English
Related papers

Related papers: A new encoding of implied volatility surfaces for …

200 papers

Speech-driven facial animation aims to synthesize lip-synchronized 3D talking faces following the given speech signal. Prior methods to this task mostly focus on pursuing realism with deterministic systems, yet characterizing the…

Computer Vision and Pattern Recognition · Computer Science 2024-10-01 Chunzhi Gu , Shigeru Kuriyama , Katsuya Hotta

Machine-learning models have demonstrated a great ability to learn complex patterns and make predictions. In high-dimensional nonlinear problems of fluid dynamics, data representation often greatly affects the performance and…

Fluid Dynamics · Physics 2022-07-29 Runze Li , Yufei Zhang , Haixin Chen

In this paper, a systematic approach is developed to embed the dynamical description of a nonlinear system into a linear parameter-varying (LPV) system representation. Initially, the nonlinear functions in the model representation are…

Systems and Control · Electrical Eng. & Systems 2020-11-09 Arash Sadeghzadeh , Roland Toth

Volatility is a natural risk measure in finance as it quantifies the variation of stock prices. A frequently considered problem in mathematical finance is to forecast different estimates of volatility. What makes it promising to use deep…

Statistical Finance · Quantitative Finance 2020-09-14 Bernadett Aradi , Gábor Petneházi , József Gáll

Active soft bodies can affect their shape through an internal actuation mechanism that induces a deformation. Similar to recent work, this paper utilizes a differentiable, quasi-static, and physics-based simulation layer to optimize for…

Computer Vision and Pattern Recognition · Computer Science 2024-01-29 Lingchen Yang , Byungsoo Kim , Gaspard Zoss , Baran Gözcü , Markus Gross , Barbara Solenthaler

As an increasing amount of image and video content will be analyzed by machines, there is demand for a new codec paradigm that is capable of compressing visual input primarily for the purpose of computer vision inference, while secondarily…

Image and Video Processing · Electrical Eng. & Systems 2023-01-12 Ezgi Ozyilkan , Mateen Ulhaq , Hyomin Choi , Fabien Racape

Designing expressive generative models that support exact and efficient inference is a core question in probabilistic ML. Probabilistic circuits (PCs) offer a framework where this tractability-vs-expressiveness trade-off can be analyzed…

Machine Learning · Computer Science 2025-05-27 Lorenzo Loconte , Stefan Mengel , Antonio Vergari

Recognizing visual entities in a natural language sentence and arranging them in a 2D spatial layout require a compositional understanding of language and space. This task of layout prediction is valuable in text-to-image synthesis as it…

Computation and Language · Computer Science 2024-12-03 Wolf Nuyts , Ruben Cartuyvels , Marie-Francine Moens

We give a new proof of the representation of implied volatility as a time-average of weighted expectations of local or stochastic volatility. With this proof we clarify the question of existence of 'forward implied variance' in the original…

Pricing of Securities · Quantitative Finance 2016-10-14 Martin Keller-Ressel , Josef Teichmann

Continuous latent variables (LVs) are a key ingredient of many generative models, as they allow modelling expressive mixtures with an uncountable number of components. In contrast, probabilistic circuits (PCs) are hierarchical discrete…

Machine Learning · Computer Science 2023-10-27 Gennaro Gala , Cassio de Campos , Robert Peharz , Antonio Vergari , Erik Quaeghebeur

Optimization in the latent space of variational autoencoders is a promising approach to generate high-dimensional discrete objects that maximize an expensive black-box property (e.g., drug-likeness in molecular generation, function…

Machine Learning · Computer Science 2021-07-02 Pascal Notin , José Miguel Hernández-Lobato , Yarin Gal

Graphs are ubiquitous data structures for representing interactions between entities. With an emphasis on the use of graphs to represent chemical molecules, we explore the task of learning to generate graphs that conform to a distribution…

Machine Learning · Computer Science 2019-03-08 Qi Liu , Miltiadis Allamanis , Marc Brockschmidt , Alexander L. Gaunt

Recent years have seen rapid increase in the application of machine learning to insurance loss reserving. They yield most value when applied to large data sets, such as individual claims, or large claim triangles. In short, they are likely…

Risk Management · Quantitative Finance 2021-08-27 Benjamin Avanzi , Gregory Clive Taylor , Melantha Wang , Bernard Wong

This work introduces alternating latent topologies (ALTO) for high-fidelity reconstruction of implicit 3D surfaces from noisy point clouds. Previous work identifies that the spatial arrangement of latent encodings is important to recover…

Computer Vision and Pattern Recognition · Computer Science 2022-12-09 Zhen Wang , Shijie Zhou , Jeong Joon Park , Despoina Paschalidou , Suya You , Gordon Wetzstein , Leonidas Guibas , Achuta Kadambi

We build surrogate models for dynamic 3D subsurface single-phase flow problems with multiple vertical producing wells. The surrogate model provides efficient pressure estimation of the entire formation at any timestep given a stochastic…

Computational Engineering, Finance, and Science · Computer Science 2021-11-17 Rui Xu , Dongxiao Zhang , Nanzhe Wang

We generalize the low-rank decomposition problem, such as principal and independent component analysis (PCA, ICA) for continuous-time vector-valued signals and provide a model-agnostic implicit neural signal representation framework to…

Machine Learning · Computer Science 2025-07-15 Shayan K. Azmoodeh , Krishna Subramani , Paris Smaragdis

This paper introduces a generative model for 3D surfaces based on a representation of shapes with mean curvature and metric, which are invariant under rigid transformation. Hence, compared with existing 3D machine learning frameworks, our…

Graphics · Computer Science 2020-09-08 Zi Ye , Nobuyuki Umetani , Takeo Igarashi , Tim Hoffmann

We propose an auto-encoder architecture for multi-texture synthesis. The approach relies on both a compact encoder accounting for second order neural statistics and a generator incorporating adaptive periodic content. Images are embedded in…

Computer Vision and Pattern Recognition · Computer Science 2023-06-30 Pierrick Chatillon , Yann Gousseau , Sidonie Lefebvre

Learning useful representations of complex data has been the subject of extensive research for many years. With the diffusion of Deep Neural Networks, Variational Autoencoders have gained lots of attention since they provide an explicit…

Machine Learning · Computer Science 2020-09-15 Marco Maggipinto , Matteo Terzi , Gian Antonio Susto

Recent conditional image synthesis approaches provide high-quality synthesized images. However, it is still challenging to accurately adjust image contents such as the positions and orientations of objects, and synthesized images often have…

Computer Vision and Pattern Recognition · Computer Science 2021-08-25 Jaebong Jeong , Janghun Jo , Jingdong Wang , Sunghyun Cho , Jaesik Park