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Learning Low-Dimensional Signal Models

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Predicting the evolution of systems with spatio-temporal dynamics in response to external stimuli is essential for scientific progress. Traditional equations-based approaches leverage first principles through the numerical approximation of differential equ ...

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Speech recognition-based applications upon the advancements in artificial intelligence play an essential role to transform most aspects of modern life. However, speech recognition in real-life conditions (e.g., in the presence of overlapping speech, varyin ...

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We present a general framework for portfolio risk management in discrete time, based on a replicating martingale. This martingale is learned from a finite sample in a supervised setting. Our method learns the features necessary for an effective low-dimensi ...

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