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Sparse portfolio optimization is a fundamental yet challenging problem in quantitative finance, since traditional approaches heavily relying on historical return statistics and static objectives can hardly adapt to dynamic market regimes.…

Portfolio Management · Quantitative Finance 2025-07-24 Haochen Luo , Yuan Zhang , Chen Liu

In-context learning has established itself as an important learning paradigm for Large Language Models (LLMs). In this paper, we demonstrate that LLMs can learn encoding keys in-context and perform analysis directly on encoded…

Computation and Language · Computer Science 2026-04-16 Andresa Rodrigues de Campos , David Lee , Imry Kissos , Piyush Paritosh

We study channel simulation and distributed matching, two fundamental problems with several applications to machine learning, using a recently introduced generalization of the standard rejection sampling (RS) algorithm known as Ensemble…

Information Theory · Computer Science 2025-10-08 Buu Phan , Ashish Khisti

Time series (TS) data are ubiquitous across various application areas, rendering time series forecasting (TSF) a fundamental task. With the astounding advances in large language models (LLMs), a variety of methods have been developed to…

Artificial Intelligence · Computer Science 2025-08-25 Zhuomin Chen , Dan Li , Jiahui Zhou , Shunyu Wu , Haozheng Ye , Jian Lou , See-Kiong Ng

The practice of compressed sensing suffers importantly in terms of the efficiency/accuracy trade-off when acquiring noisy signals prior to measurement. It is rather common to find results treating the noise affecting the measurements,…

Numerical Analysis · Mathematics 2014-11-25 Marco Artina , Massimo Fornasier , Steffen Peter

We propose a novel joint lossy image and residual compression framework for learning $\ell_\infty$-constrained near-lossless image compression. Specifically, we obtain a lossy reconstruction of the raw image through lossy image compression…

Image and Video Processing · Electrical Eng. & Systems 2021-04-01 Yuanchao Bai , Xianming Liu , Wangmeng Zuo , Yaowei Wang , Xiangyang Ji

Combining gradient compression methods (e.g., CountSketch, quantization) and adaptive optimizers (e.g., Adam, AMSGrad) is a desirable goal in federated learning (FL), with potential benefits on both fewer communication rounds and less…

Machine Learning · Computer Science 2025-04-15 Zhijie Chen , Qiaobo Li , Arindam Banerjee

This paper proposes a new method that combines check-pointing methods with error-controlled lossy compression for large-scale high-performance Full-Waveform Inversion (FWI), an inverse problem commonly used in geophysical exploration. This…

Edge-preserving smoothing (EPS) can be formulated as minimizing an objective function that consists of data and prior terms. This global EPS approach shows better smoothing performance than a local one that typically has a form of weighted…

Computer Vision and Pattern Recognition · Computer Science 2016-04-27 Youngjung Kim , Dongbo Min , Bumsub Ham , Kwanghoon Sohn

Error-bounded lossy compression is one of the most effective techniques for scientific data reduction. However, the traditional trial-and-error approach used to configure lossy compressors for finding the optimal trade-off between…

Databases · Computer Science 2022-05-09 Sian Jin , Sheng Di , Jiannan Tian , Suren Byna , Dingwen Tao , Franck Cappello

Over the last few years, machine learning unlocked previously infeasible features for compression, such as providing guarantees for users' privacy or tailoring compression to specific data statistics (e.g., satellite images or audio…

Information Theory · Computer Science 2026-03-25 Gergely Flamich

As they become more capable, large language models (LLMs) have continued to rapidly increase in size. This has exacerbated the difficulty in running state of the art LLMs on small, edge devices. Standard techniques advocate solving this…

Owing to the widespread adoption of the Internet of Things, a vast amount of sensor information is being acquired in real time. Accordingly, the communication cost of data from edge devices is increasing. Compressed sensing (CS), a data…

Machine Learning · Computer Science 2023-07-11 Hiroki Oikawa , Hangli Ge , Noboru Koshizuka

The intersection between classical data assimilation methods and novel machine learning techniques has attracted significant interest in recent years. Here we explore another promising solution in which diffusion models are used to…

Mathematical Physics · Physics 2024-04-02 Feng Bao , Hristo G. Chipilski , Siming Liang , Guannan Zhang , Jeffrey S. Whitaker

Despite significant progress in deep learning-based optical flow methods, accurately estimating large displacements and repetitive patterns remains a challenge. The limitations of local features and similarity search patterns used in these…

Computer Vision and Pattern Recognition · Computer Science 2024-01-02 Navid Eslami , Farnoosh Arefi , Amir M. Mansourian , Shohreh Kasaei

The compression-complexity trade-off of lossy compression algorithms that are based on a random codebook or a random database is examined. Motivated, in part, by recent results of Gupta-Verd\'{u}-Weissman (GVW) and their underlying…

Information Theory · Computer Science 2009-04-23 Chris Gioran , Ioannis Kontoyiannis

Efficient data compression is crucial for the storage and transmission of visual data. However, in facial expression recognition (FER) tasks, lossy compression often leads to feature degradation and reduced accuracy. To address these…

Computer Vision and Pattern Recognition · Computer Science 2025-09-23 Xiumei Li , Marc Windsheimer , Misha Sadeghi , Björn Eskofier , André Kaup

Lossy compression is one of the most efficient solutions to reduce storage overhead and improve I/O performance for HPC applications. However, existing parallel I/O libraries cannot fully utilize lossy compression to accelerate parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-06-30 Sian Jin , Dingwen Tao , Houjun Tang , Sheng Di , Suren Byna , Zarija Lukic , Franck Cappello

We propose computationally efficient encoders and decoders for lossy compression using a Sparse Regression Code. The codebook is defined by a design matrix and codewords are structured linear combinations of columns of this matrix. The…

Information Theory · Computer Science 2014-05-20 Ramji Venkataramanan , Tuhin Sarkar , Sekhar Tatikonda

Motivated by the drawbacks of cloud-based federated learning (FL), cooperative federated edge learning (CFEL) has been proposed to improve efficiency for FL over mobile edge networks, where multiple edge servers collaboratively coordinate…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-11-22 Zhenxiao Zhang , Zhidong Gao , Yuanxiong Guo , Yanmin Gong
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