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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.

168,742 papers · 148 categories

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60121181241 · Jun 202019922001200920172026
48 results for signal plus noise

Study on signal-plus-noise decomposition in nonlinear spiked random matrices.

problem Nonlinear spiked random matrix models with rank-one signal and noise.
method Signal-plus-noise decomposition and phase transition analysis.
result Identified precise phase transitions in signal components at critical thresholds.

Study analyzes perturbations in singular subspaces under random noise.

problem Understanding singular vector and subspace changes in signal-plus-noise models.
method Generalized Davis-Kahan-Wedin theorem for any unitarily invariant norm, considering \ell_\infty and 2,\ell_{2,\infty} bounds.
result Fine-grained insights into singular vector and subspace perturbations, including \ell_\infty and 2,\ell_{2,\infty} bounds.

Improves detection of low-rank signals from noisy data matrices.

problem Statistical detection of low-rank signals in noisy data matrices.
method Entrywise pre-transforming data matrix for non-Gaussian noise, sharp phase transition thresholds, central limit theorem for linear spectral statistics, hypothesis test.
result Improves detection of low-rank signals from noisy data matrices, generalizing known results.

This paper analyzes the interpolation error of nonlinear Attention compared to linear regression.

problem Understanding the interpolation error of nonlinear Attention in high-dimensional settings.
method Derives explicit expressions for mean-squared interpolation error using signal-plus-noise model and random matrix theory.
result Nonlinear Attention generally incurs a larger interpolation error than linear regression, but this gap can be reversed with structured signals.

Independent Component Analysis (ICA) is a popular model for blind signal separation. The ICA model assumes that a number of independent source signals are linearly mixed to form the observed signals. We propose a new algorithm, PEGI (for pseudo-Euclidean Gradient Iteration), for provable model recovery for ICA with Gau…

2015-02-13abs ↗pdf ↗

We consider the Principal Component Analysis problem for large tensors of arbitrary order kk under a single-spike (or rank-one plus noise) model. On the one hand, we use information theory, and recent results in probability theory, to establish necessary and sufficient conditions under which the principal component ca…

2014-11-04abs ↗pdf ↗

Multilayer graphs are commonly used for representing different relations between entities and handling heterogeneous data processing tasks. New challenges arise in multilayer graph clustering for assigning clusters to a common multilayer node set and for combining information from each layer. This paper presents a theo…

2016-09-23abs ↗pdf ↗

Estimates parameters in max-linear Bayesian networks with noise.

problem Causal inference in extreme-value settings with noise parameters.
method Max-plus algebra and logarithm transformation, normal distribution estimation, EM algorithm and quadratic optimization.
result An estimator of a parameter for each edge in a DAG is normally distributed.

Proposes a method to compare noisy high-dimensional datasets with low-dimensional manifolds.

problem Comparing distributions on manifolds in noisy high-dimensional datasets.
method Linking low-rank structure to manifold geometry, developing a scale-invariant distance measure.
result Superior robustness and statistical power compared to existing methods.

We analyze why some models resist unlearning using linear stability theory.

problem Understanding and predicting when machine learning models resist unlearning.
method Linear stability theory applied to machine learning models, focusing on data coherence and optimization dynamics.
result Data coherence and signal-to-noise ratio (SNR) influence unlearning resistance; lower SNR makes unlearning easier.

Logit regularization induces logit clustering, affecting classifier performance.

problem Understanding the mechanism of logit regularization in classification.
method Analysis of logit regularization in linear classification, proving logit clustering leads to Fisher's Linear Discriminant alignment.
result Logit regularization can halve critical sample complexity and induce robust generalization.

The paper analyzes Karcher means on restricted PSD matrices with statistical guarantees.

problem Statistical analysis of non-linear manifolds in machine learning.
method Intrinsic mean model on restricted PSD matrices, Karcher mean analysis, extrinsic signal-plus-noise model.
result Non-asymptotic statistical analysis of Karcher means with deterministic error bounds.

Unified approach to tensor PCA and related problems using tensor cumulants.

problem Statistical inference on invariant distributions, particularly tensor PCA.
method Definition and analysis of tensor cumulants to unify and extend previous results.
result Unified explanation of hardness and subexponential-time algorithms for tensor PCA.

New method recovers sparse signals from nonlinear observations with robust error bounds.

problem Recovering two sparse vectors from nonlinearly mixed observations with limited data.
method Regularization-based framework combining Huberized data fidelity and generalized folded-concave penalties with a proximal alternating algorithm.
result Estimation error bounds of order σslog(n)/mσ\sqrt{s\log(n)/m} at every localized stationary point, with oracle rate σs/mσ\sqrt{s/m} under beta-min condition.

Many statistical estimators for high-dimensional linear regression are M-estimators, formed through minimizing a data-dependent square loss function plus a regularizer. This work considers a new class of estimators implicitly defined through a discretized gradient dynamic system under overparameterization. We show that…

2019-03-22abs ↗pdf ↗

In high-dimensional data, structured noise caused by observed and unobserved factors affecting multiple target variables simultaneously, imposes a serious challenge for modeling, by masking the often weak signal. Therefore, (1) explaining away the structured noise in multiple-output regression is of paramount importanc…

2014-10-27abs ↗pdf ↗

The paper describes a method to infer the signal-to-noise ratio in portfolio optimization.

problem Estimating the signal-to-noise ratio in portfolio optimization problems.
method A statistic similar to the Sharpe Ratio Information Criterion is used for inference.
result The method works well for reasonable sample and asset universe sizes.

CVAE detects weak complex signals in maritime radar, improving detection over classical methods.

problem Detecting weak complex-valued signals in non-Gaussian, range-varying interference.
method Complex-valued Variational AutoEncoder (CVAE) trained on clutter-plus-noise, whitening, ANMF fusion.
result CVAE yields higher detection probability Pd at matched false-alarm rate Pfa, especially with whitening.

We consider deterministic Markov decision processes (MDPs) and apply max-plus algebra tools to approximate the value iteration algorithm by a smaller-dimensional iteration based on a representation on dictionaries of value functions. The setup naturally leads to novel theoretical results which are simply formulated due…

2019-06-20abs ↗pdf ↗

The study analyzes how label noise affects deep learning feature learning.

problem The impact of label noise on deep learning feature learning.
method Theoretical analysis of a two-layer convolutional neural network under noisy label conditions.
result Two key stages identified: signal learning in Stage I and noise memorization in Stage II.

Paper proposes a self-supervised method to denoise autoregressive signals with heavy-tailed noise.

problem Denoising autoregressive signals corrupted by heavy-tailed noise.
method Self-supervised learning approach without requiring full noise distribution knowledge.
result Strong denoising performance compared to baseline methods, especially for impulsive noise.

Proposes isotonic recalibration for insurance pricing to ensure auto-calibration under low signal-to-noise ratio.

problem Ensuring auto-calibration in insurance pricing models to prevent cross-financing.
method Applies isotonic recalibration to regression models to achieve auto-calibration.
result Isotonically recalibrated regression functions have low complexity under low signal-to-noise ratio.

We propose a learning-based approach for estimating the spectrum of a multisinusoidal signal from a finite number of samples. A neural-network is trained to approximate the spectra of such signals on simulated data. The proposed methodology is very flexible: adapting to different signal and noise models only requires m…

2018-11-14abs ↗pdf ↗

Study on Langevin dynamics for recovering planted signals in spiked matrix models.

problem Recovering a planted signal in spiked matrix models.
method Path-wise characterization of overlap using integro-differential equations and explicit formula derivation.
result Sharp phase transition in limiting overlap: positive in one regime, zero in another due to injected noise.

Paper develops an online EM algorithm for graph signal inference from streaming data.

problem Joint inference and clustering of graph signals with non-white excitation.
method Mixture model with low-rank plus sparse prior, online EM algorithm.
result Proposed online EM algorithm converges to MAP solution.

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…

2014-09-21abs ↗pdf ↗

The paper develops a method to model high-dimensional data with many variables and weak signals.

problem Modeling high-dimensional dependent data with many explanatory variables and low signal-to-noise ratio.
method Penalized regression for high-dimensional data, factor modeling of residuals, high-dimensional white noise testing, projected Principal Component Analysis.
result Established asymptotic properties of the proposed method for high-dimensional data.

PCA++ improves robustness to background noise in contrastive learning.

problem Recovering shared signal subspaces from positive pairs in high-dimensional data with structured background noise.
method PCA++ uses hard uniformity-constrained contrastive learning to enforce identity covariance on projected features.
result PCA++ outperforms standard PCA and alignment-only PCA+ in simulations and real-world datasets.

This work optimizes signal estimation for sparse MRA with collision-free signals.

problem Recovering an unknown signal from repeated observations under cyclic isometries with high noise.
method Investigates minimax optimality for collision-free signals in the MRA model.
result The minimax optimal rate of estimation is \( \sigma^2/\sqrt{n} \) for sparse MRA.

T-Rex uses EM to fit robust factor models in noisy data.

problem Robustly fitting factor models in high-dimensional data with heavy tails and outliers.
method Expectation-Maximization (EM) algorithm based on Tyler's M-estimator for elliptical distributions.
result Demonstrates robustness in direction-of-arrival estimation and subspace recovery.