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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.

169,051 papers · 148 categories

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306089119 · Jun 202019922001200920172026
48 results for norm filtering

Paper tackles fault tolerance in distributed linear regression.

problem Fault tolerance in distributed linear regression with Byzantine faulty agents.
method Robustified distributed gradient descent using norm-based filters.
result Server can determine linear relationship deterministically in a log-linear computation cost.

Pruning CNNs by removing less important filters based on empirical loss changes.

problem Reducing memory and computation requirements for CNNs on resource-limited devices.
method Developed a novel filter importance norm based on empirical loss changes, and used sampling and ranking to prune filters.
result Reduced 60% of parameters and 64% of FLOPs with less than 0.6% accuracy drop.

We discuss the problem of adaptive discrete-time signal denoising in the situation where the signal to be recovered admits a "linear oracle" -- an unknown linear estimate that takes the form of convolution of observations with a time-invariant filter. It was shown by Juditsky and Nemirovski (2009) that when the $\ell_2…

2018-06-11abs ↗pdf ↗

Paper addresses fault-tolerance in distributed machine learning with stochastic gradient descent.

problem Fault-tolerance in distributed stochastic gradient descent (D-SGD) for machine learning.
method Proposes norm-based comparative gradient elimination (CGE) to robustify D-SGD against Byzantine faulty agents.
result CGE guarantees fault-tolerance against a bounded fraction of Byzantine agents under standard stochastic assumptions.

Improved robustness for high-dimensional Kalman filtering.

problem Convergence issues in sequential variational inference filter (VIF).
method Variational Kalman Filtering with Hinf-based correction.
result Improved feasibility and robustness in high-dimensional systems.

We introduce a family of adaptive estimators on graphs, based on penalizing the 1\ell_1 norm of discrete graph differences. This generalizes the idea of trend filtering [Kim et al. (2009), Tibshirani (2014)], used for univariate nonparametric regression, to graphs. Analogous to the univariate case, graph trend filteri…

2014-10-28abs ↗pdf ↗

Proposes a new graph trend filtering model for inhomogeneous graph signals.

problem Estimating piecewise smooth signals over a graph with varying smoothness levels.
method Introduces a l2,0 norm penalized Graph Trend Filtering (GTF) model and two solution methods: spectral decomposition and simulated annealing.
result The GTF model performs better than existing approaches in denoising, support recovery, and semi-supervised classification.

Kähler information manifolds for signal filters in weighted Hardy spaces are explored.

problem Developing a geometric framework for signal processing filters in weighted Hardy spaces.
method Introducing weighted Hardy spaces and smooth transformations of transfer functions, demonstrating the Kähler manifold structure.
result The Riemannian geometry of weighted Hardy norms for transfer functions forms a Kähler manifold.

New bounds improve deep learning performance efficiently.

problem Improving generalization and robustness of deep learning models.
method Deriving four provable upper bounds on spectral norm of convolution layers, differentiable and efficient.
result Minimum of four bounds is a tight, differentiable and efficient upper bound on spectral norm.

The paper learns an autoregressive filter for unknown dynamical systems with robust guarantees.

problem Learning optimal predictions in an unknown dynamical system.
method Directly learns an autoregressive filter using an LL^\infty-based objective, regressing on both inputs and outputs.
result The algorithm has optimal sample complexity in terms of the rollout length.

We prove the correspondence between the information geometry of a signal filter and a Kähler manifold. The information geometry of a minimum-phase linear system with a finite complex cepstrum norm is a Kähler manifold. The square of the complex cepstrum norm of the signal filter corresponds to the Kähler potential. The…

2014-04-08abs ↗pdf ↗

Bayesian neural network improves feature selection and prediction.

problem Improving feature selection and prediction accuracy in neural networks.
method BNN-ARD with l2-norm feature importance measure.
result Improves variable selection and predictive performance on real-world data.

A new filter design improves system identification accuracy.

problem Improving system identification accuracy for various system types.
method Generalized proportionate-type normalized subband adaptive filter (GPtNSAF) using least squares on subband errors with a sparsity penalty.
result GPtNSAF benefits from increasing subbands more than sparsity for quasi-sparse or dispersive systems, and both aspects are complementary for sparse systems.

Study on discrepancy principle for learning algorithms in nonparametric regression.

problem Determining optimal iteration number in nonparametric regression with unknown optimal iteration.
method Investigates discrepancy principle and modified principles for kernelized spectral filters, using deviation inequalities and change-of-norm arguments.
result Classical discrepancy principle is adaptive for slow rates, while modified principles are adaptive for faster rates.

We compute different versions of link Floer homology HFLHFL^{-} and HFL^\widehat{HFL} for any LL-space link with two components. The main approach is to compute the hh-function of the filtered chain complex which is determined by the Alexander polynomials of every sublink of the LL-space link. As an application, Thurst…

2017-04-08abs ↗pdf ↗

Most traditional online learning algorithms are based on variants of mirror descent or follow-the-leader. In this paper, we present an online algorithm based on a completely different approach, tailored for transductive settings, which combines "random playout" and randomized rounding of loss subgradients. As an applic…

2011-06-13abs ↗pdf ↗

Improved generalization bounds for multi-class CNNs without explicit class dependence.

problem Generalization error bounds for deep learning with multi-class CNNs.
method Adapted Rademacher analysis to incorporate weight sharing, reducing dependence on the number of classes.
result Bounds have no explicit dependence on the number of classes, scaling with the norm of weight matrices.

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.

New nonconvex regularizer speeds up low-rank matrix completion.

problem Low-rank matrix completion with good theoretical and empirical performance.
method Proposes a new nonconvex regularizer with adaptive shrinkage, scalable, and fast optimization.
result Proposed method achieves state-of-the-art recovery performance and is the fastest.

New algorithms for high-dimensional HMMs reduce complexity by discarding non-local factors.

problem High-dimensional HMMs are computationally expensive to filter and smooth.
method Approximate filtering and smoothing via locality in factor graphs, avoiding exponential cost.
result Error bounds in local total variation norm are dimension-free, improving scalability.

Singular values of a data in a matrix form provide insights on the structure of the data, the effective dimensionality, and the choice of hyper-parameters on higher-level data analysis tools. However, in many practical applications such as collaborative filtering and network analysis, we only get a partial observation.…

2017-03-18abs ↗pdf ↗

This paper introduces structure learning for autoencoder recommenders to improve performance and generalization.

problem Efficient training and generalization in sparse collaborative filtering data.
method Learn groups of related items and use this information to determine the connectivity structure of an auto-encoding neural network.
result The proposed structure learning method results in a sparse network that converges to a local optimum with smaller spectral norm and generalization error.

This paper focuses on spectral filters on graphs, namely filters defined as elementwise multiplication in the frequency domain of a graph. In many graph signal processing settings, it is important to transfer a filter from one graph to another. One example is in graph convolutional neural networks (ConvNets), where the…

2019-01-29abs ↗pdf ↗

We study a set MK,N\mathcal{M}_{K,N} parameterizing filtered SL(K)SL(K)-Higgs bundles over CP1\mathbb{CP}^1 with an irregular singularity at z=z = \infty, such that the eigenvalues of the Higgs field grow like λzN/Kdz\lvert λ\rvert \sim \lvert z ^{N/K} \mathrm{d} z \rvert, where KK and NN are coprime. MK,N\mathcal{M}_{K,N} carrie…

2017-09-18abs ↗pdf ↗

A new SOHP filter improves trend estimation in economic time series.

problem Improving trend estimation in nonlinear economic time series.
method Recursive application of one-sided HP filter on updated cyclical components, combined with an incremental HP filtering algorithm.
result Better performance of SOHP filter compared to other HP-type filters on real economic data.

Deep density methods improve filtering in high-dimensional systems.

problem Nonlinear filtering in high-dimensional systems.
method Two deep density methods based on Feynman-Kac formulas and neural networks.
result Logarithmic deep backward stochastic differential equation filter outperforms classical methods in high dimensions.

The study examines how weight sharing, equivariance, and locality affect the sample complexity of neural networks.

problem Understanding the impact of design choices on the generalization error of neural networks.
method Statistical learning theory applied to single hidden layer networks with weight sharing, equivariance, and locality.
result Lower and upper bounds for sample complexity are derived, showing that locality has benefits but comes with a trade-off.

The sophisticated structure of Convolutional Neural Network (CNN) allows for outstanding performance, but at the cost of intensive computation. As significant redundancies inevitably present in such a structure, many works have been proposed to prune the convolutional filters for computation cost reduction. Although ex…

2018-10-12abs ↗pdf ↗

Efficiently estimates covariance matrix for elliptical distributions under strong contamination.

problem Robust estimation of covariance matrix in the presence of adversarial corruptions.
method Proposes an algorithm that uses spatial sign of elliptical distributions and spectral covariance filtering.
result Achieves nearly optimal error guarantee for various elliptical distributions.

Gradient filters track moving parameters under noisy data and misspecification.

problem Tracking multidimensional time-varying parameters under noisy observations and model misspecification.
method Gradient-based filters update parameters using the gradient of a postulated objective function, evaluated at either the predicted or updated parameters.
result Novel sufficient conditions for exponential stability of the filtered parameter path, and finite-sample and asymptotic mean squared error bounds.