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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.

168,695 papers · 148 categories

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1234 · Dec 201819922001200920172026
48 results for shift-invariance

The Grassmannian model represents harmonic maps from Riemann surfaces by families of shift-invariant subspaces of a Hilbert space. We impose a natural symmetry condition on the shift-invariant subspaces that corresponds to considering an important class of harmonic maps into symmetric and kk-symmetric spaces. In parti…

2019-08-05abs ↗pdf ↗

The paper addresses instability in CNNs' first layer by proving max pooling's shift invariance.

problem Instability in CNNs' first layer, leading to sensitivity to small input shifts.
method Establishing conditions for max pooling's shift invariance and deriving a measure of stability.
result Max pooling approximates a nearly shift-invariant complex modulus under certain conditions.

Deep neural networks approximate functions in shift-invariant spaces with controlled error.

problem Approximating functions in shift-invariant spaces with neural networks.
method Using deep ReLU neural networks, estimating approximation error bounds based on network width and depth.
result Deep neural networks achieve optimal approximation rates for Sobolev spaces up to a logarithmic factor.

We study density estimation for classes of shift-invariant distributions over Rd\mathbb{R}^d. A multidimensional distribution is "shift-invariant" if, roughly speaking, it is close in total variation distance to a small shift of it in any direction. Shift-invariance relaxes smoothness assumptions commonly used in non-p…

2018-11-09abs ↗pdf ↗

We investigate in detail the connection between harmonic maps from Riemann surfaces into the unitary group $\U(n)$ and their Grassmannian models: these are families of shift-invariant subspaces of $L^2(S^1,\C^n)$. With the help of operator-theoretic methods we derive a criterion for finiteness of the uniton number whic…

2018-12-21abs ↗pdf ↗

We describe new results and algorithms for two different, but related, problems which deal with circulant matrices: learning shift-invariant components from training data and calculating the shift (or alignment) between two given signals. In the first instance, we deal with the shift-invariant dictionary learning probl…

2018-12-03abs ↗pdf ↗

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 ↗

Estimating signals with linear recurrence relations under Gaussian noise is nearly as hard as sparse signals.

problem Estimating discrete-time signals with unknown linear recurrence relations in Gaussian noise.
method Analyzing shift-invariant subspaces and their Fourier coefficients as reproducing filters.
result The statistical complexity is nearly the same as for ss-sparse signals, and the estimator is tractable.

Nonlinear kernel regression models are often used in statistics and machine learning because they are more accurate than linear models. Variable selection for kernel regression models is a challenge partly because, unlike the linear regression setting, there is no clear concept of an effect size for regression coeffici…

2015-08-05abs ↗pdf ↗

We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to integral representations of shift-invariant kernel functions (e.g., Gaussian kernel).…

2014-12-29abs ↗pdf ↗

New framework explains leading digit patterns without probabilistic assumptions.

problem Explaining leading digit distributions without relying on probabilistic models.
method Shift-invariant functional equation and affine-plus-periodic formulas.
result Unified mathematical foundation for understanding digit distributions.

This paper tackles spatio-temporal information preservation in machine learning.

problem Conventional machine learning assumes orthogonal data attributes, disrupting spatio-temporal information.
method Shift-invariant k-means, convolutional dictionary learning, and spatio-temporal hypercomplex encoding schemes are proposed.
result Gabor feature extraction outperforms convolutional dictionary learning in spatio-temporal information preservation.

We connect shift-invariant characteristic kernels to infinitely divisible distributions on Rd\mathbb{R}^{d}. Characteristic kernels play an important role in machine learning applications with their kernel means to distinguish any two probability measures. The contribution of this paper is two-fold. First, we show, usi…

2014-03-28abs ↗pdf ↗

In this paper, we introduce DICOD, a convolutional sparse coding algorithm which builds shift invariant representations for long signals. This algorithm is designed to run in a distributed setting, with local message passing, making it communication efficient. It is based on coordinate descent and uses locally greedy u…

2017-05-29abs ↗pdf ↗

Bird sounds possess distinctive spectral structure which may exhibit small shifts in spectrum depending on the bird species and environmental conditions. In this paper, we propose using convolutional recurrent neural networks on the task of automated bird audio detection in real-life environments. In the proposed metho…

2017-03-07abs ↗pdf ↗

Sparse coding is an unsupervised learning algorithm that learns a succinct high-level representation of the inputs given only unlabeled data; it represents each input as a sparse linear combination of a set of basis functions. Originally applied to modeling the human visual cortex, sparse coding has also been shown to …

2012-06-20abs ↗pdf ↗

We analyze the structure of the \emph{frequency space} Q(F)Q(F) of a nonabelian free group F=F(a1,...,ak)F=F(a_1,...,a_k) consisting of all shift-invariant Borel probability measures on F\partial F and construct a natural action of Out(F)Out(F) on Q(F)Q(F). In particular we prove that for any outer automorphism φφ of FF the \emph{conju…

2003-11-05abs ↗pdf ↗

New spectral mixture representation for isotropic kernels simplifies random Fourier features.

problem Applying Random Fourier Features to complex kernels.
method Decompose isotropic kernels into scale mixtures of α-stable random vectors.
result Constructive spectral sampling formula for various kernels.

Quantum kernels can be efficiently embedded into classical feature spaces.

problem Can all quantum kernels be efficiently embedded into classical feature spaces?
method Invoking computational universality and using techniques like random Fourier features, the authors show that certain classes of quantum kernels can be efficiently embedded.
result For shift-invariant and composition kernels, embedding quantum kernels are universal and efficient.

Graph neural networks (GNNs) have been shown to replicate convolutional neural networks' (CNNs) superior performance in many problems involving graphs. By replacing regular convolutions with linear shift-invariant graph filters (LSI-GFs), GNNs take into account the (irregular) structure of the graph and provide meaning…

2018-10-29abs ↗pdf ↗

Tensor methods have emerged as a powerful paradigm for consistent learning of many latent variable models such as topic models, independent component analysis and dictionary learning. Model parameters are estimated via CP decomposition of the observed higher order input moments. However, in many domains, additional inv…

2015-06-10abs ↗pdf ↗

This article addresses the issue of representing electroencephalographic (EEG) signals in an efficient way. While classical approaches use a fixed Gabor dictionary to analyze EEG signals, this article proposes a data-driven method to obtain an adapted dictionary. To reach an efficient dictionary learning, appropriate s…

2013-03-04abs ↗pdf ↗

The low displacement rank (LDR) framework for structured matrices represents a matrix through two displacement operators and a low-rank residual. Existing use of LDR matrices in deep learning has applied fixed displacement operators encoding forms of shift invariance akin to convolutions. We introduce a class of LDR ma…

2018-10-04abs ↗pdf ↗

New quantization methods improve accuracy of Random Fourier Features.

problem Improving accuracy of Random Fourier Features for machine learning.
method Sigma-Delta and distributed noise-shaping quantization methods for 1-bit and low bit-depth quantization.
result Quantized RFFs allow high accuracy approximation of underlying kernels with polynomial error decay.

Convolutional sparse coding (CSC) can learn representative shift-invariant patterns from multiple kinds of data. However, existing CSC methods can only model noises from Gaussian distribution, which is restrictive and unrealistic. In this paper, we propose a general CSC model capable of dealing with complicated unknown…

2019-03-08abs ↗pdf ↗

ForecastNet uses a time-variant deep feed-forward neural network for better multi-step-ahead time series forecasting.

problem Time-invariant architectures limit multi-step-ahead forecasting.
method ForecastNet employs a deep feed-forward architecture with time-variant parameters and interleaved outputs.
result ForecastNet outperforms other models on multi-step-ahead time series forecasting tasks.

Superior performance and ease of implementation have fostered the adoption of Convolutional Neural Networks (CNNs) for a wide array of inference and reconstruction tasks. CNNs implement three basic blocks: convolution, pooling and pointwise nonlinearity. Since the two first operations are well-defined only on regular-s…

2018-03-06abs ↗pdf ↗

This paper develops methods for obtaining distribution-free prediction regions for invariant representations.

problem Distributional shifts in machine learning models.
method Invariant risk minimization and weighted conformity scores.
result Proves the effectiveness of adaptive conformal intervals for uncertainty estimation.

The paper explores high-dimensional learning in finance, proving key aspects and setting lower bounds.

problem Understanding when and how large, over-parameterized models achieve predictive success in finance.
method Theoretical foundations and empirical validation of two key aspects: standardization and information-theoretic lower bounds.
result Empirical validation shows that high-dimensional learning in finance often relies on lower-complexity artefacts rather than the intended mechanism.

Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show good versatility, they are computationally intensive and have poor scalability t…

2015-06-06abs ↗pdf ↗

New DP algorithms with margin guarantees for various hypothesis sets.

problem Differential privacy in machine learning with margin guarantees.
method Developed pure and efficient DP learning algorithms for linear, kernel-based, and neural network hypotheses.
result Margin guarantees are independent of input dimension and hypothesis type.

New framework learns sufficient invariant features robustly across distribution shifts.

problem Learning robust models under distribution shifts between training and test datasets.
method Sufficient Invariant Learning (SIL) framework and Adaptive Sharpness-aware Group Distributionally Robust Optimization (ASGDRO) algorithm.
result Empirical evaluations confirm ASGDRO's robustness against distribution shifts.

New method uses neural networks to solve complex PDEs from optimal control theory.

problem Solving high-dimensional Hamilton-Jacobi-Bellman PDEs.
method Iterative diffusion optimization techniques, focusing on path measures and divergences.
result Favourable properties of log-variance divergence for Monte Carlo estimators.

New Fourier features improve high-precision approximation in large-scale problems.

problem Designing scalable, high-precision Fourier features for large-scale kernel methods.
method Introducing a new family of quadrature rules that accurately approximate the Gaussian measure in higher dimensions.
result Improved approximation bounds with new Fourier features.