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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.

169,341 papers · 148 categories

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100199299398 · Jun 202019922001200920182026
48 results for multiscale features

DMGNN predicts 3D human motions using adaptive multiscale graphs.

problem Predicting 3D skeleton-based human motions accurately.
method Dynamic multiscale graph neural networks (DMGNN) with adaptive multiscale graphs and MGCU.
result DMGNN outperforms state-of-the-art methods in short and long-term predictions.

New MHSNs extract multiscale features from complex data for robust classification.

problem Signal classification and domain classification on complex data.
method Layered structure with multiscale basis dictionaries, pooling operations, and invariant features.
result High-accuracy classification with fewer parameters than traditional graph neural networks.

A new kernel method improves hyperspectral image classification.

problem Improving accuracy in hyperspectral image classification.
method Proposes a sequence structured kernel (spectrum kernel) for integrating multiscale features.
result The proposed spectrum kernel outperforms conventional stacked vector-based kernels.

Method learns feature maps from deep CNN layers for weakly supervised chest pathology localization.

problem Localization of chest pathologies in X-ray images is challenging due to varying sizes and appearances.
method Class-aware deep multiscale feature learning using intermediate feature maps from CNN layers.
result Improves localization performance of small pathologies like nodules and masses.

Nonparametric estimation of the conditional distribution of a response given high-dimensional features is a challenging problem. It is important to allow not only the mean but also the variance and shape of the response density to change flexibly with features, which are massive-dimensional. We propose a multiscale dic…

2013-12-04abs ↗pdf ↗

SRMD uses random features for efficient time-frequency analysis.

problem Efficiently analyzing time-series data with low computational cost.
method Sparse Random Mode Decomposition (SRMD) constructs a sparse approximation to the spectrogram.
result SRMD outperforms other methods in signal representation, outlier removal, and mode decomposition.

A neural network predicts coarse-scale basis functions for efficient uncertainty quantification.

problem Efficiently estimating coarse-scale basis functions for multiscale methods.
method Data-driven approach using neural networks fitted to solution samples.
result Significant computational savings for uncertainty quantification tasks.

In this paper we present a new method to compute the first-order approximation of the price of derivatives on futures in the context of multiscale stochastic volatility of Fouque \textit{et al.} (2011, CUP). It provides an alternative method to the singular perturbation technique presented in Hikspoors and Jaimungal (2…

2013-11-18abs ↗pdf ↗

The Weyl transform is introduced as a rich framework for data representation. Transform coefficients are connected to the Walsh-Hadamard transform of multiscale autocorrelations, and different forms of dyadic periodicity in a signal are shown to appear as different features in its Weyl coefficients. The Weyl transform …

2014-12-18abs ↗pdf ↗

New algorithm reduces GP computation and improves accuracy for large datasets.

problem High computational cost and inaccuracy in GP regression for large datasets and sparse data.
method Hierarchical clustering to partition data into clusters, reducing training set and adapting local covariance.
result Improved prediction accuracy and reduced computational costs for non-uniform data distributions.

Two new methods improve neural network's ability to estimate full conditional distributions.

problem Neural networks often only predict point values, missing full conditional distributions.
method Multiscale Nets and CDE Trend Filtering methods.
result Both methods complement each other, suitable for different data scenarios.

Paper introduces MN-DAG for modeling evolving causal relationships in multivariate time series.

problem Modeling causal relationships that evolve over time and occur at different scales.
method Probabilistic generative model based on spectral and causality theories, combined with Bayesian stochastic variational inference.
result MN-CASTLE outperforms baseline models in identifying causal relationships in multivariate time series data.

Geometric models improve feature extraction and equivariance in image generation.

problem Improving feature extraction at multiscale levels and reducing network complexity.
method Proposes a geometric generative model based on morphological PDEs and GANs, incorporating equivariance for geometric interpretability.
result Preliminary results show GM-GAN outperforms classical GANs on MNIST data.

A new co-clustering method using optimal transport.

problem Discovering homogeneous groups of data instances and features.
method Entropy regularized optimal transport for joint probability density function, followed by multiscale representations for clustering.
result The method can automatically determine the number of clusters for both instances and features.

The paper proves Gorenstein contractions for multiscale differentials on nodal curves.

problem Proving Gorenstein contractions for multiscale differentials on nodal curves.
method Addressing the conjecture by Ranganathan and Wise, showing contractions level by level.
result Multiscale differentials can be contracted to Gorenstein singularities, level by level, from the top down.

More powerful feature selection tests using selective inference.

problem Selection bias in feature selection leading to specious analysis.
method Conditioning on minimal selection event using Maximum Mean Discrepancy and Hilbert Schmidt Independence Criterion with multiscale bootstrap.
result Proposed test is more powerful in most scenarios.

Bayesian model learns multiscale interactions in complex systems.

problem Understanding dynamic interplay between processes at different time scales.
method Bayesian learning framework with Particle Gibbs with Ancestor Sampling (PGAS) algorithm.
result Demonstrated the effectiveness of the proposed approach through simulations.

Study shows increased precipitation variability in Paris area over years.

problem Evaluating the evolution of precipitation variability over time.
method Shape-based Dynamic Time Warping (IMS-DTW) for clustering rainfall time series.
result Precipitation variability increased in Paris area over years.

New methods detect continuous variation in single-cell data.

problem Continuous variation within and between cell types not detected by discrete analyses.
method Three topologically motivated mathematical methods for unsupervised feature selection.
result Detect additional biologically meaningful genes with coherent expression patterns.

Paper proposes a new adaptive multiscale value function approximation for reinforcement learning.

problem Value function approximation in reinforcement learning with varying complexity.
method Adaptive multiscale approximation using multiresolution analysis and tree approximation.
result Convergence rate of the multiscale approximation is independent of basis function regularity.

This paper proposes a novel multiscale estimator for the integrated volatility of an Ito process, in the presence of market microstructure noise (observation error). The multiscale structure of the observed process is represented frequency-by-frequency and the concept of the multiscale ratio is introduced to quantify t…

2008-03-04abs ↗pdf ↗

New algorithm learns switching dynamics from multiple neural signals.

problem Learning accurate switching dynamical system models from multimodal neural data.
method Unsupervised learning algorithm for multiscale switching dynamical system models.
result Switching multiscale dynamical system models outperform single-scale models in behavior decoding.

Topological parallax assesses AI models' geometric similarity to datasets for safety.

problem Ensuring AI models' robustness and safety in deep learning applications.
method Topological parallax compares a trained model to a reference dataset using Rips complexes and geodesic distortions.
result Topological parallax indicates whether a model shares similar multiscale geometric features with the dataset.

Optimal multiscale learning of linear operators

problem Statistical and computational limits of learning bounded linear operators between Sobolev spaces
method Reformulate as an infinite-dimensional matrix regression problem with heterogeneous multiscale structure
result Establish minimax rates and construct a finite-resolution blockwise least-squares estimator attaining these rates

UniShape improves time series classification by selecting relevant subsequences.

problem Classifying time series data requires capturing interpretable shapelets.
method UniShape uses a shape-aware adapter to aggregate multiscale subsequences into class tokens.
result UniShape achieves state-of-the-art classification performance.

MsIGN tackles high-dimensional Bayesian inference using multiscale structure.

problem High-dimensional Bayesian inference challenges due to the curse of dimensionality.
method MsIGN generates samples from coarse to fine scale, minimizing Jeffreys divergence.
result MsIGN outperforms previous approaches in posterior approximation and mode capture.

The paper extends entropy maximization to multiscale settings and applies it to neural networks.

problem Achieving optimal risk bounds in neural networks using multiscale entropy.
method Generalizing maximum entropy to multiscale settings and applying it to neural networks.
result The multiscale Gibbs posterior can achieve a smaller excess risk than the single-scale Gibbs posterior in a teacher-student scenario.

The paper provides an efficient method to price path-dependent derivatives using multiscale stochastic volatility models.

problem Pricing path-dependent derivatives under multiscale stochastic volatility models.
method Derives a Malliavin representation for the first-order approximation of the price of path-dependent derivatives.
result An efficient Monte Carlo approximation for pricing path-dependent derivatives is derived.