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In this paper, we propose a new method for estimating the conditional risk-neutral density (RND) directly from a cross-section of put option bid-ask quotes. More precisely, we propose to view the RND recovery problem as an inverse problem.…

Computational Finance · Quantitative Finance 2013-02-12 Jean-Baptiste Monnier

In the undetermined linear system $\bm{b}=\mathcal{A}(\bm{X})+\bm{s}$, vector $\bm{b}$ and operator $\mathcal{A}$ are the known measurements and $\bm{s}$ is the unknown noise. In this paper, we investigate sufficient conditions for exactly…

Optimization and Control · Mathematics 2023-08-08 Yan Li , Liping Zhang

Random-feature neural networks (RFNNs), including architectures with fixed hidden layers and analytically determined output weights, offer fast training but often suffer from issues due to dense representations of the hidden layer…

Numerical Analysis · Mathematics 2026-05-11 Kevin Kurian Thomas Vaidyan , Siddharth Rout

We formulate a generalization of the Restricted Isometry Property (RIP) referred to as the Restricted Quasiconvexity Isometry Property (RQIP) for alpha stable random projections with $0<\alpha<1$. A lower bound on the number of rows for…

Probability · Mathematics 2025-07-04 Sunder Ram Krishnan

It is now well known that sparse or compressible vectors can be stably recovered from their low-dimensional projection, provided the projection matrix satisfies a Restricted Isometry Property (RIP). We establish new implications of the RIP…

Functional Analysis · Mathematics 2012-11-09 Rémi Gribonval , Morten Nielsen

This work explores the fundamental problem of the recoverability of a sparse tensor being reconstructed from its compressed embodiment. We present a generalized model of block-sparse tensor recovery as a theoretical foundation, where…

Signal Processing · Electrical Eng. & Systems 2024-12-19 Liyang Lu , Zhaocheng Wang , Zhen Gao , Sheng Chen , H. Vincent Poor

The many variants of the restricted isometry property (RIP) have proven to be crucial theoretical tools in the fields of compressed sensing and matrix completion. The study of extending compressed sensing to accommodate phaseless…

Information Theory · Computer Science 2014-04-16 Vladislav Voroninski , Zhiqiang Xu

Low-rank Deconvolution (LRD) has appeared as a new multi-dimensional representation model that enjoys important efficiency and flexibility properties. In this work we ask ourselves if this analytical model can compete against Deep Learning…

Computer Vision and Pattern Recognition · Computer Science 2024-06-18 David Reixach , Josep Ramon Morros

While low-rank matrix prior has been exploited in dynamic MR image reconstruction and has obtained satisfying performance, tensor low-rank models have recently emerged as powerful alternative representations for three-dimensional dynamic MR…

Image and Video Processing · Electrical Eng. & Systems 2023-02-20 Yinghao Zhang , Peng Li , Yue Hu

In this work, we develop efficient solvers for linear inverse problems based on randomized singular value decomposition (RSVD). This is achieved by combining RSVD with classical regularization methods, e.g., truncated singular value…

Numerical Analysis · Mathematics 2019-09-05 Kazufumi Ito , Bangti Jin

Tensors of order three or higher have found applications in diverse fields, including image and signal processing, data mining, biomedical engineering and link analysis, to name a few. In many applications that involve for example time…

Data Structures and Algorithms · Computer Science 2018-09-05 Davoud Ataee Tarzanagh , George Michailidis

Recurrent Neural Networks (RNNs) and their variants, such as Long-Short Term Memory (LSTM) networks, and Gated Recurrent Unit (GRU) networks, have achieved promising performance in sequential data modeling. The hidden layers in RNNs can be…

Computer Vision and Pattern Recognition · Computer Science 2018-11-20 Yu Pan , Jing Xu , Maolin Wang , Jinmian Ye , Fei Wang , Kun Bai , Zenglin Xu

Tensor recovery has recently arisen in a lot of application fields, such as transportation, medical imaging and remote sensing. Under the assumption that signals possess sparse and/or low-rank structures, many tensor recovery methods have…

Optimization and Control · Mathematics 2021-02-16 Xuemei Chen , Jing Qin

In this paper, we address the sparse multiple measurement vector (MMV) problem where the objective is to recover a set of sparse nonzero row vectors or indices of a signal matrix from incomplete measurements. Ideally, regardless of the…

Information Theory · Computer Science 2016-01-27 Kyung Su Kim , Sae-Young Chung

The low rank tensor completion (LRTC) problem has attracted great attention in computer vision and signal processing. How to acquire high quality image recovery effect is still an urgent task to be solved at present. This paper proposes a…

Numerical Analysis · Mathematics 2022-07-12 Hongbing Zhang , Xinyi Liu , Hongtao Fan , Yajing Li , Yinlin Ye

The oriented singular value decomposition (O-SVD) proposed by Zeng and Ng provides a hybrid approach to the t-product based third-order tensor singular value decomposition with the transform matrix being a factor matrix of the higher order…

Numerical Analysis · Mathematics 2023-02-28 Minghui Ding , Yimin Wei , Pengpeng Xie

Structures play a significant role in the field of signal processing. As a representative of structural data, low rank matrix along with its restricted isometry property (RIP) has been an important research topic in compressive signal…

Information Theory · Computer Science 2015-06-23 Xinyue Shen , Yuantao Gu

This paper is concerned with the problem of recovering third-order tensor data from limited samples. A recently proposed tensor decomposition (BMD) method has been shown to efficiently compress third-order spatiotemporal data. Using the…

Numerical Analysis · Mathematics 2024-02-21 Fan Tian , Mirjeta Pasha , Misha E. Kilmer , Eric Miller , Abani Patra

The canonical tensor rank approximation problem (TAP) consists of approximating a real-valued tensor by one of low canonical rank, which is a challenging non-linear, non-convex, constrained optimization problem, where the constraint set…

Numerical Analysis · Mathematics 2022-09-02 Paul Breiding , Nick Vannieuwenhoven

Rapid advances in sensor, wireless communication, cloud computing and data science have brought unprecedented amount of data to assist transportation engineers and researchers in making better decisions. However, traffic data in reality…

Machine Learning · Statistics 2022-06-02 Tong Nie , Guoyang Qin , Jian Sun