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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.

169,181 papers · 148 categories

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67134200267 · May 202619922001200920182026
48 results for substation signal matching

Paper proves a sharp weighted Isoperimetric inequality for substatic manifolds.

problem Proving geometric results for substatic Riemannian manifolds.
method Comparison theory based on a newly discovered conformal connection.
result Sharp, weighted Isoperimetric inequality quantifying boundary minimization.

The paper generalizes a Steklov eigenvalue inequality for substatic triples under non-negative Ricci curvature.

problem Estimating Steklov eigenvalues for substatic triples under non-negative Ricci curvature.
method Generalization of Fraser-Li type inequality for substatic triples under non-negative Ricci curvature associated with an affine connection.
result The paper provides a new inequality for Steklov eigenvalues of substatic triples.

Detects missing tensor signals in a KS subspace with high probability.

problem Detecting tensor signals with many missing entities in a KS subspace.
method Projecting the signal onto the KS subspace and bounding residual energy.
result Reliable detection is possible if the missing signal cardinality exceeds KS subspace dimensions.

We show how the theory of tangles is equivalent to that of well-connected tangles. These are drawn on a surface with boundary, and equivalent via Reidemeister moves of a restricted kind. This reworking of the graphical foundations for link and tangle theory can be expected to have a variety of applications, including o…

2012-10-24abs ↗pdf ↗

Matched filters reveal optimal normalization methods for different market participants.

problem Optimizing signal extraction from order flow for market microstructure analysis.
method General matched filter principle applied to normalization strategies.
result Optimal normalization methods (e.g., SMCS^{MC} and STVS^{TV}) differ based on trader types.

Frugal method predicts multiple local electricity loads efficiently.

problem Day-ahead forecasting of over 1000 substations in France.
method Adaptive generalized additive models with state-space representations, combined with transfer learning.
result Reduction of computational needs and emissions with competitive accuracy.

In this article, we introduce a 22-parameter family of affine connections and derive the Ricci curvature. We first establish an integral Bochner technique. On one hand, this technique yields a new proof to our recent work in \cite{LX} for substatic manifolds. On the other hand, this technique leads to various geometri…

2016-09-05abs ↗pdf ↗

Orthogonal Matching Pursuit (OMP) has long been considered a powerful heuristic for attacking compressive sensing problems; however, its theoretical development is, unfortunately, somewhat lacking. This paper presents an improved Restricted Isometry Property (RIP) based performance guarantee for T-sparse signal reconst…

2011-02-21abs ↗pdf ↗

New denoisers improve signal recovery from noisy data without knowing noise distribution.

problem Denoising signals when only noise level is known, not distribution.
method Universal denoisers that shrink PYP_Y toward PXP_X with higher-order accuracy.
result Achieves O(σ4)O(σ^4) and O(σ6)O(σ^6) accuracy in matching generalized moments and densities.

Suppose that we observe noisy linear measurements of an unknown signal that can be modeled as the sum of two component signals, each of which arises from a nonlinear sub-manifold of a high dimensional ambient space. We introduce SPIN, a first order projected gradient method to recover the signal components. Despite the…

2012-02-08abs ↗pdf ↗

Detect anomalies in complex networks using topological subspace detectors.

problem Detect anomalies in complex networks defined by simplicial complexes.
method Formulate a hypothesis testing framework using Neyman-Pearson matched topological subspace detectors.
result Effective detection of anomalies in foreign currency exchange networks and other real-world data.

This paper studies the effect of discretizing the parametrization of a dictionary used for Matching Pursuit decompositions of signals. Our approach relies on viewing the continuously parametrized dictionary as an embedded manifold in the signal space on which the tools of differential (Riemannian) geometry can be appli…

2008-01-22abs ↗pdf ↗

Backpropagation-free RL method trains layers using local signals.

problem Vanishing or exploding gradients in backpropagation-based RL.
method Local pairwise distance matching for layer-wise training without backpropagation.
result Backpropagation-free method achieves competitive performance and stability.

Distributed-OMP recovers sparse vectors with low communication costs.

problem High-dimensional sparse linear regression with limited computation and communication.
method Distributed orthogonal matching pursuit (OMP) scheme.
result Support of the regression vector can be recovered with linear communication per machine and logarithmic in dimension.

Proposes methods to recover labels from shuffled networks using graph averages.

problem Recovering labels from a shuffled network using graph averages.
method Cluster networks into classes, then match the new graph to cluster-averages, minimizing the graph matching objective function.
result Higher fidelity matching performance when clustering networks into different classes.

A new method handles mismatched data in multivariate regression.

problem Handling mismatched data in multivariate linear regression.
method Two-stage approach: first stage estimates parameters, second stage estimates permutation.
result Permutation recovery conditions become less stringent with increasing number of responses.

In this paper, we present new results on using orthogonal matching pursuit (OMP), to solve the sparse approximation problem over redundant dictionaries for complex cases (i.e., complex measurement vector, complex dictionary and complex additive white Gaussian noise (CAWGN)). A sufficient condition that OMP can recover …

2012-06-11abs ↗pdf ↗

This work introduces a new data-driven estimator for the Bayesian Cramér-Rao bound using score matching.

problem Benchmarking the performance of statistical estimators and providing a principled metric for system design and optimization.
method Score matching technique to estimate the Bayesian Cramér-Rao bound from training data.
result Developed novel non-asymptotic bounds on the score matching error and the Bayesian CRB estimator.

SRL-RNN combines supervised and reinforcement learning for better treatment recommendation.

problem Improving clinical outcomes through better treatment recommendation systems.
method SRL-RNN integrates supervised and reinforcement learning using an off-policy actor-critic framework with RNN for POMDP problems.
result SRL-RNN reduces estimated mortality and matches doctors' prescriptions accurately.

Enhances reinforcement learning with partial state information.

problem Improving learning under partial observability with limited privileged signals.
method Introduced informed asymmetric actor-critic framework that uses arbitrary state-dependent privileged signals.
result Unbiased policy gradient estimates with arbitrary privileged signals.

A new method for signal recovery in high dimensions using projections and diffusion models.

problem Recovering a latent signal from noisy observations with unknown support.
method Metric projection estimator based on score matching in a diffusion model.
result The posterior distribution concentrates near the metric projection of the observed signal.

A test for weak signal detection in noisy data matrices.

problem Detecting a weak signal in a noisy Wigner matrix when the signal-to-noise ratio is small.
method Utilizes linear spectral statistics and hypothesis testing on the data matrix.
result The proposed test is optimal when the noise is Gaussian and can be improved with known noise density.

A new method for matching binary distributions using compressed sensing.

problem Matching fixed-length binary distributions efficiently.
method Inspired by compressed sensing, the paper introduces sparsity in binary sources via position modulation and a simple exact matcher based on Gaussian signal quantization. The dematcher uses GAMP for low-complexity dematching.
result The proposed method achieves asymptotically optimal performance, with vanishing reconstruction error in a proper limit.

Bayesian priors improve neural network performance on weak signals.

problem Challenges in encoding domain knowledge for weak signals in neural networks.
method Proposed a new joint prior over local scale parameters for feature sparsity and signal-to-noise ratio, optimized with Stein gradient.
result Improved prediction accuracy on various datasets, including genetics applications with weak and sparse signals.

This paper introduces Gumbel-Sinkhorn networks for learning latent matchings.

problem Learning in latent variable models with permutations is difficult due to combinatorial intractability.
method Approximates maximum-weight matching using the Sinkhorn operator, extending Gumbel-Softmax.
result Demonstrates effectiveness on sorting, jigsaw puzzles, and neural signal identification tasks.

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.

Generative adversarial networks fix aliasing issues by making signals continuous.

problem Alias-free generation in GANs to prevent unwanted information leakage.
method Interpreting all signals as continuous, deriving small architectural changes.
result Generative models match FID of StyleGAN2 but have better internal representations.

Method separates target signal properties from noisy mixtures.

problem Signal recovery from noisy mixtures with specific statistical properties.
method Statistical component separation method using noise samples and matching statistics.
result Method outperforms standard denoising methods in recovering target signal properties.

EBIL simplifies IL by estimating expert energy as reward, achieving effective performance.

problem Recovering optimal policy from expert demonstrations without reward signals.
method EBIL uses a two-stage solution: first estimating expert energy as reward, then learning policy.
result EBIL achieves effective performance and interpretable reward signals.

Develops algorithms for sparse signal reconstruction without needing signal sparsity or noise variance.

problem Sparse signal reconstruction challenges due to unknown signal sparsity and noise variance.
method TF-IGP and RRT-IGP frameworks for OMP and OLS without prior knowledge of k0k_0 and σ2σ^2.
result TF-IGP and RRT-IGP achieve successful sparse recovery under restricted isometry conditions.

New techniques for compressive sensing without noise or signal statistics.

problem Support recovery in underdetermined linear regression models without prior noise and signal statistics.
method Proposes RRM and RRTA to operate OMP algorithm without noise variance or signal sparsity knowledge.
result Establishes high SNR consistency for OMP without prior noise and signal statistics.