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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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60120180240 · Jun 202019922001200920172026
48 results for varying noise

New methods for handling time-varying label noise in time series classification.

problem Temporal label noise in time series classification tasks.
method Proposed methods to estimate temporal label noise function directly from data.
result Our methods lead to state-of-the-art performance under diverse types of temporal label noise.

The chapter compares Gaussian process models for stochastic simulators with varying noise.

problem Modeling stochastic simulators with varying noise.
method Various Gaussian process models are compared, including input varying noise variance, non-Gaussian noise, and quantile modeling.
result Sequential design procedures are adapted for these models.

SpecGrad improves neural vocoder sound quality by adapting diffusion noise to log-mel spectrogram.

problem Improving neural vocoder sound quality, especially in high-frequency bands.
method Adapting the diffusion noise distribution to the conditioning log-mel spectrogram through time-varying filtering.
result SpecGrad generates higher-fidelity speech waveform than conventional DDPM-based neural vocoders.

Neural networks estimate time-varying parameters in AR(p) models with different noise types.

problem Forecasting time-dependent parameters in AR(p) processes with varying noise.
method Deep learning for time-varying coefficients, Gaussian and Laplace noise models.
result Simple model with time-varying parameters can effectively forecast complex dynamics.

In this note, we present a version of the Thompson sampling algorithm for the problem of online linear generalization with full information (i.e., the experts setting), studied by Kalai and Vempala, 2005. The algorithm uses a Gaussian prior and time-varying Gaussian likelihoods, and we show that it essentially reduces …

2013-11-03abs ↗pdf ↗

New method improves multi-fidelity Bayesian optimization by accounting for local correlations and varying noise.

problem Existing multi-fidelity Bayesian optimization methods assume global correlation and constant noise, which limits performance.
method Proposes an MF emulation method that learns noise models for each data source and leverages locally correlated LF sources.
result Improves performance of multi-fidelity Bayesian optimization by accounting for local correlations and varying noise.

This paper explores BDL hyperparameters for robust polynomial mapping with noise.

problem Designing BDL hyperparameters for robust function mapping with uncertainty quantification.
method Mapping Bayesian connectionist representations to polynomials of varying orders and noise types.
result Optimal network depth and ensemble size for prediction and uncertainty quantification.

The α\alpha-Alternator adapts to varying noise levels in sequences, improving robustness and performance.

problem Current models assume uniform noise levels, limiting performance on noisy temporal data.
method Introduces α\alpha-Alternator using Vendi Score to dynamically adjust noise sensitivity.
result Outperforms Alternators and state-of-the-art models in trajectory prediction, imputation, and forecasting.

Improved GP bandit algorithms for noiseless, varying noise, and RKHS norms.

problem Minimizing regret in Gaussian process bandits with unknown reward functions.
method New upper bound on maximum posterior variance, refined MVR and PE algorithms.
result Optimal regret bounds for noiseless, varying noise, and RKHS norms.

Improved robust latent variable estimation for neural dynamics.

problem Inconsistent results due to noise and nonlinearity in existing models.
method Probabilistic approach to latent variable estimation in decomposed models.
result More accurate latent variable inference in nonlinear systems with diverse noise conditions.

Develops a method to model multivariate count processes with Cox processes and shot noise intensities.

problem Modeling and estimating dependent count processes using granular data.
method Multivariate Cox process with shot noise intensities, connected via Lévy copulas.
result Allows for over-dispersion, auto-correlation, and realistic features in count processes.

CNNs learn about input data uncertainties, improving classification performance.

problem Errors in measurements are often neglected in ML, affecting classification performance.
method Constructed a model with known noise levels and used CNNs to learn about uncertainties.
result CNNs can incorporate information about input data uncertainties, improving classification performance.

Generative model handles varying data dimensions using jump diffusion processes.

problem Handling data of varying dimensionality in generative models.
method Formulated as a jump diffusion process, learning to approximate the process with a novel evidence lower bound.
result Effective sampling of data of varying dimensionality, better compatibility with test-time diffusion guidance imputation tasks.

The study tackles rough noise in high-frequency financial data using fractional Brownian motion.

problem Impediments to analyzing high-frequency financial data due to noise.
method Assuming an efficient price process as a continuous Itô semimartingale, the study derives consistent estimators and confidence intervals for roughness parameters and volatilities.
result The rough noise model explains divergence rates in volatility signature plots over time and between assets.

Unified Bayesian framework for LTV system identification using neural networks and Gaussian Processes.

problem Identifying Linear Time-Varying systems from input-output data.
method Bayesian modeling of impulse response as a stochastic process, using neural networks and Gaussian Processes for inference.
result Framework can infer LTI system properties from a single noisy input-output pair, achieving lower error than classical methods.

We present a distributed (non-Bayesian) learning algorithm for the problem of parameter estimation with Gaussian noise. The algorithm is expressed as explicit updates on the parameters of the Gaussian beliefs (i.e. means and precision). We show a convergence rate of O(1/k)O(1/k) with the constant term depending on the numb…

2016-12-06abs ↗pdf ↗

Minimal assumptions analysis of Q-learning with time-varying policies.

problem Finite-time analysis of Q-learning with time-varying policies for discounted MDPs.
method Minimal assumptions, Poisson equation decomposition, sensitivity analysis.
result Established convergence rate and sample complexity for Q-learning.

Robust Kalman filter for corrupted measurements.

problem Estimating linear dynamical systems from noisy measurements, especially when a fraction of measurements are adversarially corrupted.
method Developed a robust Kalman filter framework that can handle large and unknown perturbations in measurement noise.
result First strong provable guarantees for linear quadratic estimation with adversarial corruptions.

Slow feature analysis (SFA) is a method for extracting slowly varying features from a quickly varying multidimensional signal. An open source Matlab-implementation sfa-tk makes SFA easily useable. We show here that under certain circumstances, namely when the covariance matrix of the nonlinearly expanded data does not …

2009-12-06abs ↗pdf ↗

Study shows that ridgeless Gaussian kernel regression overfits even with varying bandwidth or dimensionality.

problem Analyzing overfitting in Gaussian kernel ridgeless regression with varying bandwidth or dimensionality.
method Examined the behavior of minimum norm interpolating solutions for fixed and increasing dimensions under varying bandwidth and sample size.
result Ridgeless solutions are never consistent and can be worse than null predictor with large enough noise, even with varying bandwidth or dimensionality.

Online L2D algorithm for multiclass classification with varying experts.

problem Handling streaming data, changing expert availability, and shifting expert distribution.
method First online L2D algorithm with O((n+ne)T2/3)O((n+n_e)T^{2/3}) and O((n+ne)T)O((n+n_e)\sqrt{T}) regret guarantees.
result Effective extension of standard L2D to settings with varying expert availability and reliability.

We revisit the Bayesian online inference problems for the linear dynamic systems (LDS) under non- Gaussian environment. The noises can naturally be non-Gaussian (skewed and/or heavy tailed) or to accommodate spurious observations, noises can be modeled as heavy tailed. However, at the cost of such noise robustness, the…

2015-04-22abs ↗pdf ↗

GNIs induce asymmetric heavy-tailed noise in SGD, affecting network performance.

problem The effect of Gaussian noise injections on SGD dynamics and network performance.
method Developed a Langevin-like SDE driven by asymmetric heavy-tailed noise to model the modified SGD dynamics.
result GNIs induce an implicit bias that varies with noise heaviness and asymmetry, affecting network performance.

A method to approximate instance-dependent label noise using instance-confidence embedding.

problem Real-world label noise that depends on individual instances.
method Variational approximation with instance embedding to capture instance-specific label corruption.
result ICE method effectively approximates instance-dependent noise and detects ambiguous instances.

This work explores a social learning problem with agents having nonidentical noise variances and mismatched beliefs. We consider an NN-agent binary hypothesis test in which each agent sequentially makes a decision based not only on a private observation, but also on preceding agents' decisions. In addition, the agents…

2018-11-23abs ↗pdf ↗

The paper proposes a new SDF scaled by time-varying volatility from S&P 500 options.

problem Estimating the SDF from option prices and predicting the equity premium.
method Utilizes S&P 500 options data to recover a stable, non-monotonic SDF.
result The SDF exhibits a hump on the put side, which transitions into a W-shape with maturity.

Study improves parameter estimation for SDEs driven by Levy noise.

problem Challenges in estimating parameters of SDEs with non-Gaussian noises.
method Introduces PEnet, a CNN-LSTM model for efficient parameter estimation.
result PEnet offers superior accuracy and adaptability for various SDE scenarios.

Noise can stabilize systemic risk models with uncertain robustness.

problem Understanding systemic risk in financial systems with uncertain parameters.
method Analyzing a mean-field model of systemic risk with uncertain coefficients and noise.
result Noise can induce stability in systemic risk models, contrary to intuition.

We develop a novel method for detection of signals and reconstruction of images in the presence of random noise. The method uses results from percolation theory. We specifically address the problem of detection of multiple objects of unknown shapes in the case of nonparametric noise. The noise density is unknown and ca…

2013-10-31abs ↗pdf ↗

We address noisy Euclidean distances in high dimensions, estimating noise levels and correcting distances.

problem Distorted pairwise Euclidean distances due to heteroskedastic noise.
method Developed a hyperparameter-free approach to jointly estimate noise magnitudes and correct distances.
result Our method provides accurate noise magnitude estimates and corrected distances in high-dimensional settings.

Improved privacy and utility in machine learning with adaptive differential privacy.

problem Enhancing privacy in machine learning models while maintaining utility.
method Adaptive differentially private (ADP) learning method that optimally adapts noise to stepsize.
result ADP method significantly improves utility compared to standard differentially private methods.

New method infers causal relationships from nonstationary time series data.

problem Challenges in inferring causal relationships from nonstationary time series data.
method Proposes a new class of restricted SCM with time-varying filters and stationary noise, leveraging asymmetry from nonstationarity.
result Demonstrates effectiveness of the proposed methodology on various synthetic and real datasets.

New research shows that binary classification can be done with noisy data, but only if there are clean samples available.

problem Learning binary classification with instance and label dependent label noise.
method Theoretical analysis and empirical risk minimization.
result Empirical risk minimization achieves the optimal excess risk bound without additional assumptions.

Local EGOP learns functions varying along a few directions.

problem Efficient estimation of functions varying along a few directions in high-dimensional space.
method Local EGOP learning, a recursive algorithm using EGOP quadratic form as metric and inverse-covariance.
result Local EGOP learning achieves intrinsic dimensional learning rates under noisy manifold hypothesis.