Paper presents a graph-based semi-supervised method for hyperspectral image classification.
problem Hyperspectral image classification with limited labeled data.
method Novel superpixel algorithm based on spectral covariance matrix, followed by superpixel graph construction and classification.
result The method outperforms state-of-the-art approaches, especially in scenarios with minimal labeled data.
Efficient superpixel method for real-time segmentation.
problem Real-time superpixel generation for computer vision tasks.
method Two-stage graph-based framework with Deep Affinity Learning and Hierarchical Entropy Rate Segmentation.
result HERS produces superpixels in near real-time.
Superpixel-mix enhances reliability in semantic segmentation.
problem Improving reliability in real-world semantic segmentation.
method Superpixel-mix, a new data augmentation method with teacher-student consistency training.
result Superpixel-mix achieves state-of-the-art results in semi-supervised semantic segmentation.
Study compares different superpixel methods for explaining CNNs in biological images.
problem Transparency of deep learning models in image classification.
method Compared Felzenszwalb, SLIC, and Compact-Watershed superpixel methods on explaining CNNs.
result Compact-Watershed method most closely matches human-referenced relevance areas.
Novel graph-based framework for hyperspectral image classification using superpixels.
problem High classification accuracy with limited labelled data in hyperspectral images.
method Superpixel method for defining local regions, spectral and spatial features extraction, contracted graph representation, semi-supervised classifier.
result Our approach produces accurate classifications with minimal labelled data, outperforming state-of-the-art techniques.
ViCE uses superpixels to enhance self-supervised learning for better dense visual embeddings.
problem Lack of high-resolution feature maps from self-supervised models.
method Superpixels for dense representation learning, contrasting over regions.
result Improves unsupervised semantic segmentation on benchmarks like Cityscapes and COCO.
Graph Attention Networks improve image classification with superpixels.
problem Classifying images with irregular shapes and edges.
method Transform images into superpixel graphs, then apply GATs.
result GATs outperform other GNN models in image classification.
Gradient Weighted Superpixels improve CNN interpretability without sacrificing speed.
problem Efficiency vs. interpretability trade-off in CNNs, especially for large input volumes.
method Gradient-based pixel scoring techniques applied to superpixels.
result Superpixels approximate LIME in a fraction of the time, improving interpretability.
This research adapts superpixels for Shapley value computation in DNA profile classification.
problem Efficiently computing Shapley values for large, multidimensional time-series data.
method Adapting the concept of superpixels to streamline Shapley value computation for time-series-like data.
result Realistic, accurate, and fast computation of Shapley values for DNA profile classification.
SLIC-UAV monitors forest recovery using UAVs and machine learning.
problem Challenges in monitoring forest recovery, especially in logged tropical forests.
method Novel pipeline for UAV imagery analysis, combining crown labelling, species classification, and superpixel segmentation.
result SLIC-UAV achieves high accuracy in species mapping, from 79.3% to 90.5%.
A tree-based dictionary learning model is developed for joint analysis of imagery and associated text. The dictionary learning may be applied directly to the imagery from patches, or to general feature vectors extracted from patches or superpixels (using any existing method for image feature extraction). Each image is …
The paper simplifies quickshift hyperparameter tuning for larger images.
problem Understanding and tuning hyperparameters for quickshift image segmentation.
method Theoretical analysis of a modified quickshift algorithm for homogeneous patches with i.i.d. noise.
result A heuristic to scale quickshift hyperparameters based on image size.
Visual Domain Adaptation is a problem of immense importance in computer vision. Previous approaches showcase the inability of even deep neural networks to learn informative representations across domain shift. This problem is more severe for tasks where acquiring hand labeled data is extremely hard and tedious. In this…
A new method improves LIME for better model explanation.
problem Current LIME explanations are not faithful and weak in understanding.
method Proposes a novel Modified Perturbed Sampling (MPS) for LIME.
result MPS-LIME achieves better performance in understandability, fidelity, and efficiency.
This paper presents a new probabilistic generative model for image segmentation, i.e. the task of partitioning an image into homogeneous regions. Our model is grounded on a mid-level image representation, called a region tree, in which regions are recursively split into subregions until superpixels are reached. Given t…
Novel approach for SEM in small samples with p>n.
problem Small sample size and p>n issues in factor-based SEM. method Reformulates covariance structure into self-covariance and cross-covariance, defines a feasible set with relative error constraint.
result Improved stability and directional information in small-sample settings.
Enhanced Transformer models predict ETF portfolio performance by optimizing covariance and semi-covariance matrices.
problem Static covariance estimates fail to capture dynamic market fluctuations and non-linear correlations.
method Transformer-based models for real-time covariance and semi-covariance predictions.
result Portfolios optimized with semi-covariance matrix outperform those with standard covariance matrix, especially in volatile conditions.
Scene parsing is an important and challenging prob- lem in computer vision. It requires labeling each pixel in an image with the category it belongs to. Tradition- ally, it has been approached with hand-engineered features from color information in images. Recently convolutional neural networks (CNNs), which automatica…
New methods rank players using covariates and comparisons, outperforming existing algorithms.
problem Ranking players based on incomplete and noisy pairwise comparisons.
method Three spectral ranking methods incorporating player covariates.
result Proposed methods outperform existing algorithms in simulations.
A new GNN architecture called coVariance neural network (VNN) improves stability and transferability of covariance matrix analysis.
problem Stability and transferability issues in covariance matrix analysis.
method Developed coVariance neural network (VNN) that operates on sample covariance matrices.
result VNN is more stable and transferable than PCA-based approaches.
A new covariance estimator reduces dimensionality and improves portfolio forecasting.
problem Estimating high-dimensional covariance matrices with weak factors.
method Sparse Approximate Factor (SAF) model with l1-regularization. result SAF estimator outperforms other methods in portfolio forecasting.
Covariance graphical lasso applies a lasso penalty on the elements of the covariance matrix. This method is useful because it not only produces sparse estimation of covariance matrix but also discovers marginal independence structures by generating zeros in the covariance matrix. We propose and explore two new algorith…
Enhanced EEG classification using augmented covariance matrix.
problem Improving motor imagery classification from EEG signals.
method Proposes a new framework based on the augmented covariance matrix derived from an autoregressive model.
result The augmented covariance matrix outperformed state-of-the-art methods.
New non-separable covariance kernels for spatiotemporal data derived from harmonic oscillator physics.
problem Capturing complex spatiotemporal dependencies in Gaussian processes.
method Hybrid spectral method based on the harmonic oscillator, deriving explicit covariance kernels.
result Explicit non-separable covariance kernels with space-time interactions.
Many machine learning algorithms require precise estimates of covariance matrices. The sample covariance matrix performs poorly in high-dimensional settings, which has stimulated the development of alternative methods, the majority based on factor models and shrinkage. Recent work of Ledoit and Wolf has extended the sh…
Simplified proof of Gaussian concentration inequality using covariance.
problem Gaussian concentration inequality proof
method Covariance representation based on characteristic functions
result Elementary proof of Gaussian concentration inequality
Paper proposes DP-Thresholding for estimating sparse high-dimensional covariance matrices with differential privacy.
problem Estimating sparse high-dimensional covariance matrices under differential privacy constraints.
method DP-Thresholding method for achieving non-trivial error bounds.
result DP-Thresholding achieves significant error bounds compared to existing methods.
Improved covariate shift handling with node-based Bayesian neural networks.
problem Improving generalization under covariate shift in neural networks.
method Introduced node-based Bayesian neural networks that learn latent noise variables to represent input corruptions.
result Node-based BNNs perform well under covariate shift due to input perturbations, improving uncertainty estimation and robustness.
The paper analyzes how Gaussian kernel parameters affect posterior covariance in Gaussian processes.
problem Understanding the influence of Gaussian kernel parameters on posterior covariance in Gaussian processes.
method Geometric analysis and a posteriori error estimation techniques from adaptive finite element methods.
result The bandwidth parameter and spatial distribution of observations significantly influence posterior covariance and its matrix.
optHSIC tests independence between covariates and censored lifetimes using optimal transport.
problem Testing independence between a covariate and right-censored lifetimes.
method optHSIC uses optimal transport to transform censored data into uncensored data, then applies a permutation test with a kernel-based dependence measure.
result optHSIC has power against a wider class of alternatives than Cox regression and maintains type 1 error control even when censoring depends on the covariate.
Machine learning creates non-factor covariance matrices for risk models.
problem Creating robust risk models for financial portfolios.
method Developed an explicit algorithm and source code for machine learning risk models.
result Machine learning models outperform traditional risk models in empirical backtests.
A new model DKMPP integrates covariates and uses an integration-free method for spatio-temporal point processes.
problem Training intractable deep spatio-temporal point processes with multimodal covariates.
method DKMPP uses a deep kernel to model complex relationships and an integration-free score matching method.
result DKMPP and score-based estimators outperform baseline models in spatio-temporal point processes.
DARTS optimizes covariate selection in trials with limited data.
problem Limited budget for high-dimensional pretreatment data.
method Dynamic Adaptive Rerandomization via Thompson Sampling (DARTS).
result DARTS efficiently concentrates budget on informative features.
CovRegRF estimates covariance matrix from covariates using random forests.
problem Estimating conditional covariances or correlations among multivariate responses.
method Random forest trees with a custom splitting rule to maximize covariance difference.
result Accurate covariance matrix estimates and controlled Type-1 error.
Develops a new MCMC-based Wishart prior for Gaussian Process covariance matrix.
problem Difficult inference for multivariate Gaussian Processes with multiple lengthscale parameters.
method Introduces a self-assembled Wishart prior and uses MCMC for Bayesian inference on kernel hyperparameters.
result Demonstrates the effectiveness of the new prior in GP-based learning with empirical results.
Optimally tackles covariate shift in RKHS-based nonparametric regression.
problem Covariate shift in nonparametric regression over RKHS.
method Two families of covariate shift problems defined using likelihood ratios. Minimax rate-optimal estimators for KRR and reweighted KRR.
result KRR is minimax rate-optimal and strictly sub-optimal compared to naive estimator under covariate shift.
SOLVAR efficiently analyzes cryo-EM data's structural variability.
problem Analyzing continuous heterogeneity in cryo-EM data.
method Low-rank assumption on covariance matrix for tractable estimation.
result Accurately captures dominant components of structural variability.
DACE estimates covariance from compressed data, improving accuracy.
problem Estimating covariance from large, distributed data.
method Data-aware weighted sampling for unbiased estimation.
result DACE provides more accurate covariance estimation under compression.
Improved covariance estimation for various metrics outperforms existing methods.
problem Estimating covariance and precision matrices for a wide range of metrics.
method Random matrix theory for improved estimation.
result Significantly outperforms sample covariance matrix and state-of-the-art methods.
Unified analysis of kernel-based methods under covariate shift.
problem Covariate shift in learning problems.
method Unified analysis of nonparametric methods in RKHS.
result Sharp convergence rates for general loss functions.
A scalable algorithm for GP regression selects relevant covariates efficiently.
problem Scalable variable selection in large GP regression models.
method VGPR algorithm using Vecchia approximation for sparse precision matrix, mini-batch subsampling.
result Improved scalability and accuracy in selecting relevant covariates.
Compact bilinear pooling approximates covariance features for faster training.
problem Efficiently approximating covariance features for faster training.
method Compact bilinear pooling extended to polynomial approximations of covariance features.
result The proposed method achieves comparable accuracy with fewer dimensions.
Proposes a method to represent high-dimensional covariates for causal inference.
problem Inefficient and unreliable causal inference with high-dimensional covariates.
method Machine-learning-assisted covariate representation approach.
result Statistical reliability and performance guarantees for proposed methods.
The paper uses distance covariance to improve fairness in machine learning models.
problem Improving fairness in machine learning models.
method Using conditional and distance covariance statistics to assess independence and add a penalty for fairness.
result The method effectively reduces the fairness gap in machine learning models.
Paper develops efficient mechanisms for estimating variance and covariance under differential privacy in the add-remove model.
problem Estimating variance and covariance under differential privacy in the add-remove model.
method Developed mechanisms based on the Bézier mechanism, a novel moment-release framework.
result Proved minimax optimality of the Bézier-based estimator in the high-privacy regime and demonstrated its better utility in instance-wise analysis.
TraCeR uses transformers to analyze survival data with longitudinal covariates.
problem Handling longitudinal covariates and assessing model calibration in survival analysis.
method Transformer-based survival analysis framework with factorized self-attention architecture.
result TraCeR achieves significant performance improvements over state-of-the-art methods.
Study nonparametric covariance function estimation for noisy data.
problem Estimating covariance function from discrete noisy data in high dimensions.
method Adaptive learning-based estimators, including deep learning.
result Established oracle inequality and convergence rates for deep learning estimators.
SPARKLE handles high-dimensional covariates for online decision-making.
problem Complex reward-covariate relationships in high-dimensional settings.
method SPARKLE uses a sparse additive reward model with doubly penalized estimator and adaptive screening.
result SPARKLE achieves sublinear regret bound logarithmic in covariate dimensionality.