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.
Privacy concerns have led to the development of privacy-preserving approaches for learning models from sensitive data. Yet, in practice, even models learned with privacy guarantees can inadvertently memorize unique training examples or leak sensitive features. To identify such privacy violations, existing model auditin…
Stochastic optimization algorithms with variance reduction have proven successful for minimizing large finite sums of functions. Unfortunately, these techniques are unable to deal with stochastic perturbations of input data, induced for example by data augmentation. In such cases, the objective is no longer a finite su…
The likelihood function of a finite mixture model is a non-convex function with multiple local maxima and commonly used iterative algorithms such as EM will converge to different solutions depending on initial conditions. In this paper we ask: is it possible to assess how far we are from the global maximum of the likel…
Canonical Correlation Analysis (CCA) is a widely used statistical tool with both well established theory and favorable performance for a wide range of machine learning problems. However, computing CCA for huge datasets can be very slow since it involves implementing QR decomposition or singular value decomposition of h…
In this paper we present a new Bayesian network model for classification that combines the naive-Bayes (NB) classifier and the finite-mixture (FM) classifier. The resulting classifier aims at relaxing the strong assumptions on which the two component models are based, in an attempt to improve on their classification pe…
Stochastic variational inference for collapsed models has recently been successfully applied to large scale topic modelling. In this paper, we propose a stochastic collapsed variational inference algorithm in the sequential data setting. Our algorithm is applicable to both finite hidden Markov models and hierarchical D…
We present a novel class of convolutional neural networks (CNNs) for set functions, i.e., data indexed with the powerset of a finite set. The convolutions are derived as linear, shift-equivariant functions for various notions of shifts on set functions. The framework is fundamentally different from graph convolutions b…
A representative model in integrative analysis of two high-dimensional correlated datasets is to decompose each data matrix into a low-rank common matrix generated by latent factors shared across datasets, a low-rank distinctive matrix corresponding to each dataset, and an additive noise matrix. Existing decomposition …
Considering the creation of persistence landscape on a parametrized curve and structure of sampling, there exists a random process for which a finite mixture model of persistence landscape (FMMPL) can provide a better description for a given dataset. In this paper, a nonparametric approach for computing integrated mean…
An approximate method for conducting resampling in Lasso, the ℓ1 penalized linear regression, in a semi-analytic manner is developed, whereby the average over the resampled datasets is directly computed without repeated numerical sampling, thus enabling an inference free of the statistical fluctuations due to sam…
In many real-world applications, we want to exploit multiple source datasets of similar tasks to learn a model for a different but related target dataset -- e.g., recognizing characters of a new font using a set of different fonts. While most recent research has considered ad-hoc combination rules to address this probl…
The rebmix package provides R functions for random univariate and multivariate finite mixture model generation, estimation, clustering and classification. The paper is focused on multivariate normal mixture models with unrestricted variance-covariance matrices. The objective is to show how to generate datasets for a kn…