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.
This paper addresses the problem of blind and fully constrained unmixing of hyperspectral images. Unmixing is performed without the use of any dictionary, and assumes that the number of constituent materials in the scene and their spectral signatures are unknown. The estimated abundances satisfy the desired sum-to-one …
Generative adversarial networks (GANs) are neural networks that learn data distributions through adversarial training. In intensive studies, recent GANs have shown promising results for reproducing training images. However, in spite of noise, they reproduce images with fidelity. As an alternative, we propose a novel fa…
Unified theory for optimal execution through signal-adaptive quotes in limit order books.
problem Optimal execution in limit order books with signal-dependent factors.
method Develops a unified solution theory for four execution criteria, incorporating signal-dependent drift, price impact, inventory risk, and execution risk.
result Explicit formulas reveal optimal quoting strategies and show signal-dependent drift can significantly affect execution.
Recently, impressive denoising results have been achieved by Bayesian approaches which assume Gaussian models for the image patches. This improvement in performance can be attributed to the use of per-patch models. Unfortunately such an approach is particularly unstable for most inverse problems beyond denoising. In th…
Learning DAG or Bayesian network models is an important problem in multi-variate causal inference. However, a number of challenges arises in learning large-scale DAG models including model identifiability and computational complexity since the space of directed graphs is huge. In this paper, we address these issues in …
We investigate how simultaneously recorded long-range power-law correlated multi-variate signals cross-correlate. To this end we introduce a two-component ARFIMA stochastic process and a two-component FIARCH process to generate coupled fractal signals with long-range power-law correlations which are at the same time lo…
The relation between performance and stress is described by the Yerkes-Dodson Law but varies significantly between individuals. This paper describes a method for determining the individual optimal performance as a function of physiological signals. The method is based on attention and reasoning tests of increasing comp…
This work studies scaling laws for low-precision training in high-dimensional linear regression.
problem Optimizing trade-off between model quality and training costs in high-dimensional linear regression.
method Theoretical study of scaling laws for low-precision training within a high-dimensional sketched linear regression framework, analyzing multiplicative and additive quantization.
result Multiplicative quantization maintains full-precision model size, while additive quantization reduces effective model size.
We build a rigorous bridge between deep networks (DNs) and approximation theory via spline functions and operators. Our key result is that a large class of DNs can be written as a composition of max-affine spline operators (MASOs), which provide a powerful portal through which to view and analyze their inner workings. …
Many problems in image processing and computer vision (e.g. colorization, style transfer) can be posed as 'manipulating' an input image into a corresponding output image given a user-specified guiding signal. A holy-grail solution towards generic image manipulation should be able to efficiently alter an input image wit…
We present a noise-injected version of the Expectation-Maximization (EM) algorithm: the Noisy Expectation Maximization (NEM) algorithm. The NEM algorithm uses noise to speed up the convergence of the EM algorithm. The NEM theorem shows that injected noise speeds up the average convergence of the EM algorithm to a local…
Paper tackles online control of linear systems with unbounded noise.
problem Online control of linear systems under unbounded noise with unknown convex cost functions.
method Developed an algorithm achieving ildeO(T) high-probability regret under unbounded noise, and established O(mpoly(logT)) regret bound for strongly convex costs and sub-Gaussian noise.
result Achieved ildeO(T) high-probability regret under unbounded noise, and O(mpoly(logT)) regret bound for specific noise and cost conditions.
Using a Bayesian approach, we consider the problem of recovering sparse signals under additive sparse and dense noise. Typically, sparse noise models outliers, impulse bursts or data loss. To handle sparse noise, existing methods simultaneously estimate the sparse signal of interest and the sparse noise of no interest.…
We introduce a new approach for designing computationally efficient learning algorithms that are tolerant to noise, and demonstrate its effectiveness by designing algorithms with improved noise tolerance guarantees for learning linear separators. We consider both the malicious noise model and the adversarial label nois…
As all physical adaptive quantum-enhanced metrology schemes operate under noisy conditions with only partially understood noise characteristics, so a practical control policy must be robust even for unknown noise. We aim to devise a test to evaluate the robustness of AQEM policies and assess the resource used by the po…
Deep-neural-network (DNN) based noise suppression systems yield significant improvements over conventional approaches such as spectral subtraction and non-negative matrix factorization, but do not generalize well to noise conditions they were not trained for. In comparison to DNNs, humans show remarkable noise suppress…