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arXiv research

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.

168,742 papers · 148 categories

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3978117156 · Jun 202019922001200920172026
48 results for Fisher Vector

Learning an encoding of feature vectors in terms of an over-complete dictionary or a information geometric (Fisher vectors) construct is wide-spread in statistical signal processing and computer vision. In content based information retrieval using deep-learning classifiers, such encodings are learnt on the flattened la…

2017-03-18abs ↗pdf ↗

TopoFisher learns topological summaries by maximizing Fisher information, improving parameter efficiency and inference quality.

problem Simulation-based inference misses key information in low-order statistics, especially for non-Gaussian fields.
method TopoFisher uses a differentiable persistent-homology pipeline that learns topological summaries by maximizing local Gaussian Fisher information.
result TopoFisher recovers much of the available information and outperforms fixed topological vectorizations in weak gravitational lensing.

Paper defines Fisher co-metric on cotangent bundle and clarifies its relation to variance.

problem Defines Fisher co-metric on cotangent bundle and clarifies its relation to variance.
method Defines Fisher co-metric directly from Fisher metric without going through tangent bundle, using a natural correspondence between cotangent vectors and random variables.
result Clarifies the relation between Fisher co-metric and variance/covariance, trivializing the Cramér-Rao inequality.

MULTIFIT tests independence between two random vectors using multiscale Fisher's test.

problem Detecting local dependence between two random vectors.
method MULTIFIT uses a resampling-free approach to test independence.
result MULTIFIT can easily handle large sample sizes and interpret dependency nature.

New discriminant analysis using GDS projection improves face recognition.

problem Improving face recognition accuracy with limited data.
method GDS projection onto generalized difference subspace, simplified Fisher criterion, normalization.
result GDS projection and gFDA are equivalent, inheriting FDA's discriminant ability.

Market strategies minimize Fisher information to minimize risk.

problem Applying minimum Fisher information principle to market dynamics.
method Analytical extension to quantum harmonic oscillator eigenstates and Gibbs distribution.
result Minimizing Fisher information reduces information and risk.

In many structured prediction problems, complex relationships between variables are compactly defined using graphical structures. The most prevalent graphical prediction methods---probabilistic graphical models and large margin methods---have their own distinct strengths but also possess significant drawbacks. Conditio…

2018-11-07abs ↗pdf ↗

Paper improves matrix-valued data classification using nonparametric LDA.

problem Classification of matrix-valued data in neuroimaging and signal processing.
method Nonparametric LDA based on NPMLE for vectorized and scaled matrices.
result Improves classification performance across various data structures.

A new method improves few-shot learning by combining ProtoNet with LFD.

problem Few-shot learning struggles with high variance support sets.
method Combines ProtoNet with Local Fisher Discriminant Analysis.
result Superior classification accuracy on miniImageNet and tieredImageNet.

A framework monitors and diagnoses concept drift in supervised learning models.

problem Changes in predictive relationships over time render models suboptimal.
method Score vector monitoring using exponentially weighted moving average.
result Score-based approach detects concept drift more effectively than error-based methods.

Study on Gaussian-width complexity on statistical manifolds and its applications in learning and recovery.

problem Understanding the geometry of statistical manifolds and its implications for learning and recovery.
method Analysis of Fisher width and inverse-Fisher width, proving their complementary roles and establishing a relation between them.
result Established a sharp relation between Fisher width and inverse-Fisher width, showing they cannot reduce relative to Euclidean scale.

A new geometric concept, the dead direction, bridges singular learning theory and information geometry.

problem The gap between singular learning theory and information geometry.
method Introducing the dead direction, a unit vector along degenerating Fisher metric, and showing its KL order can be recovered.
result The KL order of the dead direction can be recovered as the decay rate of the directional Fisher curvature, providing a handle on singular geometry.

Adaptive classifier optimizes high-dimensional data with spiked covariance structure.

problem Classification of high-dimensional data with spiked covariance structure.
method Adaptive classifier that whitens data, screens features, and applies Fisher linear discriminant.
result The classifier is Bayes optimal under certain conditions and performs well on real and synthetic data.

Generative Adversarial Networks (GANs) are powerful models for learning complex distributions. Stable training of GANs has been addressed in many recent works which explore different metrics between distributions. In this paper we introduce Fisher GAN which fits within the Integral Probability Metrics (IPM) framework f…

2017-05-26abs ↗pdf ↗

It is well known that in a supervised classification setting when the number of features is smaller than the number of observations, Fisher's linear discriminant rule is asymptotically Bayes. However, there are numerous modern applications where classification is needed in the high-dimensional setting. Naive implementa…

2013-01-21abs ↗pdf ↗

The study examines Fisher-Riemann geodesics for nonparametric probability densities.

problem Understanding nonparametric probability densities using Fisher-Riemann geometry.
method Obtaining Fisher-Riemann geodesics as a limit of parametric cases with increasing parameters.
result The weak limit approach for nonparametric probability densities.

Blog post discusses various implementations of Fisher Information for EWC in continual learning.

problem Improving Elastic Weight Consolidation (EWC) results by optimizing Fisher Information computation.
method Empirically compares different implementations of Fisher Information for EWC.
result Many reported EWC results can be improved by changing Fisher Information computation methods.

Paper optimizes classification of distributions using Wasserstein metric.

problem Classifying instances represented by distributions on a vector space.
method Maximizing Fisher's ratio in the Wasserstein metric space through iterative algorithm.
result The method enhances classification performance and is robust to variations in distribution summaries.

Survey on closed-form Fisher-Rao distance expressions.

problem Finding closed-form expressions for Fisher-Rao distance.
method Collect and present examples of closed-form expressions for Fisher-Rao distance of discrete and continuous distributions.
result Presentation of closed-form expressions for Fisher-Rao distance of various distributions.

This paper introduces a neural sampler for scalable sampling from complex distributions.

problem Efficiently sampling from high-dimensional un-normalized distributions.
method Neural implicit sampler trained with KL and Fisher divergence methods.
result The neural sampler generates large batches of samples with low computational costs.

New statistics are introduced that maintain the Fisher metric structure closely, akin to sufficient statistics.

problem Maintaining the Fisher metric structure in statistical models.
method Characterizing statistics that maintain the Fisher metric structure bi-Lipschitz equivalently.
result Characterized statistics that preserve the Fisher metric structure closely.

We consider three different approaches to define natural Riemannian metrics on polytopes of stochastic matrices. First, we define a natural class of stochastic maps between these polytopes and give a metric characterization of Chentsov type in terms of invariance with respect to these maps. Second, we consider the Fish…

2014-04-01abs ↗pdf ↗

Fisher score is one of the most widely used supervised feature selection methods. However, it selects each feature independently according to their scores under the Fisher criterion, which leads to a suboptimal subset of features. In this paper, we present a generalized Fisher score to jointly select features. It aims …

2012-02-14abs ↗pdf ↗

We introduce Fisher consistency in the sense of unbiasedness as a desirable property for estimators of class prior probabilities. Lack of Fisher consistency could be used as a criterion to dismiss estimators that are unlikely to deliver precise estimates in test datasets under prior probability and more general dataset…

2017-01-19abs ↗pdf ↗

In information theory, Fisher information and Shannon information (entropy) are respectively used to quantify the uncertainty associated with the distribution modeling and the uncertainty in specifying the outcome of given variables. These two quantities are complementary and are jointly applied to information behavior…

2018-07-10abs ↗pdf ↗

Paper formulates particle flow using variational inference and Fisher-Rao gradient flow.

problem Estimating posterior densities in probabilistic models.
method Variational formulation of particle flow, Fisher-Rao gradient flow, Gaussian and Gaussian mixture approximations.
result Gaussian and Gaussian mixture approximations of Fisher-Rao particle flow reduce to Exact Daum and Huang particle flow under linear Gaussian assumptions.

Paper discusses the Fisher metric and differentiability in statistical models.

problem Understanding the relationship between Fisher metric and differentiability in statistical models.
method Comparison of different concepts and models in Information Geometry, mathematical statistics, and measure theory.
result Discussion of various models and their differentiability properties.

Splat Regression Models use mixtures of bump functions to approximate complex data.

problem Approximating complex data with high interpretability and accuracy.
method Model outputs are mixtures of heterogeneous and anisotropic bump functions (splats) weighted by output vectors. Fitting splat models reduces to optimization over mixing measures using Wasserstein-Fisher-Rao gradient flows.
result Unified theoretical framework for Gaussian Splatting and flexible approach for diverse problems.

Paper identifies key function spaces for ReLU networks based on Fisher information.

problem Understanding the structure of Fisher information matrices in ReLU networks.
method Spectral decomposition of Fisher information matrices, focusing on the first three eigenspaces.
result The first three eigenspaces account for 97.7% of the trace of the Fisher information matrix, corresponding to spherical harmonic functions of order ≤2.