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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.

169,291 papers · 148 categories

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124248371495 · Jun 202019922001200920182026
48 results for nonlinear processing

Non-Markovian point process shows power-law scaling, similar to nonlinear Markovian process.

problem Understanding the scaling behavior of non-Markovian point processes.
method Analyzed a confined fractional Brownian motion-driven point process and compared it to a nonlinear Markovian process.
result A nonlinear Markovian process can reproduce the power-law scaling behavior of a non-Markovian point process.

Exact asymptotic solutions found for nonlinear Hawkes processes.

problem Analytical solutions for nonlinear Hawkes processes with positive and negative feedbacks.
method Field master equation approach to classify steady-state solutions.
result Explicit power law formulas for steady-state intensity distributions Pss(λ)λ1aP_{\mathrm{ss}}(λ)\propto λ^{-1-a}, with aa as a function of parameters.

Proposes random Euler filters for efficient complex-valued nonlinear signal processing.

problem Efficiently processing complex-valued nonlinear signals with reduced computational cost.
method Introduces linear and widely-linear random Euler complex-valued filters with fixed network structures.
result Analytical minimum mean square error and optimum step-size derived for transient and steady-state performances.

Bayesian filtering approach identifies nonlinear restoring forces in dynamic systems.

problem Identification of nonlinear dynamic systems in engineering.
method Modeling the nonlinear restoring force as a Gaussian process, converting it to a state-space model, and inferring internal states and the nonlinear restoring force through filtering and smoothing.
result The approach effectively identifies nonlinear restoring forces in both simulated and experimental datasets.

NNNH uses neural networks to model complex event patterns.

problem Analyzing multi-dimensional nonlinear Hawkes processes with mutual excitation and inhibition.
method NNNH employs feedforward neural networks to model individual kernels and base intensity, optimizing parameters via Stochastic Gradient Descent.
result NNNH accurately captures complexities of nonlinear Hawkes processes, as demonstrated by numerical experiments.

Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as a natural nonlinear extension to optimal Wiener filtering. After establishing th…

2013-03-12abs ↗pdf ↗

A new method for efficient nonlinear process monitoring using random Bernoulli features.

problem High computational demands and real-time responsiveness in online monitoring systems.
method Random Bernoulli principal component analysis to capture nonlinear patterns efficiently.
result The proposed methods offer excellent scalability and reduced computational complexity.

New framework IIA identifies innovations in general nonlinear vector autoregressive processes.

problem Limited generality of NVAR models due to additive innovation assumption.
method Independent Innovation Analysis (IIA) framework, assuming mutual independence and modulation by an auxiliary variable.
result Guarantees identifiability of innovations with arbitrary nonlinearities, up to permutation and component-wise invertible nonlinearities.

New method tests independence with single nonstationary time series.

problem Testing independence in nonstationary nonlinear time series.
method Time-varying nonlinear regression, local long-run covariance estimation, strong Gaussian approximation.
result First framework for conditional independence testing with a single realization of a nonstationary nonlinear process.

We develop a new DTSM with nonlinearities using Gaussian Processes for better interest rate forecasting.

problem Linear DTSMs fail to capture nonlinear relationships between macroeconomic variables and interest rates.
method We propose a Gaussian Process-based sequential Monte Carlo estimation and forecasting scheme.
result Nonlinear models outperform linear ones in forecasting core inflation, leading to significant economic value gains.

Unified framework for inference in complex nonlinear processes.

problem Challenges in inferring nonlinear continuous stochastic processes with sparse observations and complex topologies.
method Neural Backward Filtering Forward Guiding (NBFFG) framework that constructs a variational posterior using a proxy linear-Gaussian process.
result Empirical results show NBFFG outperforms baselines on synthetic benchmarks and high-dimensional phylogenetic analysis tasks.

Develops interpretable model for latent stochastic systems from noisy data.

problem Learning interpretable models of latent stochastic dynamical systems from noisy data.
method Semi-parametric model using Gaussian process for drift, inference of latent paths with sparse variational description.
result Flexible nonparametric model of dynamics with interpretable portraits.

CAG method predicts nonlinear solid mechanics responses in real-time with high accuracy and efficiency.

problem Real-time prediction of nonlinear solid mechanics responses.
method Clustering adaptive Gaussian process regression (CAG) method.
result Offers predictions within a second with high precision using only 20 samples.

Unified framework solves nonlinear PDEs and IPs using Gaussian processes.

problem Solving and identifying parameters in nonlinear PDEs and inverse problems.
method Gaussian process framework approximating solutions as MAP estimators, reducing to finite-dimensional optimization problem.
result Unified method converges in a small number of iterations for various PDEs.

New analysis explains pathology of deep Gaussian processes.

problem Pathology of deep Gaussian processes reduces learning capacities with increased layers.
method Study nonlinear dynamic systems corresponding to DGPs, derive recurrence relations.
result Provide tighter bounds and rate of convergence for dynamic systems.

Review and compare model order reduction methods for process engineering.

problem Creating computationally efficient yet accurate models for real-time applications.
method Nonlinear model order reduction methods, including general-purpose and tailored approaches for chemical processes.
result Comparison of eight model order reduction methods applied to an air separation process model.

TRNN combines tensor geometry with neural network nonlinearity for HD data.

problem Modeling high-dimensional data with preserved tensor geometry and nonlinear interactions.
method Introduces TRNN that integrates tensor geometry and neural network nonlinearity.
result TRNN preserves tensor geometry while offering nonlinearity.

Optimizes learning from experiments with nonlinear belief models.

problem Maximizing expected value of information with unknown nonlinear parameters.
method Uses sampled approximation to guide experiments and resampling to adapt to new information.
result The method converges to true parameters while maximizing the metric.

Develops a new method for nonlinear dimension reduction using random features.

problem Statistical challenges in generalizing Gaussian process-based latent variable models to non-Gaussian data.
method Random feature latent variable models (RFLVMs) that approximate nonlinear relationships with linear functions of random features.
result RFLVMs produce comparable results to state-of-the-art methods on various data types.

New framework for identifying spatial data components using TP latent components.

problem Identifying complex dependencies in spatial data.
method Introduces a new nonlinear ICA framework with tt-process latent components and develops a learning and inference algorithm.
result Identifiability of TP independent components under general conditions and Gaussian Process limit.

Theoretical study of random forests for nonlinear time series.

problem Theoretical justification for using random forests in time series modeling.
method Uniform concentration inequality for regression trees and random forests consistency proof.
result Consistency of random forests for nonlinear autoregressive processes.

Bayesian framework improves robustness in nonlinear regression models.

problem Measurement error, model misspecification, and distributional misspecification in regression analyses.
method Joint Dirichlet process prior on latent covariate-response distribution, updating with posterior pseudo-samples.
result Improved stability and consistency in estimators under increasing measurement error.

Framework for designing nonlinearities in neural networks with slope constraints.

problem Designing nonlinearities with specific properties for signal processing.
method Variational framework with regularization for slope constraints and optimization of adaptive splines.
result Adaptive nonuniform linear splines achieve global optimum in constrained optimization.

A novel model uses ODE-based random features to model nonlinear dynamical systems.

problem Modeling highly nonlinear dynamical systems with uncertainty quantification.
method Compositions of physics-informed random features derived from ODEs, combined with deep Gaussian processes and approximate Bayesian inference.
result The model effectively captures nonlinear behavior in real-world multivariate time series data and achieves comparable performance to other models on benchmark tasks.

Unified kernel-based methods improve nonlinear causal discovery.

problem Identifying nonlinear causal relationships between time series variables.
method Unified Kernel Principal Component Regression (KPCR) and Gaussian Process score-based model with Smooth Information Criterion.
result Improved performance in time series nonlinear causal discovery.