Paper presents a method for identifying isotope envelopes in MALDI-ToF data.
problem Deisotoping of isotopic peaks in MALDI-ToF molecular imaging data.
method Uses Mamdani-Assilan fuzzy system and spatial maps of molecular distribution to identify isotope envelopes.
result Proposed method detects overlapping envelopes and analyzes large data sets.
Traditionally in regression one minimizes the number of fitting parameters or uses smoothing/regularization to trade training (TE) and generalization error (GE). Driving TE to zero by increasing fitting degrees of freedom (dof) is expected to increase GE. However modern big-data approaches, including deep nets, seem to…
A common method of generalizing binary to multi-class classification is the error correcting code (ECC). ECCs may be optimized in a number of ways, for instance by making them orthogonal. Here we test two types of orthogonal ECCs on seven different datasets using three types of binary classifier and compare them with t…
A robust method for decomposing spectral peaks robust to distortion and interference.
problem Decomposing spectral peaks in the presence of distortion and interference.
method Optimizing a nonparametric approach using pseudo-symmetric functions with nonincreasing behavior.
result Decomposed spectral peaks show pseudo-orthogonal behavior and power preserving equality.
SPADE improves demand forecasting accuracy by 4.5% for post-promotion periods.
problem Overreacting to peak events in demand forecasting leads to biased forecasts.
method SPADE splits forecasting into two tasks: one for peak events and another for post-peak events, using masked convolution filters and a specialized Peak Attention module.
result Overall PPE improvement of 4.5%, 30% improvement for most affected forecasts after promotions and holidays, and 3.9% improvement in PE accuracy.
We find empirically a characteristic sharp peak-flat trough pattern in a large set of commodity prices. We argue that the sharp peak structure reflects an endogenous inter-market organization, and that peaks may be seen as local ``singularities'' resulting from imitation and herding. These findings impose a novel strin…
Joint peak detection is a central problem when comparing samples in genomic data analysis, but current algorithms for this task are unsupervised and limited to at most 2 sample types. We propose PeakSegJoint, a new constrained maximum likelihood segmentation model for any number of sample types. To select the number of…
Mass spectrometry (MS) is an important technique for chemical profiling which calculates for a sample a high dimensional histogram-like spectrum. A crucial step of MS data processing is the peak picking which selects peaks containing information about molecules with high concentrations which are of interest in an MS in…
Study on-chain peak shaving to reduce Ethereum transaction costs.
problem Reducing transaction costs in blockchain networks, especially during congested periods.
method Analyzing transaction-level data from multiple firms across various industries to understand scheduling responses and cost management strategies.
result Firms' scheduling responses to congestion vary, leading to different fee savings and residual costs.
The paper explains two distinct peaks in generalization error for neural networks and simpler models, each governed by different factors.
problem Understanding the peaks in generalization error for neural networks and simpler models.
method Analysis of random feature models and comparison with numerical experiments involving deep neural networks.
result The peaks at N=P and N=D are distinct and governed by different factors (noise sensitivity vs. initialization noise). The heuristic identification of peaks from noisy complex spectra often leads to misunderstanding of the physical and chemical properties of matter. In this paper, we propose a framework based on Bayesian inference, which enables us to separate multipeak spectra into single peaks statistically and consists of two steps.…
New method for estimating lead-lag times between non-synchronously observed point processes.
problem Estimating lead-lag relationships between non-synchronously observed point processes.
method Formulate lead-lag estimation as CPCF shape estimation; propose kernel density estimation-based lead-lag time estimator.
result Proposed method delivers superior numerical performance and effective lead-lag time estimation.
This study examines local co-movements in energy, agriculture, and metal markets using copulas.
problem Identifying local dependencies and asymmetries in energy, agriculture, and metal markets.
method Non-parametric mixture copula and copula-based local Kendall's tau approach.
result Increased co-movements in extreme situations, asymmetric local dependence, and diversification potential.
Bayesian framework integrates spectral deconvolution with expert reasoning for robust peak estimation.
problem Challenges in extracting meaningful peaks from noisy or complex spectra.
method Bayesian spectral deconvolution coupled with a physical-property regression layer.
result Recovery of weak peaks in poly(lactic acid) IR spectra related to degradation rates.
FLOPART solves peak detection by creating accurate train and test set predictions.
problem Correctly detecting peaks in sequential data.
method Dynamic programming changepoint algorithm with zero train label errors.
result FLOPART provides highly accurate predictions on both train and test sets.
The paper shows how the generalization curve can have multiple peaks, influenced by data and learning algorithm biases.
problem Understanding the generalization behavior of linear regression models under varying parameterizations.
method Analyzes generalization loss in linear regression models with varying parameterizations, both under- and over-parameterized.
result The generalization curve can have an arbitrary number of peaks, and their locations can be controlled.
PEAKS selects key training examples incrementally based on prediction error and kernel similarity.
problem Dynamic data selection in deep learning models.
method Prediction Error Anchored by Kernel Similarity (PEAKS) for incremental data selection.
result PEAKS outperforms existing selection strategies and yields better performance returns as training data size grows.
PEAK tests means of multiple data streams with sequential betting.
problem Testing means of multiple data streams with nonparametric methods.
method Sequential, nonparametric testing using a betting scheme.
result PEAK provides up to 85% reduction in samples for stopping.
Data analysis in high-dimensional spaces aims at obtaining a synthetic description of a data set, revealing its main structure and its salient features. We here introduce an approach providing this description in the form of a topography of the data, namely a human-readable chart of the probability density from which t…
LLMs learn peaked distributions slowly due to power-law losses.
problem Slow convergence of loss in training large language models.
method Systematic analysis of toy models and empirical evaluation of LLMs.
result Power-law time scaling with an exponent of 1/3 for learning peaked distributions.
Finite-time queue peaks in stochastic networks have logarithmic scaling after geometric thresholds.
problem Queue peak laws in stochastic networks with geometric thresholds.
method Self-normalization mechanism
result Logarithmic scaling of queue peaks after geometric thresholds.
Bayesian Quadrature improves ensembling for neural networks with dispersed likelihood peaks.
problem Ensembling neural networks struggles with dispersed, narrow peaks in likelihood surfaces.
method Uses Bayesian Quadrature to construct weighted ensembles of architectures.
result Empirically outperforms state-of-the-art baselines in test likelihood, accuracy, and expected calibration error.
During a stock market peak the price of a given stock (i) jumps from an initial level p1(i) to a peak level p2(i) before falling back to a bottom level p3(i). The ratios A(i)=p2(i)/p1(i) and B(i)=p3(i)/p1(i) are referred to as the peak- and bottom-amplitude respectively. The paper show…
The last decade has seen a surge of interest in adaptive learning algorithms for data stream classification, with applications ranging from predicting ozone level peaks, learning stock market indicators, to detecting computer security violations. In addition, a number of methods have been developed to detect concept dr…
Study examines local extrema and crossing statistics in financial markets.
problem Understanding local extrema and crossing statistics in financial markets.
method Excursion set theory, numerical computation, theoretical prediction, clustering of geometrical measures, cross-correlation, Singular Value Decomposition.
result Excursion sets reveal statistical coherency and sensitivity to crises in financial markets.
In this paper, the fractional order curvature equation (−Δ)γu=(1+εK(x))uN−2γN+2γ in RN is considered. Assuming K(x) has two critical points satisfying certain local conditions, we prove the existence of two-peak solutions.
A nonparametric method for time series analysis extracts envelopes, detects peaks, and clusters data.
problem Extracting envelopes, detecting peaks, and clustering in time series data.
method Iterative procedure that minimizes L1 drift to create upper and lower bounding signals, using Viterbi-like path tracking and optimal elimination rules. result Efficiently calculated solution with near-linear time complexities for various applications.
Populations of species in ecosystems are often constrained by availability of resources within their environment. In effect this means that a growth of one population, needs to be balanced by comparable reduction in populations of others. In neutral models of biodiversity all populations are assumed to change increment…
Paper proposes a network framework for prosumers to manage peak loads in Iran.
problem Balancing renewable prosumers' self-sufficiency with grid integration under uncertainty.
method Distributed contextual stochastic optimization (DCSO) framework with consensus-based sharing.
result Integration of prediction and optimization reduces peak loads and costs.
New algorithm tackles constrained Markov decision processes with peak constraints.
problem Optimizing dynamic systems with peak constraints.
method Model-free algorithm converting PCMDP to unconstrained problem, applying Q-learning.
result Algorithm achieves (ε,p)-PAC policy under certain conditions. We win EVA2025 by estimating extreme precipitation events using Peaks Over Thresholds and martingale testing.
problem Estimating the probability of extreme precipitation events with limited data.
method Modeling Peaks Over Thresholds with an exponential distribution and using martingale testing for evaluation.
result Our method outperforms other approaches in estimating extreme precipitation events.
This paper explains why double descent sometimes occurs weakly or not at all from an optimization perspective.
problem Understanding the role of optimization in the phenomenon of double descent.
method Investigates model-wise double descent from an optimization perspective, proposing a unified explanation for its occurrence.
result Model-wise double descent is observed if and only if the optimizer can find a sufficiently low-loss minimum.
Support Vector Data Description (SVDD) provides a useful approach to construct a description of multivariate data for single-class classification and outlier detection with various practical applications. Gaussian kernel used in SVDD formulation allows flexible data description defined by observations designated as sup…
A new clustering algorithm reduces density peaks clustering's computational complexity.
problem High computational complexity of density peaks clustering.
method Sparse distance matrix, sparse search, K-d tree, second-order difference method.
result Reduced computational complexity from O(n2K) to O(n(n1−1/K+k)). We investigate the statistical properties of the EBS order book for the EUR/USD and USD/JPY currency pairs and the impact of a ten-fold tick size reduction on its dynamics. A large fraction of limit orders are still placed right at or halfway between the old allowed prices. This generates price barriers where the best …
Paper proposes combining GAM and DNN for accurate peak demand estimation from lower-resolution data.
problem Predicting high-resolution peak demand from limited lower-resolution data.
method Combines generalized additive models (GAM) and deep neural networks (DNN) for half-hourly load forecasting.
result Proposed method reduces out-of-sample RMSE by 57.4% compared to benchmark.
We study the dynamics of order flows around large intraday price changes using ultra-high-frequency data from the Shenzhen Stock Exchange. We find a significant reversal of price for both intraday price decreases and increases with a permanent price impact. The volatility, the volume of different types of orders, the b…
Improved peak detection in ChIP-seq data reduces over-dispersion.
problem Over-dispersion in ChIP-seq data reduces peak detection accuracy.
method Supervised segmentation models with alternative noise assumptions.
result Improved peak detection accuracy compared to natural assumptions.
New model improves volatility forecasting by reducing overestimation and underestimation.
problem SVR-GARCH model overestimates or underestimates volatility, hindering peak or trough behaviors.
method Proposes blending ARCH and augmented blending-ARCH models to improve volatility forecasting.
result Empirical results show improved volatility forecasting ability.
Extracts important peaks from XRD spectra using Attention mechanism.
problem Identifying significant peaks in XRD patterns for material properties.
method Convolutional neural network with Attention mechanism to analyze deep features.
result Selected lattice constant predicts cathodic material cell voltage.
During a speculative episode the price of an item jumps from an initial level p_1 to a peak level p_2 before more or less returning to level p_1. The ratio p_2/p_1 is referred to as the amplitude A of the peak. This paper shows that for a given market the peak amplitude is a linear function of the logarithm of the pric…
Study on convergence rate of Bergman metrics on Kähler manifolds.
problem Analyzing convergence rate of Bergman metrics on Kähler manifolds.
method Using Tian's peak section method to show uniform C1,α convergence. result Uniform C1,α convergence of Bergman metrics is demonstrated. Efficient neural Bayes estimators for censored peaks-over-threshold models improve inference speed and accuracy.
problem Computational burden in inference with spatial extremal dependence models due to intractable or censored likelihoods.
method Developed neural Bayes estimators using data augmentation techniques to encode censoring information.
result Significant gains in computational and statistical efficiency compared to traditional methods.
Novel graph-based method detects R-peaks in noisy ECG signals without preprocessing.
problem Detecting R-peaks in noisy ECG signals for real-time analysis.
method Graph-constrained Changepoint Detection (GCCD) approach.
result GCCD achieves high sensitivity, positive predictivity, and low detection error rate.
Method identifies financial rogue waves close to their onset.
problem Identifying extreme financial events close to their onset.
method Analogy between rogue waves in optics and financial volatility, using Schrödinger equation with potential shaped by Kerr nonlinearity.
result Numerical gradient spikes at the onset of extreme financial events.
Optimal scheduling of hydrogen production in dynamic pricing power market can maximize the profit of hydrogen producer; however, it highly depends on the accurate forecast of hydrogen consumption. In this paper, we propose a deep leaning based forecasting approach for predicting hydrogen consumption of fuel cell vehicl…
Using publicly available traffic camera data in New York City, we quantify time-dependent patterns in aggregate pedestrian foot traffic. These patterns exhibit repeatable diurnal behaviors that differ for weekdays and weekends but are broadly consistent across neighborhoods in the borough of Manhattan. Weekday patterns…
We analyse the temporal changes in the cross correlations of returns on the New York Stock Exchange. We show that lead-lag relationships between daily returns of stocks vanished in less than twenty years. We have found that even for high frequency data the asymmetry of time dependent cross-correlation functions has a d…