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.
New algorithm for decomposing multidimensional, non-stationary signals.
DPI quantifies phase differences in 1D and multidimensional signals using Riesz transform.
The present contribution suggests the use of a multidimensional scaling (MDS) algorithm as a visualization tool for manifold-valued elements. A visualization tool of this kind is useful in signal processing and machine learning whenever learning/adaptation algorithms insist on high-dimensional parameter manifolds.
Tensor analysis tackles complex multidimensional data across fields.
A new learning method for prosthetic arms without explicit rewards.
The ability of having a sparse representation for a certain class of signals has many applications in data analysis, image processing, and other research fields. Among sparse representations, the cosparse analysis model has recently gained increasing interest. Many signals exhibit a multidimensional structure, e.g. ima…
Slow feature analysis (SFA) is a method for extracting slowly varying features from a quickly varying multidimensional signal. An open source Matlab-implementation sfa-tk makes SFA easily useable. We show here that under certain circumstances, namely when the covariance matrix of the nonlinearly expanded data does not …
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 …
Convolutional dictionary learning (CDL) estimates shift invariant basis adapted to multidimensional data. CDL has proven useful for image denoising or inpainting, as well as for pattern discovery on multivariate signals. As estimated patterns can be positioned anywhere in signals or images, optimization techniques face…
One of the current issues in Brain-Computer Interface is how to deal with noisy Electroencephalography measurements organized as multidimensional datasets. On the other hand, recently, significant advances have been made in multidimensional signal completion algorithms that exploit tensor decomposition models to captur…
We translate the problem of calculating the entropy of a set of binary configurations/signals into a sequence of supervised classification tasks. Subsequently, one can use virtually any machine learning classification algorithm for computing entropy. This procedure can be used to compute entropy, and consequently the f…
We study the classification performance of Kronecker-structured models in two asymptotic regimes and developed an algorithm for separable, fast and compact K-S dictionary learning for better classification and representation of multidimensional signals by exploiting the structure in the signal. First, we study the clas…
In this survey, we provide a detailed review of recent advances in the recovery of continuous domain multidimensional signals from their few non-uniform (multichannel) measurements using structured low-rank matrix completion formulation. This framework is centered on the fundamental duality between the compactness (e.g…
This chapter covers methods for identifying and inferring graph topologies.
Neural network architectures are at the core of powerful automatic speech recognition systems (ASR). However, while recent researches focus on novel model architectures, the acoustic input features remain almost unchanged. Traditional ASR systems rely on multidimensional acoustic features such as the Mel filter bank en…
New method for separating mixed signals with nonlinear functions.
This study uses high-frequency data to identify early warning signals for bank crises.
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…
This paper improves conditional multidimensional scaling for incomplete data.
The paper explores multidimensional critic output in GANs, improving convergence and diversity.
Improved algorithm for multidimensional scaling reduces stress.
Recurrent Neural Networks (RNNs) are extensively used for time-series modeling and prediction. We propose an approach for automatic construction of a binary classifier based on Long Short-Term Memory RNNs (LSTM-RNNs) for detection of a vehicle passage through a checkpoint. As an input to the classifier we use multidime…
A method to visualize multidimensional local subspaces using implicit differentiation.
Enhances tensor regression for interpretability and performance.
Global minima found for multidimensional scaling with penalties.
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…
Gaussian processes model geospatial trajectories with uncertainty.
Study uses multidimensional SE-NBD process to analyze default portfolios and identify shock amplification.
This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum likelihood estimates from corrupted or incomplete data. The convergence speed-up is an e…
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…
Neural network based architectures used for sound recognition are usually adapted from other application domains such as image recognition, which may not harness the time-frequency representation of a signal. The ConditionaL Neural Networks (CLNN) and its extension the Masked ConditionaL Neural Networks (MCLNN) are des…
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.
Paper presents adaptive minimax risk classifiers for multidimensional concept drift.
The cumulant analysis plays an important role in non Gaussian distributed data analysis. The shares' prices returns are good example of such data. The purpose of this research is to develop the cumulant based algorithm and use it to determine eigenvectors that represent investment portfolios with low variability. Such …
Nuclear magnetic resonance (NMR) spectroscopy is one of the leading techniques for protein studies. The method features a number of properties, allowing to explain macromolecular interactions mechanistically and resolve structures with atomic resolution. However, due to laborious data analysis, a full potential of NMR …
sWk-means clusters multidimensional financial time series into distinct market regimes.
Paper identifies latent factors from noisy measurements using tensor decomposition.
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…
An electrocardiogram (ECG) is a time-series signal that is represented by one-dimensional (1-D) data. Higher dimensional representation contains more information that is accessible for feature extraction. Hidden variables such as frequency relation and morphology of segment is not directly accessible in the time domain…
New method simulates sticky boundaries in multidimensional diffusions.
Extends Carathéodory's theorem to multidimensional domains with constant curvature.
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 …
Traffic signal control has long been considered as a critical topic in intelligent transportation systems. Most existing learning methods mainly focus on isolated intersections and suffer from inefficient training. This paper aims at the cooperative control for large scale multi-intersection traffic signal, in which a …