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.
Simplified identification methods for causal inference with arbitrary interventional distributions.
problem Estimating cause-effect relationships from data with experimental interventions.
method Using Single World Intervention Graphs and nested model factorization, we provide algorithms for identifying causal parameters from mixed observational and interventional distributions.
result Our algorithms are complete for certain types of interventional marginal distributions.
Data augmentation is usually used by supervised learning approaches for offline writer identification, but such approaches require extra training data and potentially lead to overfitting errors. In this study, a semi-supervised feature learning pipeline was proposed to improve the performance of writer identification b…
Equation discovery methods enable modelers to combine domain-specific knowledge and system identification to construct models most suitable for a selected modeling task. The method described and evaluated in this paper can be used as a nonlinear system identification method for gray-box modeling. It consists of two int…
Most users of online services have unique behavioral or usage patterns. These behavioral patterns can be exploited to identify and track users by using only the observed patterns in the behavior. We study the task of identifying users from statistics of their behavioral patterns. Specifically, we focus on the setting i…
We establish a foundation for multivariate counterfactual identification using dynamic optimal transport.
problem Addressing the open question of counterfactual identification for high-dimensional multivariate outcomes from observational data.
method Establish a foundation for multivariate counterfactual identification using continuous-time flows, including non-Markovian settings, with tools from dynamic optimal transport.
result Characterise the conditions under which flow matching yields a unique, monotone, and rank-preserving counterfactual transport map, ensuring consistent inference.
In this paper, we introduce a new gait segmentation method based on accelerometer data and develop a new distance function between two time series, showing novel and effectiveness in simultaneously identifying user and adversary. Comparing with the normally used Neural Network methods, our approaches use geometric feat…
In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline kernel, which encodes information on regularity and exponential stability. This s…
Driver identification has emerged as a vital research field, where both practitioners and researchers investigate the potential of driver identification to enable a personalized driving experience. Within recent years, a selection of studies have reported that individuals could be perfectly identified based on their dr…
Rapid identification of object from radar cross section (RCS) signals is important for many space and military applications. This identification is a problem in pattern recognition which either neural networks or support vector machines should prove to be high-speed. Bayesian networks would also provide value but requi…
De-identification of electronic health records (EHR) is a vital step towards advancing health informatics research and maximising the use of available data. It is a two-step process where step one is the identification of protected health information (PHI), and step two is replacing such PHI with surrogates. Despite th…
In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline kernel, which encodes information on regularity and exponential stability. This s…
Volterra series are especially useful for nonlinear system identification, also thanks to their capability to approximate a broad range of input-output maps. However, their identification from a finite set of data is hard, due to the curse of dimensionality. Recent approaches have shown how regularized kernel-based met…
Missing data is a pervasive problem in data analyses, resulting in datasets that contain censored realizations of a target distribution. Many approaches to inference on the target distribution using censored observed data, rely on missing data models represented as a factorization with respect to a directed acyclic gra…
This paper considers the problem of Phase Identification in power distribution systems. In particular, it focuses on improving supervised learning accuracies by focusing on exploiting some of the problem's information theoretic properties. This focus, along with recent advances in Information Theoretic Machine Learning…
Recent developments in system identification have brought attention to regularized kernel-based methods. This type of approach has been proven to compare favorably with classic parametric methods. However, current formulations are not robust with respect to outliers. In this paper, we introduce a novel method to robust…
Gaussian processes are used in machine learning to learn input-output mappings from observed data. Gaussian process regression is based on imposing a Gaussian process prior on the unknown regressor function and statistically conditioning it on the observed data. In system identification, Gaussian processes are used to …
We introduce GP-FNARX: a new model for nonlinear system identification based on a nonlinear autoregressive exogenous model (NARX) with filtered regressors (F) where the nonlinear regression problem is tackled using sparse Gaussian processes (GP). We integrate data pre-processing with system identification into a fully …
Purpose: Malicious web domain identification is of significant importance to the security protection of Internet users. With online credibility and performance data, this paper aims to investigate the use of machine learning tech-niques for malicious web domain identification by considering the class imbalance issue (i…