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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.

168,786 papers · 148 categories

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306191121 · May 202619922001200920172026
48 results for signal retrieval

We consider the robust phase retrieval problem of recovering the unknown signal from the magnitude-only measurements, where the measurements can be contaminated by both sparse arbitrary corruption and bounded random noise. We propose a new nonconvex algorithm for robust phase retrieval, namely Robust Wirtinger Flow to …

2017-04-20abs ↗pdf ↗

We propose a new algorithm to learn a dictionary for reconstructing and sparsely encoding signals from measurements without phase. Specifically, we consider the task of estimating a two-dimensional image from squared-magnitude measurements of a complex-valued linear transformation of the original image. Several recent …

2016-02-06abs ↗pdf ↗

Near-optimal sample complexity for phase retrieval with generative priors.

problem Phase retrieval with magnitude-only measurements and sparse signals.
method Near-optimal sample complexity with i.i.d. Gaussian measurements and generative models.
result O(k log L) samples suffice for phase retrieval with generative priors.

The classical shift retrieval problem considers two signals in vector form that are related by a shift. The problem is of great importance in many applications and is typically solved by maximizing the cross-correlation between the two signals. Inspired by compressive sensing, in this paper, we seek to estimate the shi…

2013-03-20abs ↗pdf ↗

We consider the problem of recovering a signal xRn\mathbf{x}^* \in \mathbf{R}^n, from magnitude-only measurements yi=ai,xy_i = |\left\langle\mathbf{a}_i,\mathbf{x}^*\right\rangle| for i=[m]i=[m]. Also called the phase retrieval, this is a fundamental challenge in bio-,astronomical imaging and speech processing. The problem abov…

2017-05-18abs ↗pdf ↗

Paper studies early-stopped mirror descent for noisy sparse phase retrieval.

problem Recovering a sparse signal from noisy quadratic measurements.
method Early-stopped mirror descent with hyperbolic entropy mirror map.
result Achieves nearly minimax-optimal rate of convergence for kk-sparse signals.

Continuous-time mirror descent solves sparse phase retrieval efficiently.

problem Recovering sparse signals from magnitude-only measurements.
method Continuous-time mirror descent applied to unconstrained empirical risk minimization problem.
result Mirror descent recovers kk-sparse vectors with minimum non-zero entry order of x2/k\| \mathbf{x}^\star \|_2/\sqrt{k} from k2k^2 Gaussian measurements.

SpecGD mitigates misalignment in phase retrieval models with anisotropic inputs.

problem Misalignment during gradient descent in phase retrieval models with anisotropic inputs.
method Spectral gradient descent modifies gradient updates to preserve directional information and remove spike amplification.
result SpecGD removes spike amplification, leading to stable alignment and accelerated noise contraction.

Generative AI improves stock selection by synthesizing features from diverse data sources.

problem Automating feature discovery in stock market data.
method Used large language models with retrieval-augmented generation and structured prompting to synthesize features from various data sources.
result AI-generated features consistently outperform baselines, with Sharpe improvements ranging from 14% to 91%.

Study phase retrieval under misspecified models using generative priors.

problem Estimating signals from phase measurements with model misspecification.
method Two-step approach: spectral initialization followed by iterative refinement.
result Statistical rate of order (klogL)(logm)/m\sqrt{(k\log L)\cdot (\log m)/m} under suitable conditions.

This work takes the first steps towards solving the "phaseless subspace tracking" (PST) problem. PST involves recovering a time sequence of signals (or images) from phaseless linear projections of each signal under the following structural assumption: the signal sequence is generated from a much lower dimensional subsp…

2018-09-11abs ↗pdf ↗

GMC benchmark isolates retrieval in Transformers, revealing max-margin alignment.

problem Understanding how Transformers develop match-and-copy behavior on natural data.
method Introducing Gaussian Match-and-Copy (GMC) as a minimalist benchmark.
result Gradient descent drives parameters to diverge while aligning with max-margin separator.

Learning an encoding of feature vectors in terms of an over-complete dictionary or a information geometric (Fisher vectors) construct is wide-spread in statistical signal processing and computer vision. In content based information retrieval using deep-learning classifiers, such encodings are learnt on the flattened la…

2017-03-18abs ↗pdf ↗

Study shows overparametrization can shift and bend loss landscapes, affecting signal recovery.

problem Understanding how overparametrization affects loss landscapes in neural networks.
method Field theory analysis of Hessian spectrum at initialization.
result Overparametrization can shift the BBP transition point, potentially reaching weak-recovery threshold.

New findings show sparse signals in MRA model require fewer measurements than previously thought.

problem Learning an unknown signal from repeated noisy images under group actions.
method Enhanced probabilistic method and analysis of uniform uncertainty principles.
result Sparse signals exhibit intermediate σ4σ^4 sample complexity, improving over traditional σ2σ^2.

FinTradeBench benchmarks LLMs for financial reasoning combining company fundamentals and market signals.

problem Challenges in evaluating financial reasoning models for LLMs.
method Developed a benchmark integrating company fundamentals and trading signals, using a calibration-then-scaling framework.
result Clear performance gap between LLMs, retrieval improves reasoning over textual fundamentals but not trading signals.

New algorithms handle phase retrieval with rank d measurements, revealing phase transitions.

problem Phase retrieval with rank d measurements.
method Random duality theory (RDT) and descending phase retrieval algorithms (dPR).
result Minimal sample complexity ratio for dPR's success exhibits phase transitions.

Phase retrieval algorithms have become an important component in many modern computational imaging systems. For instance, in the context of ptychography and speckle correlation imaging, they enable imaging past the diffraction limit and through scattering media, respectively. Unfortunately, traditional phase retrieval …

2018-03-01abs ↗pdf ↗

New method recovers signals from compressed measurements using generative networks with contractive layers.

problem Signal recovery from compressed measurements with generative network priors.
method Developed a new matrix concentration inequality (R2WDC) to relax expansivity conditions for generative networks.
result Signals in the range of a Gaussian generative network can be recovered from few linear measurements with contractive layers.

Paper presents a unique method to recover signals from their bispectrum.

problem Retrieving signals accurately from their bispectrum.
method Two-step trust region algorithm that minimizes a non-convex objective function.
result Signals with finite spectral or temporal support can be recovered from at least 3B measurements of their bispectrum.

A bridge between continuous signals and discrete Ising spins for associative memory.

problem Associative memory in continuous-signal-driven Ising spin systems.
method Multilayer Ising framework with PCA whitening and SimHash projection, coupled to pseudo-inverse memory couplings.
result Finite-size scaling of operational storage capacity with αc(N)=αc()cN1/2α_c(N)=α_c(\infty)-c\,N^{-1/2}, approaching αc()0.50α_c(\infty)\approx 0.50.

This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal xRpx \in \mathbb{R}^p from noisy quadratic measurements yj=(ajx)2+εjy_j = (a_j' x )^2 + ε_j, j=1,,mj=1, \ldots, m, with independent sub-exponential noise εjε_j. The goals are to understand the effect of the sparsity of xx on the estimation prec…

2015-06-10abs ↗pdf ↗

We study the convolutional phase retrieval problem, of recovering an unknown signal xCn\mathbf x \in \mathbb C^n from mm measurements consisting of the magnitude of its cyclic convolution with a given kernel aCm\mathbf a \in \mathbb C^m . This model is motivated by applications such as channel estimation, optics, and u…

2017-12-03abs ↗pdf ↗

Gradient flow in phase retrieval escapes spurious minima with high probability.

problem Understanding gradient-based optimization in high-dimensional non-convex functions.
method Analytical and numerical study of gradient dynamics in phase retrieval.
result Gradient flow avoids spurious minima by drifting along unstable directions.

We address the problem of phase retrieval (PR) from quantized measurements. The goal is to reconstruct a signal from quadratic measurements encoded with a finite precision, which is indeed the case in many practical applications. We develop a rank-1 projection algorithm that recovers the signal subject to ensuring cons…

2018-10-02abs ↗pdf ↗

New error bounds for noisy phase retrieval problems using empirical risk minimization.

problem Estimating signals in noisy phase retrieval problems.
method Empirical 2\ell_2 risk minimization (ERM) with new error bounds for different noise patterns.
result Established new error bounds for NPR and NGPR, showing improved performance under various noise conditions.

We optimize rank-based metrics using blackbox differentiation.

problem Challenges in directly optimizing rank-based metrics due to their non-differentiable and non-decomposable nature.
method Efficient, theoretically sound, and general method for differentiating rank-based metrics with mini-batch gradient descent.
result Competitive performance on standard image retrieval datasets and improved performance on object detectors.