Related papers: Exponentially Fading Memory Signature
We present Advancing Front Mapping (AFM), a provably robust algorithm for the computation of surface mappings to simple base domains. Given an input mesh and a convex or star-shaped target domain, AFM installs a (possibly refined) version…
The signature of a path \gamma is a sequence whose n-th term is the order-n iterated integrals of \gamma. It arises from solving multidimensional linear differential equations driven by \gamma. We are interested in relating the path…
The signature is a fundamental object that describes paths (that is, continuous functions from an interval to a Euclidean space). Likewise, the expected signature provides a statistical description of the law of stochastic processes. We…
The conventional von Neumann architecture has been revealed as a major performance and energy bottleneck for rising data-intensive applications. %, due to the intensive data movements. The decade-old idea of leveraging in-memory processing…
We elucidate physical aspects of path signatures by formulating randomised path developments within the framework of matrix models in quantum field theory. Using tools from physics, we introduce a new family of randomised path developments…
We construct a continuous-time, positively divisible non-Markovian process with memory of the initial state that satisfies the differential Chapman--Kolmogorov equation. In the stationary state, the correlation function exhibits exponential…
In this article we introduce a portfolio optimisation framework, in which the use of rough path signatures (Lyons, 1998) provides a novel method of incorporating path-dependencies in the joint signal-asset dynamics, naturally extending…
It is well known that Brownian motion enjoys several distributional invariances such as the scaling property and the time reversal. In this paper, we prove another invariance of Brownian motion that is compatible with the time reversal. The…
Few-shot meta-learning presents a challenge for gradient descent optimization due to the limited number of training samples per task. To address this issue, we propose an episodic memory optimization for meta-learning, we call EMO, which is…
Papillary thyroid microcarcinoma (PTMC) is increasingly managed with radio-frequency ablation (RFA), yet accurate lesion segmentation in ultrasound videos remains difficult due to low contrast, probe-induced motion, and heat-related…
The electrocardiogram (ECG) is a cost-effective, highly accessible and widely employed diagnostic tool. With the advent of Foundation Models (FMs), the field of AI-assisted ECG interpretation has begun to evolve, as they enable model reuse…
In the classical theory of Markov chains, one may study the mean time to reach some chosen state, and it is well-known that in the irreducible, finite case, such quantity can be calculated in terms of the fundamental matrix of the walk, as…
Computing the permanent of a non-negative matrix is a computationally challenging, \#P-complete problem with wide-ranging applications. We introduce a novel permanental analogue of Schur's determinant formula, leveraging a newly defined…
The Exact Factorization (EF) theory aims at the separation of the nuclear and electronic degrees of freedom in the many-body (MB) quantum mechanical problem. Being formally equivalent to the solution of the MB Schr\"{o}dinger equation, EF…
We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the index properties, but they are not differentiable. We overcome the…
We perform a comprehensive study of a certain class of discrete symmetries of families of Feynman integrals, defined as affine changes of variables that map different sectors of the family into each other. We show that these transformations…
Exponential is a basic signal form, and how to fast acquire this signal is one of the fundamental problems and frontiers in signal processing. To achieve this goal, partial data may be acquired but result in the severe artifacts in its…
We consider the discrete-time Schr\"odinger bridge problem on a finite state space. Although it has been known that the Iterative Markovian Fitting (IMF) algorithm converges in Kullback-Leibler divergence to the ground truth solution, the…
The task of conditional generation is one of the most important applications of generative models, and numerous methods have been developed to date based on the celebrated flow-based models. However, many flow-based models in use today are…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…