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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.

169,051 papers · 148 categories

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48 results for matching signals

Detects missing tensor signals in a KS subspace with high probability.

problem Detecting tensor signals with many missing entities in a KS subspace.
method Projecting the signal onto the KS subspace and bounding residual energy.
result Reliable detection is possible if the missing signal cardinality exceeds KS subspace dimensions.

Currently, engineers at substation service providers match customer data with the corresponding internally used signal names manually. This paper proposes a machine learning method to automate this process based on substation signal mapping data from a repository of executed projects. To this end, a bagged token classi…

2018-02-13abs ↗pdf ↗

Matched filters reveal optimal normalization methods for different market participants.

problem Optimizing signal extraction from order flow for market microstructure analysis.
method General matched filter principle applied to normalization strategies.
result Optimal normalization methods (e.g., SMCS^{MC} and STVS^{TV}) differ based on trader types.

Models with many signals, high-dimensional models, often impose structures on the signal strengths. The common assumption is that only a few signals are strong and most of the signals are zero or close (collectively) to zero. However, such a requirement might not be valid in many real-life applications. In this article…

2017-08-01abs ↗pdf ↗

Orthogonal Matching Pursuit (OMP) has long been considered a powerful heuristic for attacking compressive sensing problems; however, its theoretical development is, unfortunately, somewhat lacking. This paper presents an improved Restricted Isometry Property (RIP) based performance guarantee for T-sparse signal reconst…

2011-02-21abs ↗pdf ↗

New denoisers improve signal recovery from noisy data without knowing noise distribution.

problem Denoising signals when only noise level is known, not distribution.
method Universal denoisers that shrink PYP_Y toward PXP_X with higher-order accuracy.
result Achieves O(σ4)O(σ^4) and O(σ6)O(σ^6) accuracy in matching generalized moments and densities.

Suppose that we observe noisy linear measurements of an unknown signal that can be modeled as the sum of two component signals, each of which arises from a nonlinear sub-manifold of a high dimensional ambient space. We introduce SPIN, a first order projected gradient method to recover the signal components. Despite the…

2012-02-08abs ↗pdf ↗

Detect anomalies in complex networks using topological subspace detectors.

problem Detect anomalies in complex networks defined by simplicial complexes.
method Formulate a hypothesis testing framework using Neyman-Pearson matched topological subspace detectors.
result Effective detection of anomalies in foreign currency exchange networks and other real-world data.

This paper studies the effect of discretizing the parametrization of a dictionary used for Matching Pursuit decompositions of signals. Our approach relies on viewing the continuously parametrized dictionary as an embedded manifold in the signal space on which the tools of differential (Riemannian) geometry can be appli…

2008-01-22abs ↗pdf ↗

Backpropagation-free RL method trains layers using local signals.

problem Vanishing or exploding gradients in backpropagation-based RL.
method Local pairwise distance matching for layer-wise training without backpropagation.
result Backpropagation-free method achieves competitive performance and stability.

Distributed-OMP recovers sparse vectors with low communication costs.

problem High-dimensional sparse linear regression with limited computation and communication.
method Distributed orthogonal matching pursuit (OMP) scheme.
result Support of the regression vector can be recovered with linear communication per machine and logarithmic in dimension.

Proposes methods to recover labels from shuffled networks using graph averages.

problem Recovering labels from a shuffled network using graph averages.
method Cluster networks into classes, then match the new graph to cluster-averages, minimizing the graph matching objective function.
result Higher fidelity matching performance when clustering networks into different classes.

A new method handles mismatched data in multivariate regression.

problem Handling mismatched data in multivariate linear regression.
method Two-stage approach: first stage estimates parameters, second stage estimates permutation.
result Permutation recovery conditions become less stringent with increasing number of responses.

In this paper, we present new results on using orthogonal matching pursuit (OMP), to solve the sparse approximation problem over redundant dictionaries for complex cases (i.e., complex measurement vector, complex dictionary and complex additive white Gaussian noise (CAWGN)). A sufficient condition that OMP can recover …

2012-06-11abs ↗pdf ↗

This work introduces a new data-driven estimator for the Bayesian Cramér-Rao bound using score matching.

problem Benchmarking the performance of statistical estimators and providing a principled metric for system design and optimization.
method Score matching technique to estimate the Bayesian Cramér-Rao bound from training data.
result Developed novel non-asymptotic bounds on the score matching error and the Bayesian CRB estimator.

Enhances reinforcement learning with partial state information.

problem Improving learning under partial observability with limited privileged signals.
method Introduced informed asymmetric actor-critic framework that uses arbitrary state-dependent privileged signals.
result Unbiased policy gradient estimates with arbitrary privileged signals.

A new method for signal recovery in high dimensions using projections and diffusion models.

problem Recovering a latent signal from noisy observations with unknown support.
method Metric projection estimator based on score matching in a diffusion model.
result The posterior distribution concentrates near the metric projection of the observed signal.

A test for weak signal detection in noisy data matrices.

problem Detecting a weak signal in a noisy Wigner matrix when the signal-to-noise ratio is small.
method Utilizes linear spectral statistics and hypothesis testing on the data matrix.
result The proposed test is optimal when the noise is Gaussian and can be improved with known noise density.

Bayesian priors improve neural network performance on weak signals.

problem Challenges in encoding domain knowledge for weak signals in neural networks.
method Proposed a new joint prior over local scale parameters for feature sparsity and signal-to-noise ratio, optimized with Stein gradient.
result Improved prediction accuracy on various datasets, including genetics applications with weak and sparse signals.

GMC benchmark isolates retrieval in Transformers, revealing max-margin alignment.

problem Understanding how Transformers develop match-and-copy behavior on natural data.
method Introducing Gaussian Match-and-Copy (GMC) as a minimalist benchmark.
result Gradient descent drives parameters to diverge while aligning with max-margin separator.

Generative adversarial networks fix aliasing issues by making signals continuous.

problem Alias-free generation in GANs to prevent unwanted information leakage.
method Interpreting all signals as continuous, deriving small architectural changes.
result Generative models match FID of StyleGAN2 but have better internal representations.

Method separates target signal properties from noisy mixtures.

problem Signal recovery from noisy mixtures with specific statistical properties.
method Statistical component separation method using noise samples and matching statistics.
result Method outperforms standard denoising methods in recovering target signal properties.

In this work, we formulate the fixed-length distribution matching as a Bayesian inference problem. Our proposed solution is inspired from the compressed sensing paradigm and the sparse superposition (SS) codes. First, we introduce sparsity in the binary source via position modulation (PM). We then present a simple and …

2018-04-02abs ↗pdf ↗

EBIL simplifies IL by estimating expert energy as reward, achieving effective performance.

problem Recovering optimal policy from expert demonstrations without reward signals.
method EBIL uses a two-stage solution: first estimating expert energy as reward, then learning policy.
result EBIL achieves effective performance and interpretable reward signals.

New techniques for compressive sensing without noise or signal statistics.

problem Support recovery in underdetermined linear regression models without prior noise and signal statistics.
method Proposes RRM and RRTA to operate OMP algorithm without noise variance or signal sparsity knowledge.
result Establishes high SNR consistency for OMP without prior noise and signal statistics.

Paper proposes a bijective approach for signal/symbol translation using variational auto-encoders.

problem Extracting symbolic information from signals, especially in music, is challenging and non-generic.
method Turned into a density estimation task, using two variational auto-encoders with additive constraint.
result Bijective signal/symbol translation achieved, allowing both signal-to-symbol and symbol-to-signal inference.

Research tackles learning vertex representations for bipartite networks.

problem Lack of research on learning vertex representations for bipartite networks.
method Apply generic methods like node2vec and LINE, but ignore vertex type information.
result Generic methods are suboptimal for bipartite networks due to different properties and patterns.

RG-VFM extends VFM to curved manifolds for better material and protein design.

problem Designing materials and proteins on curved manifolds.
method Riemannian Gaussian Variational Flow Matching (RG-VFM) for generative modeling on manifolds.
result RG-VFM more effectively captures manifold structure and improves performance.

New theory explains signal propagation in normalization-free transformers.

problem Understanding signal propagation in normalization-free transformers.
method Deriving recurrence relations for activation statistics and APJNs across layers.
result Transformers with elementwise tanh-like nonlinearities exhibit subcritical signal propagation.

We consider the Orthogonal Least-Squares (OLS) algorithm for the recovery of a mm-dimensional kk-sparse signal from a low number of noisy linear measurements. The Exact Recovery Condition (ERC) in bounded noisy scenario is established for OLS under certain condition on nonzero elements of the signal. The new result a…

2016-08-08abs ↗pdf ↗

Spike and Slab priors have been of much recent interest in signal processing as a means of inducing sparsity in Bayesian inference. Applications domains that benefit from the use of these priors include sparse recovery, regression and classification. It is well-known that solving for the sparse coefficient vector to ma…

2016-09-12abs ↗pdf ↗

Deep neural networks show some layers better align with data than others.

problem Understanding why some layers in deep neural networks better align with data.
method Introducing the Equilibrium Hypothesis to connect alignment pattern to signal propagation.
result The Equilibrium Hypothesis explains the ascent-descent pattern of alignment in deep neural networks.

Vector approximate message passing (VAMP) is a computationally simple approach to the recovery of a signal x\mathbf{x} from noisy linear measurements y=Ax+w\mathbf{y}=\mathbf{Ax}+\mathbf{w}. Like the AMP proposed by Donoho, Maleki, and Montanari in 2009, VAMP is characterized by a rigorous state evolution (SE) that holds …

2016-02-26abs ↗pdf ↗