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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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24487296 · Jun 202019922001200920172026
48 results for categorical response

A new model estimates mixed memberships for categorical data with weighted responses.

problem Limited applicability of existing GoM model to weighted categorical data.
method Proposes Weighted Grade of Membership (WGoM) model, relaxing distribution constraints.
result WGoM can describe any response matrix with finite distinct elements.

Item response theory (IRT) models for categorical response data are widely used in the analysis of educational data, computerized adaptive testing, and psychological surveys. However, most IRT models rely on both the assumption that categories are strictly ordered and the assumption that this ordering is known a priori…

2015-01-12abs ↗pdf ↗

The article compares predictor importance in classification problems with categorical outcomes.

problem Comparing predictor importance in classification problems with categorical response variables.
method The approach is based on the categorical Gini correlation (CGC) and tests differences in CGCs across predictor groups.
result The proposed methodology accommodates predictors of arbitrary and unequal dimensions and allows for dependence between predictor groups.

A new method for Gaussian Processes handles mixed continuous and categorical inputs.

problem Modeling cross-correlations between continuous and categorical data.
method Low-Rank Correlation (LRC) method for Gaussian Processes with flexible rank approximation.
result LRC outperforms existing methods in estimating cross-correlations and predicting response surfaces.

Scalable GP model tackles big data, categorical factors, and multiple responses.

problem Handling big datasets, categorical inputs, and multiple responses in Gaussian processes.
method Latent variable Gaussian process (LVGP) with variational inference for scalability and interpretability.
result The method scales well for large datasets and outperforms state-of-the-art methods.

New model for multi-layer categorical data improves latent class analysis.

problem Traditional latent class analysis for single-layer categorical data is insufficient for multi-layer data.
method Developed a multi-layer latent class model (multi-layer LCM) and three spectral methods for estimation.
result The debiased sum of Gram matrices method performs best in estimating latent classes.

Two novel methods estimate multiple FDR directions for binary categorical responses.

problem Estimating multiple FDR directions for categorical responses.
method Information maximization and square loss mutual information.
result Statistical consistency of the proposed methods established.

ERAPS builds prediction sets for time-series data.

problem Uncertainty quantification in complex machine learning methods for time-series data.
method ERAPS is an ensemble-based framework for constructing prediction sets for time-series data, allowing unknown dependencies within features and responses.
result ERAPS demonstrates valid marginal and conditional coverage and yields smaller prediction sets than competing methods.

Reduces high granularity and dimensionality in hierarchical categorical variables.

problem Overfitting and estimation issues in predictive models due to high granularity and dimensionality.
method Entity embedding and top-down clustering algorithm to reduce granularity and dimensionality.
result The reduced hierarchy improves model fit and complexity balance.

We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We prove conditions for the asymptotic unbiasedness of the DP-GLM regression mean fu…

2009-09-28abs ↗pdf ↗

New algorithms for latent class analysis using regularized spectral clustering.

problem Identifying latent classes within populations from categorical data.
method Developed two new algorithms using a regularized Laplacian matrix to estimate latent classes.
result Our algorithms provide consistent latent class analysis under mild conditions and can accurately infer the number of latent classes.

AdOBEst-LDP improves privacy-preserving frequency estimation for categorical data.

problem Estimating categorical distributions online while preserving privacy.
method AdOBEst-LDP uses adaptive randomized response mechanism to enhance future data utility.
result AdOBEst-LDP selects optimal subset for LDP mechanism with high probability.

New optimization algorithm for mixed-variable problems improves efficiency.

problem Optimizing functions with both continuous and categorical variables.
method Combines radial basis function and metric stochastic response surface methods with modifications for categorical variables and parallel processing.
result Numerical experiments show the effectiveness of the proposed modifications.

Novel GLMMNet model tackles high-cardinality categorical features in actuarial applications.

problem Inadequate encoding methods for high-cardinality categorical features in actuarial data.
method Generalised Linear Mixed Model Neural Network (GLMMNet) integrating a generalised linear mixed model in a deep learning framework.
result GLMMNet often outperforms or performs comparably with entity embedded neural networks, providing transparency.

Automates U.S. visa petition document classification and RFE response generation.

problem Manual effort in organizing visa petition documents and responding to RFEs.
method Ensemble of image and text classifiers for document categorization and text classifier for RFE evidence identification.
result Achieves considerable accuracy in automated responses while reducing processing time.

POTD estimates SDR subspace using optimal transport for binary response.

problem Insufficient performance of existing SDR methods for categorical responses.
method Principal optimal transport direction (POTD) using optimal transport coupling.
result POTD exclusively estimates SDR subspace for error-free class labels.

A framework for measuring differences in categorical data.

problem Measuring differences between categorical variables.
method Introduces a general framework for efficient and flexible implementation of distances for categorical variables.
result Framework allows for incorporation of existing distances and introduces new formulations.

BART is extended to handle various response variables.

problem Modeling nonlinear regression functions for diverse response types.
method Generalized Bayesian Additive Regression Trees (GBART) for exponential family distributions.
result The posterior concentrates at a minimax rate for certain response distributions.

Posterior conformal prediction improves prediction interval validity for subgroups.

problem Marginal and conditional prediction interval validity for subgroups.
method Modeling conditional nonconformity score distribution as a mixture of cluster distributions.
result PCP produces tighter prediction intervals, especially for well-represented clusters.

The paper proposes a test to determine the number of latent classes in ordinal categorical data.

problem Determining the correct number of latent classes in latent class models with ordinal categorical data.
method The test statistic centers the largest singular value of a normalized residual matrix by a simple sample-size adjustment.
result The test statistic converges to zero under the null hypothesis and exceeds a fixed positive constant under an under-fitted alternative.

MSRL learns a representation maximizing mutual info with response variables.

problem Learning sufficient representations for complex, multi-dimensional data.
method Variational mutual information, deep neural networks, generalized Dudley's inequality.
result MSRL achieves consistent and accurate representation learning.

Adaptive TFTs improve cryptocurrency price prediction accuracy.

problem Precise short-term price prediction in volatile cryptocurrency markets.
method Dynamic subseries lengths and pattern-based categorization.
result Significantly outperforms baseline models in prediction accuracy and profitability.

Wasserstein gradient boosting predicts probability distributions for supervised learning.

problem Distribution-valued supervised learning where outputs are probability distributions.
method Fits a new weak learner to Wasserstein gradients of loss functionals of probability distributions.
result Superior performance in probabilistic prediction compared to existing methods.

The collection and analysis of user data drives improvements in the app and web ecosystems, but comes with risks to privacy. This paper examines discrete distribution estimation under local privacy, a setting wherein service providers can learn the distribution of a categorical statistic of interest without collecting …

2016-02-24abs ↗pdf ↗

A new model integrates covariates with grade of membership analysis for better latent structure recovery.

problem Improving latent structure recovery in multivariate categorical data analysis.
method Covariate-assisted grade of membership model exploiting shared low-rank simplex geometry.
result Auxiliary covariates can provably improve latent structure recovery, leading to faster convergence rates.

This paper reviews random forest methods for analyzing longitudinal data in precision medicine.

problem Analyzing longitudinal data for precision medicine.
method Extensions of random forest for longitudinal data analysis.
result Categorization of random forest methods for different data structures and repeated measurements.

Enhances Gaussian process models for handling variable error variances and multiple responses.

problem Limited ability of Gaussian process models to capture abrupt changes and heteroscedastic errors.
method Introduces a novel heteroscedastic Gaussian process (HeGP) framework coupled with variational inference and EM algorithm.
result Effective modeling of multivariate responses with varying error variances.

Bayesian methods improve inference for cumulative probit models on large datasets.

problem Challenges in Bayesian inference for large cumulative probit models.
method Proposed scalable algorithms using Variational Bayes and Expectation Propagation.
result Superior computational performance and accuracy compared to MCMC.

CAG method predicts nonlinear solid mechanics responses in real-time with high accuracy and efficiency.

problem Real-time prediction of nonlinear solid mechanics responses.
method Clustering adaptive Gaussian process regression (CAG) method.
result Offers predictions within a second with high precision using only 20 samples.

StructureBoost improves gradient boosting for complex categorical variables efficiently.

problem Efficiently handling complex categorical variables with known structure.
method Two methods to overcome computational obstacles in SCDT enumeration for structured categorical variables.
result StructureBoost outperforms existing packages on complex categorical problems.

Categorical bundles provide a natural framework for gauge theories involving multiple gauge groups. Unlike the case of traditional bundles there are distinct notions of triviality, and hence also of local triviality, for categorical bundles. We study categorical principal bundles that are product bundles in the categor…

2015-06-14abs ↗pdf ↗

Bayesian model improves categorization of explosions from sparse data.

problem Challenges in categorizing explosions from limited data.
method Bayesian update to Event Categorization Matrix model with Bayesian Decision Theory.
result Consistent gains in overall accuracy and lower false negative rates.

UNTIE learns representations of coupled categorical data.

problem Challenges in learning from unlabeled categorical data with complex couplings.
method UNTIE approach for unsupervised representation learning of heterogeneous couplings.
result UNTIE significantly improves categorical data representations on 25 diverse datasets.