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.
New framework models graph signals as distribution-valued signals in Wasserstein space.
New algorithms improve signal processing in federated learning.
Paper studies signal detection in noisy environments with limited communication.
The aim of this paper is to propose distributed strategies for adaptive learning of signals defined over graphs. Assuming the graph signal to be bandlimited, the method enables distributed reconstruction, with guaranteed performance in terms of mean-square error, and tracking from a limited number of sampled observatio…
Posterior sampling estimator achieves near-optimal recovery guarantees for signals from any prior distribution.
Proposes a new complex Gaussian distribution for better modeling of complex-valued signals.
Study on optimal information acquisition in Kyle model with entropy cost.
Study detects signal in financial stock correlations using phase-ordering kinetics.
We propose a Bayesian expectation-maximization (EM) algorithm for reconstructing Markov-tree sparse signals via belief propagation. The measurements follow an underdetermined linear model where the regression-coefficient vector is the sum of an unknown approximately sparse signal and a zero-mean white Gaussian noise wi…
Separating mixed distributions is a long standing challenge for machine learning and signal processing. Most current methods either rely on making strong assumptions on the source distributions or rely on having training samples of each source in the mixture. In this work, we introduce a new method---Neural Egg Separat…
Proposes TSBP for matching topological signal distributions.
New denoisers improve signal recovery from noisy data without knowing noise distribution.
Autoencoder estimates parameters of noisy, multi-component damped signals.
This research improves asset life prediction by integrating deep learning with mixture distributions.
In this paper, we show an approach to build deep learning algorithms for recognizing signals in distributed fiber optic monitoring and security systems for long perimeters. Synthesizing such detection algorithms poses a non-trivial research and development challenge, because these systems face stringent error (type I a…
This paper considers the classification of linear subspaces with mismatched classifiers. In particular, we assume a model where one observes signals in the presence of isotropic Gaussian noise and the distribution of the signals conditioned on a given class is Gaussian with a zero mean and a low-rank covariance matrix.…
Convolutional dictionary learning (CDL) estimates shift invariant basis adapted to multidimensional data. CDL has proven useful for image denoising or inpainting, as well as for pattern discovery on multivariate signals. As estimated patterns can be positioned anywhere in signals or images, optimization techniques face…
We investigate an existing distributed algorithm for learning sparse signals or data over networks. The algorithm is iterative and exchanges intermediate estimates of a sparse signal over a network. This learning strategy using exchange of intermediate estimates over the network requires a limited communication overhea…
Paper explores Elliptical Wishart distributions in signal processing and machine learning.
Receiver algorithms which combine belief propagation (BP) with the mean field (MF) approximation are well-suited for inference of both continuous and discrete random variables. In wireless scenarios involving detection of multiple signals, the standard construction of the combined BP-MF framework includes the equalizat…
Paper proposes a statistical model for detecting mu-suppression in EEG signals.
Proposes GFMMD for comparing signals on graphs.
In many signal processing problems, it may be fruitful to represent the signal under study in a frame. If a probabilistic approach is adopted, it becomes then necessary to estimate the hyper-parameters characterizing the probability distribution of the frame coefficients. This problem is difficult since in general the …
Modeling trading behavior with information signals and limit order books, showing market impact and equilibrium properties.
A new distance metric derived from information theory and estimation theory.
Bayesian priors improve neural network performance on weak signals.
Stochastic regularisation is an important weapon in the arsenal of a deep learning practitioner. However, despite recent theoretical advances, our understanding of how noise influences signal propagation in deep neural networks remains limited. By extending recent work based on mean field theory, we develop a new frame…
The presence of noise is common in signal processing regardless the signal type. Deep neural networks have shown good performance in noise removal, especially on the image domain. In this work, we consider deep neural networks as a denoising tool where our focus is on one dimensional signals. We introduce an encoder-de…
This paper addresses the problem of distributed detection in multi-agent networks. Agents receive private signals about an unknown state of the world. The underlying state is globally identifiable, yet informative signals may be dispersed throughout the network. Using an optimization-based framework, we develop an iter…
Optimal test for detecting signal in noisy matrix model.
Non-linear image reconstruction and signal analysis deal with complex inverse problems. To tackle such problems in a systematic way, I present information field theory (IFT) as a means of Bayesian, data based inference on spatially distributed signal fields. IFT is a statistical field theory, which permits the construc…
Bayesian approach infers signaling pathways from data.
In this work, we consider compressed sensing reconstruction from measurements of -sparse structured signals which do not possess a writable correlation model. Assuming that a generative statistical model, such as a Boltzmann machine, can be trained in an unsupervised manner on example signals, we demonstrate how…
Investigation of human brain states through electroencephalograph (EEG) signals is a crucial step in human-machine communications. However, classifying and analyzing EEG signals are challenging due to their noisy, nonlinear and nonstationary nature. Current methodologies for analyzing these signals often fall short bec…
Study reveals how attention helps in signal recovery from sequence models using random matrix theory.
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…
Combines neural networks with splitting-up method for filtering equations.
PolarBM models complex-valued audio signals in polar coordinates, improving over conventional methods.
Spectral estimation (SE) aims to identify how the energy of a signal (e.g., a time series) is distributed across different frequencies. This can become particularly challenging when only partial and noisy observations of the signal are available, where current methods fail to handle uncertainty appropriately. In this c…
The signal-noise ratio of a portfolio of p assets, its expected return divided by its risk, is couched as an estimation problem on the sphere. When the portfolio is built using noisy data, the expected value of the signal-noise ratio is bounded from above via a Cramer-Rao bound, for the case of Gaussian returns. The bo…
Distributed estimation and learning with privacy preserved.
Distributed-OMP recovers sparse vectors with low communication costs.
Self-supervised method predicts clean signal and noise distribution from noisy images.
New lower bounds show sparse recovery is hard even with multiple preconditioners.
CNNs show sensitivity to low-frequency signals due to image frequency distribution.
Signal retrieval from a series of indirect measurements is a common task in many imaging, metrology and characterization platforms in science and engineering. Because most of the indirect measurement processes are well-described by physical models, signal retrieval can be solved with an iterative optimization that enfo…
High temporal resolution measurements of human brain activity can be performed by recording the electric potentials on the scalp surface (electroencephalography, EEG), or by recording the magnetic fields near the surface of the head (magnetoencephalography, MEG). The analysis of the data is problematic due to the fact …
Study on signal recovery from low-rank matrix with sparse noise.