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.
Photography method solves manifold invariants.
Study finds multiple solutions for Van der Waals-Cahn-Hilliard equation on manifolds.
Study finds lower bounds for solutions on Riemannian orbifolds.
Paper develops techniques to create 3-manifold invariants.
This paper classifies typhoon damage features using aerial photography.
The use of computational methods to evaluate aesthetics in photography has gained interest in recent years due to the popularization of convolutional neural networks and the availability of new annotated datasets. Most studies in this area have focused on designing models that do not take into account individual prefer…
DNCF framework recovers real scenes from imperfect images robustly.
Deep learning detects diabetic retinopathy stages from single fundus photos.
We present and discuss several old and new methods for mapping a circular disc to a square. In particular, we present analytical expressions for mapping each point (u,v) inside the circular disc to a point (x,y) inside a square region. Ideally, we want the mapping to be smooth and invertible. In addition, we put emphas…
The paper solves pentagon equations using triangulations and edge transformations.
Improved CNN model accuracy and generalizability through data pre-processing.
Survey on Allen-Cahn equations and systems, focusing on multiplicity results and geometric interpretation.
Paper proposes a method to enhance low-quality retinal images using optimal transport.
The problem of Poisson denoising appears in various imaging applications, such as low-light photography, medical imaging and microscopy. In cases of high SNR, several transformations exist so as to convert the Poisson noise into an additive i.i.d. Gaussian noise, for which many effective algorithms are available. Howev…
Automatic classification of trees using remotely sensed data has been a dream of many scientists and land use managers. Recently, Unmanned aerial vehicles (UAV) has been expected to be an easy-to-use, cost-effective tool for remote sensing of forests, and deep learning has attracted attention for its ability concerning…
In low light or short-exposure photography the image is often corrupted by noise. While longer exposure helps reduce the noise, it can produce blurry results due to the object and camera motion. The reconstruction of a noise-less image is an ill posed problem. Recent approaches for image denoising aim to predict kernel…
MCGDiff uses SGM to guide SMC for solving ill-posed linear inverse problems.
OTRE uses OT to improve retinal images, outperforming existing methods.
Recently, impressive denoising results have been achieved by Bayesian approaches which assume Gaussian models for the image patches. This improvement in performance can be attributed to the use of per-patch models. Unfortunately such an approach is particularly unstable for most inverse problems beyond denoising. In th…
Fluorescence microscopy has enabled a dramatic development in modern biology. Due to its inherently weak signal, fluorescence microscopy is not only much noisier than photography, but also presented with Poisson-Gaussian noise where Poisson noise, or shot noise, is the dominating noise source. To get clean fluorescence…
Proves existence of multiple solutions to a multiphasic equation on manifolds.
Neural networks have proven their capabilities by outperforming many other approaches on regression or classification tasks on various kinds of data. Other astonishing results have been achieved using neural nets as data generators, especially in settings of generative adversarial networks (GANs). One special applicati…
Deep learning has been successfully applied to a variety of image classification tasks. There has been keen interest to apply deep learning in the medical domain, particularly specialties that heavily utilize imaging, such as ophthalmology. One issue that may hinder application of deep learning to the medical domain is…
Improved iterative methods for risk parity portfolio weights.
We describe a novel optimization method for finite sums (such as empirical risk minimization problems) building on the recently introduced SAGA method. Our method achieves an accelerated convergence rate on strongly convex smooth problems. Our method has only one parameter (a step size), and is radically simpler than o…
A new method combines Laplace and Variational Bayes for scalable inference.
Unified framework for model explanation methods based on feature removal.
This work reviews and evaluates methods for predicting prediction intervals in regression problems.
Derives kernel PCA with Nyström method for scalability.
In this paper, the author considers the numerical computation of CVA for large systems by Mote Carlo methods. He introduces two types of stochastic mesh methods for the computations of CVA. In the first method, stochastic mesh method is used to obtain the future value of the derivative contracts. In the second method, …
New method combines spectral and sparse methods for Gaussian processes.
A comprehensive benchmark of 15 scRNA-seq imputation methods across various datasets and analyses.
New methods using natural gradient for structured optimization.
Recently, {\it stochastic momentum} methods have been widely adopted in training deep neural networks. However, their convergence analysis is still underexplored at the moment, in particular for non-convex optimization. This paper fills the gap between practice and theory by developing a basic convergence analysis of t…
We investigate methods for pricing American options under the variance gamma model. The variance gamma process is a pure jump process which is constructed by replacing the calendar time by the gamma time in a Brownian motion with drift, which makes it a time-changed Brownian motion. In general, the finite difference me…
A new method speeds up deep neural network training.
We propose a new stochastic dual coordinate ascent technique that can be applied to a wide range of regularized learning problems. Our method is based on Alternating Direction Multiplier Method (ADMM) to deal with complex regularization functions such as structured regularizations. Although the original ADMM is a batch…
NCG methods improve shape optimization efficiency.
Geometric methods study 3-manifold splittings.
We propose two localized Radial Basis Function (RBF) methods, the Radial Basis Function Partition of Unity method (RBF-PUM) and the Radial Basis Function generated Finite Differences method (RBF-FD), for solving financial derivative pricing problems arising from market models with multiple stochastic factors. We demons…
Proposes UTC method for stock price prediction with uncertainty quantification.
Survey of spectral, probabilistic, and deep metric learning methods.
Various approaches to gene selection for cancer classification based on microarray data can be found in the literature and they may be grouped into two categories: univariate methods and multivariate methods. Univariate methods look at each gene in the data in isolation from others. They measure the contribution of a p…
A novel weighted feature selection method using fuzzy sets improves classification accuracy and stability.
New method improves accuracy in computing implied volatility.
The paper examines Wiener process for LID estimation methods.
We evaluate how modern outlier detection methods perform in identifying outliers in e-commerce conversion rate data. Based on the limitations identified, we then present a novel method to detect outliers in e-commerce conversion rate. This unsupervised method is made more business relevant by letting it automatically a…
Spectral methods of moments provide a powerful tool for learning the parameters of latent variable models. Despite their theoretical appeal, the applicability of these methods to real data is still limited due to a lack of robustness to model misspecification. In this paper we present a hierarchical approach to methods…