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A Hidden Markov Model for intraday momentum trading is presented which specifies a latent momentum state responsible for generating the observed securities' noisy returns. Existing momentum trading models suffer from time-lagging caused by…

交易与市场微观结构 · 定量金融 2020-06-22 Hugh Christensen , Simon Godsill , Richard E Turner

We develop a supervised-learning-based approach for monitoring and diagnosing texture-related defects in manufactured products characterized by stochastic textured surfaces that satisfy the locality and stationarity properties of Markov…

应用统计 · 统计学 2017-07-24 Anh Tuan Bui , Daniel W. Apley

A music mashup combines audio elements from two or more songs to create a new work. To reduce the time and effort required to make them, researchers have developed algorithms that predict the compatibility of audio elements. Prior work has…

声音 · 计算机科学 2021-03-29 Jiawen Huang , Ju-Chiang Wang , Jordan B. L. Smith , Xuchen Song , Yuxuan Wang

We propose Polyffusion, a diffusion model that generates polyphonic music scores by regarding music as image-like piano roll representations. The model is capable of controllable music generation with two paradigms: internal control and…

声音 · 计算机科学 2023-07-21 Lejun Min , Junyan Jiang , Gus Xia , Jingwei Zhao

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…

数据分析、统计与概率 · 物理学 2014-12-09 Bernd Lehle , Joachim Peinke

Real music signals are highly variable, yet they have strong statistical structure. Prior information about the underlying physical mechanisms by which sounds are generated and rules by which complex sound structure is constructed (notes,…

机器学习 · 统计学 2016-06-13 Pablo A. Alvarado , Dan Stowell

Multi-pitch estimation is a decades-long research problem involving the detection of pitch activity associated with concurrent musical events within multi-instrument mixtures. Supervised learning techniques have demonstrated solid…

音频与语音处理 · 电气工程与系统科学 2024-02-27 Frank Cwitkowitz , Zhiyao Duan

Many people enjoy classical symphonic music. Its diverse instrumentation makes for a rich listening experience. This diversity adds to the conductor's expressive freedom to shape the sound according to their imagination. As a result, the…

The choice of visualisation in empirical performance analysis is not a neutral presentation decision but an analytical one: different graphical forms reveal different features of the same dataset, and reliance on any single type…

声音 · 计算机科学 2026-04-22 Ignasi Sole

Discrete time crystals are periodically driven systems that display spontaneous symmetry breaking of time translation invariance in the form of indefinite subharmonic oscillations. We introduce a thermodynamically consistent model for a…

统计力学 · 物理学 2021-01-20 Lukas Oberreiter , Udo Seifert , Andre C. Barato

Markov automata combine non-determinism, probabilistic branching, and exponentially distributed delays. This compositional variant of continuous-time Markov decision processes is used in reliability engineering, performance evaluation and…

计算机科学中的逻辑 · 计算机科学 2017-05-11 Tim Quatmann , Sebastian Junges , Joost-Pieter Katoen

Symbolic music is widely used in various deep learning tasks, including generation, transcription, synthesis, and Music Information Retrieval (MIR). It is mostly employed with discrete models like Transformers, which require music to be…

声音 · 计算机科学 2023-10-13 Nathan Fradet , Nicolas Gutowski , Fabien Chhel , Jean-Pierre Briot

This paper discusses the problem of estimating a stochastic signal from nonlinear uncertain observations with time-correlated additive noise described by a first-order Markov process. Random deception attacks are assumed to be launched by…

信号处理 · 电气工程与系统科学 2024-05-09 R. Caballero-Águila , J. Hu , J. Linares-Pérez

This report addresses state inference for hidden Markov models. These models rely on unobserved states, which often have a meaningful interpretation. This makes it necessary to develop diagnostic tools for quantification of state…

统计理论 · 数学 2018-10-26 Jean-Baptiste Durand , Y. Guédon

Appealing to several multivariate information measures---some familiar, some new here---we analyze the information embedded in discrete-valued stochastic time series. We dissect the uncertainty of a single observation to demonstrate how the…

信息论 · 计算机科学 2015-05-28 Ryan G. James , Christopher J. Ellison , James P. Crutchfield

Many music AI models learn a map between music content and human-defined labels. However, many annotations, such as chords, can be naturally expressed within the music modality itself, e.g., as sequences of symbolic notes. This observation…

声音 · 计算机科学 2025-09-30 Junyan Jiang , Daniel Chin , Liwei Lin , Xuanjie Liu , Gus Xia

The synchronization of motor responses to rhythmic auditory cues is a fundamental biological phenomenon observed across various species. While the importance of temporal alignment varies across different contexts, achieving precise temporal…

音频与语音处理 · 电气工程与系统科学 2024-11-12 Hugo T. Carvalho , Min S. Li , Massimiliano di Luca , Alan M. Wing

Connecting large libraries of digitized audio recordings to their corresponding sheet music images has long been a motivation for researchers to develop new cross-modal retrieval systems. In recent years, retrieval systems based on…

信息检索 · 计算机科学 2019-06-27 Stefan Balke , Matthias Dorfer , Luis Carvalho , Andreas Arzt , Gerhard Widmer

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

统计计算 · 统计学 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

Generative models of expressive piano performance are usually assessed by comparing their predictions to a reference human performance. A generative algorithm is taken to be better than competing ones if it produces performances that are…