Research
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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.

168,694 papers · 148 categories

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2795598381,117 · Jun 202019922001200920172026
48 results for high-noise data

A method for estimating parameters from entangled single-sample distributions, robust to high-noise data.

problem Estimating common parameters from entangled single-sample distributions.
method Iterative trimming of samples to estimate the parameter.
result The method can tolerate a constant fraction of high-noise data points.

SPPCSO addresses multicollinearity in high-dimensional data, improving model stability and predictive accuracy.

problem Multicollinearity in high-dimensional data leads to unstable estimation and reduced predictive accuracy.
method SPPCSO integrates principal component regression and L1 regularization to adaptively adjust shrinkage factors.
result SPPCSO achieves stable and reliable estimation in high-noise settings, distinguishing signal variables from noise.

Local averaging accurately distills manifold structure from noisy data.

problem Tackles the challenge of uncovering manifold structure from noisy data.
method Two-round mini-batch local averaging method applied to noisy samples.
result Achieves accuracy bound of $d(\hat{\mathbf q}, \mathcal M) \leq σ\sqrt{d\left(1+\frac{κ\mathrm{diam}(\mathcal {M})}{\log(D)} ight)}$.

A method merges two pretrained diffusion experts to improve image quality and likelihood.

problem Trade-off between image quality and data likelihood in diffusion models.
method Combining two pretrained diffusion experts by switching between them along the denoising trajectory.
result The merged model consistently matches or outperforms its base components, improving or preserving both likelihood and sample quality.

New method uses neural networks for accurate angle estimation in noisy conditions.

problem Accurately estimate angles from noisy measurements in various applications.
method Directed Graph Neural Networks (GNNSync) for end-to-end trainable framework.
result GNNSync achieves competitive performance, even at high noise levels.

Neural networks parameterize time-varying Markov dynamics in financial time series.

problem Estimating Markov transition matrices in high-resolution, high-noise financial data.
method Introduces a neural network framework to generate explicit, time-varying Markov transition matrices, constraining neural outputs to formal stochastic operators.
result Learned operators capture regime shifts, with high-volatility regimes homogenizing transition dynamics.

A new random forest algorithm uncovers feature interdependencies better than traditional methods.

problem Tackles the sub-optimality of greedy decision tree implementations in random forests.
method Presented a 'stepwise lookahead' variation of random forests that considers multiple split nodes simultaneously.
result Significantly outperforms greedy random forests in uncovering feature interdependencies, especially in high-noise environments.

Frequency estimation is a fundamental problem in signal processing, with applications in radar imaging, underwater acoustics, seismic imaging, and spectroscopy. The goal is to estimate the frequency of each component in a multisinusoidal signal from a finite number of noisy samples. A recent machine-learning approach u…

2019-06-03abs ↗pdf ↗

RAD improves robustness to domain annotation noise without explicit domain annotations.

problem Robustness to domain annotation noise in training data.
method Regularized Annotation of Domains (RAD) for last layer retraining.
result RAD outperforms state-of-the-art methods even with 5% noise in training data.

This work optimizes signal estimation for sparse MRA with collision-free signals.

problem Recovering an unknown signal from repeated observations under cyclic isometries with high noise.
method Investigates minimax optimality for collision-free signals in the MRA model.
result The minimax optimal rate of estimation is \( \sigma^2/\sqrt{n} \) for sparse MRA.

In Machine Learning, ensemble methods have been receiving a great deal of attention. Techniques such as Bagging and Boosting have been successfully applied to a variety of problems. Nevertheless, such techniques are still susceptible to the effects of noise and outliers in the training data. We propose a new method for…

2018-04-20abs ↗pdf ↗

We present a new method for the separation of superimposed, independent, auto-correlated components from noisy multi-channel measurement. The presented method simultaneously reconstructs and separates the components, taking all channels into account and thereby increases the effective signal-to-noise ratio considerably…

2017-05-05abs ↗pdf ↗

A new PLL method uses class activation values to improve robustness.

problem Weakly supervised learning with noisy data and adversarial perturbations.
method Subjective logic with class activation values for uncertainty representation and label weight re-distribution.
result More robust predictions under high noise levels, out-of-distribution examples, and adversarial perturbations.

Paper proposes a novel stock forecasting method combining attention and EMD.

problem Challenges in forecasting stock movement due to noise and lack of stock market information.
method Uses attention mechanism to consider both stock market and individual stock information, and EMD for noise reduction.
result Proposed method significantly outperforms state-of-the-art baselines.

Proposes a method to select features for deep learning in noisy, high-dimensional data.

problem Feature selection for deep learning in ultra-high dimensional and highly correlated data.
method Data-adaptive multi-resolutional screening and cleaning with deep learning.
result Achieves high power while keeping false discovery rate low.

LOB-Bench benchmarks generative AI for financial data, outperforming traditional models.

problem Lack of consensus on evaluating generative AI models for financial data.
method Python-based benchmark with LOB statistics and market impact metrics.
result Generative autoregressive models outperform traditional models in LOB data.

Bayesian methods detect clusters in noisy data more reliably.

problem Noisy data distorts traditional clustering methods, leading to unreliable results.
method Bayesian community detection using Minimum Description Length principle.
result Bayesian methods identify more robust clusters in noisy data.

New framework uses score-based priors to solve ill-conditioned polynomial equations, improving signal recovery from noisy data.

problem Recovering signals from low-order moments in inverse problems, especially ill-conditioned polynomial equations.
method Integrates score-based diffusion priors with moment-based estimators to regularize and solve nonlinear inverse problems.
result Diffusion priors improve recovery from third-order moments and make super-resolution MTD feasible.

Generative diffusion models improve financial LOB simulation and forecasting.

problem High noise and complexity in financial LOB data makes deep generative models ineffective.
method Convert LOB data to images, apply diffusion models with inpainting for long-term sequence generation.
result Our method achieves state-of-the-art performance on LOB-Bench, improving coherence over local details.

This study benchmarks transcriptomics models for perturbation analysis, finding scVI and PCA superior.

problem Limited evaluation of transcriptomics foundation models for perturbation analysis.
method Developed a novel evaluation framework using diverse public datasets from different sequencing techniques and cell lines.
result scVI and PCA identified as superior models for understanding biological perturbations.

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.

Bayesian autoencoders discover physics from noisy data.

problem Challenges in identifying governing equations and coordinates from noisy, low-data real-world data.
method Bayesian SINDy autoencoders with hierarchical Bayesian sparsifying prior and adaptive empirical Bayesian method.
result Better physics discovery with lower data and fewer training epochs, along with valid uncertainty quantification.

C-DPS improves diffusion posterior sampling for inverse problems without projection or likelihood approximation.

problem Inaccurate and unstable solutions in inverse problems due to complex or high-noise conditions.
method C-DPS introduces a forward stochastic process in measurement space evolving in parallel with data-space diffusion, leading to a closed-form posterior.
result C-DPS consistently outperforms existing methods across multiple inverse problem benchmarks.

Bayesian framework detects symmetries in chaotic dynamical systems.

problem Detecting symmetries in chaotic attractors for insights into dynamical system structure.
method Bayesian framework using Gibbs posterior constructed from Wasserstein distances.
result Bayesian framework accurately recovers symmetries under high noise and small sample sizes.

Improved SGD with AdaGrad stepsizes adapts to unknown parameters and unbounded gradients.

problem Adaptive optimization with unknown parameters and unbounded gradients.
method Stochastic Gradient Descent with AdaGrad stepsizes, without assuming problem parameters or strong global Lipschitz conditions.
result Sharp rates of convergence in both low-noise and high-noise regimes, supporting an affine variance noise model.

Paper tackles noisy bandit feedback for multiclass classification.

problem Learning multiclass classifier with corrupted feedback.
method Proposes an unbiased estimator technique to estimate noise rates and an end-to-end framework.
result Algorithm achieves mistake bounds of O(T)O(\sqrt{T}) in high noise and O(Ticefrac23)O(T^{ icefrac{2}{3}}) in worst case.

Proposes a new model to handle noisy data in scientific research.

problem Measurement error in noisy data settings.
method Measurement error BART (meBART) integrates measurement error in Bayesian additive regression trees.
result meBART provides more accurate parameter estimation, robust uncertainty quantification, and superior predictive performance.

A method improves Cryo-EM 3D map refinement by regularizing rotation estimation.

problem Noise-robustness vs. data-consistency in Cryo-EM 3D map reconstruction.
method Ellipsoidal support lifting (ESL) for regularizing and approximating the global minimizer over Riemannian manifolds.
result The induced bias due to regularizing effect of ESL estimates better rotations than global optimisation.

Machine learning predicts failure in brittle materials with high accuracy.

problem Predicting failure in brittle materials under repetitive loads.
method Phase-field model combined with supervised machine learning.
result Framework predicts failure with acceptable accuracy even in noisy data.

We analyze anomaly detection class imbalance using a solvable model.

problem Class imbalance hampers anomaly detection performance.
method We use an exact solution of the teacher-student perceptron model through replica theory.
result Optimal train imbalance is often different from 50%, influenced by intrinsic imbalance and data abundance.

Framework identifies brain connectivity alterations for MDD patients using limited rs-fMRI data.

problem Difficult to analyze brain connectivity alterations from limited rs-fMRI data.
method Proposed a multitask Gaussian Bayesian network (MTGBN) framework to learn individual disease-induced alterations.
result Framework efficiently learns Bayesian network structures from limited data, showing improved performance.

New findings show privacy affects generalization error in a non-monotonic way.

problem Privacy and robustness in distributed learning.
method Theoretical analysis and matching lower/upper bounds on algorithmic stability.
result Generalization error is non-monotonically affected by privacy, depending on noise level.

New algorithm learns permutations mixtures with optimal sample complexity.

problem Learning mixtures of permutations in high-dimensional settings.
method Combining groups of pairwise comparisons and combinatorial method of moments.
result Optimal sample complexity proportional to log(n) for high-dimensional data.

Improved method using filtered PDEs for robust physics-informed deep learning.

problem Complex real-world problems with noisy and sparse data.
method Proposed a surrogate constraint (FPDE) to filter and reduce the influence of noisy and sparse observation data.
result FPDE models converge better and produce higher quality solutions with less data.