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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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66133199265 · Jun 202019922001200920172026
48 results for variational mode decomposition

The paper finds shape modes for vortices in a specific sigma model.

problem Existence of internal modes in CP1\mathbb{C}P^1 vortices.
method Developed a geometric formalism based on the Bogomol'nyi decomposition of the energy functional.
result Proved the existence of at least one shape mode for a general CP1\mathbb{C}P^1 vortex solution.

This study proposes methods for multi-step-ahead stock price prediction using decomposition and neural networks.

problem Inaccurate one-step-ahead forecasting limits stock market decision-making.
method Two novel methods: DCT-MFRFNN and VMD-MFRFNN.
result VMD-MFRFNN outperforms other methods in multi-step-ahead stock price prediction.

SRMD uses random features for efficient time-frequency analysis.

problem Efficiently analyzing time-series data with low computational cost.
method Sparse Random Mode Decomposition (SRMD) constructs a sparse approximation to the spectrogram.
result SRMD outperforms other methods in signal representation, outlier removal, and mode decomposition.

Unified deep learning approach for time series forecasting using VMD-CNN-LSTM.

problem Time series forecasting problem.
method Proposes a unified deep learning approach with decomposition-reconstruction-ensemble framework using VMD-CNN-LSTM.
result The proposed approach outperforms benchmark approaches in forecasting accuracy.

Parsimonious Dynamic Mode Decomposition selects sparse modes robustly.

problem Manual tuning of sparsity parameters in traditional DMD.
method Time-delay embedding and Orthogonal Matching Pursuit.
result Autonomously determines optimally sparse subset of modes.

Modeling variability in tensor decomposition methods is one of the challenges of source separation. One possible solution to account for variations from one data set to another, jointly analysed, is to resort to the PARAFAC2 model. However, so far imposing constraints on the mode with variability has not been possible.…

2018-02-14abs ↗pdf ↗

BIDIFAC+ factorizes linked matrices for cancer studies.

problem Integrating multiple omics platforms across various cancer types.
method Flexible approach to simultaneous factorization and decomposition of linked matrices using BIDIFAC+.
result Identifies shared and specific modes of variability across multiple omics platforms and cancer types.

We illustrate relationships between classical kernel-based dimensionality reduction techniques and eigendecompositions of empirical estimates of reproducing kernel Hilbert space (RKHS) operators associated with dynamical systems. In particular, we show that kernel canonical correlation analysis (CCA) can be interpreted…

2019-04-16abs ↗pdf ↗

Tensor decompositions have rich applications in statistics and machine learning, and developing efficient, accurate algorithms for the problem has received much attention recently. Here, we present a new method built on Kruskal's uniqueness theorem to decompose symmetric, nearly orthogonally decomposable tensors. Unlik…

2016-12-12abs ↗pdf ↗

Mathematical analysis shows annealing prevents mode collapse in Gaussian mixtures.

problem Mode collapse in variational inference for multimodal distributions.
method Analyzed annealing strategies for Gaussian mixtures, derived formulas, and tested on neural networks.
result Appropriately chosen annealing schemes can robustly prevent mode collapse.

Proposes a new tensor decomposition method for functional temporal data with adaptive complexity.

problem Challenges in temporal tensor decomposition for general tensor data with continuous indexes.
method Encodes continuous spatial indexes as learnable Fourier features and uses neural ODEs for temporal trajectories. Introduces a sparsity-inducing prior for complexity adaptation.
result Significantly outperforms existing methods in prediction performance and robustness against noise.

Kernel Dynamic Mode Decomposition reconstructs dynamical systems using Laplacian kernel.

problem Reconstructing spatial-temporal dynamics of complex systems.
method Kernel Dynamic Mode Decomposition with Laplacian kernel.
result Laplacian kernel allows for the closability of Koopman operators in RKHS, enabling reconstruction.

Optimized DMD for fast atmospheric chemistry forecasting.

problem Forecasting global atmospheric chemistry dynamics efficiently.
method Optimized Dynamic Mode Decomposition (DMD) for reduced order modeling.
result Significant improvement in computational speed and interpretability.

Proposes MVGPR for spatiotemporal data modal analysis.

problem Sparse and irregularly sampled data in complex flows.
method Multivariate Gaussian process regression (MVGPR) with kernel design.
result MVGPR outperforms DMD and SPOD in modal analysis of sparse and irregular data.

Theoretical work on mode collapse in variational inference models.

problem Mode collapse in variational inference models, where models focus on a few modes instead of all possible ones.
method Theoretical investigation of mode collapse in Gaussian mixture models, identifying key low-dimensional statistics and equations governing their evolution.
result Mode collapse is present even in favorable scenarios, driven by mean alignment and vanishing weight mechanisms.

FlowVAT improves variational inference for multi-modal distributions.

problem Mode-seeking behavior and collapse in variational inference for complex posteriors.
method Conditional tempering approach for normalizing flow variational inference.
result FlowVAT outperforms traditional and adaptive annealing methods in multi-modal distributions, finding more modes and achieving better ELBO values.

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank constrained optimisation problem. This problem is non-convex and state-of-the-art algor…

2016-10-10abs ↗pdf ↗

Study combines dynamic mode and wavelet decomposition for marketing time series analysis.

problem Insufficient quantitative studies in marketing literature.
method Dynamic mode decomposition and wavelet decomposition for marketing time series.
result Effect of time scale on brand sales persistence and forecasting.

Proposes neural dynamic mode decomposition for end-to-end modeling of nonlinear dynamics.

problem Understanding and modeling nonlinear dynamical systems.
method Trains neural networks to minimize forecast error based on spectral decomposition in the lifted space.
result Demonstrates effectiveness in eigenvalue estimation and forecast performance.

Develops MENT for interpreting and detecting changes in network trajectories.

problem Distortion of network geometry and invalidation of temporal comparisons in dynamic network analysis.
method Develops Multiscale Euclidean Network Trajectories (MENT) framework based on second-moment geometry.
result Validates and interprets network trajectories through isotropic normalization and orthogonal transformations.

We discuss structured Schatten norms for tensor decomposition that includes two recently proposed norms ("overlapped" and "latent") for convex-optimization-based tensor decomposition, and connect tensor decomposition with wider literature on structured sparsity. Based on the properties of the structured Schatten norms,…

2013-03-26abs ↗pdf ↗

We provide the proof that the space of time series data is a Kolmogorov space with T0T_{0}-separation axiom using the loop space of time series data. In our approach we define a cyclic coordinate of intrinsic time scale of time series data after empirical mode decomposition. A spinor field of time series data comes fro…

2016-06-10abs ↗pdf ↗

Study uses DMD to analyze oceanic features in Strait of Gibraltar.

problem Understanding complex oceanic features in Strait of Gibraltar.
method Dynamic Mode Decomposition (DMD) applied to 3D MIT general circulation model simulations.
result Unveiled new elements and dynamics of the Strait of Gibraltar, including a secondary gyre and wave propagation.

This work improves tensor decomposition methods, especially for large datasets.

problem Lack of efficient methods for estimating Tucker decompositions.
method Applies Johnson-Lindenstrauss type guarantees to Tucker decompositions with random embeddings.
result Effective dimension reduction with minimal error for large tensors.

DDD reformulated for sparse matrices, integrating trajectory and snapshot time series data.

problem Efficiently integrate trajectory and snapshot time series data.
method Reformulate DDD to use compact basis functions, reducing parameter scaling.
result Inference of sparse matrices reduces the number of parameters in DDD.

Study cryptocurrency price dynamics using adaptive EMD and spectral analysis.

problem Analyze the time-varying volatility of cryptocurrency prices.
method Adaptive complementary ensemble empirical mode decomposition (ACE-EMD) and Hilbert spectral analysis.
result Reveal the properties of various timescales in cryptocurrency price dynamics.

Irrespective of the fact that Machine learning has produced groundbreaking results, it demands an enormous amount of data in order to perform so. Even though data production has been in its all-time high, almost all the data is unlabelled, hence making them unsuitable for training the algorithms. This paper proposes a …

2019-10-08abs ↗pdf ↗

HHT feature generation enhances financial time series forecasting.

problem Forecasting nonstationary financial time series.
method CEEMD and HHT for decomposition, machine learning integration.
result HHT-enhanced models outperform traditional models in forecasting.

We propose a greedy variational method for decomposing a non-negative multivariate signal as a weighted sum of Gaussians, which, borrowing the terminology from statistics, we refer to as a Gaussian mixture model. Notably, our method has the following features: (1) It accepts multivariate signals, i.e. sampled multivari…

2019-09-01abs ↗pdf ↗

Stacking improves inference for multimodal Bayesian posterior distributions.

problem Difficulty of MCMC in moving between modes and underestimation of posterior uncertainty.
method Parallel runs of MCMC, variational, or mode-based inference, combined using Bayesian stacking.
result Stacking efficiently samples from multimodal posterior distributions and represents uncertainty better than variational inference.