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In imaging modalities recording diffraction data, the original image can be reconstructed assuming known phases. When phases are unknown, oversampling and a constraint on the support region in the original object can be used to solve a…

Signal Processing · Electrical Eng. & Systems 2018-10-17 Alberto Pietrini , Carl Nettelblad

We present the first framework to solve linear inverse problems leveraging pre-trained latent diffusion models. Previously proposed algorithms (such as DPS and DDRM) only apply to pixel-space diffusion models. We theoretically analyze our…

Machine Learning · Computer Science 2023-07-04 Litu Rout , Negin Raoof , Giannis Daras , Constantine Caramanis , Alexandros G. Dimakis , Sanjay Shakkottai

Machine learning models have demonstrated remarkable efficacy and efficiency in a wide range of stock forecasting tasks. However, the inherent challenges of data scarcity, including low signal-to-noise ratio (SNR) and data homogeneity, pose…

Statistical Finance · Quantitative Finance 2024-02-13 Yuan Gao , Haokun Chen , Xiang Wang , Zhicai Wang , Xue Wang , Jinyang Gao , Bolin Ding

The probabilistic diffusion model has become highly effective across various domains. Typically, sampling from a diffusion model involves using a denoising distribution characterized by a Gaussian with a learned mean and either fixed or…

Machine Learning · Computer Science 2025-02-20 Zijing Ou , Mingtian Zhang , Andi Zhang , Tim Z. Xiao , Yingzhen Li , David Barber

I discuss optimized data analysis and Monte Carlo methods. Reweighting methods are discussed through examples, like Lee-Yang zeroes in the Ising model and the absence of deconfinement in QCD. I discuss reweighted data analysis and…

Disordered Systems and Neural Networks · Physics 2008-02-03 Enzo Marinari

We analyse the learning performance of Distributed Gradient Descent in the context of multi-agent decentralised non-parametric regression with the square loss function when i.i.d. samples are assigned to agents. We show that if agents hold…

Machine Learning · Statistics 2019-11-14 Dominic Richards , Patrick Rebeschini

In classification problems, sampling bias between training data and testing data is critical to the ranking performance of classification scores. Such bias can be both unintentionally introduced by data collection and intentionally…

Methodology · Statistics 2017-11-02 Chandler Zuo

Traditional stock market prediction approaches commonly utilize the historical price-related data of the stocks to forecast their future trends. As the Web information grows, recently some works try to explore financial news to improve the…

Social and Information Networks · Computer Science 2018-01-03 Xi Zhang , Yunjia Zhang , Senzhang Wang , Yuntao Yao , Binxing Fang , Philip S. Yu

Stock portfolio optimization is the process of constant re-distribution of money to a pool of various stocks. In this paper, we will formulate the problem such that we can apply Reinforcement Learning for the task properly. To maintain a…

Machine Learning · Computer Science 2020-12-14 Le Trung Hieu

The buying and selling of information is taking place at a scale unprecedented in the history of commerce, thanks to the formation of online marketplaces for user data. Data providing agencies sell user information to advertisers to allow…

Computer Science and Game Theory · Computer Science 2012-04-26 Moshe Babaioff , Robert Kleinberg , Renato Paes Leme

Diffusion-based inpainting is a powerful tool for the reconstruction of images from sparse data. Its quality strongly depends on the choice of known data. Optimising their spatial location -- the inpainting mask -- is challenging. A…

Image and Video Processing · Electrical Eng. & Systems 2022-05-17 Tobias Alt , Pascal Peter , Joachim Weickert

An approach to obtaining a parsimonious polynomial model from time series is proposed. An optimal minimal nonuniform time series embedding schema is used to obtain a time delay kernel. This scheme recursively optimizes an objective…

Chaotic Dynamics · Physics 2014-05-13 Chetan Nichkawde

Permutation synchronization is an important problem in computer science that constitutes the key step of many computer vision tasks. The goal is to recover $n$ latent permutations from their noisy and incomplete pairwise measurements. In…

Statistics Theory · Mathematics 2024-05-13 Duc Nguyen , Anderson Ye Zhang

Diffusion models have recently shown promising results for difficult enhancement tasks such as the conditional and unconditional restoration of natural images and audio signals. In this work, we explore the possibility of leveraging a…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-24 Hao Yen , François G. Germain , Gordon Wichern , Jonathan Le Roux

Some recent methods for lossy signal and image compression store only a few selected pixels and fill in the missing structures by inpainting with a partial differential equation (PDE). Suitable operators include the Laplacian, the…

Computer Vision and Pattern Recognition · Computer Science 2015-06-16 Laurent Hoeltgen , Markus Mainberger , Sebastian Hoffmann , Joachim Weickert , Ching Hoo Tang , Simon Setzer , Daniel Johannsen , Frank Neumann , Benjamin Doerr

Linearized models of power systems are often desirable to formulate tractable control and optimization problems that still reflect real-world physics adequately under various operating conditions. In this paper, we propose an approach that…

Optimization and Control · Mathematics 2018-05-28 Marc Hohmann , Joseph Warrington , John Lygeros

Financial markets are complex systems characterized by high statistical noise, nonlinearity, volatility, and constant evolution. Thus, modeling them is extremely hard. Here, we address the task of generating realistic and responsive Limit…

Trading and Market Microstructure · Quantitative Finance 2025-11-21 Leonardo Berti , Bardh Prenkaj , Paola Velardi

We introduce a method for analyzing radio interferometry data which produces maps which are optimal in the Bayesian sense of maximum posterior probability density, given certain prior assumptions. It is similar to maximum entropy…

Astrophysics · Physics 2009-11-11 Edmund C. Sutton , Benjamin D. Wandelt

Diffusion models, a powerful and universal generative AI technology, have achieved tremendous success in computer vision, audio, reinforcement learning, and computational biology. In these applications, diffusion models provide flexible…

Machine Learning · Computer Science 2024-04-12 Minshuo Chen , Song Mei , Jianqing Fan , Mengdi Wang

Given a set of samples, a few of them being possibly saturated, we propose an efficient algorithm in order to cancel saturation while reconstructing band-limited signals. Our method satisfies a minimum-loss constraint and relies on…

Signal Processing · Electrical Eng. & Systems 2018-09-20 Kyong Hwan Jin , Gain Kim , Yusuf Leblebici , Jong Chul Ye , Michael Unser
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