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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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4896143191 · Jun 202019922001200920172026
48 results for short-time Fourier transform

Proposes a differentiable STFT for more efficient optimization of hop length.

problem Efficient optimization of hop length in STFT for better temporal control.
method Introduces a differentiable version of STFT with continuous hop length.
result Improves optimization methods like gradient descent for STFT.

This study proposes a trainable adaptive window switching (AWS) method and apply it to a deep-neural-network (DNN) for speech enhancement in the modified discrete cosine transform domain. Time-frequency (T-F) mask processing in the short-time Fourier transform (STFT)-domain is a typical speech enhancement method. To re…

2018-11-05abs ↗pdf ↗

Fourier methods have a long and proven track record as an excellent tool in data processing. As memory and computational constraints gain importance in embedded and mobile applications, we propose to combine Fourier methods and recurrent neural network architectures. The short-time Fourier transform allows us to effici…

2018-12-13abs ↗pdf ↗

Steganography is the science of hiding a secret message within an ordinary public message, which is referred to as Carrier. Traditionally, digital signal processing techniques, such as least significant bit encoding, were used for hiding messages. In this paper, we explore the use of deep neural networks as steganograp…

2019-02-07abs ↗pdf ↗

Diffusion models enhance speech without supervision.

problem Challenges in generalizing supervised speech enhancement methods to unseen conditions.
method Unsupervised speech enhancement using diffusion-based generative models.
result Demonstrates promising results compared to supervised and unsupervised baselines.

Supervised learning based on a deep neural network recently has achieved substantial improvement on speech enhancement. Denoising networks learn mapping from noisy speech to clean one directly, or to a spectrum mask which is the ratio between clean and noisy spectra. In either case, the network is optimized by minimizi…

2019-01-26abs ↗pdf ↗

iSTFTNet speeds up mel-spectrogram vocoders without sacrificing quality.

problem Efficiently converting mel-spectrograms to speech with minimal computation.
method Replaces convolutional layers with iSTFT after frequency dimension reduction.
result Significant reduction in computational cost with comparable quality.

Paper proves Fourier transform for valuations, simplifying previous work.

problem Existence of isomorphism for translation-invariant smooth valuations.
method Directly describes Alesker's isomorphism in terms of Fourier transform on functions.
result Simple proofs of Alesker's Fourier transform properties, including a previously conjectured result.

A new algorithm computes Fourier coefficients for a specified range efficiently.

problem Inefficiency in FFT due to fixed output size for all applications.
method Fast Partial Fourier Transform (PFT) that allows specifying the range of Fourier coefficients to compute.
result PFT achieves significant speedup over state-of-the-art FFT algorithms for small output sizes.

Proves conditions for Fourier transforms in rank 1 symmetric spaces.

problem Understanding Fourier transform bounds in symmetric spaces.
method Proves sufficient and necessary conditions using Lipschitz and Fourier type integral conditions.
result Establishes bounds for Fourier transforms in rank 1 symmetric spaces with specific moduli of continuity.

The starting point of our analysis is an old idea of writing an eigenfunction expansion for a heat kernel considered in the case of a hypoelliptic heat kernel on a nilpotent Lie group GG. One of the ingredients of this approach is the generalized Fourier transform. The formula one gets using this approach is explicit …

2015-05-15abs ↗pdf ↗

This work improves Fourier pricing for multi-asset options using RQMC with domain transformation.

problem Efficiently pricing multi-asset options in high dimensions with Fourier methods.
method Randomized quasi-Monte Carlo (RQMC) with domain transformation to handle singularities.
result RQMC with domain transformation provides accurate and scalable Fourier pricing for multi-asset options.

This paper proposes a new loss using short-time Fourier transform (STFT) spectra for the aim of training a high-performance neural speech waveform model that predicts raw continuous speech waveform samples directly. Not only amplitude spectra but also phase spectra obtained from generated speech waveforms are used to c…

2018-10-29abs ↗pdf ↗

Algorithm describes Fourier transform of Stokes data at infinity.

problem Understanding the Fourier transform of Stokes data at infinity.
method Topological description and algorithmic approach using recent results and language of Stokes local systems.
result Explicit isomorphisms between wild character varieties are induced.

The paper studies Fourier-Laplace transforms in polynomial OU volatility models for option pricing.

problem Calibrating and pricing options in polynomial Ornstein-Uhlenbeck volatility models.
method Analyzes Fourier-Laplace transforms, connects to Riccati equations, and develops numerical schemes.
result Establishes existence and solution for Riccati equations and provides efficient numerical methods.

New algorithms learn sparse set functions in non-orthogonal Fourier bases.

problem Learning sparse set functions in non-orthogonal Fourier bases.
method Novel algorithms using non-orthogonal Fourier transforms.
result At most nkklog2k+knk - k \log_2 k + k queries for kk non-zero Fourier coefficients.

In this paper, we study robust tensor completion by using transformed tensor singular value decomposition (SVD), which employs unitary transform matrices instead of discrete Fourier transform matrix that is used in the traditional tensor SVD. The main motivation is that a lower tubal rank tensor can be obtained by usin…

2019-07-02abs ↗pdf ↗

The paper derives statistics of multi-factor functions from their Fourier transforms.

problem Deriving statistics of multi-factor functions from Fourier transforms.
method Developed an m-Coefficient/Index Annihilation Theorem to analyze the moments of a function from its Fourier transform.
result The mth moment of a function becomes a series of terms, each with precisely m Fourier coefficients, and the indices sum to zero.

Study spherical Fourier transform on hypergeometric type harmonic manifolds.

problem Spherical Fourier transform on harmonic Hadamard manifolds.
method Representation of spherical functions by Gauss hypergeometric functions.
result Inversion formula, convolution rule, and Plancherel theorem are derived.

In this paper we prove a new inversion theorem and a refinement of an old support theorem for two Radon transforms on a symmetric space. Included are some new identities for the Abel transform and some results about the Fourier transform from a joint work with Rawat, Sengupta and Sitaram.

2005-06-02abs ↗pdf ↗

Given two compact hyperkähler surfaces XX and YY and a holomorphic vector bundle QQ on X×YX\times Y, which is a generalized instanton, one can define a Fourier-Mukai transform, which, under suitable assumptions, maps vector bundles on XX to vector bundles on YY. If XX and YY are dual complex tori, this transform …

1994-07-15abs ↗pdf ↗

Enhances Fourier estimator performance for asynchronous event-data.

problem Improving correlation and covariance estimation on event-data.
method Implement and test NUFFT methods with different averaging kernels.
result Demonstrates improved performance and relationship between averaging scales.

Many signals on Cartesian product graphs appear in the real world, such as digital images, sensor observation time series, and movie ratings on Netflix. These signals are "multi-dimensional" and have directional characteristics along each factor graph. However, the existing graph Fourier transform does not distinguish …

2017-12-21abs ↗pdf ↗

RP-GFRFT unifies fractional order and rotation control for graph signals.

problem Lack of rotation-based spectral control in GFRFT and zero-angle degeneracy in AGFT.
method Rotation-parameterized graph fractional Fourier transform (RP-GFRFT) with degeneracy preserving rotation matrix.
result RP-GFRFT improves spectral filtering performance over existing methods.

The paper derives and proves the Helgason Fourier transform for vector bundle-valued differential forms on homogeneous spaces.

problem Deriving the Helgason Fourier transform for vector bundle-valued differential forms on homogeneous spaces.
method Employing the perspective of the functional equation satisfied by the classical Fourier transform, the paper derives the Helgason Fourier transform map and proves its properties.
result The Fourier transform is explicitly given and proven to be a map from vector bundle-valued differential forms to another vector bundle-valued differential form on the product space.

Study identifies and analyzes three types of errors in learning Fourier operators.

problem Statistical, discretization, and truncation errors in learning Fourier operators.
method Analysis of a Discrete Fourier Transform (DFT) based least squares estimator.
result Established upper and lower bounds on statistical, discretization, and truncation errors.

Paper introduces a differentiable STFT for continuous window length optimization.

problem Optimizing window length in spectrograms for neural networks.
method Defines a differentiable short-time Fourier transform with continuous window length.
result Demonstrates improved performance in estimation and classification tasks.

The study establishes uncertainty principles on harmonic manifolds of rank one.

problem Developing uncertainty principles for harmonic manifolds of rank one.
method Derivation of various uncertainty principles including Heisenberg, Morgen, Schrödinger, and Hömanders principles.
result Generalization of Hausdorff-Young inequality to harmonic manifolds of rank one.

FourNet approximates financial transition densities using Fourier transforms.

problem Approximating transition densities in finance with high accuracy.
method FourNet is a novel FFNN with Gaussian activation, learning from characteristic functions.
result FourNet can approximate transition densities arbitrarily well with finite neurons.

This paper proposes an approach to the joint modeling of the short-time Fourier transform magnitude and phase spectrograms with a deep generative model. We assume that the magnitude follows a Gaussian distribution and the phase follows a von Mises distribution. To improve the consistency of the phase values in the time…

2019-03-08abs ↗pdf ↗