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.
Kernel methods linked to feature subspaces and maximal correlation kernels.
Paper proposes a simple estimator for DPP correlation kernels.
This work explores variably scaled kernels to improve non-stationary Gaussian processes.
Kernel and Multiple Kernel Canonical Correlation Analysis (CCA) are employed to classify schizophrenic and healthy patients based on their SNPs, DNA Methylation and fMRI data. Kernel and Multiple Kernel CCA are popular methods for finding nonlinear correlations between high-dimensional datasets. Data was gathered from …
Automates kernel discovery for longitudinal data analysis.
Exact and scalable algorithm for Gaussian process regression with Matérn correlations.
Canonical correlation analysis (CCA) is a multivariate statistical technique for finding the linear relationship between two sets of variables. The kernel generalization of CCA named kernel CCA has been proposed to find nonlinear relations between datasets. Despite their wide usage, they have one common limitation that…
New non-separable covariance kernels for spatiotemporal data derived from harmonic oscillator physics.
Canonical correlation analysis (CCA) is a classical representation learning technique for finding correlated variables in multi-view data. Several nonlinear extensions of the original linear CCA have been proposed, including kernel and deep neural network methods. These approaches seek maximally correlated projections …
Estimates covariance matrices with correlations between samples.
We study the problem of column selection in large-scale kernel canonical correlation analysis (KCCA) using the Nyström approximation, where one approximates two positive semi-definite kernel matrices using "landmark" points from the training set. When building low-rank kernel approximations in KCCA, previous work mostl…
New GP kernel handles mixed-categorical data, improving model accuracy.
Modern deep neural networks require a tremendous amount of data to train, often needing hundreds or thousands of labeled examples to learn an effective representation. For these networks to work with less data, more structure must be built into their architectures or learned from previous experience. The learned weight…
Many unsupervised kernel methods rely on the estimation of the kernel covariance operator (kernel CO) or kernel cross-covariance operator (kernel CCO). Both kernel CO and kernel CCO are sensitive to contaminated data, even when bounded positive definite kernels are used. To the best of our knowledge, there are few well…
New kernel models multi-output Gaussian processes accurately.
Kernel-based SSL creates useful representations without labels.
Random features approach has been widely used for kernel approximation in large-scale machine learning. A number of recent studies have explored data-dependent sampling of features, modifying the stochastic oracle from which random features are sampled. While proposed techniques in this realm improve the approximation,…
Imaging genetic research has essentially focused on discovering unique and co-association effects, but typically ignoring to identify outliers or atypical objects in genetic as well as non-genetics variables. Identifying significant outliers is an essential and challenging issue for imaging genetics and multiple source…
A new nonparametric approach for system identification has been recently proposed where the impulse response is modeled as the realization of a zero-mean Gaussian process whose covariance (kernel) has to be estimated from data. In this scheme, quality of the estimates crucially depends on the parametrization of the cov…
A new method for sparse Gaussian process regression using correlated experts.
This paper introduces hierarchical Gaussian process priors for neural networks to capture weight correlations and inductive biases.
Novel method learns memory kernels in Langevin equations.
A new method for approximating softmax and Gaussian kernels with reduced error.
In this paper, we propose the distributed tree kernels (DTK) as a novel method to reduce time and space complexity of tree kernels. Using a linear complexity algorithm to compute vectors for trees, we embed feature spaces of tree fragments in low-dimensional spaces where the kernel computation is directly done with dot…
Two new methods for analyzing repeated measures data using embeddings into Reproducing Kernel Hilbert Spaces.
The term "CoRE kernel" stands for correlation-resemblance kernel. In many applications (e.g., vision), the data are often high-dimensional, sparse, and non-binary. We propose two types of (nonlinear) CoRE kernels for non-binary sparse data and demonstrate the effectiveness of the new kernels through a classification ex…
We introduce a novel kernel that models input-dependent couplings across multiple latent processes. The pairwise joint kernel measures covariance along inputs and across different latent signals in a mutually-dependent fashion. A latent correlation Gaussian process (LCGP) model combines these non-stationary latent comp…
This study examines memory effects in S&P500 market correlations using Langevin models.
In genome-wide interaction studies, to detect gene-gene interactions, most methods are divided into two folds: single nucleotide polymorphisms (SNP) based and gene-based methods. Basically, the methods based on the gene are more effective than the methods based on a single SNP. Recent years, while the kernel canonical …
Study of coupled Hawkes processes with rough-volatility limits.
We introduce Gaussian Process Topic Models (GPTMs), a new family of topic models which can leverage a kernel among documents while extracting correlated topics. GPTMs can be considered a systematic generalization of the Correlated Topic Models (CTMs) using ideas from Gaussian Process (GP) based embedding. Since GPTMs w…
Enhances Fourier estimator performance for asynchronous event-data.
Bayesian model merges multi-view latent models and kernel methods.
A new learning strategy using two GP layers for inhomogeneous data.
CDSSL improves representation quality by integrating linear and nonlinear dependencies.
DTCCA learns nonlinear transformations of multi-view data for high-order correlation.
A new method for hierarchical clustering is presented. It combines treelets, a particular multiscale decomposition of data, with a projection on a reproducing kernel Hilbert space. The proposed approach, called kernel treelets (KT), effectively substitutes the correlation coefficient matrix used in treelets with a symm…
Independent component analysis (ICA) is a method for recovering statistically independent signals from observations of unknown linear combinations of the sources. Some of the most accurate ICA decomposition methods require searching for the inverse transformation which minimizes different approximations of the Mutual I…
We study large-scale kernel methods for acoustic modeling in speech recognition and compare their performance to deep neural networks (DNNs). We perform experiments on four speech recognition datasets, including the TIMIT and Broadcast News benchmark tasks, and compare these two types of models on frame-level performan…
Gaussian processes are flexible function approximators, with inductive biases controlled by a covariance kernel. Learning the kernel is the key to representation learning and strong predictive performance. In this paper, we develop functional kernel learning (FKL) to directly infer functional posteriors over kernels. I…
Canonical correlation analysis (CCA) is a powerful technique for discovering whether or not hidden sources are commonly present in two (or more) datasets. Its well-appreciated merits include dimensionality reduction, clustering, classification, feature selection, and data fusion. The standard CCA however, does not expl…
New kernels from neural networks show better performance than traditional methods.
We apply a fast kernel method for mask-based single-channel speech enhancement. Specifically, our method solves a kernel regression problem associated to a non-smooth kernel function (exponential power kernel) with a highly efficient iterative method (EigenPro). Due to the simplicity of this method, its hyper-parameter…
RKUM is an R package for robust kernel-based unsupervised methods.
We integrate camera pose correlations into deep models using Gaussian processes.
Develops method to construct Lie algebra weight system kernel using Vogel algebra.
New quantum kernels avoid overfitting by combining local and global components.
Usually, complex-valued RKHS are presented as an straightforward application of the real-valued case. In this paper we prove that this procedure yields a limited solution for regression. We show that another kernel, here denoted as pseudo kernel, is needed to learn any function in complex-valued fields. Accordingly, we…