A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
The parsimonious Gaussian mixture models, which exploit an eigenvalue decomposition of the group covariance matrices of the Gaussian mixture, have shown their success in particular in cluster analysis. Their estimation is in general performed by maximum likelihood estimation and has also been considered from a parametr…
In binary-transaction data-mining, traditional frequent itemset mining often produces results which are not straightforward to interpret. To overcome this problem, probability models are often used to produce more compact and conclusive results, albeit with some loss of accuracy. Bayesian statistics have been widely us…
In this paper, a scale mixture of Normal distributions model is developed for classification and clustering of data having outliers and missing values. The classification method, based on a mixture model, focuses on the introduction of latent variables that gives us the possibility to handle sensitivity of model to out…
Improved Bayesian analysis for SVM models using a mixture sampler.
problem Efficient simulation-based analysis of stochastic volatility in mean models.
method Developed a generalized mixture sampler for SVM models, approximating non-central chi-squared distributions as mixtures of normal distributions.
result The proposed method outperforms other volatility models based on marginal likelihoods in empirical studies.
Bayesian networks with hidden variables help identify causal relationships obscured by confounding.
problem Identifying causal relationships obscured by unobserved confounders.
method Use finite k-mixtures of Bayesian networks with hidden variables to recover the joint probability distribution and identify causal relationships.
result First algorithm to learn mixtures of non-empty DAGs, recovering identifiable causal relationships.
This work relates the framework of model-based clustering for spatial functional data where the data are surfaces. We first introduce a Bayesian spatial spline regression model with mixed-effects (BSSR) for modeling spatial function data. The BSSR model is based on Nodal basis functions for spatial regression and accom…
A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture terms and this is handled here by utilising a Gaussian mixture reduction step after …
This paper addresses the issue of model selection for hidden Markov models (HMMs). We generalize factorized asymptotic Bayesian inference (FAB), which has been recently developed for model selection on independent hidden variables (i.e., mixture models), for time-dependent hidden variables. As with FAB in mixture model…
There is a widespread need for statistical methods that can analyze high-dimensional datasets with- out imposing restrictive or opaque modeling assumptions. This paper describes a domain-general data analysis method called CrossCat. CrossCat infers multiple non-overlapping views of the data, each consisting of a subset…
We propose the Bayesian bridge estimator for regularized regression and classification. Two key mixture representations for the Bayesian bridge model are developed: (1) a scale mixture of normals with respect to an alpha-stable random variable; and (2) a mixture of Bartlett--Fejer kernels (or triangle densities) with r…
This work investigates training infinite mixtures with maximum likelihood for improved uncertainty quantification.
problem Improving uncertainty quantification in neural networks.
method Investigates training infinite mixtures with maximum likelihood instead of variational inference.
result The proposed method leads to stochastic networks with increased predictive variance, improved robustness, and higher entropy on out-of-distribution data.
We propose a novel "tree-averaging" model that utilizes the ensemble of classification and regression trees (CART). Each constituent tree is estimated with a subset of similar data. We treat this grouping of subsets as Bayesian ensemble trees (BET) and model them as an infinite mixture Dirichlet process. We show that B…
We present a case-study demonstrating the usefulness of Bayesian hierarchical mixture modelling for investigating cognitive processes. In sentence comprehension, it is widely assumed that the distance between linguistic co-dependents affects the latency of dependency resolution: the longer the distance, the longer the …
We introduce a copula mixture model to perform dependency-seeking clustering when co-occurring samples from different data sources are available. The model takes advantage of the great flexibility offered by the copulas framework to extend mixtures of Canonical Correlation Analysis to multivariate data with arbitrary c…
Bayesian models offer great flexibility for clustering applications---Bayesian nonparametrics can be used for modeling infinite mixtures, and hierarchical Bayesian models can be utilized for sharing clusters across multiple data sets. For the most part, such flexibility is lacking in classical clustering methods such a…