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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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48 results for cluster-based approach

SI-CLAD improves clustering-based anomaly detection by controlling false positives.

problem Lack of reliability in clustering-based anomaly detection.
method SI-CLAD (Statistical Inference for CLustering-based Anomaly Detection) using Selective Inference framework.
result SI-CLAD rigorously controls false detection probability below a specified significance level.

This study proposes a method to predict ICU infections from imbalanced data using clustering-based undersampling and ensemble classifiers.

problem Predicting healthcare-associated infections in ICU patients from imbalanced data.
method Clustering-based undersampling strategy combined with ensemble classifiers.
result The proposed method outperforms other resampling techniques in predicting ICU infections.

This study compares and evaluates categorical kernels for Gaussian process regression.

problem Challenges in designing effective categorical kernels for Gaussian process regression.
method Reproducible comparative study of existing kernels, new evaluation metrics, and clustering-based nested kernels.
result Nested kernels outperform other methods, especially when group structure is unknown or unknown.

We introduce a new Bayesian model for hierarchical clustering based on a prior over trees called Kingman's coalescent. We develop novel greedy and sequential Monte Carlo inferences which operate in a bottom-up agglomerative fashion. We show experimentally the superiority of our algorithms over others, and demonstrate o…

2009-07-04abs ↗pdf ↗

The paper optimizes portfolios using clustering and Sharpe ratio-based optimization.

problem Optimizing portfolio performance in financial modeling.
method Combines K-Means clustering for asset segmentation and Sharpe ratio-based optimization.
result Optimized portfolios outperform traditional equal-weighted benchmarks.

DPSM clusters nodes in data and graph spaces via density propagation and subcluster merging.

problem Automatic clustering of nodes in data and graph spaces.
method Density-based node clustering with propagation process and spectral clustering on subclusters.
result DPSM effectively clusters nodes in both data and graph spaces.

Paper introduces NICc for fast cluster-based validation of prediction models.

problem Validation of prediction models on clustered data.
method Derived NICc to approximate leave-one-cluster-out deviance for standard regression models.
result NICc provides more accurate model size and variable selection, especially with strong clustering.

Producing overlapping schemes is a major issue in clustering. Recent proposed overlapping methods relies on the search of an optimal covering and are based on different metrics, such as Euclidean distance and I-Divergence, used to measure closeness between observations. In this paper, we propose the use of another meas…

2012-11-29abs ↗pdf ↗

The paper proposes a method to cluster data and estimate regression parameters using VI for financial forecasting.

problem Learning relationships between input and output with different parameters in different regions of the input space.
method Cluster-based regression using Variational Inference (VI).
result The approach can predict the expected value and full distribution of predicted output.

New AI-block models for clustering high-dimensional variables based on maxima of random processes.

problem Clustering high-dimensional variables with weakly dependent maxima of random processes.
method Asymptotic Independent block (AI-block) models and an algorithm for variable clustering.
result The proposed AI-block models and algorithm can effectively identify clusters in high-dimensional data.

A new distributed clustering framework using distributional kernel.

problem Clustering in distributed networks with arbitrary shapes, sizes, and densities.
method Distributed Clustering based on Distributional Kernel (KDC) using similarity of distributions.
result KDC guarantees equivalent clustering outcomes to centralized methods, reduces runtime, and discovers arbitrary clusters.

A novel optimization-based Gaussian mixture reduction method using composite transportation divergence.

problem Exponential increase in Gaussian mixture order leads to intractable inference.
method Optimization-based Gaussian mixture reduction (GMR) using composite transportation divergence (CTD).
result Unified framework for selecting optimal cost function in various applications.

Clust-PSI-PFL uses PSI to improve accuracy and fairness in federated learning.

problem Non-IID data biases federated learning performance.
method Clust-PSI-PFL uses clustering and PSI to form homogeneous groups of clients.
result Clust-PSI-PFL delivers up to 18% higher global accuracy and improves client fairness.

Clusters of crypto assets by path signature improve diversification and reduce fees.

problem Building diversified portfolios of volatile cryptocurrencies.
method Clustering digital assets using path signatures to identify similar behavior patterns.
result Optimal portfolios outperform unfiltered ones, reducing transaction fees.

The cost of computing the spectrum of Laplacian matrices hinders the application of spectral clustering to large data sets. While approximations recover computational tractability, they can potentially affect clustering performance. This paper proposes a practical approach to learn spectral clustering based on adaptive…

2016-07-07abs ↗pdf ↗

Hybrid diarization framework handles overlapped speech and long recordings.

problem Challenges in clustering-based and end-to-end neural diarization approaches.
method Proposes a hybrid framework combining clustering and end-to-end neural diarization.
result Significantly better performance on long recordings with overlapped speech.

To alleviate the burden of gathering detailed expert annotations when training deep neural networks, we propose a weakly supervised learning approach to recognize metastases in microscopic images of breast lymph nodes. We describe an alternative training loss which clusters weakly labeled bags in latent space to inform…

2018-11-28abs ↗pdf ↗

CURE extracts relations without supervision by clustering similar entity pairs.

problem Extracting relations unsupervised without considering sentence correlations.
method CURE uses Encoder-Decoder architecture for self-supervised learning and clustering similar relations.
result CURE outperforms state-of-the-art models on NYT and UNPC datasets.

This work optimizes neural network bit-width and layer-width for efficiency.

problem Efficient optimization of deep neural networks for reduced size and computational demands.
method Cluster-based tree-structured Parzen estimator for surrogate modeling, Hessian-based pruning for parameter reduction.
result 20% decrease in model size with 12x reduction in search time compared to existing methods.

Quantization can be used to form new vectors/matrices with shared values close to the original. In recent years, the popularity of scalar quantization for value-sharing applications has been soaring as it has been found huge utilities in reducing the complexity of neural networks. Existing clustering-based quantization…

2018-03-01abs ↗pdf ↗

Motivated by modern applications in which one constructs graphical models based on a very large number of features, this paper introduces a new class of cluster-based graphical models, in which variable clustering is applied as an initial step for reducing the dimension of the feature space. We employ model assisted cl…

2018-06-13abs ↗pdf ↗

We give an explicit algorithm and source code for constructing risk models based on machine learning techniques. The resultant covariance matrices are not factor models. Based on empirical backtests, we compare the performance of these machine learning risk models to other constructions, including statistical risk mode…

2019-03-15abs ↗pdf ↗

A new clustering algorithm GDT improves on HDBSCAN for uneven data.

problem Data clustering with uneven distribution and high noise.
method GDT combines local and global structures, forming local clusters and estimating a global topological graph based on connectivity between clusters.
result GDT achieves SOTA performance on various datasets with low time complexity.

scICML integrates multi-omics data from single cells using co-clustering.

problem High noise and sparsity in multi-omics data from single cells.
method Information-theoretic co-clustering-based multi-view learning.
result Improves clustering performance and provides biological insights.

Learning to disentangle the hidden factors of variations within a set of observations is a key task for artificial intelligence. We present a unified formulation for class and content disentanglement and use it to illustrate the limitations of current methods. We therefore introduce LORD, a novel method based on Latent…

2019-06-27abs ↗pdf ↗

Supervised learning requires a sufficient training dataset which includes all label. However, there are cases that some class is not in the training data. Zero-Shot Learning (ZSL) is the task of predicting class that is not in the training data(target class). The existing ZSL method is done for image data. However, the…

2020-01-16abs ↗pdf ↗

Improved portfolio optimization using machine learning and hierarchical clustering.

problem Suboptimal out-of-sample performance and unrealistic allocations in the Markowitz Model.
method Refined Markowitz Model with hierarchical clustering-based approach.
result Enhanced portfolio performance on a risk-adjusted basis.

The study uses unsupervised machine learning to identify top European football teams.

problem Selecting teams for the new European football Super League.
method Used Laplacian eigenmaps clustering on performance data.
result Successfully identified four clusters of teams based on performance metrics.

Clustering algorithms are a cornerstone of machine learning applications. Recently, a quantum algorithm for clustering based on the k-means algorithm has been proposed by Kerenidis, Landman, Luongo and Prakash. Based on their work, we propose a quantum expectation-maximization (EM) algorithm for Gaussian mixture models…

2019-08-19abs ↗pdf ↗

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 ↗

This letter presents a new spectral-clustering-based approach to the subspace clustering problem. Underpinning the proposed method is a convex program for optimal direction search, which for each data point d finds an optimal direction in the span of the data that has minimum projection on the other data points and non…

2017-06-12abs ↗pdf ↗