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arXiv research

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.

168,694 papers · 148 categories

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133267400533 · Jun 202019922001200920172026
48 results for discrimination estimation

Paper proposes a method to stabilize estimation of KL divergence using a discriminator in RKHS.

problem High variance and instability in estimating KL divergence using neural network discriminators.
method Developed a novel construction of the discriminator in RKHS, controlled its complexity, and proved the consistency of the estimator.
result Reduced variance and stabilized training of KL divergence estimates.

New algorithms improve robust estimation in contaminated Gaussian models.

problem Simultaneous estimation of location and variance matrix in contaminated Gaussian models.
method Tractable adversarial algorithms with spline discriminators for robust estimation.
result Achieve minimax optimal rates or near-optimal rates under Huber's contamination model.

Two recently introduced criteria for estimation of generative models are both based on a reduction to binary classification. Noise-contrastive estimation (NCE) is an estimation procedure in which a generative model is trained to be able to distinguish data samples from noise samples. Generative adversarial networks (GA…

2014-12-19abs ↗pdf ↗

Proposes improved classification via transfer learning with regularized linear discriminant analysis.

problem High dimensionality and small sample sizes lead to poor classification performance.
method Regularized random-effects linear discriminant analysis, combining ridge estimates from target and source models.
result Explicit derivation of asymptotic weights and classification error rates in high-dimensional settings.

PANDA improves linear discriminant analysis in high dimensions with minimal tuning.

problem Linear discriminant analysis in high-dimensional settings.
method PANDA: a tuning-insensitive method for linear discriminant analysis.
result PANDA achieves optimal convergence rates in estimation error and misclassification rate.

Proposes β4β^{4}-IRT, a new IRT model with enhanced discrimination estimation.

problem Symmetry problem in β3β^3-IRT causing incorrect discrimination values.
method Gradient descent method, link functions, and new parameters for discrimination.
result Improved parameter recovery in experiments compared to β3β^3-IRT.

We propose a Bayesian framework of Gaussian process in order to extend Fisher's discriminant to classify functional data such as spectra and images. The probability structure for our extended Fisher's discriminant is explicitly formulated, and we utilize the smoothness assumptions of functional data as prior probabilit…

2014-12-09abs ↗pdf ↗

Neural network based generative models with discriminative components are a powerful approach for semi-supervised learning. However, these techniques a) cannot account for model uncertainty in the estimation of the model's discriminative component and b) lack flexibility to capture complex stochastic patterns in the la…

2017-06-29abs ↗pdf ↗

Paper introduces a new method to improve GANs by leveraging the discriminator's energy.

problem Improving the quality of generated samples in GANs.
method Discriminator Contrastive Divergence (DCD) method.
result Significant improvement in generation quality on synthetic and real-world data.

Traditional clustering methods often perform clustering with low-level indiscriminative representations and ignore relationships between patterns, resulting in slight achievements in the era of deep learning. To handle this problem, we develop Deep Discriminative Clustering (DDC) that models the clustering task by inve…

2019-05-05abs ↗pdf ↗

We present an alternative to the pseudo-inverse method for determining the hidden to output weight values for Extreme Learning Machines performing classification tasks. The method is based on linear discriminant analysis and provides Bayes optimal single point estimates for the weight values.

2014-06-12abs ↗pdf ↗

We propose a penalized likelihood method to jointly estimate multiple precision matrices for use in quadratic discriminant analysis and model based clustering. A ridge penalty and a ridge fusion penalty are used to introduce shrinkage and promote similarity between precision matrix estimates. Block-wise coordinate desc…

2013-10-15abs ↗pdf ↗

New robust discriminant analysis for non-Gaussian data.

problem Classical discriminant analysis struggles with non-Gaussian distributions and contaminated datasets.
method Each data point follows its own ES distribution with arbitrary scale, leading to robust classification.
result Maximum-likelihood estimation and classification are simple, fast, and robust.

Domain adaptation is essential to enable wide usage of deep learning based networks trained using large labeled datasets. Adversarial learning based techniques have shown their utility towards solving this problem using a discriminator that ensures source and target distributions are close. However, here we suggest tha…

2019-07-24abs ↗pdf ↗

Smart Bayes integrates generative and discriminative features for improved classification.

problem Improving classification performance by combining generative and discriminative modeling.
method Integrates generative likelihood-ratio features into a logistic-regression-style classifier.
result Often outperforms logistic regression and Naive Bayes in simulations and real data.

In this paper, we present a novel and general framework called {\it Maximum Entropy Discrimination Markov Networks} (MaxEnDNet), which integrates the max-margin structured learning and Bayesian-style estimation and combines and extends their merits. Major innovations of this model include: 1) It generalizes the extant …

2009-01-18abs ↗pdf ↗

We propose a communication-efficient distributed estimation method for sparse linear discriminant analysis (LDA) in the high dimensional regime. Our method distributes the data of size NN into mm machines, and estimates a local sparse LDA estimator on each machine using the data subset of size N/mN/m. After the distri…

2016-10-15abs ↗pdf ↗

Recent studies in the literature have paid much attention to the sparsity in linear classification tasks. One motivation of imposing sparsity assumption on the linear discriminant direction is to rule out the noninformative features, making hardly contribution to the classification problem. Most of those work were focu…

2014-12-26abs ↗pdf ↗

This tutorial explains Linear Discriminant Analysis (LDA) and Quadratic Discriminant Analysis (QDA) as two fundamental classification methods in statistical and probabilistic learning. We start with the optimization of decision boundary on which the posteriors are equal. Then, LDA and QDA are derived for binary and mul…

2019-06-01abs ↗pdf ↗

Discriminative latent-variable models are typically learned using EM or gradient-based optimization, which suffer from local optima. In this paper, we develop a new computationally efficient and provably consistent estimator for a mixture of linear regressions, a simple instance of a discriminative latent-variable mode…

2013-06-17abs ↗pdf ↗

The paper analyzes an ensemble of randomly projected linear discriminants for high-dimensional data.

problem Classification issues in small samples of high-dimensional data.
method Asymptotic analysis using random matrix theory.
result The ensemble offers a performance advantage under certain conditions.

DFSOS improves sparse discriminant analysis for high-dimensional data.

problem Sparse discriminant analysis in high-dimensional settings with feature selection.
method Deflation-Free Sparse Optimal Scoring (DFSOS) using Bregman iteration and orthogonality-constrained optimization.
result DFSOS achieves comparable or better classification accuracy than deflation-based methods.

MCD reformulates conditional density estimation into binary classification.

problem Conditional density estimation in statistical and machine learning.
method Marginal Contrastive Discrimination, reformulating into marginal and ratio density functions for binary classification.
result Significantly outperforms existing methods on most density models and regression datasets.

Paper develops methods for fair insurance pricing without direct access to sensitive attributes.

problem Fairness in insurance pricing with restricted access to sensitive attributes.
method Develops statistical methods for estimating discrimination-free premiums using privatized sensitive attributes.
result The proposed methods enable fair insurance pricing while respecting privacy and regulatory constraints.

We consider the problem of high-dimensional classification between the two groups with unequal covariance matrices. Rather than estimating the full quadratic discriminant rule, we propose to perform simultaneous variable selection and linear dimension reduction on original data, with the subsequent application of quadr…

2017-11-13abs ↗pdf ↗

Improves model classification accuracy in black-box settings.

problem Difficulty in inferring model properties due to limited query access.
method Introduces discriminative factorization to distinguish high-quality queries.
result Probability of chance-level classification decreases exponentially with query budget.

New metrics improve quantum ensemble learning efficiency and power.

problem Quantum ensembles' distances poorly understood due to measurement constraints.
method Introduce MMD-kk hierarchy of integral probability metrics for quantum ensembles.
result MMD-kk requires fewer samples for full discriminative power at higher kk.

Paper proposes a method to estimate total variation distance for synthetic data fidelity.

problem Assessing the fidelity of synthetic data generated by AI.
method Discriminative approach to estimate total variation distance between two distributions.
result Estimation of total variation distance reduces to quantifying Bayes risk in classification.

We consider the high-dimensional discriminant analysis problem. For this problem, different methods have been proposed and justified by establishing exact convergence rates for the classification risk, as well as the l2 convergence results to the discriminative rule. However, sharp theoretical analysis for the variable…

2013-06-27abs ↗pdf ↗

We develop tools for utilizing correspondence experiments to detect illegal discrimination by individual employers. Employers violate US employment law if their propensity to contact applicants depends on protected characteristics such as race or sex. We establish identification of higher moments of the causal effects …

2019-07-15abs ↗pdf ↗

Unified analysis of multilabel Fisher discriminants with improved dimensionality and robustness.

problem Improving discriminant analysis for multilabel classification with enhanced dimensionality and robustness.
method Unified algebraic and statistical analysis of multilabel Fisher discriminants with Stiefel orthogonality constraints.
result Equivalence of four Fisher objectives under the Stiefel constraint and improved discriminant dimensionality.

Improves representation learning for individual treatment effect estimation.

problem Estimating individual treatment effects with high accuracy.
method Introduces a structure keeper to maintain correlation between baseline covariates and representations, trains a discriminator to balance representation and information loss.
result Proposed SMRL algorithm minimizes treatment estimation error and outperforms state-of-the-art methods.

INK scores improve OOD detection for classifiers.

problem Detecting out-of-distribution inputs for classification models.
method INK scores operate on constrained latent embeddings modeled as a mixture of hyperspherical embeddings, optimizing in modern neural networks.
result INK establishes a new state-of-the-art in OOD detection.

Generative modelling is often cast as minimizing a similarity measure between a data distribution and a model distribution. Recently, a popular choice for the similarity measure has been the Wasserstein metric, which can be expressed in the Kantorovich duality formulation as the optimum difference of the expected value…

2019-10-09abs ↗pdf ↗

Several dihedral angles prediction methods were developed for protein structure prediction and their other applications. However, distribution of predicted angles would not be similar to that of real angles. To address this we employed generative adversarial networks (GAN). Generative adversarial networks are composed …

2018-03-29abs ↗pdf ↗

SM-netFusion estimates brain network atlas by considering multiple topological measures.

problem Limited BNA estimation methods that overlook topological measures and lack discriminative power.
method Supervised multi-topology network cross-diffusion framework using degree, closeness, and eigenvector centrality measures.
result SM-netFusion produces more centered and representative templates, and improves classification accuracy.