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.
A drone-based MOT algorithm tracks vehicles using neural network detections and TPMBM filter.
Joint sensing and communication network improves target localization and reduces communication load.
New Gibbs sampling reduces GLMB filtering complexity to linear time.
This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects, and the measurements are described as a Poisson process, conditioned on the map. …
Bayesian methods improve tracking multiple objects through dynamic dependencies.
We examine some differential geometric approaches to finding approximate solutions to the continuous time nonlinear filtering problem. Our primary focus is a new projection method for the optimal filter infinite dimensional Stochastic Partial Differential Equation (SPDE), based on the direct L2 metric and on a family o…
EnEMF uses Epanechnikov kernel for high-dimensional filtering, improving accuracy and robustness.
This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of kernel functions centered at a subset of training points. The weights are deter…
A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture terms and this is handled here by utilising a Gaussian mixture reduction step after …
Appropriately designing the proposal kernel of particle filters is an issue of significant importance, since a bad choice may lead to deterioration of the particle sample and, consequently, waste of computational power. In this paper we introduce a novel algorithm adaptively approximating the so-called optimal proposal…
In this paper we introduce a projection method for the space of probability distributions based on the differential geometric approach to statistics. This method is based on a direct L2 metric as opposed to the usual Hellinger distance and the related Fisher Information metric. We explain how this apparatus can be used…
Using a proper model to characterize a time series is crucial in making accurate predictions. In this work we use time-varying autoregressive process (TVAR) to describe non-stationary time series and model it as a mixture of multiple stable autoregressive (AR) processes. We introduce a new model selection technique bas…
Numerous kinds of uncertainties may affect an economy, e.g. economic, political, and environmental ones. We model the aggregate impact by the uncertainties on an economy and its associated financial market by randomised mixtures of Lévy processes. We assume that market participants observe the randomised mixtures only …
A novel optimization-based Gaussian mixture reduction method using composite transportation divergence.
Single-channel signal separation and deconvolution aims to separate and deconvolve individual sources from a single-channel mixture and is a challenging problem in which no prior knowledge of the mixing filters is available. Both individual sources and mixing filters need to be estimated. In addition, a mixture may con…
A new method learns state and proposal dynamics in state-space models using neural networks.
Proposes CE-BASS for robust Kalman filtering with innovative and additive outliers.
Model accurately gates ocean microbes from high-frequency flow cytometry data.
DFMR improves robustness of learning finite mixture models in distributed settings.
MoE-F combines LLMs online for better time-series prediction.
A new method for Gaussian filtering using gradient flows and Wasserstein metrics.
HS-MoE selects sparse experts using adaptive priors and data-adaptive gating.
Naive Bayes spam filters are highly susceptible to data poisoning attacks. Here, known spam sources/blacklisted IPs exploit the fact that their received emails will be treated as (ground truth) labeled spam examples, and used for classifier training (or re-training). The attacking source thus generates emails that will…
This paper proposes RAS, a novel unsupervised loss function for speech separation.
A new method for fast Bayesian mixture model estimation.
Proposes M-CHMM for robust modeling of multivariate healthcare time series.
Accurate and robust tracking of surrounding road participants plays an important role in autonomous driving. However, there is usually no prior knowledge of the number of tracking targets due to object emergence, object disappearance and false alarms. To overcome this challenge, we propose a generic vehicle tracking fr…
Deep neural networks with convolutional layers usually process the entire spectrogram of an audio signal with the same time-frequency resolutions, number of filters, and dimensionality reduction scale. According to the constant-Q transform, good features can be extracted from audio signals if the low frequency bands ar…
LatentTrack generates model parameters online for nonstationary data.
We consider the intensity-based approach for the modeling of default times of one or more companies. In this approach the default times are defined as the jump times of a Cox process, which is a Poisson process conditional on the realization of its intensity. We assume that the intensity follows the Cox-Ingersoll-Ross …
Improved SVI with adjustable annealing for better optimization.
In theory, Bayesian nonparametric (BNP) models are well suited to streaming data scenarios due to their ability to adapt model complexity with the observed data. Unfortunately, such benefits have not been fully realized in practice; existing inference algorithms are either not applicable to streaming applications or no…
Paper develops an online EM algorithm for graph signal inference from streaming data.
PFPN uses particle filtering to improve character control in physics-based simulations.
New method improves generative model performance by fully conditioning variational posteriors.
It was recently shown that neural ordinary differential equation models cannot solve fundamental and seemingly straightforward tasks even with high-capacity vector field representations. This paper introduces two other fundamental tasks to the set that baseline methods cannot solve, and proposes mixtures of stochastic …
In recent years, multi object tracking (MOT) problem has drawn attention to it and has been studied in various research areas. However, some of the challenging problems including time dependent cardinality, unordered measurement set, and object labeling remain unclear. In this paper, we propose robust nonparametric met…
Reliable 4D aircraft trajectory prediction, whether in a real-time setting or for analysis of counterfactuals, is important to the efficiency of the aviation system. Toward this end, we first propose a highly generalizable efficient tree-based matching algorithm to construct image-like feature maps from high-fidelity m…
The paper combines supervised and unsupervised learning to predict financial market movements.
The vast majority of the neural network literature focuses on predicting point values for a given set of response variables, conditioned on a feature vector. In many cases we need to model the full joint conditional distribution over the response variables rather than simply making point predictions. In this paper, we …
This research detects and identifies human-made objects in 3D point clouds using novel methods.
Learning representation on graph plays a crucial role in numerous tasks of pattern recognition. Different from grid-shaped images/videos, on which local convolution kernels can be lattices, however, graphs are fully coordinate-free on vertices and edges. In this work, we propose a Gaussian-induced convolution (GIC) fra…
We describe a model for capturing the statistical structure of local amplitude and local spatial phase in natural images. The model is based on a recently developed, factorized third-order Boltzmann machine that was shown to be effective at capturing higher-order structure in images by modeling dependencies among squar…
A new framework enhances binaural audio for moving talkers.
We propose a Fourier-based approach for optimization of several clustering algorithms. Mathematically, clusters data can be described by a density function represented by the Dirac mixture distribution. The density function can be smoothed by applying the Fourier transform and a Gaussian filter. The determination of th…
DataRater learns which data points are most valuable for training models.
New method combines Bloom filters and belief propagation for efficient group testing.
Paper develops a robust classifier for Gaussian mixture models under sparse adversarial perturbations.