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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.

168,695 papers · 148 categories

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16334965 · May 202619922001200920172026
48 results for Rand index

The adjusted Rand index (ARI) is commonly used in cluster analysis to measure the degree of agreement between two data partitions. Since its introduction, exploring the situations of extreme agreement and disagreement under different circumstances has been a subject of interest, in order to achieve a better understandi…

2020-02-10abs ↗pdf ↗

Proposes new random models for fuzzy clustering similarity measures.

problem Challenges in choosing a random model for fuzzy clustering similarity measures.
method Introduces three intuitive and explainable random models for fuzzy clusterings.
result Each random model has distinct behavior, emphasizing the importance of accurate model selection.

Meta-learning neural networks for better clustering representations.

problem Improving clustering performance with appropriate representations.
method Meta-learning method that trains neural networks for representations using VB inference with an infinite Gaussian mixture model.
result The method achieves higher clustering performance than existing methods.

Unified framework for comparing clusterings from information-theoretic and pair-counting perspectives.

problem Divergent evaluations of unsupervised models due to different clustering similarity measures.
method Developed an analytical framework that unifies pair-counting and information-theoretic clustering similarity measures.
result Unified framework clarifies when and why the two regimes diverge and provides a principled basis for selecting and interpreting clustering similarity measures.

The goal of lifetime clustering is to develop an inductive model that maps subjects into KK clusters according to their underlying (unobserved) lifetime distribution. We introduce a neural-network based lifetime clustering model that can find cluster assignments by directly maximizing the divergence between the empiri…

2019-10-01abs ↗pdf ↗

A new measure DCSI quantifies separability for density-based clustering.

problem Quantifying meaningful clusters in data sets.
method Developed a new separability measure DCSI based on separation and connectedness.
result Correctly identifies touching or overlapping classes that do not correspond to meaningful density-based clusters.

It has been noticed that some external CVIs exhibit a preferential bias towards a larger or smaller number of clusters which is monotonic (directly or inversely) in the number of clusters in candidate partitions. This type of bias is caused by the functional form of the CVI model. For example, the popular Rand index (R…

2016-06-17abs ↗pdf ↗

In mixture model-based clustering applications, it is common to fit several models from a family and report clustering results from only the `best' one. In such circumstances, selection of this best model is achieved using a model selection criterion, most often the Bayesian information criterion. Rather than throw awa…

2012-12-23abs ↗pdf ↗

CDL index improves clustering validation for non-convex data.

problem Selecting clustering algorithms and hyperparameters without labeled data.
method CDL uses compactness, centers, and covariances to compute a probabilistic description length bound.
result CDL outperforms conventional CVIs on synthetic and image benchmarks.

A system is presented that segments, clusters and predicts musical audio in an unsupervised manner, adjusting the number of (timbre) clusters instantaneously to the audio input. A sequence learning algorithm adapts its structure to a dynamically changing clustering tree. The flow of the system is as follows: 1) segment…

2015-02-02abs ↗pdf ↗

Study EM and GD for clustering with penalties for misspecification and high dimensions.

problem Clustering with misspecification and high-dimensional data.
method Model-based Gaussian Mixture Models, EM algorithm, GD optimization with AD, penalized likelihood.
result GD outperforms EM on high-dimensional data but both have poor cluster interpretation.

Adjusted for chance measures are widely used to compare partitions/clusterings of the same data set. In particular, the Adjusted Rand Index (ARI) based on pair-counting, and the Adjusted Mutual Information (AMI) based on Shannon information theory are very popular in the clustering community. Nonetheless it is an open …

2015-12-03abs ↗pdf ↗

STICC clusters geographic objects considering both spatial contiguity and attributes.

problem Discovering repeated geographic patterns with spatial contiguity.
method Spatial Toeplitz Inverse Covariance-Based Clustering (STICC) method.
result STICC significantly outperforms baseline methods in adjusted rand index and macro-F1 score.

Mixtures of Unigrams are one of the simplest and most efficient tools for clustering textual data, as they assume that documents related to the same topic have similar distributions of terms, naturally described by Multinomials. When the classification task is particularly challenging, such as when the document-term ma…

2019-02-18abs ↗pdf ↗

Clustering is a central approach for unsupervised learning. After clustering is applied, the most fundamental analysis is to quantitatively compare clusterings. Such comparisons are crucial for the evaluation of clustering methods as well as other tasks such as consensus clustering. It is often argued that, in order to…

2017-01-23abs ↗pdf ↗

The paper introduces a new model to correct bias in treatment effect estimates due to sample selection.

problem Bias in treatment effect estimates due to sample selection.
method Type 2 Tobit Bayesian Additive Regression Trees (TOBART-2) with Dirichlet Process Mixture distribution and soft trees.
result Corrects bias in treatment effect estimates by accounting for nonlinearities and model uncertainty.

The paper critiques and expands on common evaluation metrics in machine learning.

problem The common evaluation metrics like Precision, Recall, F-Measure, and Rand Accuracy are biased and misleading.
method The paper introduces new measures like Informedness, Markedness, and Correlation to better reflect the quality of predictions.
result A system that performs worse in terms of Informedness can appear better using common measures like Precision and Recall.

We enhance short-rate models to control implied volatility analytically.

problem Controlling implied volatility in short-rate models.
method Randomized Affine Diffusion (RAnD) method applied to Heath-Jarrow-Morton framework.
result Randomized short-rate models improve calibration and control implied volatility shapes.

Study on symmetric operators on non-compact manifolds, focusing on their index modulo 2.

problem Investigating elliptic operators with a specific symmetry and their index modulo 2.
method Analysis of Callias-type operators on non-compact manifolds, establishing mod 2 versions of index theorems.
result Established mod 2 versions of the Gromov-Lawson relative index theorem, Callias index theorem, and Boutet de Monvel's index theorem for Toeplitz operators.

New methods reduce communication in distributed training for variational inequalities.

problem Reducing communication in distributed training for high-dimensional models.
method Distributed methods with compressed communication for solving variational inequalities.
result Theoretical guarantees and practical algorithms for compressed communication.

New index formula connects numerical and KK-theoretic indices.

problem Equivariant index for proper group actions on manifolds.
method Developed a trace on group conjugacy classes to relate numerical and KK-theoretic indices.
result Shows that numerical index equals KK-theoretic index under certain conditions.

The p-index improves investment performance for NYSE stocks but not for SSE stocks.

problem Improving investment performance for stocks using the p-index.
method Comparing different p-ratio strategies and empirical efficient frontiers for SSE and NYSE stocks.
result The p-index enhances investment performance for NYSE stocks but not for SSE stocks.

Study Whittle index learning algorithms for restless bandits with constant stepsizes.

problem Optimizing decisions in restless multi-armed bandits with constant stepsizes.
method Developed Q-learning algorithms with constant stepsizes for index learning in restless bandits, extending to DQN and function approximations.
result The algorithms learn the Whittle index effectively.

We study bounded pseudoconvex domains in complex Euclidean space. We define an index associated to the boundary and show this new index is equivalent to the Diederich-Fornæss index defined in 1977. This connects the Diederich-Fornæss index to boundary conditions and refines the Levi pseudoconvexity. We also prove the $…

2017-01-01abs ↗pdf ↗