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.
Paper studies non-tight reconstruction threshold in a 4-state model with different in/out block mutations.
The labeled stochastic block model is a random graph model representing networks with community structure and interactions of multiple types. In its simplest form, it consists of two communities of approximately equal size, and the edges are drawn and labeled at random with probability depending on whether their two en…
Iterative thresholding algorithms are well-suited for high-dimensional problems in sparse recovery and compressive sensing. The performance of this class of algorithms depends heavily on the tuning of certain threshold parameters. In particular, both the final reconstruction error and the convergence rate of the algori…
Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse signals in comparison to the l1-relaxation. However, numerical optimization of such penalties involves solving problems with l1-norms in the ob…
Belief Propagation outperforms other algorithms in reconstructing binary symmetric channel trees.
This paper is concerned with the question of reconstructing a vector in a finite-dimensional real Hilbert space when only the magnitudes of the coefficients of the vector under a redundant linear map are known. We analyze various Lipschitz bounds of the nonlinear analysis map and we establish theoretical performance bo…
Neurally Augmented ALISTA improves sparse reconstruction performance.
Sharp threshold found for aligning Gaussian-weighted graphs.
This paper resolves the all-or-nothing phase transition in graph matching.
Metalearning optimizes autoencoder dimensions for efficient data representation.
We develop mask iterative hard thresholding algorithms (mask IHT and mask DORE) for sparse image reconstruction of objects with known contour. The measurements follow a noisy underdetermined linear model common in the compressive sampling literature. Assuming that the contour of the object that we wish to reconstruct i…
Study reconstructs hidden perfect matchings in random graphs with specific edge weights.
Study models extreme skew surges along French Atlantic coast.
This paper develops a novel deep recurrent neural network for sequential signal reconstruction.
PCA helps identify key dimensions for multivariate extremes.
We present a simple technique that allows capsule models to detect adversarial images. In addition to being trained to classify images, the capsule model is trained to reconstruct the images from the pose parameters and identity of the correct top-level capsule. Adversarial images do not look like a typical member of t…
Proposes ACLAE-DT for unsupervised anomaly detection in multivariate time series.
Characterizes optimal reconstruction error in high-dimensional Gaussian mixtures.
Improved reliability of machine learning predictions using variational auto-encoders.
We study phase retrieval from magnitude measurements of an unknown signal as an algebraic estimation problem. Indeed, phase retrieval from rank-one and more general linear measurements can be treated in an algebraic way. It is verified that a certain number of generic rank-one or generic linear measurements are suffici…
Unified analysis of neural networks for sparse signal recovery.
Reliably detecting anomalies in a given set of images is a task of high practical relevance for visual quality inspection, surveillance, or medical image analysis. Autoencoder neural networks learn to reconstruct normal images, and hence can classify those images as anomalies, where the reconstruction error exceeds som…
Method reconstructs financial networks from aggregate data, revealing critical link density.
An algorithmically hard phase was described in a range of inference problems: even if the signal can be reconstructed with a small error from an information theoretic point of view, known algorithms fail unless the noise-to-signal ratio is sufficiently small. This hard phase is typically understood as a metastable bran…
We consider the problem of Gaussian mixture clustering in the high-dimensional limit where the data consists of points in dimensions, and stays finite. Using exact but non-rigorous methods from statistical physics, we determine the critical value of and the distance between…
The stochastic block model is one of the oldest and most ubiquitous models for studying clustering and community detection. In an exciting sequence of developments, motivated by deep but non-rigorous ideas from statistical physics, Decelle et al. conjectured a sharp threshold for when community detection is possible in…
We use convex relaxation techniques to provide a sequence of solutions to the matrix completion problem. Using the nuclear norm as a regularizer, we provide simple and very efficient algorithms for minimizing the reconstruction error subject to a bound on the nuclear norm. Our algorithm iteratively replaces the missing…
A new method monitors unstructured 3D shapes without registration.
SDSR reconstructs species trees from genetic markers efficiently.
Sharp threshold found for metric uniqueness in Riemannian Calderón-type problems.
We study the fundamental limits of detecting the presence of an additive rank-one perturbation, or spike, to a Wigner matrix. When the spike comes from a prior that is i.i.d. across coordinates, we prove that the log-likelihood ratio of the spiked model against the non-spiked one is asymptotically normal below a certai…
Improved neural network reconstruction from sparse measurements with theoretical guarantees.
This paper presents a novel Block Iterative Bayesian Algorithm (Block-IBA) for reconstructing block-sparse signals with unknown block structures. Unlike the existing algorithms for block sparse signal recovery which assume the cluster structure of the nonzero elements of the unknown signal to be independent and identic…
In this paper, we will investigate the efficacy of IMAT (Iterative Method of Adaptive Thresholding) in recovering the sparse signal (parameters) for linear models with missing data. Sparse recovery rises in compressed sensing and machine learning problems and has various applications necessitating viable reconstruction…
Orthogonal Matching Pursuit (OMP) has long been considered a powerful heuristic for attacking compressive sensing problems; however, its theoretical development is, unfortunately, somewhat lacking. This paper presents an improved Restricted Isometry Property (RIP) based performance guarantee for T-sparse signal reconst…
New method improves sparse signal reconstruction using 1RSB-AMP.
A fall is an abnormal activity that occurs rarely, so it is hard to collect real data for falls. It is, therefore, difficult to use supervised learning methods to automatically detect falls. Another challenge in using machine learning methods to automatically detect falls is the choice of engineered features. In this p…
Securely analyzes survival data across multiple institutions without revealing individual patient records.
This paper extends the recently proposed and theoretically justified iterative thresholding and residual means algorithm ITKrM to learning dicionaries from incomplete/masked training data (ITKrMM). It further adapts the algorithm to the presence of a low rank component in the data and provides a strategy for recove…
Solving inverse problems with iterative algorithms is popular, especially for large data. Due to time constraints, the number of possible iterations is usually limited, potentially affecting the achievable accuracy. Given an error one is willing to tolerate, an important question is whether it is possible to modify the…
Most of the existing methods for anomaly detection use only positive data to learn the data distribution, thus they usually need a pre-defined threshold at the detection stage to determine whether a test instance is an outlier. Unfortunately, a good threshold is vital for the performance and it is really hard to find a…
Diffusion models reveal a phase transition in reconstructing high-level features.
Method reconstructs neuron models from spike times efficiently.
We develop a new compressive sensing (CS) inversion algorithm by utilizing the Gaussian mixture model (GMM). While the compressive sensing is performed globally on the entire image as implemented in our lensless camera, a low-rank GMM is imposed on the local image patches. This low-rank GMM is derived via eigenvalue th…
Binary autoencoder with sparse hidden layer preserves information and zero reconstruction error.
Objective: Modelling the associations from high-throughput experimental molecular data has provided unprecedented insights into biological pathways and signalling mechanisms. Graphical models and networks have especially proven to be useful abstractions in this regard. Ad-hoc thresholds are often used in conjunction wi…
A new approach to VAEs tackles variance shrinkage using quantile regression.
We address the problem of abnormal event detection from trajectory data. In this paper, a new adversarial approach is proposed for building a deep neural network binary classifier, trained in an unsupervised fashion, that can distinguish normal from abnormal trajectory-based events without the need for setting manual d…