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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.

168,657 papers · 148 categories

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138276414552 · Jun 202019922001200920172026
48 results for Quadratic Discriminant Analysis

This tutorial explains Linear Discriminant Analysis (LDA) and Quadratic Discriminant Analysis (QDA) as two fundamental classification methods in statistical and probabilistic learning. We start with the optimization of decision boundary on which the posteriors are equal. Then, LDA and QDA are derived for binary and mul…

2019-06-01abs ↗pdf ↗

A new QDA classifier for high-dimensional data with spiked covariance.

problem Classifying high-dimensional data with distinct covariance matrices.
method Proposes a novel quadratic classification technique with parameters chosen to maximize the fisher-discriminant ratio.
result The proposed classifier outperforms classical R-QDA and requires lower computational complexity.

Develops MGQDA for multi-group classification with theoretical guarantees and practical applications.

problem Complex multi-group classification problems with nonlinear decision boundaries and group-specific covariance patterns.
method MGQDA, a method based on quadratic discriminant analysis that projects predictors onto a lower-dimensional subspace.
result MGQDA achieves competitive or improved predictive performance compared to existing methods.

We consider the problem of high-dimensional classification between the two groups with unequal covariance matrices. Rather than estimating the full quadratic discriminant rule, we propose to perform simultaneous variable selection and linear dimension reduction on original data, with the subsequent application of quadr…

2017-11-13abs ↗pdf ↗

We propose a penalized likelihood method to jointly estimate multiple precision matrices for use in quadratic discriminant analysis and model based clustering. A ridge penalty and a ridge fusion penalty are used to introduce shrinkage and promote similarity between precision matrix estimates. Block-wise coordinate desc…

2013-10-15abs ↗pdf ↗

The paper proposes a method to select clusters, models, and algorithms based on quadratic discriminant scores.

problem Selecting the number of clusters, models, and algorithms in cluster analysis.
method Develops quadratic scores for cluster quality, uses bootstrap resampling, and compares partitions.
result The proposed method achieves better overall performance compared to other state-of-the-art methods.

Quadratic discriminant analysis (QDA) is a standard tool for classification due to its simplicity and flexibility. Because the number of its parameters scales quadratically with the number of the variables, QDA is not practical, however, when the dimensionality is relatively large. To address this, we propose a novel p…

2015-10-01abs ↗pdf ↗

A new classification rule for FDA improves classification performance by accounting for unequal covariance matrices.

problem Unequal covariance matrices in practical situations affect the performance of FDA and its variants.
method Proposes a novel classification rule for FDA that accounts for unequal covariance matrices, applicable to many FDA variants.
result The new classification rule improves classification performance compared to original FDA and variants.

New robust discriminant analysis for non-Gaussian data.

problem Classical discriminant analysis struggles with non-Gaussian distributions and contaminated datasets.
method Each data point follows its own ES distribution with arbitrary scale, leading to robust classification.
result Maximum-likelihood estimation and classification are simple, fast, and robust.

We develop a class of rules spanning the range between quadratic discriminant analysis and naive Bayes, through a path of sparse graphical models. A group lasso penalty is used to introduce shrinkage and encourage a similar pattern of sparsity across precision matrices. It gives sparse estimates of interactions and pro…

2014-07-17abs ↗pdf ↗

Improved R-QDA classifier performs well in unbalanced data settings.

problem High sensitivity of R-QDA to covariance matrix estimation noise in unbalanced data.
method Proposes an improved R-QDA with two regularization parameters and a modified bias.
result Significantly better classification performance compared to traditional R-QDA.

New method compresses large sample data for faster discriminant analysis.

problem Large sample sizes in discriminant analysis increase computational burden.
method Proposes a new compression approach for reducing training samples.
result Significant computational gains and superior predictive ability compared to random sub-sampling.

Unified framework for robust discriminant analysis overcomes Gaussian assumptions.

problem Challenges in linear and quadratic discriminant analysis with non-Gaussian or contaminated data.
method FEMDA framework considers arbitrary Elliptically Symmetrical (ES) distributions with flexible scale parameters.
result Maximum-likelihood parameter estimation and classification are robust and efficient.

Nested Cavity Classifier (NCC) is a classification rule that pursues partitioning the feature space, in parallel coordinates, into convex hulls to build decision regions. It is claimed in some literatures that this geometric-based classifier is superior to many others, particularly in higher dimensions. First, we give …

2019-06-23abs ↗pdf ↗

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.

A new robust and flexible classification method for non-Gaussian data.

problem Robustness to scale changes and non-Gaussian distributions in classical discriminant analysis.
method FEMDA uses arbitrary Elliptically Symmetrical distributions and scale parameters for each data point.
result FEMDA is robust to scale changes and outperforms other methods.

We present local discriminative Gaussian (LDG) dimensionality reduction, a supervised dimensionality reduction technique for classification. The LDG objective function is an approximation to the leave-one-out training error of a local quadratic discriminant analysis classifier, and thus acts locally to each training po…

2012-06-18abs ↗pdf ↗

A hierarchical approach improves classification accuracy in large datasets.

problem Improving classification accuracy in large datasets with high dimensionality.
method Hierarchical subspace learning to scale manifold learning methods.
result Average 5% increase in classification accuracy.

LDA-GO improves LDA for high-dimensional data via gradient optimization.

problem LDA struggles in high-dimensional settings due to unreliable covariance matrix estimation.
method LDA-GO learns a low-rank precision matrix via gradient optimization, automatically selecting between Gaussian likelihood and cross-entropy loss.
result LDA-GO outperforms other LDA variants in sparse-signal high-dimensional regimes.

Linear and Quadratic Discriminant analysis (LDA/QDA) are common tools for classification problems. For these methods we assume observations are normally distributed within group. We estimate a mean and covariance matrix for each group and classify using Bayes theorem. With LDA, we estimate a single, pooled covariance m…

2011-11-07abs ↗pdf ↗

This paper proposes a discrimination technique for vertices in a weighted network. We assume that the edge weights and adjacencies in the network are conditionally independent and that both sources of information encode class membership information. In particular, we introduce a edge weight distribution matrix to the s…

2019-06-07abs ↗pdf ↗

Electroencephalogram, an influential equipment for analyzing humans activities and recognition of seizure attacks can play a crucial role in designing accurate systems which can distinguish ictal seizures from regular brain alertness, since it is the first step towards accomplishing a high accuracy computer aided diagn…

2018-05-04abs ↗pdf ↗

New robust algorithms improve learning with feature feedback.

problem Interactive learning with discriminative feature feedback.
method Developed new robust interactive learning algorithms with improved mistake bounds.
result Achieved significantly lower mistake bounds in adversarial and stochastic settings.

This paper is devoted to the classification of connected components of Prym eigenform loci in the strata H(2,2)^odd and H(1,1,2) in the Abelian differentials bundle in genus 3. These loci, discovered by McMullen are GL^+(2,R)-invariant submanifolds (of complex dimension 3) that project to the locus of Riemann surfaces …

2014-08-05abs ↗pdf ↗

Kernel discriminant analysis uses nonlinear embeddings to improve classification.

problem Limited effectiveness of linear discriminant analysis in capturing nonlinear features.
method Study of nonlinear embeddings in kernel discriminant analysis using polynomial and Gaussian kernels, solving generalized eigenvalue problems.
result Polynomial and Gaussian discriminants capture class differences through population moments and randomized projections.

Paper proposes distributed sparse multicategory discriminant analysis for classification.

problem Sparse multicategory classification with distributed data.
method Convex formulation, distributed setting, invariant discriminant subspace recovery.
result Distributed sparse multicategory linear discriminant analysis performs as good as centralized version after a few rounds of communications.

Improved LDA method for better classification and dimensionality reduction.

problem Improving linear discriminant analysis for better classification performance.
method Integrates spectrally-corrected covariance matrix and regularized discriminant analysis.
result SRLDA has a linear classification global optimal solution under spiked model assumption.

This study connects financial volatility to quantum mechanics on hyperbolic manifolds.

problem Deriving a geometric interpretation of financial volatility.
method Mapping financial pricing to quantum Hamiltonians via transformations.
result Financial volatility is a diffusion process on a hyperbolic manifold.

This study automates blood cell classification using computer vision.

problem Automated detection and classification of white blood cells.
method Color-based segmentation, morphological processing, feature extraction, PCA, Unsupervised and Supervised learning algorithms, Deep Convolutional Neural Networks.
result Identification of robust algorithms for automated blood cell classification.

PANDA improves linear discriminant analysis in high dimensions with minimal tuning.

problem Linear discriminant analysis in high-dimensional settings.
method PANDA: a tuning-insensitive method for linear discriminant analysis.
result PANDA achieves optimal convergence rates in estimation error and misclassification rate.

We investigate classification results for general quadratic functions on torsion abelian groups. Unlike the previously studied situations, general quadratic functions are allowed to be inhomogeneous or degenerate. We study the discriminant construction which assigns, to an integral lattice with a distinguished characte…

2003-01-06abs ↗pdf ↗

Proposes KMvDA for object recognition from multi-view data.

problem Recognizing objects from different views, even when views are heterogeneous.
method Introduces kernel multi-view discriminant analysis (KMvDA) and uses random Fourier features (RFF) for large-scale learning.
result KMvDA and RFF approximation improve object recognition from multi-view data.

This paper analyzes implicit bias in Deep Linear Discriminant Analysis.

problem The implicit bias of Deep Linear Discriminant Analysis.
method Analyzing gradient flow on a L-layer diagonal linear network.
result Under balanced initialization, the network transforms additive updates into multiplicative updates, conserving the (2/L) quasi-norm.

A classification algorithm, called the Linear Centralization Classifier (LCC), is introduced. The algorithm seeks to find a transformation that best maps instances from the feature space to a space where they concentrate towards the center of their own classes, while maximimizing the distance between class centers. We …

2017-12-22abs ↗pdf ↗

DFSOS improves sparse discriminant analysis for high-dimensional data.

problem Sparse discriminant analysis in high-dimensional settings with feature selection.
method Deflation-Free Sparse Optimal Scoring (DFSOS) using Bregman iteration and orthogonality-constrained optimization.
result DFSOS achieves comparable or better classification accuracy than deflation-based methods.

Discriminative Dictionary Learning (DL) methods have been widely advocated for image classification problems. To further sharpen their discriminative capabilities, most state-of-the-art DL methods have additional constraints included in the learning stages. These various constraints, however, lead to additional computa…

2019-03-07abs ↗pdf ↗

We study special circle bundles over two elementary moduli spaces of meromorphic quadratic differentials with real periods denoted by Q0R(7)\mathcal Q_0^{\mathbb R}(-7) and Q0R([3]2)\mathcal Q^{\mathbb R}_0([-3]^2). The space Q0R(7)\mathcal Q_0^{\mathbb R}(-7) is the moduli space of meromorphic quadratic differentials on the Riemann …

2017-01-25abs ↗pdf ↗

Proposes improved classification via transfer learning with regularized linear discriminant analysis.

problem High dimensionality and small sample sizes lead to poor classification performance.
method Regularized random-effects linear discriminant analysis, combining ridge estimates from target and source models.
result Explicit derivation of asymptotic weights and classification error rates in high-dimensional settings.