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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.

168,657 papers · 148 categories

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491317 · May 201919922001200920172026
48 results for wavelet scattering

Wavelet scattering spectra model non-Gaussian time-series, proving scale invariance for self-similar processes.

problem Modeling non-Gaussian time-series with stationary increments.
method Complex wavelet transform for scale variations, joint correlation matrix for scale dependencies, second wavelet transform for diagonalization, maximum entropy models conditioned by scattering spectra coefficients.
result Scattering spectra of self-similar processes are scale invariant, allowing statistical testing and generation of new time-series.

We introduce multiscale invariant dictionaries to estimate quantum chemical energies of organic molecules, from training databases. Molecular energies are invariant to isometric atomic displacements, and are Lipschitz continuous to molecular deformations. Similarly to density functional theory (DFT), the molecule is re…

2016-05-16abs ↗pdf ↗

A new GNN module learns geometric scattering features for better graph classification and feature exploration.

problem Learning long-range graph relations and extracting meaningful features from graphs.
method Proposes a learnable geometric scattering (LEGS) module in graph neural networks (GNNs), incorporating wavelet filters.
result LEGS-based GNNs outperform existing methods in graph classification and feature extraction tasks.

The Euclidean scattering transform was introduced nearly a decade ago to improve the mathematical understanding of convolutional neural networks. Inspired by recent interest in geometric deep learning, which aims to generalize convolutional neural networks to manifold and graph-structured domains, we define a geometric…

2019-05-24abs ↗pdf ↗

Bayesian Scattering offers a simple baseline for image data uncertainty.

problem Lack of interpretable, mathematically grounded uncertainty quantification methods for image data.
method Coupling wavelet scattering transform with a simple probabilistic head.
result Bayesian Scattering provides sensible uncertainty estimates under distribution shifts.

Scattering transforms are non-trainable deep convolutional architectures that exploit the multi-scale resolution of a wavelet filter bank to obtain an appropriate representation of data. More importantly, they are proven invariant to translations, and stable to perturbations that are close to translations. This stabili…

2019-06-11abs ↗pdf ↗

Glioma grading before surgery is very critical for the prognosis prediction and treatment plan making. We present a novel wavelet scattering-based radiomic method to predict noninvasively and accurately the glioma grades. The method consists of wavelet scattering feature extraction, dimensionality reduction, and glioma…

2019-05-23abs ↗pdf ↗

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…

2018-06-04abs ↗pdf ↗

We present a machine learning model for the analysis of randomly generated discrete signals, modeled as the points of an inhomogeneous, compound Poisson point process. Like the wavelet scattering transform introduced by Mallat, our construction is naturally invariant to translations and reflections, but it decouples th…

2019-02-10abs ↗pdf ↗

New method estimates and samples high-dimensional probability distributions avoiding optimization and approximation curse.

problem Estimating high-dimensional probability distributions from data samples.
method Hierarchic probability flow from coarse to fine scales, defined by conditional probabilities across scales.
result Sampling hierarchic models avoids critical slowing down at phase transitions and generates turbulence and dark matter images.

A scattering transform defines a signal representation which is invariant to translations and Lipschitz continuous relatively to deformations. It is implemented with a non-linear convolution network that iterates over wavelet and modulus operators. Lipschitz continuity locally linearizes deformations. Complex classes o…

2011-12-05abs ↗pdf ↗

This paper approximates scattered data using samplet coordinates with sparsity constraints.

problem Scattered data approximation with sparsity constraints.
method Samplet basis pursuit with 1\ell_1-regularization, multiresolution techniques, and semi-smooth Newton method.
result The proposed method provides faster convergence and better signal sparsity compared to existing methods.

The wavelet scattering transform is an invariant signal representation suitable for many signal processing and machine learning applications. We present the Kymatio software package, an easy-to-use, high-performance Python implementation of the scattering transform in 1D, 2D, and 3D that is compatible with modern deep …

2018-12-28abs ↗pdf ↗

Stability is a key aspect of data analysis. In many applications, the natural notion of stability is geometric, as illustrated for example in computer vision. Scattering transforms construct deep convolutional representations which are certified stable to input deformations. This stability to deformations can be interp…

2018-06-22abs ↗pdf ↗

We present a machine learning algorithm for the prediction of molecule properties inspired by ideas from density functional theory. Using Gaussian-type orbital functions, we create surrogate electronic densities of the molecule from which we compute invariant "solid harmonic scattering coefficients" that account for di…

2018-05-01abs ↗pdf ↗

Generative Adversarial Nets (GANs) and Variational Auto-Encoders (VAEs) provide impressive image generations from Gaussian white noise, but the underlying mathematics are not well understood. We compute deep convolutional network generators by inverting a fixed embedding operator. Therefore, they do not require to be o…

2018-05-17abs ↗pdf ↗

New MHSNs extract multiscale features from complex data for robust classification.

problem Signal classification and domain classification on complex data.
method Layered structure with multiscale basis dictionaries, pooling operations, and invariant features.
result High-accuracy classification with fewer parameters than traditional graph neural networks.

New method disentangles sources of different timescales in planetary seismic data.

problem Unsupervised source separation of multi-scale seismic data from planetary missions.
method Wavelet scattering spectra for multi-scale clustering and variational autoencoder for source separation.
result Disentangles sources with different timescales in InSight mission seismic data.

Deep convolutional neural networks have led to breakthrough results in practical feature extraction applications. The mathematical analysis of these networks was pioneered by Mallat, 2012. Specifically, Mallat considered so-called scattering networks based on identical semi-discrete wavelet frames in each network layer…

2015-04-21abs ↗pdf ↗

Improved SVM classification with interpretable features from scattered data.

problem Classification of scattered data points in high-dimensional spaces.
method Truncated ANOVA decomposition for sparse feature selection; use of trigonometric or wavelet feature maps.
result Better classification accuracy and interpretability with 1\ell_1-norm regularization.

In this work, we derive a generic overcomplete frame thresholding scheme based on risk minimization. Overcomplete frames being favored for analysis tasks such as classification, regression or anomaly detection, we provide a way to leverage those optimal representations in real-world applications through the use of thre…

2017-12-25abs ↗pdf ↗

A new method for privacy-preserving data distillation using wavelet features from ScatterNet.

problem Privacy-preserving data distillation for small datasets.
method Differentially private kernel inducing points using wavelet features from ScatterNet.
result Achieves privacy-preserving data distillation with manageable computational cost.

Paper introduces rational Gaussian wavelets for efficient signal approximation.

problem Efficiently approximating complex signals with few coefficients.
method Continuous wavelet transform using rational Gaussian wavelets with adjustable parameters.
result Proposed rational Gaussian wavelets provide accurate signal approximations.

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…

2018-02-08abs ↗pdf ↗

Many practical machine learning tasks employ very deep convolutional neural networks. Such large depths pose formidable computational challenges in training and operating the network. It is therefore important to understand how fast the energy contained in the propagated signals (a.k.a. feature maps) decays across laye…

2017-04-12abs ↗pdf ↗

We study approximations of non-Gaussian stationary processes having long range correlations with microcanonical models. These models are conditioned by the empirical value of an energy vector, evaluated on a single realization. Asymptotic properties of maximum entropy microcanonical and macrocanonical processes and the…

2018-01-06abs ↗pdf ↗

Wavelet Kolmogorov-Arnold Networks improve federated learning performance.

problem Improving performance in federated learning with heterogeneous data.
method Implemented Wav-KAN with CWT and DWT for multiresolution capability, integrating wavelet-based activation functions.
result Significant improvements in computational efficiency, robustness, and accuracy in federated learning.

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.…

2011-03-29abs ↗pdf ↗