相关论文: SigMA: Path Signatures and Multi-head Attention fo…

We propose a deep signature/log-signature FBSDE algorithm to solve forward-backward stochastic differential equations (FBSDEs) with state and path dependent features. By incorporating the deep signature/log-signature transformation into the…

Gating mechanisms have been widely utilized, from early models like LSTMs and Highway Networks to recent state space models, linear attention, and also softmax attention. Yet, existing literature rarely examines the specific effects of…

Sparse code multiple access (SCMA) has been one of non-orthogonal multiple access (NOMA) schemes aiming to support high spectral efficiency and ubiquitous access requirements for 5G wireless communication networks. Conventional SCMA…

Neural Stochastic Differential Equations (Neural SDEs) have emerged as powerful mesh-free generative models for continuous stochastic processes, with critical applications in fields such as finance, physics, and biology. Previous…

In this paper, we study the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by a additive fractional Brownian motion (fBm) with Hurst parameter $H>\frac 12$ and Poisson…

This article provides a concise overview of some of the recent advances in the application of rough path theory to machine learning. Controlled differential equations (CDEs) are discussed as the key mathematical model to describe the…

Despite excellent progress has been made, the performance of deep learning based algorithms still heavily rely on specific datasets, which are difficult to extend due to labor-intensive labeling. Moreover, because of the advancement of new…

Pretraining and fine-tuning have emerged as a new paradigm in remote sensing image interpretation. Among them, Masked Autoencoder (MAE)-based pretraining stands out for its strong capability to learn general feature representations via…

Dealing with uncertainty in Bayesian Network structures using maximum a posteriori (MAP) estimation or Bayesian Model Averaging (BMA) is often intractable due to the superexponential number of possible directed, acyclic graphs. When the…

Fractional Brownian motions(fBMs) are not semimartingales so the classical theory of It\^o integral can't apply to fBMs. Wick integration as one of the applications of Malliavin calculus to stochastic analysis is a fine definition for fBMs.…

The application of machine learning (ML) algorithms in the intelligent diagnosis of three-phase engines has the potential to significantly enhance diagnostic performance and accuracy. Traditional methods largely rely on signature analysis,…

Graph Neural Networks (GNNs) have shown promise in learning dynamic functional connectivity for distinguishing phenotypes from human brain networks. However, obtaining extensive labeled clinical data for training is often…

In this paper we consider Bayesian parameter inference for partially observed fractional Brownian motion (fBM) models. The approach we follow is to time-discretize the hidden process and then to design Markov chain Monte Carlo (MCMC)…

Stochastic gradient descent (SGD) is of fundamental importance in deep learning. Despite its simplicity, elucidating its efficacy remains challenging. Conventionally, the success of SGD is ascribed to the stochastic gradient noise (SGN)…

Multi-domain aspect-based sentiment analysis (ABSA) seeks to capture fine-grained sentiment across diverse domains. While existing research narrowly focuses on single-domain applications constrained by methodological limitations and data…

Machine learning and deep learning have gained popularity and achieved immense success in Drug discovery in recent decades. Historically, machine learning and deep learning models were trained on either structural data or chemical…

Using deep learning models to recognize functional brain networks (FBNs) in functional magnetic resonance imaging (fMRI) has been attracting increasing interest recently. However, most existing work focuses on detecting static FBNs from…

In medical images, various types of lesions often manifest significant differences in their shape and texture. Accurate medical image segmentation demands deep learning models with robust capabilities in multi-scale and boundary feature…

In this article, we study the numerical approximation of stochastic differential equations driven by a multidimensional fractional Brownian motion (fBm) with Hurst parameter greater than 1/3. We introduce an implementable scheme for these…

We tackle high-dimensional, path-dependent valuation and control and introduce a deep BSDE/2BSDE solver that couples truncated log-signatures with a neural rough differential equation (RDE) backbone. The architecture aligns stochastic…