders of magnitude.

Generative deep learning improves precipitation forecasts by adding resolution.

problem Inaccurate and unreliable precipitation forecasts due to unresolved processes.
method Applying GANs to super-resolve low-resolution weather model data using radar measurements.
result GANs and VAE-GANs produce high-resolution precipitation maps with better statistical properties than existing methods.

We test a historical price time series in a financial market (the NASDAQ 100 index) for a statistical property known as detailed balance. The presence of detailed balance would imply that the market can be modeled by a stochastic process based on a Markov chain, thus leading to equilibrium. In economic terms, a positiv…

2014-03-14abs ↗pdf ↗

The paper develops a physics-aware method for modeling multiscale dynamics with reduced data.

problem Discovering effective, lower-dimensional models for high-dimensional dynamical systems.
method Probabilistic deep neural networks incorporating physical constraints.
result The method reduces the need for extensive multiscale simulations (Small Data regime).

Diffusion models can generalize well even with coarse scores, thanks to the manifold hypothesis.

problem Understanding why diffusion models generate novel samples with coarse scores.
method Exploring the manifold hypothesis to explain diffusion model behavior.
result Diffusion models trained with coarse scores can achieve near-parametric rates of generalization, faster than estimating the full data distribution.