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.
Proposes a method to identify elements in a skewness matrix for multivariate skew-elliptical distributions.
Purpose: Malicious web domain identification is of significant importance to the security protection of Internet users. With online credibility and performance data, this paper aims to investigate the use of machine learning tech-niques for malicious web domain identification by considering the class imbalance issue (i…
A new Bayesian approach to linear system identification has been proposed in a series of recent papers. The main idea is to frame linear system identification as predictor estimation in an infinite dimensional space, with the aid of regularization/Bayesian techniques. This approach guarantees the identification of stab…
In a world of global trading, maritime safety, security and efficiency are crucial issues. We propose a multi-task deep learning framework for vessel monitoring using Automatic Identification System (AIS) data streams. We combine recurrent neural networks with latent variable modeling and an embedding of AIS messages t…
Geometric families of low-rank covariances improve flexibility and tractability in high dimensions.
New MCMC method improves sampling efficiency across diverse structural models.
This paper tackles Bayesian system identification with probabilistic numerical methods.
Regularization and Bayesian methods for system identification have been repopularized in the recent years, and proved to be competitive w.r.t. classical parametric approaches. In this paper we shall make an attempt to illustrate how the use of regularization in system identification has evolved over the years, starting…
Volunteer labor can temporarily yield lower benefits to charities than its costs. In such instances, organizations may wish to defer volunteer donations to a later date. Exploiting a discontinuity in blood donations' eligibility criteria, we show that deferring donors reduces their future volunteerism. In our setting, …
Proposes neural delay differential equations for stable system identification with partially observed states.
New method improves IV estimation with many weak and invalid instruments.
There has been a growing interest in using non-parametric regression methods like Gaussian Process (GP) regression for system identification. GP regression does traditionally have three important downsides: (1) it is computationally intensive, (2) it cannot efficiently implement newly obtained measurements online, and …
Recent approaches based on artificial neural networks (ANNs) have shown promising results for named-entity recognition (NER). In order to achieve high performances, ANNs need to be trained on a large labeled dataset. However, labels might be difficult to obtain for the dataset on which the user wants to perform NER: la…
Microbial identification is a central issue in microbiology, in particular in the fields of infectious diseases diagnosis and industrial quality control. The concept of species is tightly linked to the concept of biological and clinical classification where the proximity between species is generally measured in terms o…
GNA optimally identifies the best arm with small gaps.
New method identifies distribution grid outages using smart meter data.
Every year, thousands of people receive consumer product related injuries. Research indicates that online customer reviews can be processed to autonomously identify product safety issues. Early identification of safety issues can lead to earlier recalls, and thus fewer injuries and deaths. A dataset of product reviews …
Proposes a framework for personalized treatment recommendations using observational data.
Optimizes identifying the best arm with fixed samples.
Enhances clustering for functional data, robust to outliers.
We consider a blind identification problem in which we aim to recover a statistical model of a network without knowledge of the network's edges, but based solely on nodal observations of a certain process. More concretely, we focus on observations that consist of single snapshots taken from multiple trajectories of a d…
New algorithm STCV improves sparse model discovery from normalised data.
For a data holder, such as a hospital or a government entity, who has a privately held collection of personal data, in which the revealing and/or processing of the personal identifiable data is restricted and prohibited by law. Then, "how can we ensure the data holder does conceal the identity of each individual in the…
Proposes a method to estimate treatment effects using instruments.
The growing integration of distributed energy resources (DERs) in urban distribution grids raises various reliability issues due to DER's uncertain and complex behaviors. With a large-scale DER penetration, traditional outage detection methods, which rely on customers making phone calls and smart meters' "last gasp" si…
The standard Gibbs sampler of Mixed Multinomial Logit (MMNL) models involves sampling from conditional densities of utility parameters using Metropolis-Hastings (MH) algorithm due to unavailability of conjugate prior for logit kernel. To address this non-conjugacy concern, we propose the application of Pólygamma data a…
In this paper we consider the training of single hidden layer neural networks by pseudoinversion, which, in spite of its popularity, is sometimes affected by numerical instability issues. Regularization is known to be effective in such cases, so that we introduce, in the framework of Tikhonov regularization, a matricia…
New method detects change-points in population genetics.
One of the first steps to understand and forecast economic downturns is identifying their frequency distribution, but it remains uncertain. This problem is common in phenomena displaying power-law-like distributions. Power laws play a central role in complex systems theory; therefore, the current limitations in the ide…
Bridging physics and deep learning is a topical challenge. While deep learning frameworks open avenues in physical science, the design of physically-consistent deep neural network architectures is an open issue. In the spirit of physics-informed NNs, PDE-NetGen package provides new means to automatically translate phys…
New strategy optimally identifies best arm in unknown variance Gaussian bandits.
While statistics focusses on hypothesis testing and on estimating (properties of) the true sampling distribution, in machine learning the performance of learning algorithms on future data is the primary issue. In this paper we bridge the gap with a general principle (PHI) that identifies hypotheses with best predictive…
Automatic anomaly detection is a major issue in various areas. Beyond mere detection, the identification of the origin of the problem that produced the anomaly is also essential. This paper introduces a general methodology that can assist human operators who aim at classifying monitoring signals. The main idea is to le…
The computation of Bayesian estimates of system parameters and functions of them on the basis of observed system performance data is a common problem within system identification. This is a previously studied issue where stochastic simulation approaches have been examined using the popular Metropolis--Hastings (MH) alg…
Clustering analysis, a classical issue in data mining, is widely used in various research areas. This article aims at proposing a self-adaption grey DBSCAN clustering (SAG-DBSCAN) algorithm. First, the grey relational matrix is used to obtain the grey local density indicator, and then this indicator is applied to make …
Paper explores using EEG for better speaker identification, even in noisy environments.
Since the inception of Deep Reinforcement Learning (DRL) algorithms, there has been a growing interest in both research and industrial communities in the promising potentials of this paradigm. The list of current and envisioned applications of deep RL ranges from autonomous navigation and robotics to control applicatio…
This paper presents an efficient approach for subsequence search in data streams. The problem consists in identifying coherent repetitions of a given reference time-series, eventually multi-variate, within a longer data stream. Dynamic Time Warping (DTW) is the metric most widely used to implement pattern query, but it…
Camera model identification refers to the problem of linking a picture to the camera model used to shoot it. As this might be an enabling factor in different forensic applications to single out possible suspects (e.g., detecting the author of child abuse or terrorist propaganda material), many accurate camera model att…
In the present paper we study interval identification systems of order three. We prove that the Rauzy induction preserves symmetry: for any symmetric interval identification system of order three after finitely many iterations of the Rauzy induction we always obtain a symmetric system. We also provide an example of sym…
Credit assignment in Meta-reinforcement learning (Meta-RL) is still poorly understood. Existing methods either neglect credit assignment to pre-adaptation behavior or implement it naively. This leads to poor sample-efficiency during meta-training as well as ineffective task identification strategies. This paper provide…
Simplified identification methods for causal inference with arbitrary interventional distributions.
S-DIDML integrates structural DID with ML for causal inference in high-dimensional data.
Cyclic coordinate descent identifies models in finite time and converges linearly.
Linear mixture models have proven very useful in a plethora of applications, e.g., topic modeling, clustering, and source separation. As a critical aspect of the linear mixture models, identifiability of the model parameters is well-studied, under frameworks such as independent component analysis and constrained matrix…
Study on identifying and inferring nonlinear dynamics on unknown networks.
New findings on complexity limits in fixed budget bandit identification.
Wi-Fi signals-based person identification attracts increasing attention in the booming Internet-of-Things era mainly due to its pervasiveness and passiveness. Most previous work applies gaits extracted from WiFi distortions caused by the person walking to achieve the identification. However, to extract useful gait, a p…