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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.

169,291 papers · 148 categories

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3106219311,241 · Jun 202019922001200920182026
48 results for distance methods

New method connects distance and kernel tests for better data structure.

problem Connecting distance and kernel methods for hypothesis testing.
method Proposes a new bijective transformation between metrics and kernels.
result Distance methods can be exactly the same as kernel methods for sample statistics and p-value.

Proposes a new PCA method that balances Euclidean and angle distances.

problem PCA's loss minimization often uses Euclidean distance, but angle distance is more critical in some fields.
method Introduces a method with constraints to unify Euclidean and angle distances, solving the nonconvex optimization problem with an alternating linearized minimization approach.
result Demonstrates the effectiveness and advantages of the new method over state-of-the-art clustering methods on synthetic and real-world datasets.

In this paper we tackle the issue of clustering trajectories of geolocalized observations. Using clustering technics based on the choice of a distance between the observations, we first provide a comprehensive review of the different distances used in the literature to compare trajectories. Then based on the limitation…

2015-08-20abs ↗pdf ↗

A method for fast estimation of Wasserstein distances using sliced Wasserstein distances.

problem Efficiently computing Wasserstein distances for multiple pairs of distributions.
method Regression on sliced Wasserstein distances to predict true Wasserstein distances.
result The proposed method provides a better approximation of Wasserstein distance than state-of-the-art models, especially in low-data regimes.

Transforms distance-based outlier scores into interpretable probabilistic estimates.

problem Difficult interpretation of distance-based outlier scores.
method Generic transformation of scores into probabilistic estimates using distance probability distributions.
result Probabilistic transformation improves interpretability without impacting detection performance.

Efficiently represents large geodesic distance matrices for MDS analysis.

problem Quadratic growth of geodesic distance matrices for large point sets.
method Sparse biharmonic interpolation to learn a subset of points for efficient approximation.
result 2x faster and 20x less memory usage than current methods, enabling analyses of large point sets.

Valid inference method for DTW distance for abnormal time-series detection.

problem Statistical inference on DTW distance under uncertain conditions.
method Conditional selective inference framework to derive valid p-values.
result First method to provide valid p-values for DTW distance.

We provide a simple method and relevant theoretical analysis for efficiently estimating higher-order lp distances. While the analysis mainly focuses on l4, our methodology extends naturally to p = 6,8,10..., (i.e., when p is even). Distance-based methods are popular in machine learning. In large-scale applications, sto…

2012-03-15abs ↗pdf ↗

Exact inference method for Wasserstein distance with finite-sample coverage.

problem Asymptotic approximation methods for Wasserstein distance lack finite-sample validity.
method Selective Inference inspired approach for exact inference.
result Valid confidence interval for Wasserstein distance with finite-sample coverage.

The article proposes modified Gower's coefficients for handling mixed type variables in nearest neighbor methods.

problem Handling mixed type variables in nearest neighbor methods, especially imputation and statistical matching.
method Suggests modifications to the Gower's distance for interval and ratio scaled variables to address unbalanced contributions and outlier sensitivity.
result Improved distance calculations reduce the unbalanced contribution of different variable types and attenuate outlier effects.

The paper proposes a method to learn representations from dendrograms.

problem Learning representations from dendrograms for machine learning applications.
method Develops a generalized framework for different distance measures and level functions, using embedding and aggregation techniques.
result Demonstrates the effectiveness of the method via numerical studies.

A new method using spherical harmonics approximates the Sliced-Wasserstein distance.

problem Approximating the Sliced-Wasserstein distance between probability measures.
method Spherical Harmonics Control Variates (SHCV) method for Monte Carlo approximation of the SW distance.
result SHCV method provides an improved rate of convergence compared to Monte Carlo for general measures.

Enhances nearest neighbor classifier performance with local distance metric learning.

problem Inconsistent data distribution across feature space.
method Local Mahalanobis Distance Learning (LMDL) considers neighborhood influence and learns multiple distance metrics for prototypes.
result LMDL improves nearest neighbor classifier performance on various datasets.

A new method using energy distance for ensemble and scenario reduction.

problem Solving complex dynamic and stochastic programs, especially in energy systems.
method Proposes a new method based on energy distance for ensemble and scenario reduction.
result Reduced scenario sets exhibit better statistical properties for energy distance than Wasserstein distance.

A new method detects small holes in noisy data.

problem Detecting small holes in high-density regions from noise.
method Robust Density-Aware Distance (RDAD) filtration, incorporating distance-to-measure concept.
result The RDAD filtration prolongs the persistences of small holes, making them distinguishable from noise.

A new clustering method using transportation distance for multilevel data.

problem Multilevel clustering problems, especially with large datasets.
method Probabilistic approach based on composite transportation distance, solving a joint optimization problem over probability measures.
result Efficient and scalable solution for multilevel datasets, demonstrated on synthetic and real data.

A new method for learning distance metrics for K-NN classification.

problem Improving the performance of K-NN classifier by learning an appropriate distance metric.
method Designing a continuous decision function for K-NN and minimizing its continuous empirical risk function.
result The proposed ANN algorithm outperforms existing methods like LMNN, NCA, and pairwise constraints.

GT is a new method for denoising and enhancing datasets using Gaussian density estimates.

problem Improving latent structures in datasets.
method GT is an iterative method that generates a new distance function by computing the 2\ell^2-Wasserstein distance between Gaussian density estimates.
result GT is stable under perturbations and asymptotically ellipsoidal neighborhoods in the continuous case.

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.

A framework for measuring differences in categorical data.

problem Measuring differences between categorical variables.
method Introduces a general framework for efficient and flexible implementation of distances for categorical variables.
result Framework allows for incorporation of existing distances and introduces new formulations.

Researchers developed a differentially private method for computing Wasserstein distances.

problem Computing divergences between distributions while preserving privacy.
method They focused on the Sliced Wasserstein Distance and added Gaussian perturbations to make it differentially private.
result They introduced a new differentially private distance, the Smoothed Sliced Wasserstein Distance, which performs well in generative models and domain adaptation.

We address noisy Euclidean distances in high dimensions, estimating noise levels and correcting distances.

problem Distorted pairwise Euclidean distances due to heteroskedastic noise.
method Developed a hyperparameter-free approach to jointly estimate noise magnitudes and correct distances.
result Our method provides accurate noise magnitude estimates and corrected distances in high-dimensional settings.