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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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61122182243 · Jun 202019922001200920172026
48 results for Relevance Vectors

The paper revisits and improves on a Bayesian relevance vector machine method for small sample sizes.

problem Statistical modeling with small sample sizes relative to the number of covariates.
method Introduces a new class of global-local priors and provides theoretical properties.
result Results on posterior consistency and contraction rates are provided.

This study combines two different learning paradigms, k-nearest neighbor (k-NN) rule, as memory-based learning paradigm and relevance vector machines (RVM), as statistical learning paradigm. This combination is performed in kernel space and is called k-relevance vector (k-RV). The purpose is to improve the performance …

2019-09-18abs ↗pdf ↗

Proposes a new hyperprior and predictive criterion for weakly informative hyperprior in relevance vector machine.

problem Capturing non-homogeneous data structure with limited kernel functions.
method Uses inverse gamma hyperprior with a shape parameter close to zero and a scale parameter not close to zero. Applies multiple kernel method with different widths. Proposes extended predictive information criterion for scale parameter selection.
result Obtains a multiple kernel relevance vector regression model with good predictive accuracy.

Recommender systems, medical diagnosis, network security, etc., require on-going learning and decision-making in real time. These -- and many others -- represent perfect examples of the opportunities and difficulties presented by Big Data: the available information often arrives from a variety of sources and has divers…

2015-02-05abs ↗pdf ↗

This paper aims to decrease the time complexity of multi-output relevance vector regression from O(VM^3) to O(V^3+M^3), where V is the number of output dimensions, M is the number of basis functions, and V<M. The experimental results demonstrate that the proposed method is more competitive than the existing method, wit…

2017-04-17abs ↗pdf ↗

Method separates data into class and style factors using semi-supervised learning.

problem Separating generative factors of data into class and style vectors.
method Independent Vector Variational Autoencoders with semi-supervised learning and independence term.
result Improves classification performance and generation controllability.

Proposes a new SPVM model for RVM with more flexible priors.

problem Improper priors on multiple penalty parameters in RVM lead to improper posteriors.
method Introduces a single penalty approach (SPRVM) and a semi-Bayesian fitting method.
result SPRVM allows for more flexible priors and has proven conditions for posterior propriety.

Neural network framework for language recognition considers sequence information and improves accuracy.

problem Challenging task of automatic language identification in noisy conditions.
method Proposes a neural network framework with bidirectional LSTM and attention modeling for relevance weighting.
result Significant improvements over conventional methods in noisy conditions and multi-speaker speech.

Paper proposes fully Bayesian approach for RVM classification, improving accuracy especially in imbalanced data.

problem Difficulty in conducting RVM classification due to lack of closed-form solution for weight parameter posterior.
method Proposes Generic Bayesian and Fully Bayesian approaches with hierarchical hyperprior structure.
result Improves classification performance, especially in imbalanced data.

Extends PCVM for multi-class classification with improved accuracy.

problem Lack of probabilistic outputs and contradictory predictions in multi-class classification.
method Proposes mPCVM with two learning algorithms: top-down and bottom-up.
result Superior performance, especially with many classes, validated on synthetic and benchmark data.

Introduces Gaussian Processes and Relevance Vector Machines, connecting them to Kalman filtering.

problem Regression, smoothing, interpolation, and filtering problems.
method Bayesian kernel-based methods, Gaussian Processes, Relevance Vector Machines, connections to Kalman filtering.
result Developed a common framework for understanding these methods.

In this work we present a review of the state of the art of Learning Vector Quantization (LVQ) classifiers. A taxonomy is proposed which integrates the most relevant LVQ approaches to date. The main concepts associated with modern LVQ approaches are defined. A comparison is made among eleven LVQ classifiers using one r…

2015-09-23abs ↗pdf ↗

We introduce and study HH-paracontact metric manifolds, that is, paracontact metric manifolds whose Reeb vector field ξξ is harmonic. We prove that they are characterized by the condition that ξξ is a Ricci eigenvector. We then investigate how harmonicity of the Reeb vector field ξξ of a paracontact metric manifold…

2013-07-29abs ↗pdf ↗

The Support Vector Machine (SVM) of Vapnik (1998) has become widely established as one of the leading approaches to pattern recognition and machine learning. It expresses predictions in terms of a linear combination of kernel functions centred on a subset of the training data, known as support vectors. Despite its wide…

2013-01-16abs ↗pdf ↗

Based on the recent work \cite{PII} we put forward a new type of transformation for Lorentzian manifolds characterized by mapping every causal future-directed vector onto a causal future-directed vector. The set of all such transformations, which we call causal symmetries, has the structure of a submonoid which contain…

2003-03-05abs ↗pdf ↗

This paper establishes non-asymptotic oracle inequalities for the prediction error and estimation accuracy of the LASSO in stationary vector autoregressive models. These inequalities are used to establish consistency of the LASSO even when the number of parameters is of a much larger order of magnitude than the sample …

2013-11-04abs ↗pdf ↗

Study proposes new methods to calculate probabilistic benchmarks in noisy data.

problem Identifying opportunities for improvement in comparable units with noisy data.
method 2-step methodology involving undersampling and relevance vector machine.
result Higher discrimination power achieved with macro-economic environment variables.

Study improves self-normalized bounds for vector-valued processes beyond sub-Gaussianity.

problem Limited understanding of self-normalized concentration for vector-valued processes outside sub-Gaussian frameworks.
method Developed concentration inequalities for self-normalized processes with light tails (e.g., Bennett, Bernstein bounds) for vector-valued data.
result Provided new insights and bounds for self-normalized processes with non-sub-Gaussian distributions.

We show that every Lie algebra is equipped with a natural (1,1)(1,1)-variant tensor field, the "canonical endomorphism field", naturally determined by the Lie structure, and satisfying a certain Nijenhuis bracket condition. This observation may be considered as complementary to the Kirillov-Kostant-Souriau theorem on symp…

2012-01-06abs ↗pdf ↗

In this work we propose a heteroscedastic generalization to RVM, a fast Bayesian framework for regression, based on some recent similar works. We use variational approximation and expectation propagation to tackle the problem. The work is still under progress and we are examining the results and comparing with the prev…

2013-01-10abs ↗pdf ↗

Paper proposes a method to compare vector fields across surfaces, useful for analyzing brain folding patterns.

problem Comparing vector fields across surfaces of different geometries is challenging.
method The paper introduces a framework to transport vector fields onto a common space using differential geometry.
result The proposed framework enables the computation of statistics on vector fields, demonstrating its effectiveness in analyzing brain folding patterns.

Study on positivity properties of vector bundle Monge-Ampère equation.

problem Analyzing positivity in vector bundle Monge-Ampère equation.
method Investigates MA-positivity and MA-semi-positive solutions for different ranks of holomorphic bundles over complex surfaces and manifolds.
result Positivity preservation in rank-two holomorphic bundles but not in higher ranks.

The problem of distributed representation learning is one in which multiple sources of information X1,,XKX_1,\ldots,X_K are processed separately so as to learn as much information as possible about some ground truth YY. We investigate this problem from information-theoretic grounds, through a generalization of Tishby's ce…

2018-07-11abs ↗pdf ↗

Geometric structures on NQ\mathbb N Q-manifolds, i.e.~non-negatively graded manifolds with an homological vector field, encode non-graded geometric data on Lie algebroids and their higher analogues. A particularly relevant class of structures consists of vector bundle valued differential forms. Symplectic forms, contac…

2014-06-24abs ↗pdf ↗

The theory of Lie remarkable equations, i.e. differential equations characterized by their Lie point symmetries, is reviewed and applied to ordinary differential equations. In particular, we consider some relevant Lie algebras of vector fields on Rk\mathbb{R}^k and characterize Lie remarkable equations admitted by the …

2014-09-02abs ↗pdf ↗

We study continuous groups of generalized Kerr-Schild transformations and the vector fields that generate them in any n-dimensional manifold with a Lorentzian metric. We prove that all these vector fields can be intrinsically characterized and that they constitute a Lie algebra if the null deformation direction is fixe…

2000-06-13abs ↗pdf ↗

Proposes an L1-regularized functional SVM for binary classification with functional covariates.

problem Binary classification with multivariate functional covariates.
method L1-regularized functional support vector machine (SVM) with an accompanying algorithm.
result The proposed classifier performs well in prediction and feature selection.

Sparse Bayesian learning is a state-of-the-art supervised learning algorithm that can choose a subset of relevant samples from the input data and make reliable probabilistic predictions. However, in the presence of high-dimensional data with irrelevant features, traditional sparse Bayesian classifiers suffer from perfo…

2016-09-18abs ↗pdf ↗

For any principal bundle PP, one can consider the subspace of the space of connections on its tangent bundle TPTP given by the tangent bundle TAT{\cal A} of the space of connections A{\cal A} on PP. The tangent gauge group acts freely on TAT{\cal A}. Appropriate BRST operators are introduced for quantum field theori…

1997-06-23abs ↗pdf ↗

An unsupervised anomaly detection method for irregularly sampled time-series data.

problem Anomaly detection in irregularly sampled or missing valued time-series data.
method Uses LSTM networks with time modulation gates to extract temporal features and SVDD for anomaly labeling.
result Significantly outperforms standard approaches on real-life datasets.

We define the Ricci curvature, as a measure, for certain singular torsion-free connections on the tangent bundle of a manifold. The definition uses an integral formula and vector-valued half-densities. We give relevant examples in which the Ricci measure can be computed. In the time dependent setting, we give a weak no…

2015-03-16abs ↗pdf ↗