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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.

168,695 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199319922001200920172026
48 results for mean shift

The mean-shift algorithm is a popular algorithm in computer vision and image processing. It can also be cast as a minimum gamma-divergence estimation. In this paper we focus on the "blurring" mean shift algorithm, which is one version of the mean-shift process that successively blurs the dataset. The analysis of the bl…

2013-05-05abs ↗pdf ↗

In this paper, we study how the mean shift algorithm can be used to denoise a dataset. We introduce a new framework to analyze the mean shift algorithm as a denoising approach by viewing the algorithm as an operator on a distribution function. We investigate how the mean shift algorithm changes the distribution and sho…

2016-10-13abs ↗pdf ↗

A feature-weighted mean shift algorithm improves clustering in high-dimensional data.

problem Clustering high-dimensional data with traditional mean shift algorithms.
method Feature-weighted mean shift algorithm.
result The algorithm outperforms conventional mean shift and preserves computational simplicity.

The paper explores rigidity of hypersurfaces with constant shifted curvature functions in hyperbolic space.

problem Rigidity of hypersurfaces with constant shifted curvature functions in hyperbolic space.
method Characterizations and rigidity investigations for hypersurfaces with constant weighted shifted mean curvatures or ratios.
result Rigidity results for hypersurfaces with constant linear combinations of weighted shifted mean curvatures and radially symmetric shifted mean curvatures.

Epanechnikov Mean Shift is a simple yet empirically very effective algorithm for clustering. It localizes the centroids of data clusters via estimating modes of the probability distribution that generates the data points, using the `optimal' Epanechnikov kernel density estimator. However, since the procedure involves n…

2017-11-20abs ↗pdf ↗

A natural way to characterize the cluster structure of a dataset is by finding regions containing a high density of data. This can be done in a nonparametric way with a kernel density estimate, whose modes and hence clusters can be found using mean-shift algorithms. We describe the theory and practice behind clustering…

2015-03-02abs ↗pdf ↗

Framework detects shape shifts in functional profiles using Fréchet mean and shape invariant model.

problem Detecting shape shifts in functional profiles.
method Combining Fréchet mean and shape invariant model for interpretable parameterization of profile deviations.
result Potential shifts in shape deformation process distinguished by significant shifts in amplitude and/or phase.

Efficiently estimates mean in contaminated Gaussian data with near-optimal sample complexity.

problem Robust mean estimation in the presence of mean-shift contamination.
method First computationally efficient algorithm with near-optimal sample complexity and polynomial-time running.
result Approximates the target mean to any desired accuracy with constant fraction of outliers tolerated.

Develops an MS-inspired algorithm for regression mode finding and space partitioning.

problem Finding local modes of regression functions and partitioning input space.
method Mean-shift-inspired algorithm for iterative gradient ascent.
result Proves convergence and rates of convergence for estimated local modes.

New methods for Bayesian inference using mean shift particle systems.

problem Approximating expectations with unnormalized densities in Bayesian inference.
method Mean shift interacting particle systems that minimize maximum mean discrepancy (MMD).
result Mean shift interacting particle systems converge quickly and capture complex distributions.

The paper studies kernel smoothing and mean shift for directional data, deriving convergence rates and mode estimation.

problem Statistical and computational problems of kernel smoothing for directional data.
method Generalization of mean shift to directional data, derivation of convergence rates, and investigation of mode estimation.
result Statistical convergence rates of directional KDE and its derivatives, ascending property of directional mean shift, and mode estimation.

HypeGBMS clusters data in hyperbolic space, overcoming Euclidean limitations.

problem Clustering in hierarchical or tree-like datasets in curved spaces.
method Hyperbolic Gaussian Blurring Mean Shift with Möbius-weighted means.
result HypeGBMS effectively captures latent hierarchies in non-Euclidean data.

We explore the performance of several automatic bandwidth selectors, originally designed for density gradient estimation, as data-based procedures for nonparametric, modal clustering. The key tool to obtain a clustering from density gradient estimators is the mean shift algorithm, which allows to obtain a partition not…

2013-10-29abs ↗pdf ↗

The mean shift algorithm is a popular way to find modes of some probability density functions taking a specific kernel-based shape, used for clustering or visual tracking. Since its introduction, it underwent several practical improvements and generalizations, as well as deep theoretical analysis mainly focused on its …

2020-01-07abs ↗pdf ↗

The paper tackles matching a desired mean in causal systems through shift interventions.

problem Matching a desired mean in causal systems.
method Defining Markov equivalence classes, proposing active learning strategies, deriving lower bounds.
result Proposed active learning strategies require fewer interventions than previous approaches, especially for certain graph classes.

Anchor-TS uses median anchoring to improve online decision-making from offline data with distribution shift.

problem Improving online decision-making from offline data with distribution shift.
method Sample-Mean Anchored Thompson Sampling (Anchor-TS) with median anchoring.
result Anchor-TS safely leverages offline data to accelerate online learning and reduces regret.

We propose a novel calibration method for computer simulators, dealing with the problem of covariate shift. Covariate shift is the situation where input distributions for training and test are different, and ubiquitous in applications of simulations. Our approach is based on Bayesian inference with kernel mean embeddin…

2018-09-21abs ↗pdf ↗

We describe in this paper the theory and practice behind a new modal clustering method for binary data. Our approach (BinNNMS) is based on the nearest neighbor median shift. The median shift is an extension of the well-known mean shift, which was designed for continuous data, to handle binary data. We demonstrate that …

2019-02-11abs ↗pdf ↗

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.

In real supervised learning scenarios, it is not uncommon that the training and test sample follow different probability distributions, thus rendering the necessity to correct the sampling bias. Focusing on a particular covariate shift problem, we derive high probability confidence bounds for the kernel mean matching (…

2012-06-18abs ↗pdf ↗

LCW reduces activation shift in neural networks, improving training efficiency and generalization.

problem Activation shift in neural networks leading to non-zero mean preactivation values.
method Linearly constrained weights (LCW) to reduce activation shift in fully connected and convolutional layers.
result LCW resolves the vanishing gradient problem and improves generalization of neural networks.

Many clustering algorithms exist that estimate a cluster centroid, such as K-means, K-medoids or mean-shift, but no algorithm seems to exist that clusters data by returning exactly K meaningful modes. We propose a natural definition of a K-modes objective function by combining the notions of density and cluster assignm…

2013-04-24abs ↗pdf ↗

Paper proves linear convergence of SCMS algorithm for directional data.

problem Identifying density ridges in directional data.
method Generalized SCMS algorithm to directional data, derived from SCGA with adaptive step size.
result Linear convergence of the proposed directional SCMS algorithm.

In addition to finding meaningful clusters, centroid-based clustering algorithms such as K-means or mean-shift should ideally find centroids that are valid patterns in the input space, representative of data in their cluster. This is challenging with data having a nonconvex or manifold structure, as with images or text…

2014-06-16abs ↗pdf ↗

The paper develops methods to accurately locate change points in high-dimensional mean shift models.

problem Locating change points in high-dimensional mean shift models.
method Locally refitted least squares estimator, component-wise and simultaneous rates of estimation.
result Asymptotic validity of component-wise and simultaneous confidence intervals for change point parameters.

The paper addresses missing data imputation issues by correcting for distribution shift.

problem Missing data imputation and the resulting distribution shift between observed and full data.
method Formulates imputation as a risk minimization problem and proposes a novel algorithm to correct for distribution shift.
result The proposed algorithm consistently improves imputation accuracy, reducing RMSE and Wasserstein distance by 3% and 7%, respectively.

Proposes a new method to adapt to covariate shifts in supervised learning.

problem Covariate shift in training and testing samples with different marginal distributions.
method Minimax risk classification (MRC) approach that weights both training and testing samples.
result Significantly enhanced classification performance in synthetic and empirical experiments.

Paper tackles backwards-compatible data adaptation for confounded covariate and label shifts.

problem Adapt covariates to predict labels confounded with covariate shifts.
method Proposes confounded shift framework based on minimizing divergence between source and target conditional distributions, conditioning on confounders.
result Demonstrates approach on synthetic and real datasets, achieving backwards-compatible data adaptation.

This paper introduces a novel clustering algorithm for heteroscedastic Gaussian data without needing to know the number of clusters.

problem Clustering heteroscedastic Gaussian data without prior knowledge of the number of clusters.
method Introduces a novel cost function and fixed-point analysis to estimate centroids, introduces Wald kernel for measurement plausibility, and derives CENTRE-X algorithm.
result CENTRE-X algorithm can estimate centroids without prior knowledge of the number of clusters and performs comparably to standard algorithms K-means and Mean-Shift.

Paper proves MS convergence for radially symmetric kernels with large bandwidths.

problem Proving convergence of mean shift algorithm with radially symmetric kernels.
method Analyzes convergence of mean shift algorithm with radially symmetric, positive definite kernels.
result Guaranteed convergence for sufficiently large bandwidth in any dimension.

Develops a method for kernel ridge regression under covariate shift using pseudo-labels.

problem Learning a regression function with small mean squared error over a target distribution with labeled data from a different feature distribution.
method Split labeled data into two subsets, conduct kernel ridge regression on each, use imputation model to fill missing labels, and select the best candidate model.
result Non-asymptotic excess risk bounds demonstrate effective adaptation to target distribution and covariate shift.

Solves wave equation on non-flat harmonic manifolds using Abel transform and Fourier analysis.

problem Wave equation on non-flat harmonic manifolds with specific curvature conditions.
method Explicit representation using inverse dual Abel transform and Fourier transform.
result Shows asymptotic Huygens principle and equidistribution of energy.