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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.

168,695 papers · 148 categories

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51102152203 · Jun 202019922001200920172026
48 results for noise removal

This paper examines the applicability of Random Matrix Theory to portfolio management in finance. Starting from a group of normally distributed stochastic processes with given correlations we devise an algorithm for removing noise from the estimator of correlations constructed from measured time series. We then apply t…

2004-03-05abs ↗pdf ↗

Proposes a new k-NN algorithm to improve classification accuracy by removing noise and pseudo-neighbours.

problem Noise and pseudo-neighbours in large-scale databases affect k-NN performance.
method Introduces a weighted mutual k-Nearest Neighbour algorithm to detect and remove noise, and minimize distant neighbours' influence.
result The proposed algorithm provides comparative better results compared to standard k-NN.

Study evaluates thresholds for removing noise from DNN weights using random matrix theory.

problem Removing noise from deep neural network weights for better approximation.
method Model weights as signal + noise, use random matrix theory to estimate thresholds, evaluate using cosine similarity.
result Proposed threshold estimation method improves approximation quality.

Multiplicative noise, including dropout, is widely used to regularize deep neural networks (DNNs), and is shown to be effective in a wide range of architectures and tasks. From an information perspective, we consider injecting multiplicative noise into a DNN as training the network to solve the task with noisy informat…

2018-09-19abs ↗pdf ↗

Algorithm removes specific training data from models efficiently in high-dimensional settings.

problem Efficiently removing specific training data from high-dimensional models without full retraining.
method Starts from original model parameters, performs Newton steps, adds isotropic Laplacian noise.
result Two Newton steps are sufficient for effective unlearning in high-dimensional problems.

We describe a method for removing the effect of confounders in order to reconstruct a latent quantity of interest. The method, referred to as half-sibling regression, is inspired by recent work in causal inference using additive noise models. We provide a theoretical justification and illustrate the potential of the me…

2015-05-12abs ↗pdf ↗

We consider the non-parametric regression problem under Huber's εε-contamination model, in which an εε fraction of observations are subject to arbitrary adversarial noise. We first show that a simple local binning median step can effectively remove the adversary noise and this median estimator is minimax optimal up t…

2018-05-26abs ↗pdf ↗

Real-time speech enhancement model removes various noises and reverb.

problem Real-time speech enhancement in noisy environments.
method Causal speech enhancement model using encoder-decoder architecture with skip-connections, optimized in time and frequency domains.
result The model matches state-of-the-art performance while working directly on raw waveform.

Transformer model removes noise from light curves efficiently.

problem Challenges in processing astrophysical light curves due to noise.
method Denoising Time Series Transformer (DTST) model trained with masked objective.
result DTST model excels at removing noise and outliers in time series datasets.

Robust principal component analysis (RPCA) can recover low-rank matrices when they are corrupted by sparse noises. In practice, many matrices are, however, of high-rank and hence cannot be recovered by RPCA. We propose a novel method called robust kernel principal component analysis (RKPCA) to decompose a partially cor…

2018-02-28abs ↗pdf ↗

A new method for joint noise removal and trend estimation from sparse signals.

problem Jointly removing noise and estimating trends from sparse signals.
method PENDANTSS combines SOOT/SPOQ penalties with BEADS algorithm in a Trust-Region block alternating variable metric forward-backward approach.
result Outperforms comparable methods in deconvolving analytical chemistry signals.

A statistical framework for removing unwanted data domains in machine learning.

problem Removing unwanted data domains in machine learning while preserving desired performance.
method Modeling domains as probability distributions and using hypothesis testing to select samples to remove.
result Characterization of allowable edited data distributions and removal-preservation Pareto frontiers for various distribution families.

SIMPGEN improves SWOT SSH data interpretation by removing noise and preserving fine-scale features.

problem Noisy data and limited fine-scale observations in oceanic processes.
method Simulation-Informed Metric and Prior for Generative Ensemble Networks (SIMPGEN) combining real SWOT observations with simulated reference data.
result SIMPGEN effectively removes noise, preserving fine-scale features better than existing neural methods.

Dropout-based regularization methods can be regarded as injecting random noise with pre-defined magnitude to different parts of the neural network during training. It was recently shown that Bayesian dropout procedure not only improves generalization but also leads to extremely sparse neural architectures by automatica…

2017-05-20abs ↗pdf ↗

Proposes incorporating noise sources in machine learning evaluation for more reliable conclusions.

problem Inadequate handling of nondeterminism in machine learning research leads to unreliable results.
method Uses linear mixed effects models (LMEMs) and generalized likelihood ratio tests (GLRT) to analyze performance evaluation scores and assess performance differences.
result Demonstrates how to incorporate various sources of noise and data properties into statistical significance testing and reliability analysis.

A denoising algorithm seeks to remove noise, errors, or perturbations from a signal. Extensive research has been devoted to this arena over the last several decades, and as a result, today's denoisers can effectively remove large amounts of additive white Gaussian noise. A compressed sensing (CS) reconstruction algorit…

2014-06-16abs ↗pdf ↗

UNHaP removes noise from physiological events using Hawkes processes.

problem Challenges in identifying true events from spurious ones in physiological signal analysis.
method UNHaP uses marked Hawkes processes to distinguish and unmix true events from noise.
result UNHaP significantly reduces false detection rates and enhances event understanding.

New approach removes data influence in high dimensions with single step.

problem Efficiently removing data influence in high-dimensional settings with strong convexity and smoothness assumptions.
method Introduces ε-Gaussian certifiability and analyzes Newton method performance.
result Single Newton step followed by Gaussian noise achieves privacy and accuracy.

Matrix factorization is a simple and effective solution to the recommendation problem. It has been extensively employed in the industry and has attracted much attention from the academia. However, it is unclear what the low-dimensional matrices represent. We show that matrix factorization can actually be seen as simult…

2018-08-28abs ↗pdf ↗

BIND removes background noise from binary matrices, improving detection accuracy and fairness.

problem Real data often violates the i.i.d assumption for binary matrix entries, leading to inaccurate detection.
method BIND optimizes detection by estimating row- and column-wise mixture distributions and eliminating background noise.
result BIND effectively removes background noise and increases detection accuracy and fairness.

Paper explores unsupervised learning for ultrasound image artifact removal.

problem Improving visual quality of ultrasound images from various artifacts.
method Inspired by optimal transport cycleGAN, unsupervised deep learning for artifact removal.
result Unsupervised learning method provides comparable results to supervised learning.

New method reduces uncertainty in deep neural networks with minimal computation.

problem Uncertainty in over-parameterized neural networks hinders reliability and statistical guarantees.
method Procedural-noise-correcting (PNC) predictor and resampling methods.
result Asymptotically exact-coverage confidence intervals constructed with minimal computation.

We consider the problem of training a model under the presence of label noise. Current approaches identify samples with potentially incorrect labels and reduce their influence on the learning process by either assigning lower weights to them or completely removing them from the training set. In the first case the model…

2019-06-01abs ↗pdf ↗

MRI images reconstructed from sub-sampled Cartesian data using deep learning techniques often show a characteristic banding (sometimes described as streaking), which is particularly strong in low signal-to-noise regions of the reconstructed image. In this work, we propose the use of an adversarial loss that penalizes b…

2020-01-23abs ↗pdf ↗

In the geophysical field, seismic noise attenuation has been considered as a critical and long-standing problem, especially for the pre-stack data processing. Here, we propose a model to leverage the deep-learning model for this task. Rather than directly applying an existing de-noising model from ordinary images to th…

2019-10-28abs ↗pdf ↗

New method for certified unlearning reduces noise injection.

problem Achieving formal unlearning guarantees with adaptive noise calibration.
method Adaptive per-instance noise calibration based on individual data point sensitivities.
result Derivation of high-probability per-instance sensitivity bounds for ridge regression.

SAP corrects model for label noise by identifying and removing noisy samples.

problem Label corruption degrades model performance; acquiring perfect labels is costly.
method SAP uses SVD to identify and project model weights onto a clean activation space.
result SAP improves model generalization by up to 6% on CIFAR dataset with 25% synthetic corruption.

A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance matrix to remove estimation bias due to heteroskedasticity. This procedure is com…

2018-10-19abs ↗pdf ↗

In this paper, benefiting from the strong ability of deep neural network in estimating non-linear functions, we propose a discriminative embedding function to be used as a feature extractor for clustering tasks. The trained embedding function transfers knowledge from the domain of a labeled set of morphologically-disti…

2018-05-07abs ↗pdf ↗

A new approach to quantum machine learning circuits reduces training difficulties.

problem Challenges in training deep quantum circuits due to flat training landscapes.
method Variable structure approach (VAns) to build ansatzes, applying rules for gate growth and removal.
result VAns successfully mitigates trainability and noise-related issues, improving performance in various applications.

Self-organized criticality has been claimed to play an important role in many natural and social systems. In the present work we empirically investigate the relevance of this theory to stock-market dynamics. Avalanches in stock-market indices are identified using a multi-scale wavelet-filtering analysis designed to rem…

2006-01-22abs ↗pdf ↗

Explaining the output of a deep network remains a challenge. In the case of an image classifier, one type of explanation is to identify pixels that strongly influence the final decision. A starting point for this strategy is the gradient of the class score function with respect to the input image. This gradient can be …

2017-06-12abs ↗pdf ↗

We describe a novel method for training high-quality image denoising models based on unorganized collections of corrupted images. The training does not need access to clean reference images, or explicit pairs of corrupted images, and can thus be applied in situations where such data is unacceptably expensive or impossi…

2019-01-29abs ↗pdf ↗

Unified theory explains how data augmentation improves deep learning models.

problem Understanding why data augmentation improves model generalization.
method Unified theoretical framework explaining two key effects: partial semantic feature removal and feature mixing.
result Data augmentation enhances generalization through partial semantic feature removal and feature mixing.