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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.

169,341 papers · 148 categories

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48 results for Hartigan's method

Kernel k-Groups uses Hartigan's method for clustering in metric spaces of negative type.

problem Clustering in metric spaces of negative type.
method Weighted energy statistics, quadratically constrained quadratic program, kernel k-groups, Hartigan's method.
result Improved performance in higher dimensions compared to spectral clustering and kernel k-means.

Defines hierarchical clustering axioms for various densities.

problem Defining hierarchical clustering for different types of densities.
method An axiomatic approach to piecewise constant densities, then extending to general densities.
result Our axiomatic definition results in Hartigan's cluster tree under certain conditions.

A new fuzzy clustering method using hyperbolic smoothing for large datasets.

problem Building fuzzy clusters for large data sets efficiently.
method A novel smoothing numerical approach to relax the sum-of-squares criterion, converting the problem into a differentiable optimization problem.
result The method produces better fuzzy partitions compared to traditional fuzzy CC-means.

SCAMP clusters data by selecting candidate clusters that follow shape constraints, avoiding the need for tuning parameters.

problem Clustering data in high-dimensional space with unknown number of clusters.
method SCAMP formulates clustering as a search and selection problem, using shape constraints and preference functions to select clusters.
result SCAMP can be run multiple times to assess clustering uncertainty, providing a robust method for data annotation.

SparseMix clusters sparse high dimensional binary data efficiently.

problem Clustering sparse high dimensional binary data.
method SparseMix is a mixture model designed for sparse data, using an on-line Hartigan optimization algorithm.
result SparseMix builds partitions with higher compatibility with reference grouping than related methods.

Following Hartigan, a cluster is defined as a connected component of the t-level set of the underlying density, i.e., the set of points for which the density is greater than t. A clustering algorithm which combines a density estimate with spectral clustering techniques is proposed. Our algorithm is composed of two step…

2010-02-11abs ↗pdf ↗

Unified theory for estimating and completing matrices with biclustering structures.

problem Estimating and completing matrices with biclustering structures in partially observed and noisy data.
method Developed a constrained least squares estimator achieving minimax rate-optimal performance.
result Unified high probability upper bounds and matching minimax lower bounds for various scenarios.

The level set tree approach of Hartigan (1975) provides a probabilistically based and highly interpretable encoding of the clustering behavior of a dataset. By representing the hierarchy of data modes as a dendrogram of the level sets of a density estimator, this approach offers many advantages for exploratory analysis…

2013-07-30abs ↗pdf ↗

We describe kk-MLE, a fast and efficient local search algorithm for learning finite statistical mixtures of exponential families such as Gaussian mixture models. Mixture models are traditionally learned using the expectation-maximization (EM) soft clustering technique that monotonically increases the incomplete (expec…

2012-03-23abs ↗pdf ↗

A new method combines Laplace and Variational Bayes for scalable inference.

problem Complex models and large datasets make exact inference infeasible.
method Low-Rank Variational Bayes Correction (VBC) using Laplace method and Variational Bayes correction in a lower dimension.
result The method ensures scalability in both model complexity and data size.

Unified analysis of momentum methods for deep learning.

problem Convergence analysis of stochastic momentum methods for convex and non-convex optimization.
method Developed a convergence analysis for two stochastic momentum methods.
result Unified framework revealing similarities and differences between methods.

Develops a fast method for pricing American options under variance gamma model.

problem Inefficient methods for pricing American options under variance gamma model.
method Inspired by quadratic approximation method, uses machine learning on pre-calculated quantities to reduce error.
result Proposed method is efficient and accurate for practical use.

Two RBF methods solve complex financial derivatives pricing problems.

problem Pricing derivatives in models with multiple stochastic factors.
method Radial Basis Function Partition of Unity and Radial Basis Function generated Finite Differences methods.
result Both methods achieve high accuracy and are efficient for solving multi-dimensional PDEs.

Simple stochastic Newton and cubic Newton methods with fast convergence.

problem Minimizing large numbers of smooth and strongly convex functions.
method Stochastic Newton and cubic Newton methods with simple local linear-quadratic rates.
result Local linear-quadratic convergence results with fast adaptation to problem's curvature.

Improved spectral methods of moments for robust latent variable model learning.

problem Limited robustness of spectral methods of moments to model misspecification.
method Hierarchical approach using approximate joint diagonalization instead of tensor decomposition.
result Our method outperforms previous tensor decomposition methods in speed and model quality.

A comprehensive benchmark of 15 scRNA-seq imputation methods across various datasets and analyses.

problem Imputation of single-cell RNA sequencing data to recover latent transcriptional signals.
method Evaluation of 15 imputation methods across 30 datasets and 6 downstream analyses.
result Traditional methods generally outperform DL-based methods in scRNA-seq data analysis.

Proposes UTC method for stock price prediction with uncertainty quantification.

problem Lack of uncertainty estimates in stock prediction methods.
method Combines TC method with probabilistic modeling for point and uncertainty predictions.
result UTC method achieves higher returns and lower risks than baselines.

Survey of spectral, probabilistic, and deep metric learning methods.

problem Developing effective distance metrics for various machine learning tasks.
method Divided into spectral, probabilistic, and deep approaches, covering various techniques and their applications.
result Comprehensive overview of metric learning methods, including new developments and applications.

A novel weighted feature selection method using fuzzy sets improves classification accuracy and stability.

problem Improving feature selection accuracy and stability in machine learning models.
method Combination of four feature selection methods using fuzzy sets and bootstrap.
result Our method achieved significantly higher stability than individual methods.

Saliency methods often misattribute predictions due to input transformations.

problem Saliency methods lack reliability when explanations are sensitive to non-contributing factors.
method Used a simple pre-processing step to demonstrate that transformations with no effect on the model can cause misleading attributions.
result Saliency methods that do not satisfy input invariance (mirror model sensitivity to input transformations) result in misleading attributions.

The paper introduces admissible hierarchical clustering methods for asymmetric networks.

problem Characterizing and implementing hierarchical clustering methods for asymmetric networks.
method The paper characterizes admissible hierarchical clustering methods and proposes algorithms for their implementation.
result The paper describes three families of intermediate methods for admissible hierarchical clustering of asymmetric networks.

We propose an optimization method for minimizing the finite sums of smooth convex functions. Our method incorporates an accelerated gradient descent (AGD) and a stochastic variance reduction gradient (SVRG) in a mini-batch setting. Unlike SVRG, our method can be directly applied to non-strongly and strongly convex prob…

2015-06-09abs ↗pdf ↗