Physical activity levels are an important predictor of cardiovascular health and increasingly being measured by sensors, like accelerometers. Accelerometers produce rich multivariate data that can inform important clinical decisions related to individual patients and public health. The CHAMPION study, a study of youth …
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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Infinite Tucker Decomposition (InfTucker) and random function prior models, as nonparametric Bayesian models on infinite exchangeable arrays, are more powerful models than widely-used multilinear factorization methods including Tucker and PARAFAC decomposition, (partly) due to their capability of modeling nonlinear rel…
This work applies SQL to deep learning, leveraging database techniques.
Tensor analysis tackles complex multidimensional data across fields.
We present the group fused Lasso for detection of multiple change-points shared by a set of co-occurring one-dimensional signals. Change-points are detected by approximating the original signals with a constraint on the multidimensional total variation, leading to piecewise-constant approximations. Fast algorithms are …
This chapter covers methods for identifying and inferring graph topologies.
Rank-R FNN handles high-dimensional data efficiently.
In this paper we focus on the problem of completion of multidimensional arrays (also referred to as tensors) from limited sampling. Our approach is based on a recently proposed tensor-Singular Value Decomposition (t-SVD) [1]. Using this factorization one can derive notion of tensor rank, referred to as the tensor tubal…
New algorithm solves -norm constrained multilinear logistic regression for tensor data.
Tensors are multidimensional arrays of numerical values and therefore generalize matrices to multiple dimensions. While tensors first emerged in the psychometrics community in the century, they have since then spread to numerous other disciplines, including machine learning. Tensors and their decomposi…
This paper deals with multidimensional dynamic risk measures induced by conditional -expectations. A notion of multidimensional -expectation is proposed to provide a multidimensional version of nonlinear expectations. By a technical result on explicit expressions for the comparison theorem, uniqueness theorem and…
Defines tensor eigenvalues and singular values without basis, simplifying analysis.
Improves magnetic field mapping using an array of magnetometers with noisy input.
Simpler proof for non-basic sets in 2D.
This paper improves conditional multidimensional scaling for incomplete data.
We study \emph{TV regularization}, a widely used technique for eliciting structured sparsity. In particular, we propose efficient algorithms for computing prox-operators for -norm TV. The most important among these is -norm TV, for whose prox-operator we present a new geometric analysis which unveils a …
Paper improves DOA estimation in sparse arrays using Siamese neural networks.
Recently, tensor data (or multidimensional array) have been generated in many modern applications, such as functional magnetic resonance imaging (fMRI) in neuroscience and videos in video analysis. Many efforts are made in recent years to predict the relationship between tensor features and univariate responses. Howeve…
This paper conducts a rigorous analysis for provable estimation of multidimensional arrays, in particular third-order tensors, from a random subset of its corrupted entries. Our study rests heavily on a recently proposed tensor algebraic framework in which we can obtain tensor singular value decomposition (t-SVD) that …
Direction of arrival (DoA) estimation of targets improves with the number of elements employed by a phased array radar antenna. Since larger arrays have high associated cost, area and computational load, there is recent interest in thinning the antenna arrays without loss of far-field DoA accuracy. In this context, a c…
The paper explores multidimensional critic output in GANs, improving convergence and diversity.
Improved algorithm for multidimensional scaling reduces stress.
A method to visualize multidimensional local subspaces using implicit differentiation.
Analog arrays are a promising upcoming hardware technology with the potential to drastically speed up deep learning. Their main advantage is that they compute matrix-vector products in constant time, irrespective of the size of the matrix. However, early convolution layers in ConvNets map very unfavorably onto analog a…
New tests for distributional causal effects using improved kernel estimators.
Global minima found for multidimensional scaling with penalties.
Novel CNN array for sign language recognition using wearable IMUs.
Multidimensional scaling is an important dimension reduction tool in statistics and machine learning. Yet few theoretical results characterizing its statistical performance exist, not to mention any in high dimensions. By considering a unified framework that includes low, moderate and high dimensions, we study multidim…
Study uses multidimensional SE-NBD process to analyze default portfolios and identify shock amplification.
Efficiently recovers piecewise linear functions from noisy samples.
We investigate aspects of semimartingale decompositions, approximation and the martingale representation for multidimensional correlated Markov processes. A new interpretation of the dependence among processes is given using the martingale approach. We show that it is possible to represent, in both continuous and discr…
Novel method for multiclass ROC curves using multidimensional Gini index.
We show that shortfall risks of American options in a sequence of multinomial approximations of the multidimensional Black--Scholes (BS) market converge to the corresponding quantities for similar American options in the multidimensional BS market with path dependent payoffs. In comparison to previous papers we conside…
A novel online framework for analyzing multidimensional functional data.
On the base of Lie algebraic and differential geometry methods, a wide class of multidimensional nonlinear systems is obtained, and the integration scheme for such equations is proposed.
Missing data is an important challenge when dealing with high dimensional data arranged in the form of an array. In this paper, we propose methods for estimation of the parameters of array variate normal probability model from partially observed multiway data. The methods developed here are useful for missing data impu…
Tensor decomposition, a collection of factorization techniques for multidimensional arrays, are among the most general and powerful tools for scientific analysis. However, because of their increasing size, today's data sets require more complex tensor decomposition involving factorization with multiple matrices and dia…
Paper presents adaptive minimax risk classifiers for multidimensional concept drift.
sWk-means clusters multidimensional financial time series into distinct market regimes.
Classical multidimensional scaling is an important dimension reduction technique. Yet few theoretical results characterizing its statistical performance exist. This paper provides a theoretical framework for analyzing the quality of embedded samples produced by classical multidimensional scaling. This lays the foundati…
New method simulates sticky boundaries in multidimensional diffusions.
Extends Carathéodory's theorem to multidimensional domains with constant curvature.
A new tensor regression model preserves multidimensional data structure.
New method for learning multidimensional CDFs using Archimedean copulas.
We investigate the use of Malliavin calculus in order to calculate the Greeks of multidimensional complex path-dependent options by simulation. For this purpose, we extend the formulas employed by Montero and Kohatsu-Higa to the multidimensional case. The multidimensional setting shows the convenience of the Malliavin …
DPI quantifies phase differences in 1D and multidimensional signals using Riesz transform.
A neural network, IHT-Net, improves DOA estimation with sparse arrays.
Develops statistical confidence sets for multidimensional scaling.