UDVD uses deep learning to denoise videos without supervision.
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.
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A CNN-based method improves DTI of the human heart, compensating for motion.
Diagnostic stroke imaging with C-arm cone-beam computed tomography (CBCT) enables reduction of time-to-therapy for endovascular procedures. However, the prolonged acquisition time compared to helical CT increases the likelihood of rigid patient motion. Rigid motion corrupts the geometry alignment assumed during reconst…
A model predicts visual motion by learning from natural videos.
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…
We consider a stochastic volatility model with jumps where the underlying asset price is driven by the process sum of a 2-dimensional Brownian motion and a 2-dimensional compensated Poisson process. The market is incomplete, resulting in infinitely many equivalent martingale measures. We find the set equivalent marting…
Neural network predicts vessel motions with high accuracy.
Moving Object Detection (MOD) is a critical task for autonomous vehicles as moving objects represent higher collision risk than static ones. The trajectory of the ego-vehicle is planned based on the future states of detected moving objects. It is quite challenging as the ego-motion has to be modelled and compensated to…
RFC enhances humanoid control to imitate complex human motions.
In a continuous-time setting where a risk-averse agent controls the drift of an output process driven by a Brownian motion, optimal contracts are linear in the terminal output; this result is well-known in a setting with moral hazard and -under stronger assumptions - adverse selection. We show that this result continue…
Optimal probability measure found for constrained stochastic processes.
Paper introduces TAP-Vid, a benchmark for tracking any point in videos.
This work provides a semi-analytic approximation method for decoupled forwardbackward SDEs (FBSDEs) with jumps. In particular, we construct an asymptotic expansion method for FBSDEs driven by the random Poisson measures with σ-finite compensators as well as the standard Brownian motions around the small-variance limit …
Paper reconciles different Ricci flow approaches and proves weak solutions.
The Canonical Regression Quantile method predicts CEO compensation and future performance.
The paper simplifies calculus for semimartingales using multiplicative compensation.
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 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…
We show a concise extension of the monotone stability approach to backward stochastic differential equations (BSDEs) that are jointly driven by a Brownian motion and a random measure for jumps, which could be of infinite activity with a non-deterministic and time inhomogeneous compensator. The BSDE generator function c…
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.
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…
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…
The paper extends Merton's problem by adding benchmark tracking, finding optimal strategies.
A new IC-Connection improves disentanglement in conditional GANs.
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…
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…
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.
Paper proposes SMFN for high-res spherical video super-resolution.
We study a coupled system of controlled stochastic differential equations (SDEs) driven by a Brownian motion and a compensated Poisson random measure, consisting of a forward SDE in the unknown process and a \emph{predictive mean-field} backward SDE (BSDE) in the unknowns . The driver of …
Stock prices are observed to be random walks in time despite a strong, long term memory in the signs of trades (buys or sells). Lillo and Farmer have recently suggested that these correlations are compensated by opposite long ranged fluctuations in liquidity, with an otherwise permanent market impact, challenging the s…
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…
This work uses QPGPs to improve ILC performance in repetitive tasks.
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 new method reduces communication in Federated Learning by pulling less often.
A second order self-adjoint operator is uniquely defined by its principal symbol and potential if it acts on half-densities. We analyse the potential 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.
This paper optimizes tracking portfolios in incomplete markets using reinforcement learning.
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…
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 in the Gauss curva…
This paper explores how enforcing equivariance constraints limits neural network expressivity and proposes compensatory model size increases.
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…