In recent years, correntropy has been seccessfully applied to robust adaptive filtering to eliminate adverse effects of impulsive noises or outliers. Correntropy is generally defined as the expectation of a Gaussian kernel between two random variables. This definition is reasonable when the error between the two random…
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48 results for “asymmetric errors”
Bottlenecks of binary classification from positive and unlabeled data (PU classification) are the requirements that given unlabeled patterns are drawn from the test marginal distribution, and the penalty of the false positive error is identical to the false negative error. However, such requirements are often not fulfi…
Theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.
problem Lack of precise theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.
method Adapting a finite-time convergence analysis to the asymmetric actor-critic setting with linear function approximators.
result A finite-time bound reveals that the asymmetric critic eliminates aliasing errors in the agent state.
Combines cost-sensitive and Neyman-Pearson paradigms for better binary classification.
problem Asymmetric binary classification problems with unequal error severities.
method Develops TUBE-CS algorithm to bridge cost-sensitive and Neyman-Pearson paradigms.
result High-probability control of population type I error.
Leasing is a popular channel to market new cars. Pricing a leasing contract is complicated because the leasing rate embodies an expectation of the residual value of the car after contract expiration. To aid lessors in their pricing decisions, the paper develops resale price forecasting models. A peculiarity of the leas…
Gradient descent recovers principal components of overparametrized asymmetric matrices without explicit regularization.
problem Asymmetric matrix factorization under overparametrization with minimal rank assumptions.
method Vanilla gradient descent with small random initialization and proper early stopping.
result Gradient descent produces the best low-rank approximation without explicit regularization.
Diffusion Epistemic Uncertainty with Asymmetric Learning for Diffusion-Generated Image Detectioncs.CV
DEUA detects diffusion-generated images by accounting for different types of uncertainty.
problem Detecting generated images with varying aleatoric and epistemic uncertainty.
method DEUA framework using Laplace approximation for DEU estimation and asymmetric loss function.
result DEUA achieves state-of-the-art performance on large-scale benchmarks.
New guarantees for asymmetric sketching in compressive learning.
problem Statistical guarantees for compressive learning with asymmetric feature maps.
method Proves existing guarantees carry over to asymmetric scheme with LPD property, applies to quantized sketches.
result Existing statistical guarantees for compressive learning extend to asymmetric schemes with controlled error.
In this paper, non-linear time series models are used to describe volatility in financial time series data. To describe volatility, two of the non-linear time series are combined into form TAR (Threshold Auto-Regressive Model) with AARCH (Asymmetric Auto-Regressive Conditional Heteroskedasticity) error term and its par…
Paper tackles robust matrix completion with heavy-tailed noise.
problem Estimating a low-rank matrix from noisy incomplete data.
method Adaptive Huber loss for robustness, nonconvex algorithm with spectral initialization.
result Achieves minimax-optimal statistical estimation error under bounded second moment condition.
Domain adaptation addresses the common problem when the target distribution generating our test data drifts from the source (training) distribution. While absent assumptions, domain adaptation is impossible, strict conditions, e.g. covariate or label shift, enable principled algorithms. Recently-proposed domain-adversa…
Study of geometric analysis on asymmetric metric spaces, including heat flow and Sobolev spaces.
problem Analysis of geometric properties on asymmetric metric measure spaces.
method Introduction of upper gradients, -Laplacian, and -heat flow in asymmetric settings.
result Extension of concepts from symmetric to asymmetric metric measure spaces.
Motivated by problems of anomaly detection, this paper implements the Neyman-Pearson paradigm to deal with asymmetric errors in binary classification with a convex loss. Given a finite collection of classifiers, we combine them and obtain a new classifier that satisfies simultaneously the two following properties with …
Corporate bond factor research is flawed due to measurement errors and ex-post filtering.
problem Replication crisis in corporate bond factor research.
method Analysis of 108 signals across nine thematic clusters, correction of transaction prices and return filtering.
result Majority of previously documented factors do not produce statistically significant alphas after correction.
Sharp bounds found on expert error in binary advice aggregation.
problem Aggregating binary advice from conditionally independent experts.
method Sharp upper and lower bounds on optimal error probability in asymmetric case.
result Sharp bounds recover and sharpen known results in symmetric case.
New metrics for Anosov representations defined from Thurston's asymmetric metrics.
problem Defining metrics for Anosov representations.
method Generalizing Thurston's asymmetric metric to Anosov representations.
result Provides a (possibly asymmetric) Finsler distance in some cases.
Generalizes Thurston's asymmetric metric to flat metrics.
problem Defining an asymmetric metric on flat metrics.
method Defined an asymmetric metric on the space of unit-area flat metrics.
result Discussed two different topologies from the asymmetry.
We examine random variables in the power law/regularly varying class with stochastic tail exponent, the exponent having its own distribution. We show the effect of stochasticity of on the expectation and higher moments of the random variable. For instance, the moments of a right-tailed or right-asymmetric varia…
This study examines asymmetric cross-correlations in cryptocurrency markets using fractal analysis.
problem Exploring asymmetric multifractal cross-correlations in cryptocurrency markets.
method Fractal analysis and MF-ADCCA method to investigate asymmetric volatility dynamics.
result Cross-correlations are stronger in downtrend markets than in uptrend markets for maturing BTC and ETH.
Develops NPMC method for noisy labels, improving multiclass classification accuracy.
problem Asymmetric misclassification costs and label noise in multiclass classification.
method Empirical likelihood approach using exponential tilting density ratio model.
result Root n consistent and asymptotically normal estimators for clean labels and noise mechanism.
This work presents deep asymmetric networks with a set of node-wise variant activation functions. The nodes' sensitivities are affected by activation function selections such that the nodes with smaller indices become increasingly more sensitive. As a result, features learned by the nodes are sorted by the node indices…
This paper tackles learning Stackelberg equilibrium in asymmetric games efficiently from noisy samples.
problem Learning Stackelberg equilibrium in asymmetric, general-sum games efficiently from noisy samples.
method The paper initiates the theoretical study of sample-efficient learning of the Stackelberg equilibrium in bandit feedback setting.
result Sharp positive results on sample-efficient learning of Stackelberg equilibrium with value optimal up to a fundamental gap identified.
We consider the problem of designing locality sensitive hashes (LSH) for inner product similarity, and of the power of asymmetric hashes in this context. Shrivastava and Li argue that there is no symmetric LSH for the problem and propose an asymmetric LSH based on different mappings for query and database points. Howev…
New asymmetric kernel methods improve feature learning.
problem Improving feature learning with asymmetric kernels.
method Coupled covariance eigenproblem and Nyström method.
result Empirical evaluations show benefits of KSVD.
The article confirms two quasi-alternating surgeries for 9 asymmetric L-space knots.
problem Understanding quasi-alternating surgeries on asymmetric L-space knots.
method Using the Montesinos trick to confirm known surgeries.
result Confirmation of two quasi-alternating surgeries for each of 9 asymmetric L-space knots.
The paper improves asymmetric causality tests by addressing inefficiencies and statistical significance issues.
problem Inefficiencies and statistical significance issues in asymmetric causality tests.
method Improved asymmetric causality tests via partial cumulative sums for positive and negative components, explicitly testing differences between causal parameters.
result Efficiently tested hypotheses on asymmetric causal interaction between financial markets.
We propose Deep Asymmetric Multitask Feature Learning (Deep-AMTFL) which can learn deep representations shared across multiple tasks while effectively preventing negative transfer that may happen in the feature sharing process. Specifically, we introduce an asymmetric autoencoder term that allows reliable predictors fo…
In this paper we show how the study of asymmetric R&D alliances, that are those between young and small firms and large and MNEs firms for knowledge exploration and/or exploitation, requires the adoption of a coopetitive framework which consider both collaboration and competition. We draw upon the literature on asymmet…
New method models asymmetric data with improved tail dependence.
problem Asymmetric data and tail dependence modeling.
method Generalized Skew-t Probabilistic Principal Component Analysis.
result Improved modeling of asymmetric data with tail effects.
Bayesian VI copula models capture asymmetric intraday equity dependence.
problem Modeling asymmetric and extreme tail dependence in financial data.
method Bayesian variational inference for skew-t copula models in high dimensions.
result The copula captures substantial heterogeneity in asymmetric dependence over equity pairs and time.
This work describes compactifications of metric spaces and vector spaces using asymmetric norms.
problem Compactifying metric spaces and vector spaces using asymmetric norms.
method Nonstandard methods, ultrapowers of the spaces at hand.
result Polyhedral compactifications of vector spaces with stratified structure.
Extends multidimensional scaling to analyze three-way asymmetric proximities.
problem Analyzing asymmetric and three-way proximities in a Euclidean space.
method Unified h-plot methodology for three-way asymmetric proximities, including symmetric and conditional frameworks.
result Identification of archetypal profiles and clustering structures.
Stein discrepancy improves UDA performance in low-data scenarios.
problem Improving model performance on unlabeled target domains with limited data.
method Proposes a novel UDA framework using Stein discrepancy, an asymmetric measure that depends on the target distribution through its score function.
result Consistently outperforms prior UDA approaches under limited target data across multiple benchmarks.
Extends metric to Margulis spacetimes for convex properties.
problem No specific problem stated; extends metric.
method Extends Thurston's asymmetric metric to Margulis spacetimes and proves convex properties.
result Established convex properties of the extended metric.
This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to create generalized asymmetric versions of the Laplace and normal distributions, whic…
Loss-calibrated EP improves Bayesian decision-making by focusing on utility-sensitive posterior approximations.
problem Bayesian decision-making under asymmetric utility functions.
method Loss-calibrated expectation propagation (Loss-EP) that tilts the posterior towards higher utility decisions.
result Loss-EP can capture useful information for decision-making under asymmetric penalties.
Enhances reinforcement learning with partial state information.
problem Improving learning under partial observability with limited privileged signals.
method Introduced informed asymmetric actor-critic framework that uses arbitrary state-dependent privileged signals.
result Unbiased policy gradient estimates with arbitrary privileged signals.
Generative model captures complex dependence in financial data.
problem Complex dependence structure in business and financial data.
method Multivariate generative model with heterogeneous and asymmetric tail dependence.
result Novel moment learning algorithm for scalable parameter estimation.
This paper studies gradient flows in asymmetric metric spaces and proves existence results.
problem Investigating gradient flows in asymmetric metric spaces.
method Discrete approximation and natural convexity assumption on potential function.
result Existence of curves of maximal slope in asymmetric metric spaces.
Paper defines saddle points in asymmetric Dynkin games using martingale theory.
problem Tackles saddle point conditions in asymmetric Dynkin games with partial information.
method Uses martingale theory to identify super and submartingales related to equilibrium payoffs.
result Characterizes saddle point strategies in terms of equilibrium payoffs' dynamics and Doob-Meyer decompositions.
Study uncovers new phase transitions in asymmetric causal inference scenarios.
problem Understanding typical phase transitions in asymmetric causal inference.
method Combining Causal inference (C-inf) and Low-rank recovery (LRR) with Random duality - Free probability theory (RDT-FPT).
result Discovering a doubling low-rankness phenomenon in asymmetric scenarios.
Modified asymmetric hidden Markov models for time series with autoregressive components.
problem Dynamic relationships between variables in time series data.
method Introducing an asymmetric autoregressive component to recent asymmetric hidden Markov models.
result The model can choose the optimal autoregressive order for better likelihood.
Cascade classifiers are widely used in real-time object detection. Different from conventional classifiers that are designed for a low overall classification error rate, a classifier in each node of the cascade is required to achieve an extremely high detection rate and moderate false positive rate. Although there are …
Mixtures of multivariate contaminated shifted asymmetric Laplace distributions are developed for handling asymmetric clusters in the presence of outliers (also referred to as bad points herein). In addition to the parameters of the related non-contaminated mixture, for each (asymmetric) cluster, our model has one param…
A new asymmetric -insensitive pinball loss function based support vector quantile regression modelstat.ML
In this paper, we propose a novel asymmetric -insensitive pinball loss function for quantile estimation. There exists some pinball loss functions which attempt to incorporate the -insensitive zone approach in it but, they fail to extend the -insensitive approach for quantile estimation in true sense. The propo…
Study proves value of non-Markovian games with partial, asymmetric info.
problem Value of non-Markovian Dynkin games with partial and asymmetric information.
method Probabilistic and functional analytic approach based on Sion's min-max theorem.
result Existence of optimal strategies for both players in randomised stopping times.
We highlight several analogies between the Finsler (infinitesimal) properties of Teichmüller's metric and Thurston's asymmetric metric on Teichmüller space. Thurston defined his asymmetric metric in analogy with Teichmüllers' metric, as a solution to an extremal problem, which consists, in the case of the asymmetric me…
Innovative Extensions to Option Pricing: Asymmetric Brownian Motion and Random Walk Approachesq-fin.MF
Innovative extensions to option pricing models using asymmetric Brownian motion and random walk approaches.
problem Capturing empirical phenomena like return skewness, heavy tails, and volatility asymmetry in option pricing models.
method Developing the Geometric Asymmetric Brownian Motion (GABM) within the Bachelier--Black--Scholes--Merton framework.
result Deriving closed-form option pricing formulas and a discrete-time binomial tree algorithm that converges to the GABM limit.