A new local outlier detection method using KDE and RDOS.
problem Detecting local outliers in data.
method Local kernel density estimation (KDE) and Relative Density-based Outlier Score (RDOS).
result The method outperforms state-of-the-art methods in experiments.
Combines local and global smoothing for multivariate density estimation.
problem Non-parametric multivariate density estimation.
method Combines local and global smoothing techniques.
result Simulation shows effectiveness of the method.
dtSNE preserves local densities in low-dimensional embeddings.
problem Local density differences are not accurately preserved in tSNE and UMAP.
method dtSNE, which approximately conserves local densities.
result dtSNE provides more accurate local density depictions.
EagleEye detects localized density anomalies in multivariate data.
problem Identifying signal events, regime changes, or model mismatch in scientific data.
method EagleEye pinpoints local over- and under-densities by assigning anomaly scores based on binary membership sequences and binomial null models.
result EagleEye can detect genuine local anomalies and estimate background purity.
This study simplifies rough Heston model's conditional density equation.
problem Analyzing rough volatility in financial models.
method Pathwise transformation and Fokker-Planck formulation of conditional density equation.
result Transformed equation yields deterministic PDE with path-dependent coefficients.
Paper tackles privacy-preserving data density issues using deconvolution.
problem Privacy-preserving noise affects data density, leading to under/over-estimation.
method Develops deconvoluting kernel density estimators and regression models.
result Demonstrates improved accuracy in estimating heavy-hitters with locally differential data.
Efficient clustering in high dimensions with Quick Shift and LSH.
problem Density-based clustering in high-dimensional data.
method Combines Quick Shift and LSH for efficient density estimation.
result Achieves almost linear time complexity for consistency.
Recent work suggests that some auto-encoder variants do a good job of capturing the local manifold structure of the unknown data generating density. This paper contributes to the mathematical understanding of this phenomenon and helps define better justified sampling algorithms for deep learning based on auto-encoder v…
MFRDE uses medians of forest estimators to robustly estimate densities in noisy data.
problem Robust density estimation in the presence of outliers.
method MFRDE uses pointwise median operation on forest density estimators fitted on subsampled datasets.
result MFRDE achieves robustness against all outliers while maintaining accuracy for density estimation.
Local index density of perturbed de Rham complex is invariant under certain conditions.
problem Invariance of local index density for perturbed de Rham complex.
method Invariance theory applied to perturbed Laplacian and local index density.
result Local index density is invariant under perturbation by closed 1-forms.
Interactive privacy mechanisms improve spectral density estimation under local differential privacy.
problem Estimating spectral density of Gaussian time series with local differential privacy constraints.
method Two-stage process: Laplace mechanism followed by privatized sample analysis.
result Interactive mechanisms achieve faster rates for spectral density estimation.
Kernel clustering methods have biases due to density, which can be corrected.
problem Density biases in kernel clustering methods.
method Theoretical analysis and proposed solutions to density biases.
result Density biases can be corrected by density equalization using locally adaptive weights or kernels.
Optimal testing for densities under local differential privacy constraints.
problem Testing goodness-of-fit for densities under privacy constraints.
method Estimation of quadratic distance and minimax separation rates.
result First minimax optimal test under local differential privacy constraints.
A new clustering algorithm GDT improves on HDBSCAN for uneven data.
problem Data clustering with uneven distribution and high noise.
method GDT combines local and global structures, forming local clusters and estimating a global topological graph based on connectivity between clusters.
result GDT achieves SOTA performance on various datasets with low time complexity.
Proposes a method to detect and explain outliers using localized logistic regression.
problem Detecting and explaining outliers in high-dimensional data.
method Localized logistic regression for density ratio estimation.
result The method successfully detects important features for outliers and outperforms existing algorithms.
New method maps high-dimensional image spaces using MCMC to reveal patterns.
problem Characterizing complex probability densities in high-dimensional image spaces.
method Attraction-Diffusion (AD) MCMC tool to map metastable regions.
result AD efficiently maps highly non-convex probability densities.
Procedure estimates modal-sets with consistency guarantees for clustering.
problem Estimating local maxima of densities in noisy data.
method Estimates modal-sets with statistical consistency guarantees.
result Modal-sets can serve to better model dense low-dimensional structures in data.
We derive the joint density of a Skew Brownian motion, its last visit to the origin, local and occupation times. The result is applied to option pricing in a two valued local volatility model and in a displaced diffusion model with constrained volatility.
Two new algorithms unwrap manifolds using density ridges.
problem Unwrapping manifolds using density ridges.
method Kernel density estimation and gradient flow.
result Clear and intuitive unwrapping results comparable to state-of-the-art algorithms.
Efron et al. (2001) proposed empirical Bayes formulation of the frequentist Benjamini and Hochbergs False Discovery Rate method (Benjamini and Hochberg,1995). This article attempts to unify the `two cultures' using concepts of comparison density and distribution function. We have also shown how almost all of the existi…
Neural net reconstructs dark matter density from halo velocities.
problem Reconstructing local dark matter density from halo velocities.
method Hybrid architecture combining U-Net and DeepSets.
result Hybrid network recovers density amplitudes and phases better than U-Net.
New approach improves computational efficiency of Bass Local Volatility model.
problem Eliminate interpolation and improve computational efficiency in local volatility models.
method Combines local quadratic estimation and lognormal mixture tails for state price densities; uses trapezoidal rule for numerical convolutions.
result Proposed method outperforms traditional numerical methods in option pricing and market case studies.
Paper proposes a robust LPR method using similarity kernels.
problem Outliers and high-leverage points affect traditional LPR's accuracy.
method Integrates predictor and response variables in weighting mechanism using a conditional density kernel.
result Lower empirical bias compared to iterative robust LOWESS.
We consider a defaultable asset whose risk-neutral pricing dynamics are described by an exponential Levy-type martingale subject to default. This class of models allows for local volatility, local default intensity, and a locally dependent Levy measure. Generalizing and extending the novel adjoint expansion technique o…
Deep learning improves single-molecule localization for super-resolution microscopy.
problem Accurate and efficient localization of single molecules for super-resolution microscopy.
method A novel deep learning network architecture that uses temporal context to simultaneously detect and localize molecules.
result Achieves state-of-the-art performance on the SMLM2016 challenge, excels at high densities.
Efficiently sparsifies simplicial complexes using local densities of states.
problem Prohibitive computational requirements for dense simplicial complexes.
method Probabilistic sparsification using local densities of states and kernel-ignoring decomposition.
result Approximates the spectrum of the original SC with a sparser surrogate SC.
LADaR framework calibrates machine learning models for instance-wise predictions.
problem Challenges in assessing and calibrating predictive distributions for complex inputs.
method Local Amortized Diagnostics and Reshaping of Conditional Densities (LADaR) framework and extttCal−PIT algorithm. result Achieves better instance-wise calibration than existing methods in galaxy distance estimation.
A fast Modal EM algorithm for Gaussian mixtures.
problem Clustering with Gaussian mixtures.
method Modal EM algorithm for Gaussian mixtures.
result High flexibility in various clustering contexts.
We construct geodesics in the Wasserstein space of probability measure along which all the measures have an upper bound on their density that is determined by the densities of the endpoints of the geodesic. Using these geodesics we show that a local Poincaré inequality and the measure contraction property follow from t…
Develops a local Fokker--Planck geometric framework for more accurate score estimation.
problem Inaccurate estimation of score function in non-linear, state-dependent drifts.
method Local Fokker--Planck geometric framework, time change to cumulative-variance coordinate, heat-ball mean-value representations, exact high-dimensional sampling.
result Exact local mean-value representations for the score and density, improved accuracy in low-density regions.
Derives spectral density function for symplectic manifolds.
problem Calculating spectral density functions on symplectic manifolds.
method Explicit local formula derivation for spectral density function.
result Explicit formula for spectral density function.
Estimates modes and ridges in mixed Euclidean and directional spaces.
problem Estimating local modes and density ridges in product spaces combining Euclidean and directional metrics.
method Extends mean shift algorithm to product spaces, addressing challenges in generalization.
result Established convergence of the proposed methods and demonstrated effectiveness on real-world datasets.
New density estimator from Markov Chains outperforms KDE.
problem Density estimation from Markov Chains.
method Nonparametric density estimator based on Markov Chains.
result Consistent and outperforms KDE in large sample size and high dimensionality.
Study on hypothesis testing for densities and multinomials, showing local minimax rates and critical radii.
problem Testing goodness-of-fit for distributions with varying number of categories or unbounded support.
method Developed novel tests for both discrete and continuous cases, considering local minimax rates and critical radii.
result Characterized the dependence of critical radii on the null hypothesis and provided adaptive tests.
A new distribution adapts to local data density.
problem Fitting complex probability distributions over manifolds.
method Developed a locally adaptive normal distribution (LAND) using a non-parametric metric.
result LAND generalizes the normal distribution to manifold settings.
Lie PCA improves density estimation on symmetric manifolds.
problem Density estimation for symmetric manifolds.
method Spectral method to approximate Lie algebra of symmetry group.
result Improved sample complexity and density estimation on various data sets.
The L1 loss landscape of neural nets near local minima behaves differently, revealing exponential decay and increased vertex density.
problem Understanding the L1 loss landscape of neural nets near local minima.
method Iterative minimization of the loss function on adjacent vertices of the Deep ReLU Simplex algorithm.
result Exponential decay of loss levels and increased vertex density around local minima.
Following a purely algebraic procedure, we provide an exhaustive classification of local Weyl-invariant scalar densities in dimension D=8.
Hyperplanes, hyperspheres and hypercylinders in Rn with suitable densities are proved to be weighted minimizing by a calibration argument. Also calibration method is used to prove a weighted minimal hypersurface is weighted area-minimizing locally.
Local data coverage governs memorization in diffusion models.
problem Memorization in diffusion models
method Derive a theoretical criterion based on local data coverage
result Predicts memorization based on density of training data in neighborhood and dataset size
Conformal-DP improves differential privacy on manifold data by calibrating perturbations based on local densities.
problem Lack of density-awareness in existing differential privacy mechanisms for manifold data leads to biased and suboptimal privacy-utility trade-offs.
method Proposes Conformal-DP, a density-aware differential privacy mechanism using conformal transformations to calibrate perturbations based on local densities.
result Demonstrates improved privacy-utility trade-off in heterogeneous data distribution settings compared to state-of-the-art mechanisms.
SDCOR clusters massive datasets efficiently, detecting outliers with low memory usage.
problem Local outlier detection in large-scale datasets.
method Chunk-based density clustering with incremental updates.
result SDCOR achieves lower linear time complexity and better efficiency than traditional methods.
For an infinite cardinal κ let ℓ2(κ) be the linear hull of the standard othonormal base of the Hilbert space ℓ2(κ) of density κ. We prove that a non-separable convex subset X of density κ in a locally convex linear metric space if homeomorphic to the space (i) ℓ2f(κ) if and only if X can be…
Copulas reveal strong positive dependencies in stock demand fluctuations due to volume imbalances.
problem Analyzing dependencies of stock demands using local volume fluctuations.
method Copula analysis of empirical data to model dependence structures.
result Large local fluctuations of signed traded volumes increase positive dependencies in demand but slightly lower negative ones.
A new method for density estimation using nearest neighbor Dirichlet mixtures.
problem Slow and unstable Bayesian density estimation methods.
method Nearest neighbor grouping, local Bayesian parametric models, Dirichlet prior, Monte Carlo sampling.
result Effective density estimation with improved computational efficiency.
This paper improves machine learning density modeling with missing data.
problem Missing data in multidimensional data samples.
method Hierarchical correlation reconstruction using orthonormal functions and L2 optimization.
result Improved imputation and prediction of missing coordinates.
When working with asymptotically hyperbolic initial data sets for general relativity it is convenient to assume certain simplifying properties. We prove that the subset of initial data sets with such properties is dense in the set of physically reasonable asymptotically hyperbolic initial data sets. More specifically, …
The study bounds Hausdorff measure of flat singular points in area-minimizing currents.
problem Bounding Hausdorff measure of flat singular points in area-minimizing currents.
method Proving locally finite (m−2)-dimensional Hausdorff measure and Minkowski content bounds. result The set of flat singular points has locally finite (m−2)-dimensional Hausdorff measure.