arXiv research

A new IC-Connection improves disentanglement in conditional GANs.

We discuss the pricing of defaultable assets in an incomplete information model where the default time is given by a first hitting time of an unobservable process. We show that in a fairly general Markov setting, the indicator function of the default has an absolutely continuous compensator. Given this compensator we t…

This paper provides sufficient conditions for the time of bankruptcy (of a company or a state) for being a totally inaccessible stopping time and provides the explicit computation of its compensator in a framework where the flow of market information on the default is modelled explicitly with a Brownian bridge between …

The Canonical Regression Quantile method predicts CEO compensation and future performance.

The paper simplifies calculus for semimartingales using multiplicative compensation.

Compensation methods correct overestimation of adversarial robustness in neural networks.

Machine learning improves PMD compensation in multiplexed systems.

We propose and study the known-compensation multi-arm bandit (KCMAB) problem, where a system controller offers a set of arms to many short-term players for $T$ steps. In each step, one short-term player arrives to the system. Upon arrival, the player aims to select an arm with the current best average reward and receiv…

Study incentivizes exploration in non-stationary MAB with compensation.

New neural network improves MRI reconstruction for non-Cartesian data.

The paper analyzes fairness of compensation-based risk-sharing schemes for fund payouts.

The information dynamics in finance and insurance applications is usually modeled by a filtration. This paper looks at situations where information restrictions apply such that the information dynamics may become non-monotone. A fundamental tool for calculating and managing risks in finance and insurance are martingale…

A machine learning model for PMD compensation in dual-polarization systems.

We present a method to compensate statistical errors in the calculation of correlations on asynchronous time series. The method is based on the assumption of an underlying time series. We set up a model and apply it to financial data to examine the decrease of calculated correlations towards smaller return intervals (E…

Trading floors need to be twice as deep as electronic markets to compete.

Extends compactness theory to variable-coefficient pseudo-differential operators on manifolds.

Communication is a key bottleneck in distributed training. Recently, an \emph{error-compensated} compression technology was particularly designed for the \emph{centralized} learning and receives huge successes, by showing significant advantages over state-of-the-art compression based methods in saving the communication…

Data parallelism has become the de facto standard for training Deep Neural Network on multiple processing units. In this work we propose DC-S3GD, a decentralized (without Parameter Server) stale-synchronous version of the Delay-Compensated Asynchronous Stochastic Gradient Descent (DC-ASGD) algorithm. In our approach, w…

Let $(X_t)_{t\ge0}$ be a continuous-time, time-homogeneous strong Markov process with possible jumps and let $τ$ be its first hitting time of a Borel subset of the state space. Suppose $X$ is sampled at random times and suppose also that $X$ has not hit the Borel set by time $t$. What is the intensity process of $τ$ ba…

For the efficient compensation of fiber nonlinearity, one of the guiding principles appears to be: fewer steps are better and more efficient. We challenge this assumption and show that carefully designed multi-step approaches can lead to better performance-complexity trade-offs than their few-step counterparts.

UDVD uses deep learning to denoise videos without supervision.

A method to fix radius distortion in generative models on curved spaces.

We present two statistical causes for the distortion of correlations on high-frequency financial data. We demonstrate that the asynchrony of trades as well as the decimalization of stock prices has a large impact on the decline of the correlation coefficients towards smaller return intervals (Epps effect). These distor…

A reliable controller is critical and essential for the execution of safe and smooth maneuvers of an autonomous vehicle.The controller must be robust to external disturbances, such as road surface, weather, and wind conditions, and so on.It also needs to deal with the internal parametric variations of vehicle sub-syste…

Extends weak continuity of Yang-Mills connections to a broader class.

A robust approach compensates for small-data tasks in mixed linear regression.

A new method reduces communication in Federated Learning by pulling less often.

A second order self-adjoint operator $Δ=S\partial^2+U$ is uniquely defined by its principal symbol $S$ and potential $U$ if it acts on half-densities. We analyse the potential $U$ as a compensating field (gauge field) in the sense that it compensates the action of coordinate transformations on the second derivatives in…

This paper proposed a bias-compensated normalized maximum correntropy criterion (BCNMCC) algorithm charactered by its low steady-state misalignment for system identification with noisy input in an impulsive output noise environment. The normalized maximum correntropy criterion (NMCC) is derived from a correntropy based…

The study proves a theorem on Riemannian manifolds for wedge products of weakly convergent differential forms.

Integrated gradients are widely employed to evaluate the contribution of input features in classification models because it satisfies the axioms for attribution of prediction. This method, however, requires an appropriate baseline for reliable determination of the contributions. We propose a compensated integrated grad…

Optimizes fund manager's wealth with partial information on market risk.

Proposes a compensation mechanism for improving individual forecast confidence.

In this paper the method of compensated compactness is applied to the problem of isometric immersion of a two dimensional Riemannian manifold with negative Gauss curvature into three dimensional Euclidean space. Previous applications of the method to this problem have required decay of order $t^{-4}$ in the Gauss curva…

This paper explores how enforcing equivariance constraints limits neural network expressivity and proposes compensatory model size increases.

A CNN-based method improves DTI of the human heart, compensating for motion.

Algorithms for Magnetic Resonance (MR) image reconstruction from undersampled measurements exploit prior information to compensate for missing k-space data. Deep learning (DL) provides a powerful framework for extracting such information from existing image datasets, through learning, and then using it for reconstructi…

We present a compensated compactness theorem in Banach spaces established recently, whose formulation is originally motivated by the weak rigidity problem for isometric immersions of manifolds with lower regularity. As a corollary, a geometrically intrinsic div-curl lemma for tensor fields on Riemannian manifolds is ob…

Paper introduces non-linear discounting models for default compensation and climate valuation.

Survey on recent developments in isometric immersions using PDE techniques.

New method improves robustness of Bayesian experimental design.

The Information Plane theory predicts autoencoders do not compress input information.

Study optimal control strategy for hedge funds managers with PSAHARA utility family.

We study incentivized exploration for the multi-armed bandit (MAB) problem where the players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on reward. We seek to understand the impact of this drifted reward feedback by analyzing the performance of three instantiatio…

When studying social, economic and biological systems, one has often access to only limited information about the structure of the underlying networks. An example of paramount importance is provided by financial systems: information on the interconnections between financial institutions is privacy-protected, dramatical…

A fundamental problem in differential geometry is to characterize intrinsic metrics on a two-dimensional Riemannian manifold ${\mathcal M}^2$ which can be realized as isometric immersions into $\R^3$. This problem can be formulated as initial and/or boundary value problems for a system of nonlinear partial differential…

Study on optimal fees in hedge funds with first-loss compensation.

High quality reconstruction with interventional C-arm cone-beam computed tomography (CBCT) requires exact geometry information. If the geometry information is corrupted, e. g., by unexpected patient or system movement, the measured signal is misplaced in the backprojection operation. With prolonged acquisition times of…