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.
Fairness of classification and regression has received much attention recently and various, partially non-compatible, criteria have been proposed. The fairness criteria can be enforced for a given classifier or, alternatively, the data can be adapated to ensure that every classifier trained on the data will adhere to d…
In this paper, we propose a data-adaptive non-parametric kernel learning framework in margin based kernel methods. In model formulation, given an initial kernel matrix, a data-adaptive matrix with two constraints is imposed in an entry-wise scheme. Learning this data-adaptive matrix in a formulation-free strategy enlar…
FONT clusters patients across health systems with privacy and efficiency.
problem Challenges in multi-site cluster analysis due to data-sharing restrictions.
method Federated One-shot Ensemble Clustering (FONT) algorithm that requires only a single round of communication and exchanges only fitted model parameters and class labels.
result FONT improves consistency of patient clusters across sites compared to locally fitted clusters.
Current statistical inference problems in areas like astronomy, genomics, and marketing routinely involve the simultaneous testing of thousands -- even millions -- of null hypotheses. For high-dimensional multivariate distributions, these hypotheses may concern a wide range of parameters, with complex and unknown depen…
Orthogonal Matching Pursuit (OMP) plays an important role in data science and its applications such as sparse subspace clustering and image processing. However, the existing OMP-based approaches lack of data adaptiveness so that the data cannot be represented well enough and may lose the accuracy. This paper proposes a…
We address the problem of defining a network graph on a large collection of classes. Each class is comprised of a collection of data points, sampled in a non i.i.d. way, from some unknown underlying distribution. The application we consider in this paper is a large scale high dimensional survey of people living in the …
The consistency of doubly robust estimators relies on consistent estimation of at least one of two nuisance regression parameters. In moderate to large dimensions, the use of flexible data-adaptive regression estimators may aid in achieving this consistency. However, n1/2-consistency of doubly robust estimators is…
In this paper, we attempt to improve Statistical Machine Translation (SMT) systems on a very diverse set of language pairs (in both directions): Czech - English, Vietnamese - English, French - English and German - English. To accomplish this, we performed translation model training, created adaptations of training sett…
We consider the problem of estimating a regression function in the common situation where the number of features is small, where interpretability of the model is a high priority, and where simple linear or additive models fail to provide adequate performance. To address this problem, we present Maximum Variance Total V…
The bias of the sample means of the arms in multi-armed bandits is an important issue in adaptive data analysis that has recently received considerable attention in the literature. Existing results relate in precise ways the sign and magnitude of the bias to various sources of data adaptivity, but do not apply to the c…
This paper proposes and analyzes a novel clustering algorithm that combines graph-based diffusion geometry with techniques based on density and mode estimation. The proposed method is suitable for data generated from mixtures of distributions with densities that are both multimodal and have nonlinear shapes. A crucial …
Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems creates an ever growing demand for quick and cost efficient solvers. Fortunately…
Radio tomographic imaging (RTI) is an emerging technology for localization of physical objects in a geographical area covered by wireless networks. With attenuation measurements collected at spatially distributed sensors, RTI capitalizes on spatial loss fields (SLFs) measuring the absorption of radio frequency waves at…
Iterative shrinkage/thresholding algorithm (ISTA) is a well-studied method for finding sparse solutions to ill-posed inverse problems. In this letter, we present a data-driven scheme for learning optimal thresholding functions for ISTA. The proposed scheme is obtained by relating iterations of ISTA to layers of a simpl…