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.
In this paper, we consider the multivariate Bernoulli distribution as a model to estimate the structure of graphs with binary nodes. This distribution is discussed in the framework of the exponential family, and its statistical properties regarding independence of the nodes are demonstrated. Importantly the model can e…
Rule-based classifiers quantify uncertainty using Bernoulli random variables.
problem Quantifying the uncertainty of precision estimates for rule-based text classifiers.
method Treat partitions of sub-strings as Bernoulli random variables, compare means using statistical tests, and combine classifiers using Dempster-Shafer theory.
result The approach can be used to combine binary classifiers into a multi-label classifier.
Adaptive learning method identifies and corrects corrupted data.
problem Robust learning from corrupted training sets.
method Identifies corrupted and non-corrupted samples with latent Bernoulli variables, formulates as likelihood maximization with marginalized latent variables, solved via variational inference and Expectation-Maximization.
result Improves over state-of-the-art by automatically inferring corruption level with minimal overhead.
We consider N Bernoulli random variables, which are independent conditional on a common random factor determining their probability distribution. We show that certain expected functionals of the proportion LN of variables in a given state converge at rate 1/N as N→∞. Based on these results, we …
We present a new explicit formula for the m-th Bernoulli number Bm, which involves two integer parameters a and n with 0≤a≤m≤n. If we set a=0 and n=m, then the formula reduces to the celebrated Kronecker formula for Bm. We give two proofs of our formula. One is analytic and uses a certain fun…
We introduce an infectious default and recovery model for N obligors. Obligors are assumed to be exchangeable and their states are described by N Bernoulli random variables S_{i} (i=1,...,N). They are expressed by multiplying independent Bernoulli variables X_{i},Y_{ij},Y'_{ij}, and default and recovery infections are …
In this paper, we are concerned with obtaining distribution-free concentration inequalities for mixture of independent Bernoulli variables that incorporate a notion of variance. Missing mass is the total probability mass associated to the outcomes that have not been seen in a given sample which is an important quantity…
The structure of a Bayesian network encodes most of the information about the probability distribution of the data, which is uniquely identified given some general distributional assumptions. Therefore it's important to study the variability of its network structure, which can be used to compare the performance of diff…
We study covariance matrix estimation for the case of partially observed random vectors, where different samples contain different subsets of vector coordinates. Each observation is the product of the variable of interest with a 0−1 Bernoulli random variable. We analyze an unbiased covariance estimator under this mod…
The aim of this article is to generalize in several variables some formulae for Eisenstein series in one variable. For example the formula 2ζ(2k)=(2π)2k(2k)!B2k=Resz=0(z2k(1−ez)1) for the values of zeta functions at even integers in functions of Bernoulli numbers. A. Szenes proved …
The structure of a Bayesian network includes a great deal of information about the probability distribution of the data, which is uniquely identified given some general distributional assumptions. Therefore it's important to study its variability, which can be used to compare the performance of different learning algor…
Stochastic gradient descent based algorithms are typically used as the general optimization tools for most deep learning models. A Restricted Boltzmann Machine (RBM) is a probabilistic generative model that can be stacked to construct deep architectures. For RBM with Bernoulli inputs, non-Euclidean algorithm such as st…
This paper proposed a new regression model called l1-regularized outlier isolation and regression (LOIRE) and a fast algorithm based on block coordinate descent to solve this model. Besides, assuming outliers are gross errors following a Bernoulli process, this paper also presented a Bernoulli estimate model which, …
Hybrid continuous-discrete models naturally represent many real-world applications in robotics, finance, and environmental engineering. Inference with large-scale models is challenging because relational structures deteriorate rapidly during inference with observations. The main contribution of this paper is an efficie…
Dasgupta and Shulman showed that a two-round variant of the EM algorithm can learn mixture of Gaussian distributions with near optimal precision with high probability if the Gaussian distributions are well separated and if the dimension is sufficiently high. In this paper, we generalize their theory to learning mixture…
We show how to analyze and interpret the correlation structures, the conditional expectation values and correlation coefficients of exchangeable Bernoulli random variables. We study implied default distributions for the iTraxx-CJ tranches and some popular probabilistic models, including the Gaussian copula model, Beta …