Unified method for simultaneous denoising and clustering.
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.
Trend · papers per month
MLShrink integrates machine learning with wavelet shrinkage for denoising.
We propose a new framework for manifold denoising based on processing in the graph Fourier frequency domain, derived from the spectral decomposition of the discrete graph Laplacian. Our approach uses the Spectral Graph Wavelet transform in order to per- form non-iterative denoising directly in the graph frequency domai…
Wavelet denoised-ResNet with LightGBM predicts Forex rate of change.
Deep neural networks have presented impressive performance in biometric applications. However, their performance is highly at risk when facing carefully crafted input samples known as adversarial examples. In this paper, we present three defense strategies to detect adversarial iris examples. These defense strategies a…
Enhanced image denoising with MWRDCNN using residual dense blocks.
New method denoises graph signals using wavelets, scalable for large graphs.
Volatility dynamics of wavelet - filtered stock price time series is studied. Using the universal thresholding method of wavelet filtering and a principle of minimal linear autocorrelation of noise component we find that the quantitative characteristics of volatility dynamics of denoised series are noticeably different…
Unsupervised method removes satellite noise without paired data.
A successful class of image denoising methods is based on Bayesian approaches working in wavelet representations. However, analytical estimates can be obtained only for particular combinations of analytical models of signal and noise, thus precluding its straightforward extension to deal with other arbitrary noise sour…
Compressive sensing is an impressive approach for fast MRI. It aims at reconstructing MR image using only a few under-sampled data in k-space, enhancing the efficiency of the data acquisition. In this study, we propose to learn priors based on undecimated wavelet transform and an iterative image reconstruction algorith…
A method uses image processing and deep learning for financial market state prediction.
Pixel intensity is a widely used feature for clustering and segmentation algorithms, the resulting segmentation using only intensity values might suffer from noises and lack of spatial context information. Wavelet transform is often used for image denoising and classification. We proposed a novel method to incorporate …
New CycleGAN uses invertible generator for faster, less resource-intensive CT denoising.
New algorithm reduces TV-denoising to adaptive online learning.
Model based iterative reconstruction (MBIR) algorithms for low-dose X-ray CT are computationally expensive. To address this problem, we recently proposed a deep convolutional neural network (CNN) for low-dose X-ray CT and won the second place in 2016 AAPM Low-Dose CT Grand Challenge. However, some of the texture were n…
The task of predicting future stock values has always been one that is heavily desired albeit very difficult. This difficulty arises from stocks with non-stationary behavior, and without any explicit form. Hence, predictions are best made through analysis of financial stock data. To handle big data sets, current conven…
Recently, deep learning becomes the main focus of machine learning research and has greatly impacted many important fields. However, deep learning is criticized for lack of interpretability. As a successful unsupervised model in deep learning, the autoencoder embraces a wide spectrum of applications, yet it suffers fro…
Method separates target signal properties from noisy mixtures.
Generates financial time series with stylized facts using diffusion models.
Convolutional neural networks (CNNs) often perform well, but their stability is poorly understood. To address this problem, we consider the simple prototypical problem of signal denoising, where classical approaches such as nonlinear diffusion, wavelet-based methods and regularisation offer provable stability guarantee…
We investigate the "compass rose" (Crack, T.F. and Ledoit, O. (1996), Journal of Finance, 51(2), pg. 751-762) patterns revealed in phase portraits (delay plots) of stock returns. The structures observed in these diagrams have been attributed mainly to price clustering and discreteness. Using wavelet based denoising, we…
Deep neural networks, in particular convolutional neural networks, have become highly effective tools for compressing images and solving inverse problems including denoising, inpainting, and reconstruction from few and noisy measurements. This success can be attributed in part to their ability to represent and generate…
Effective and powerful methods for denoising real electrocardiogram (ECG) signals are important for wearable sensors and devices. Deep Learning (DL) models have been used extensively in image processing and other domains with great success but only very recently have been used in processing ECG signals. This paper pres…
Modified PINN approach for analyzing COVID-19 data with incomplete information.
Wavelets help compress neural networks efficiently.
Paper introduces rational Gaussian wavelets for efficient signal approximation.
MODWST improves classification tasks with wavelet scattering.
In this work we propose a method for learning wavelet filters directly from data. We accomplish this by framing the discrete wavelet transform as a modified convolutional neural network. We introduce an autoencoder wavelet transform network that is trained using gradient descent. We show that the model is capable of le…
VDWs enhance graph neural networks for analyzing complex data.
The wavelet transform has seen success when incorporated into neural network architectures, such as in wavelet scattering networks. More recently, it has been shown that the dual-tree complex wavelet transform can provide better representations than the standard transform. With this in mind, we extend our previous meth…
New method selects diffusion scales for graph wavelets.
Wavelet Kolmogorov-Arnold Networks improve federated learning performance.
This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based measures for their performance in following trend inflation and predicting future inflation.…
Wavelet Networks learn from raw time-series data, outperforming conventional CNNs.
Revisits SWIFT method for option pricing using Shannon wavelets.
Optimizes wavelets for graph classification using spectral wavelet signatures and persistence diagrams.
Improved texture synthesis using wavelet-based statistics with rectifier non-linearity.
Cake wavelets minimize orientation score uncertainty.
We present graph wavelet neural network (GWNN), a novel graph convolutional neural network (CNN), leveraging graph wavelet transform to address the shortcomings of previous spectral graph CNN methods that depend on graph Fourier transform. Different from graph Fourier transform, graph wavelet transform can be obtained …
Wavelet SGM accelerates generative modeling with linear time complexity.
Wavelet scattering spectra model non-Gaussian time-series, proving scale invariance for self-similar processes.
Variational Autoencoders (VAE) are probabilistic deep generative models underpinned by elegant theory, stable training processes, and meaningful manifold representations. However, they produce blurry images due to a lack of explicit emphasis over high-frequency textural details of the images, and the difficulty to dire…
AWD distills neural network info into interpretable wavelets.
A new WNN framework selects wavelet bases for efficient learning.
In "extreme" computational imaging that collects extremely undersampled or noisy measurements, obtaining an accurate image within a reasonable computing time is challenging. Incorporating image mapping convolutional neural networks (CNN) into iterative image recovery has great potential to resolve this issue. This pape…
WaveletGAN improves GANs by homogenizing noise through multi-channel wavelet filtering.
In this paper we propose and study a family of continuous wavelets on general domains, and a corresponding stochastic discretization that we call Monte Carlo wavelets. First, using tools from the theory of reproducing kernel Hilbert spaces and associated integral operators, we define a family of continuous wavelets by …