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.
SNNs enhance high-frequency price spike forecasting in HFT environments.
Accurate statistical models of neural spike responses can characterize the information carried by neural populations. But the limited samples of spike counts during recording usually result in model overfitting. Besides, current models assume spike counts to be Poisson-distributed, which ignores the fact that many neur…
Model predicts and optimizes trading of electricity price spreads across multiple zones.
Neuroscientific theory suggests that dopaminergic neurons broadcast global reward prediction errors to large areas of the brain influencing the synaptic plasticity of the neurons in those regions. We build on this theory to propose a multi-agent learning framework with spiking neurons in the generalized linear model (G…
New method improves neural spike train models by minimizing divergence directly, leading to better performance.
Neurons perform computations, and convey the results of those computations through the statistical structure of their output spike trains. Here we present a practical method, grounded in the information-theoretic analysis of prediction, for inferring a minimal representation of that structure and for characterizing its…
New framework predicts AMP behavior in spiked models for finite iterations.
As neural networks have begun performing increasingly critical tasks for society, ranging from driving cars to identifying candidates for drug development, the value of their ability to perform uncertainty quantification (UQ) in their predictions has risen commensurately. Permanent dropout, a popular method for neural …
Develops a new point process model for detecting neural spike sequences.
PLS-SVD struggles with missing data in multimodal datasets, showing a phase transition in performance.
Method reconstructs neuron models from spike times efficiently.
Novel NDL framework improves spike detection accuracy and channel localization in EEG/MEG data.
A fundamental challenge in calcium imaging has been to infer the timing of action potentials from the measured noisy calcium fluorescence traces. We systematically evaluate a range of spike inference algorithms on a large benchmark dataset recorded from varying neural tissue (V1 and retina) using different calcium indi…
Self-distillation optimally improves model performance in spiked covariance models.
Single-spike neurons can approximate as well as multi-spike neurons.
We describe a novel spiking neural network (SNN) for automated, real-time handwritten digit classification and its implementation on a GP-GPU platform. Information processing within the network, from feature extraction to classification is implemented by mimicking the basic aspects of neuronal spike initiation and prop…
With the development of high-throughput technologies, principal component analysis (PCA) in the high-dimensional regime is of great interest. Most of the existing theoretical and methodological results for high-dimensional PCA are based on the spiked population model in which all the population eigenvalues are equal ex…
Bayesian neural network achieves nearly optimal performance in Besov space.
A new SNN model explains decision-making with learning and spiking neurons.
Improved VB algorithm for high-dimensional logistic regression with theoretical guarantees.
This paper presents a constructive algorithm that achieves successful one-shot learning of hidden spike-patterns in a competitive detection task. It has previously been shown (Masquelier et al., 2008) that spike-timing-dependent plasticity (STDP) and lateral inhibition can result in neurons competitively tuned to repea…
Much of studies on neural computation are based on network models of static neurons that produce analog output, despite the fact that information processing in the brain is predominantly carried out by dynamic neurons that produce discrete pulses called spikes. Research in spike-based computation has been impeded by th…
Bayesian GAMs improve predictive performance for high-dimensional data.
Paper forecasts extreme Bitcoin volatility spikes using whale transactions and CryptoQuant data.
The paper examines how spike strengths and alignments affect overfitting in linear regression models.
SNNs can represent complex functions efficiently.
Third-generation neural networks, or Spiking Neural Networks (SNNs), aim at harnessing the energy efficiency of spike-domain processing by building on computing elements that operate on, and exchange, spikes. In this paper, the problem of training a two-layer SNN is studied for the purpose of classification, under a Ge…
New algorithm for signal estimation in noisy matrix models.
Affine spiking neural networks learn efficiently and generalize well.
Developing electrophysiological recordings of brain neuronal activity and their analysis provide a basis for exploring the structure of brain function and nervous system investigation. The recorded signals are typically a combination of spikes and noise. High amounts of background noise and possibility of electric sign…
Extracting and detecting spike activities from the fluorescence observations is an important step in understanding how neuron systems work. The main challenge lies in that the combination of the ambient noise with dynamic baseline fluctuation, often contaminates the observations, thereby deteriorating the reliability o…
The apparent stochasticity of in-vivo neural circuits has long been hypothesized to represent a signature of ongoing stochastic inference in the brain. More recently, a theoretical framework for neural sampling has been proposed, which explains how sample-based inference can be performed by networks of spiking neurons.…
New method detects spike-and-wave epileptiform discharges using Kendall's Tau-b.
Develops generic spike-and-slab priors for high-dimensional linear regression.
T2FSNN improves deep SNNs by reducing spikes and latency.
A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, introduced by Johnstone, in which a prominent eigenvector (or "spike") is planted into a random matrix. These distributions form natural statistical models for principal component analysis (PCA) problems throughou…
Improved SNNs with quantized activations outperform traditional networks.
A learning rule for first-spike times in neural networks reduces energy consumption and reaction times.
New method uses surrogate gradients to train efficient spiking networks on neuromorphic hardware.
Develops a new neural spike train decoding framework using topological data.
This research bridges binary and spiking neural networks for efficient on-chip AI.
A vast majority of computation in the brain is performed by spiking neural networks. Despite the ubiquity of such spiking, we currently lack an understanding of how biological spiking neural circuits learn and compute in-vivo, as well as how we can instantiate such capabilities in artificial spiking circuits in-silico.…
Study recovers spike order in noisy tensor estimation without SNR assumptions.
Modeling brain dynamics to better understand and control complex behaviors underlying various cognitive brain functions are of interests to engineers, mathematicians, and physicists from the last several decades. With a motivation of developing computationally efficient models of brain dynamics to use in designing cont…
This paper analyzes generalization for linear models with spiked covariance structures.
This paper suggests a learning-theoretic perspective on how synaptic plasticity benefits global brain functioning. We introduce a model, the selectron, that (i) arises as the fast time constant limit of leaky integrate-and-fire neurons equipped with spiking timing dependent plasticity (STDP) and (ii) is amenable to the…
Algorithm detects and estimates correlated signals in spiked matrices.
Spiking neural networks (SNNs) offer a promising alternative to current artificial neural networks to enable low-power event-driven neuromorphic hardware. Spike-based neuromorphic applications require processing and extracting meaningful information from spatio-temporal data, represented as series of spike trains over …