Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

1223 · Feb 202019922001200920172026
48 results for Lloyd

Fair k-means algorithm ensures equitable costs for different groups.

problem K-means clustering can result in biased outcomes for subgroups of data.
method Presented a fair k-means objective and algorithm (Fair-Lloyd) to choose cluster centers that provide equitable costs for different groups.
result Fair-Lloyd algorithm ensures all groups have equal costs in the output k-clustering, with negligible increase in running time.

Research simulates Lloyd's of London's specialty insurance market dynamics.

problem Quantitative study of complex market phenomena in Lloyd's of London.
method Discrete Event Simulation (DES) framework for Lloyd's of London specialty insurance market.
result Model shows sophisticated exposure management reduces syndicate insolvency, and syndication enhances actuarial price accuracy.

The Lloyd-Max algorithm is a classical approach to perform K-means clustering. Unfortunately, its cost becomes prohibitive as the training dataset grows large. We propose a compressive version of K-means (CKM), that estimates cluster centers from a sketch, i.e. from a drastically compressed representation of the traini…

2016-10-27abs ↗pdf ↗

Paper establishes universal lower bounds and optimal rates for clustering sub-exponential mixture models.

problem Achieving optimal error rates in clustering sub-exponential mixture models.
method Establishes universal lower bounds and demonstrates iterative algorithms' optimality in sub-exponential mixture models.
result Iterative algorithms achieve the universal lower bound in sub-exponential mixture models.

Using a trimming approach, we investigate a k-means type method based on Bregman divergences for clustering data possibly corrupted with clutter noise. The main interest of Bregman divergences is that the standard Lloyd algorithm adapts to these distortion measures, and they are well-suited for clustering data sampled …

2018-12-11abs ↗pdf ↗

The paper provides convergence bounds for approximating a distribution using point clouds.

problem Approximating a distribution using discrete points with minimal Wasserstein distance.
method Lloyd's algorithm with Power cells, analyzed using gradient descent.
result Explicit upper bounds for the convergence speed of the Lloyd-type algorithm.

New algorithms cluster nodes in SBM graphs faster and more accurately.

problem Efficiently clustering nodes in graphs generated from SBM models.
method Inspired by Lloyd's algorithm, proposes model-free clustering methods for SBM graphs.
result Consistent estimation of node clusters and parameters in SBM graphs.

We consider KK-means clustering in networked environments (e.g., internet of things (IoT) and sensor networks) where data is inherently distributed across nodes and processing power at each node may be limited. We consider a clustering algorithm referred to as networked KK-means, or NKNK-means, which relies only on l…

2019-01-01abs ↗pdf ↗

A new method for robust product Markovian quantization overcomes numerical instabilities.

problem Numerical instabilities in the PMQ algorithm limit its adoption, especially for stochastic volatility models.
method Reformulated PMQ as standard vector quantization, applying accelerated Lloyd's algorithm for robustness.
result The method overcomes numerical instabilities and extends applicability to stochastic volatility models.

We propose a novel method to accelerate Lloyd's algorithm for K-Means clustering. Unlike previous acceleration approaches that reduce computational cost per iterations or improve initialization, our approach is focused on reducing the number of iterations required for convergence. This is achieved by treating the assig…

2018-05-27abs ↗pdf ↗

Paper proposes efficient methods for high-order clustering in tensor block models.

problem High-order clustering of multiway datasets in neuroimaging, genomics, etc.
method Tensor block model and computationally efficient algorithms (HLloyd, HSC)
result Achieves high-order exact clustering with statistical optimality and computational efficiency.

A method uses Wasserstein clustering to simplify financial data analysis.

problem Processing and analyzing granular financial data with missing values and identifying clusters.
method Variant of Lloyd's algorithm applied to probability distributions, using Wasserstein barycenters.
result Demonstrated usefulness in financial regulation context.

K-means -- and the celebrated Lloyd algorithm -- is more than the clustering method it was originally designed to be. It has indeed proven pivotal to help increase the speed of many machine learning and data analysis techniques such as indexing, nearest-neighbor search and prediction, data compression; its beneficial u…

2019-08-23abs ↗pdf ↗

A new heuristic LM algorithm improves kk-segmentation accuracy with less computation.

problem Efficiently segmenting large video streams into meaningful piecewise-linear segments.
method Inspired by Lloyd's and Lloyd-Max algorithms, LM algorithm iteratively minimizes a cost function.
result LM algorithm achieves competitive accuracy with exact methods at a fraction of the computational cost.

In this paper, we study the problem of learning a mixture of Gaussians with streaming data: given a stream of NN points in dd dimensions generated by an unknown mixture of kk spherical Gaussians, the goal is to estimate the model parameters using a single pass over the data stream. We analyze a streaming version of …

2017-07-08abs ↗pdf ↗

We propose a general modeling and algorithmic framework for discrete structure recovery that can be applied to a wide range of problems. Under this framework, we are able to study the recovery of clustering labels, ranks of players, signs of regression coefficients, cyclic shifts, and even group elements from a unified…

2019-11-04abs ↗pdf ↗

The generalization properties of Gaussian processes depend heavily on the choice of kernel, and this choice remains a dark art. We present the Neural Kernel Network (NKN), a flexible family of kernels represented by a neural network. The NKN architecture is based on the composition rules for kernels, so that each unit …

2018-06-12abs ↗pdf ↗

K-means clustering improved for robustness to outliers and distribution shifts.

problem K-means is brittle to outliers, distribution shifts, and limited samples.
method Developed a distributionally robust variant using Wasserstein-2 ball around the empirical distribution.
result Substantial gains in outlier detection and robustness to noise demonstrated.

Quantum computers can optimize foreign exchange reserves management.

problem Optimizing foreign exchange reserves management using quantum computing.
method Demonstrated through quantum Monte Carlo risk measurement and quantum algorithms for portfolio optimization.
result Quantum computers can theoretically optimize FX reserves management in the future.

New method speeds up k-means clustering for large k by improving nearest-neighbor search.

problem Efficiently clustering large datasets with high-dimensional points.
method Seeded Approximate Nearest-Neighbor Search methods to improve Lloyd's algorithm.
result Significantly faster k-means clustering for large k values.

Recursive Marginal Quantization (RMQ) allows fast approximation of solutions to stochastic differential equations in one-dimension. When applied to two factor models, RMQ is inefficient due to the fact that the optimization problem is usually performed using stochastic methods, e.g., Lloyd's algorithm or Competitive Le…

2017-04-21abs ↗pdf ↗

We show that kk-means (Lloyd's algorithm) is obtained as a special case when truncated variational EM approximations are applied to Gaussian Mixture Models (GMM) with isotropic Gaussians. In contrast to the standard way to relate kk-means and GMMs, the provided derivation shows that it is not required to consider Gau…

2017-04-16abs ↗pdf ↗

Energy statistics was proposed by Sz\' ekely in the 80's inspired by Newton's gravitational potential in classical mechanics and it provides a model-free hypothesis test for equality of distributions. In its original form, energy statistics was formulated in Euclidean spaces. More recently, it was generalized to metric…

2017-10-26abs ↗pdf ↗

Epanechnikov Mean Shift is a simple yet empirically very effective algorithm for clustering. It localizes the centroids of data clusters via estimating modes of the probability distribution that generates the data points, using the `optimal' Epanechnikov kernel density estimator. However, since the procedure involves n…

2017-11-20abs ↗pdf ↗

Cluster-wise linear regression (CLR), a clustering problem intertwined with regression, is to find clusters of entities such that the overall sum of squared errors from regressions performed over these clusters is minimized, where each cluster may have different variances. We generalize the CLR problem by allowing each…

2016-07-05abs ↗pdf ↗

We study a recently proposed large-scale distributed learning paradigm, namely Federated Learning, where the worker machines are end users' own devices. Statistical and computational challenges arise in Federated Learning particularly in the presence of heterogeneous data distribution (i.e., data points on different de…

2019-06-16abs ↗pdf ↗

IVF k-means algorithm improves performance on large sparse data sets.

problem Efficiently clustering large-scale sparse data sets with numerous classes.
method Sparse data representation and inverted-file structure for high-speed and low-memory clustering.
result IVF achieves better performance than other algorithms on real document data sets.

Potential games, originally introduced in the early 1990's by Lloyd Shapley, the 2012 Nobel Laureate in Economics, and his colleague Dov Monderer, are a very important class of models in game theory. They have special properties such as the existence of Nash equilibria in pure strategies. This note introduces graphical…

2015-05-06abs ↗pdf ↗

This paper proposes an original approach to cluster multi-component data sets, including an estimation of the number of clusters. From the construction of a minimal spanning tree with Prim's algorithm, and the assumption that the vertices are approximately distributed according to a Poisson distribution, the number of …

2009-09-24abs ↗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 ↗

Paper optimizes clustering for multi-layer networks and discrete mixtures.

problem Optimizing clustering in multi-layer networks and discrete mixtures.
method Two-stage method: tensor-based initialization and likelihood-based refinement.
result Achieves minimax optimal error rate for multi-layer networks and discrete mixtures.

FWC creates fair synthetic samples for machine learning tasks.

problem Addressing biases in machine learning models for fair decision-making.
method FWC uses an efficient majority minimization algorithm to minimize Wasserstein distance while enforcing demographic parity.
result FWC achieves a competitive fairness-utility tradeoff and reduces biases in predictions from large language models.

Unified framework for robust clustering under various dissimilarity measures.

problem Improving center-based clustering methods to handle outliers and non-Euclidean data.
method Median-of-Means (MoM) estimation framework with uniform concentration bounds.
result Strong consistency and error rate of O(n1/2)O(n^{-1/2}) under mild conditions.

Proposes a robust clustering method using the Median-of-Means estimator.

problem Noise and outliers in data affect clustering quality and require specifying the number of clusters.
method Integrates model-based and centroid-based clustering methods using the Median-of-Means estimator.
result Mitigates noise effects and estimates the number of clusters automatically.

The paper introduces Absolute Shapley Value to handle negative contributions in machine learning model training.

problem Negative marginal contributions in machine learning model training.
method Investigates three philosophies: Original Shapley Value, Zero Shapley Value, and Absolute Shapley Value.
result Absolute Shapley Value significantly outperforms other definitions in evaluating data importance.