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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.

168,742 papers · 148 categories

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118236354472 · Jun 202019922001200920172026
48 results for drowsiness estimation

Paper tackles drowsy driving by learning from weakly labeled car acceleration data.

problem Lack of labeled data for estimating driver drowsiness.
method Weakly supervised learning, scalable stochastic optimization.
result Algorithm learns from weakly labeled data, outperforming baseline methods.

Improves binary classification from positive data with skewed confidence.

problem Skewed confidence in positive data affects the performance of Pconf classifiers.
method Parameterized model of skewed confidence and hyperparameter selection.
result Proposed method effectively cancels out the negative impact of skewed confidence.

Robust fuzzy clustering for EEG driver alertness with outlier detection.

problem Ambiguous state boundaries in multivariate time series data.
method RFCPCA, a robust fuzzy subspace-clustering method for MTS.
result RFCPCA improves clustering accuracy and characterizes uncertainty and outliers in MTS.

Regression problems are pervasive in real-world applications. Generally a substantial amount of labeled samples are needed to build a regression model with good generalization ability. However, many times it is relatively easy to collect a large number of unlabeled samples, but time-consuming or expensive to label them…

2018-08-08abs ↗pdf ↗

Proposes a model for classifying high-dimensional time series with interpretable parameters.

problem Challenges in classifying high-dimensional time series, especially in neuroscience.
method Model-based approach using sparsity in inverse spectral density matrices, with interpretability of model parameters.
result Model demonstrates consistency and sure screening property, enabling nuanced inferences.

Framework clusters noisy MTS with robust fuzzy clustering, improving accuracy over existing methods.

problem Challenges in clustering multivariate time series due to non-stationary dependencies, noise, and state boundaries.
method Spectral fuzzy clustering using Kendall's tau-based canonical coherence for frequency-specific monotonic relationships.
result Framework outperforms existing methods in clustering noisy, high-dimensional MTS.

New estimators outperform maximum likelihood without hyper-parameter estimation.

problem Improving system identification performance without hyper-parameter estimation.
method Developed generalized Bayes and closed-form biased estimators using excess MSE.
result New estimators have comparable performance to empirical-Bayes-based regularized estimator.

New framework converts offline to online estimation using black-box offline estimators.

problem Convert offline estimation algorithms to online estimation algorithms.
method Oracle-Efficient Online Estimation (OEOE) framework.
result Achieves near-optimal online estimation error via black-box offline estimators.

New estimator reduces variance in discrete random variables.

problem Estimating gradients for discrete random variables with reduced variance.
method Sampling without replacement and Rao-Blackwellization.
result Our estimator is the most consistent gradient estimator across different entropy settings.

SCOPE estimator improves covariance and precision matrix estimation.

problem Estimating covariance and precision matrices accurately.
method Distributionally robust optimization with convex spectral divergence.
result SCOPE estimator reduces spectral bias and improves condition number.

We present a multi-task learning approach to jointly estimate the means of multiple independent data sets. The proposed multi-task averaging (MTA) algorithm results in a convex combination of the single-task maximum likelihood estimates. We derive the optimal minimum risk estimator and the minimax estimator, and show t…

2011-07-21abs ↗pdf ↗

Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of comparables, and fundamental analysis typically yield discrepant valuation estim…

2007-07-24abs ↗pdf ↗

The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able to efficiently estimate the variance of this estimator is very helpful to vario…

2019-06-05abs ↗pdf ↗

Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on discretely sampled continuo…

2009-10-27abs ↗pdf ↗

This paper reviews SDR methods for multivariate response regression.

problem Handling sufficient dimension reduction for multivariate response regression.
method Characterizes SDR estimators as inverse or forward regression methods.
result Pooled marginal, projective resampling, distance-based, ordinary least squares, partial least squares, and semiparametric SDR estimators are discussed.

Density ratio estimation is a vital tool in both machine learning and statistical community. However, due to the unbounded nature of density ratio, the estimation procedure can be vulnerable to corrupted data points, which often pushes the estimated ratio toward infinity. In this paper, we present a robust estimator wh…

2017-03-09abs ↗pdf ↗

TAKDE optimizes kernel density estimation for real-time dynamic processes.

problem Real-time density estimation in applications like computer vision and signal processing.
method Derives asymptotic mean integrated squared error (AMISE) upper bound for 'sliding window' kernel density estimator and proposes TAKDE as a novel, theoretically optimal estimator.
result TAKDE outperforms other dynamic density estimators in terms of test log-likelihood and runtime.

We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local XX-Whittle estimators -- as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration …

2014-08-28abs ↗pdf ↗

New method for fast volatility estimation robust to change points.

problem Robust high-frequency volatility estimation with change points.
method ℓ1-regularized power variation estimators using LARS for sparse estimation and dynamic programming for change point refinement.
result Minimax rates achieved for volatility estimators, providing accurate and smooth forecasts.

ROME improves density estimation for multi-modal, non-normal data.

problem Robust multi-modal density estimation in non-normal, highly correlated distributions.
method ROME uses clustering to segment multi-modal data into uni-modal clusters, then combines KDE estimates for each cluster.
result ROME outperforms state-of-the-art methods and is more robust to various distributions.

Private estimation of many quantiles using differential privacy.

problem Estimating quantiles of a distribution privately.
method Two approaches: 1) Private estimation of empirical quantiles, 2) Uniform density estimation.
result There is a tradeoff between estimating quantiles at specific points and uniformly estimating the quantile function.

Paper proposes robust LAD estimators for 2D sinusoidal model, proving consistency and normality.

problem Estimation of parameters in 2D sinusoidal models with outliers or heavy-tailed noise.
method Least absolute deviation (LAD) estimators for robust parameter estimation.
result Strong consistency and asymptotic normality of LAD estimators for 2D sinusoidal model parameters.

Optimal and safe semi-supervised learning estimator for high-dimensional data.

problem Improving regression parameter estimation with unlabeled data in high-dimensional settings.
method Established minimax lower bound, proposed optimal and safe semi-supervised estimators.
result Optimal semi-supervised estimator achieves the minimax lower bound.

Estimating boundaries from point clouds with improved accuracy and rigorous error estimates.

problem Identifying the boundary of a domain from point cloud samples.
method Developed new estimators for normal vectors, distances, and boundary tests; provided error estimates.
result Efficient and accurate estimators for boundary properties on point clouds.

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.

We formalize notions of robustness for composite estimators via the notion of a breakdown point. A composite estimator successively applies two (or more) estimators: on data decomposed into disjoint parts, it applies the first estimator on each part, then the second estimator on the outputs of the first estimator. And …

2016-09-05abs ↗pdf ↗

Gradient and Laplacian estimates for complex Monge-Ampère equations found.

problem Estimating solutions to complex Monge-Ampère equations with singularities.
method Integral method applied to obtain gradient and Laplacian estimates.
result Gradient and Laplacian estimates for the solution to the singular complex Monge-Ampère equation.