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.
We present a consensus Monte Carlo algorithm that scales existing Bayesian nonparametric models for clustering and feature allocation to big data. The algorithm is valid for any prior on random subsets such as partitions and latent feature allocation, under essentially any sampling model. Motivated by three case studie…
Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large datasets typical of modern machine learning. The recently proposed consensus Monte Car…
In distributed machine learning, where agents collaboratively learn from diverse private data sets, there is a fundamental tension between consensus and optimality. In this paper, we build on recent algorithmic progresses in distributed deep learning to explore various consensus-optimality trade-offs over a fixed commu…
We use a cluster ensemble to determine the number of clusters, k, in a group of data. A consensus similarity matrix is formed from the ensemble using multiple algorithms and several values for k. A random walk is induced on the graph defined by the consensus matrix and the eigenvalues of the associated transition proba…
To devise efficient solutions for approximating a mean partition in consensus clustering, Dimitriadou et al. [3] presented a necessary condition of optimality for a consensus function based on least square distances. We show that their result is pivotal for deriving interesting properties of consensus clustering beyond…
Consensus clustering fuses diverse basic partitions (i.e., clustering results obtained from conventional clustering methods) into an integrated one, which has attracted increasing attention in both academic and industrial areas due to its robust and effective performance. Tremendous research efforts have been made to t…
We present here an introduction to Brainstorming approach, that was recently proposed as a consensus meta-learning technique, and used in several practical applications in bioinformatics and chemoinformatics. The consensus learning denotes heterogeneous theoretical classification method, where one trains an ensemble of…
A novel framework for consensus clustering is presented which has the ability to determine both the number of clusters and a final solution using multiple algorithms. A consensus similarity matrix is formed from an ensemble using multiple algorithms and several values for k. A variety of dimension reduction techniques …
Neuroscience is experiencing a data revolution in which many hundreds or thousands of neurons are recorded simultaneously. Currently, there is little consensus on how such data should be analyzed. Here we introduce LFADS (Latent Factor Analysis via Dynamical Systems), a method to infer latent dynamics from simultaneous…
The distribution of price returns for a class of uncorrelated diffusive dynamics is considered. The basic assumptions are (1) that there is a "consensus" value associated with a stock, and (2) that the rate of diffusion depends on the deviation of the stock price from the consensus value. We find an analytical expressi…
The present paper considers distributed consensus algorithms that involve N agents evolving on a connected compact homogeneous manifold. The agents track no external reference and communicate their relative state according to a communication graph. The consensus problem is formulated in terms of the extrema of a cost f…
Deep learning has demonstrated abilities to learn complex structures, but they can be restricted by available data. Recently, Consensus Networks (CNs) were proposed to alleviate data sparsity by utilizing features from multiple modalities, but they too have been limited by the size of labeled data. In this paper, we ex…
We present a nonparametric Bayesian method for disease subtype discovery in multi-dimensional cancer data. Our method can simultaneously analyse a wide range of data types, allowing for both agreement and disagreement between their underlying clustering structure. It includes feature selection and infers the most likel…
Suppose that multiple experts (or learning algorithms) provide us with alternative Bayesian network (BN) structures over a domain, and that we are interested in combining them into a single consensus BN structure. Specifically, we are interested in that the consensus BN structure only represents independences all the g…
This paper considers the problem of detection in distributed networks in the presence of data falsification (Byzantine) attacks. Detection approaches considered in the paper are based on fully distributed consensus algorithms, where all of the nodes exchange information only with their neighbors in the absence of a fus…
Paper defines a new pseudometric for measuring consensus among subsets of relations.
problem Measuring consensus among subsets of relations.
method Introduces a new pseudometric and provides a concise restatement with a functor interpretation. Also, describes an algorithm to calculate the pseudometric bound efficiently.
result The pseudometric can be bounded without an expensive search of possible mappings, based solely on the dimensions of the relations.
We consider grouping as a general characterization for problems such as clustering, community detection in networks, and multiple parametric model estimation. We are interested in merging solutions from different grouping algorithms, distilling all their good qualities into a consensus solution. In this paper, we propo…