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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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2356 · Mar 201919922001200920172026
48 results for frequency-domain

Paper extends SI method for detecting CPs in complex systems' frequency domain.

problem Identifying change points in complex systems' frequency domain.
method Extends SI framework to frequency domain using DFT properties and develops valid p-values.
result Reliable detection of genuine CPs with strong statistical guarantees.

This paper analyzes the multi-armed bandit problem using frequency-domain methods.

problem The exploration-exploitation trade-off in sequential decision-making.
method Proposes a frequency-domain analysis framework, reformulating the bandit process as a signal processing problem.
result Confidence bound term in UCB algorithm is equivalent to a time-varying gain in frequency domain.

SPGD improves adversarial training efficiency and accuracy.

problem Improving adversarial training efficiency and accuracy with fewer steps.
method Adversarial-sample generation from a frequency domain perspective, extending PGD to the frequency domain.
result SPGD achieves greater adversarial accuracy compared to PGD with fewer attack steps.

Method improves clarity in forecasting spatio-temporal data.

problem Forecasting spatio-temporal data with clarity and interpretability.
method Supervised semi-nonnegative matrix factorization with frequency regularization.
result Method offers clearer interpretability in forecasting spatio-temporal data.

FRA-Attack improves adversarial transferability for closed-source MLLMs by aligning visual focus across models.

problem Improving adversarial transferability for closed-source MLLMs, especially with high accuracy.
method Unified frequency-domain regularization approach: high-pass DCT objective for feature alignment and Frequency-domain Gradient Regularization (FGR) for gradient optimization.
result FRA-Attack achieves superior cross-model transferability, especially on GPT-5.4, Claude-Opus-4.6, and Gemini-3-flash.

Transforms game optimization dynamics into frequency domain for precise hyperparameter analysis.

problem Analyzing convergence of hyperparameters in game optimization.
method Frequency-domain framework using High-Resolution Differential Equations (HRDEs) and Laplace transforms.
result Derives precise convergence criteria for the Lookahead algorithm.

A two-layer classifier improves smartphone transportation mode recognition.

problem Improving accuracy of transportation mode classification.
method Two-layer hierarchical classifier combining time and frequency domain features.
result Maximum classification accuracy of 97.02%.

Study non-parametric frequency-domain system identification from finite samples.

problem Frequency-domain system identification from limited data.
method Empirical Transfer Function Estimate (ETFE) under sub-Gaussian colored noise and stability assumptions.
result ETFE estimates are concentrated around true values with a finite-sample rate of Ntot1/3N_{\mathrm{tot}}^{-1/3} for all frequencies in the H \mathcal{H}_{\infty} norm.

Previous research has shown that computation of convolution in the frequency domain provides a significant speedup versus traditional convolution network implementations. However, this performance increase comes at the expense of repeatedly computing the transform and its inverse in order to apply other network operati…

2016-11-16abs ↗pdf ↗

FredNormer improves time series forecasting by adapting to frequency domain patterns.

problem Current normalization methods struggle with non-stationary time series due to their time-domain approach.
method FredNormer analyzes frequency components, adapts weights, and improves robustness.
result FredNormer boosts forecasting accuracy by 33.3% on ETTm2 dataset.

Sparse graph learning for dependent time series using ADMM.

problem Inferring conditional independence graph of sparse, high-dimensional stationary multivariate Gaussian time series.
method Sparse-group lasso-based frequency-domain formulation and alternating direction method of multipliers (ADMM) optimization.
result Convergence of inverse PSD estimators to true value under certain conditions.

FreST Loss decorrelates spatio-temporal dependencies in graph signals.

problem Complex spatio-temporal dependencies in graph-structured signals are not well captured by standard forecasting models.
method FreST Loss extends supervision to the joint spatio-temporal spectrum using Joint Fourier Transform (JFT).
result FreST Loss reduces estimation bias and improves forecasting accuracy on real-world datasets.

TimeVQVAE-AD detects anomalies in time series data with high accuracy and provides explainable results.

problem Detecting and explaining anomalies in time series data accurately.
method Masked latent generative modeling in time-frequency domain.
result TimeVQVAE-AD outperforms existing methods in anomaly detection and explainability.

FAST selects coresets more efficiently by matching distributions in the frequency domain.

problem Efficiently selecting representative subsets of large datasets for deep learning.
method FAST uses spectral graph theory and CFD to match distributions, addressing limitations of existing methods.
result FAST significantly outperforms state-of-the-art coreset selection methods in accuracy and energy efficiency.

The paper introduces a method for interpretable principal component analysis of high-dimensional time series.

problem Inconsistent and difficult-to-interpret principal component estimates in high-dimensional regimes.
method Localized sparse principal component analysis of spectral density matrices in frequency domain.
result Efficient algorithm for sparse-localized estimates of principal subspaces.

In this paper, a genetic algorithm-based frequency-domain feature search (GAFDS) method is proposed for the electroencephalogram (EEG) analysis of epilepsy. In this method, frequency-domain features are first searched and then combined with nonlinear features. Subsequently, these features are selected and optimized to …

2017-01-22abs ↗pdf ↗

FreDN separates trends and periodicities in non-stationary time series forecasts.

problem Spectral entanglement and computational burden in frequency-domain methods for non-stationary time series.
method FreDN introduces a learnable Frequency Disentangler module to separate trend and periodic components directly in the frequency domain, and uses a ReIm Block to reduce complexity.
result FreDN outperforms state-of-the-art methods by up to 10% on long-term forecasting benchmarks.

The paper introduces a frequency-domain estimator for low-order systems from noisy data.

problem Estimating frequency responses of low-order systems from noisy measurements.
method Uses a quadratic data-fitting term regularized by the nuclear norm of a Loewner matrix, subject to a convex stability constraint.
result Proves a finite-sample error bound and extends it to all frequencies through rational interpolation.

We propose a new framework for manifold denoising based on processing in the graph Fourier frequency domain, derived from the spectral decomposition of the discrete graph Laplacian. Our approach uses the Spectral Graph Wavelet transform in order to per- form non-iterative denoising directly in the graph frequency domai…

2016-11-29abs ↗pdf ↗

Improves Gaussian process factor models for multi-population recordings.

problem Cubic runtime scaling with trial length and group number limits application to large-scale recordings.
method Two approximate approaches: inducing variables and frequency domain.
result Achieved orders of magnitude speed-up with minimal statistical performance impact.

We present a method for audio denoising that combines processing done in both the time domain and the time-frequency domain. Given a noisy audio clip, the method trains a deep neural network to fit this signal. Since the fitting is only partly successful and is able to better capture the underlying clean signal than th…

2019-04-16abs ↗pdf ↗

New method constrains CNN filter frequencies to improve robustness.

problem CNN bias towards low frequency components, leading to poor performance in scenario transformations.
method Frequency domain regularization by constraining filter spectra, training valid frequency range end-to-end.
result Demonstrated effectiveness in defending adversarial perturbations, reducing generalization gap, and improving transfer learning.

We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height cross-correlation analysis, the averaged periodogram estimator, the cross-periodogram estimator and the local cross-Whittle e…

2016-02-17abs ↗pdf ↗

DOPPLER optimizes DP training with low-pass filtering, improving model accuracy.

problem Privacy concerns in deep learning models and performance degradation of DP optimizers.
method Developed DOPPLER, a low-pass filter for DP optimizers, to reduce privacy noise and enhance model quality.
result DOPPLER optimizers outperform non-DOPPLER counterparts by 3%-10% in test accuracy.

This work studies learning dynamics in SSMs, linking them to deep linear networks.

problem Lack of theoretical understanding of SSMs, especially in deep state spaces.
method Analyzes learning dynamics of linear SSMs, focusing on frequency domain, and establishes links to deep linear networks.
result Analytical solutions for SSM learning dynamics under mild assumptions, linking to deep linear networks.

Developed a diffusion model on spherical data, addressing geometric and stochastic challenges.

problem Diffusion models on spherical data face unique geometric and stochastic issues.
method Extended spectral diffusion to spherical harmonics, introducing modified stochastic differential equations.
result Introduced a geometry-dependent inductive bias in spectral diffusion models.

Achieving robustness to distributional shift is a longstanding and challenging goal of computer vision. Data augmentation is a commonly used approach for improving robustness, however robustness gains are typically not uniform across corruption types. Indeed increasing performance in the presence of random noise is oft…

2019-06-21abs ↗pdf ↗

We show that gradient descent on full-width linear convolutional networks of depth LL converges to a linear predictor related to the 2/L\ell_{2/L} bridge penalty in the frequency domain. This is in contrast to linearly fully connected networks, where gradient descent converges to the hard margin linear support vector m…

2018-06-01abs ↗pdf ↗

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between time steps and series complicate the task. To obtain accurate prediction, it is cru…

2018-09-12abs ↗pdf ↗

Enhances uncertainty estimation in medical image segmentation.

problem Frequency-related noise in medical imaging leads to biased uncertainty estimates.
method Extends MC-Dropout to the frequency domain for better uncertainty estimation.
result MC-Frequency Dropout improves calibration and uncertainty in semantic segmentation.

Study examines grain futures connectedness during Russia-Ukraine conflict.

problem Quantile return connectedness of grain futures markets during geopolitical instability.
method Dynamic quantile VAR combined with frequency-domain decomposition.
result Heterogeneous spillovers across quantiles, with strong transmitters and persistent receivers.