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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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132263395526 · Jun 202019922001200920172026
48 results for mixture proportion estimation

Paper proposes a new method for estimating mixture proportions without irreducibility assumption.

problem Estimating mixture proportions when component distributions are not irreducible.
method Developed a resampling-based meta-algorithm that adapts existing MPE algorithms to non-irreducible settings.
result Empirical results show improved estimation performance compared to baseline methods and regrouping-based algorithms.

The paper proposes methods to estimate positive examples and learn classifiers from mixed data.

problem Estimating the proportion of positive examples and learning classifiers from a mixture of positive and unlabeled data.
method Best Bin Estimation (BBE) for Mixture Proportion Estimation and Conditional Value Ignoring Risk (CVIR) for PU-learning.
result The proposed methods significantly improve both mixture proportion estimation and classifier learning.

Mixture proportion estimation (MPE) is the problem of estimating the weight of a component distribution in a mixture, given samples from the mixture and component. This problem constitutes a key part in many "weakly supervised learning" problems like learning with positive and unlabelled samples, learning with label no…

2016-03-08abs ↗pdf ↗

ETM models improve efficiency in semi-supervised logistic regression.

problem Improving efficiency in logistic regression with limited labeled data.
method Developed exponential tilt mixture (ETM) models for semi-supervised estimation.
result ETM-based estimation demonstrates improved efficiency over supervised logistic regression.

Estimates watermarked content proportions in mixed-source texts.

problem Optimally estimating the proportion of watermarked content in texts with mixed sources.
method Casting the problem as estimating a proportion parameter in a mixture model based on pivotal statistics.
result Proposes efficient estimators for watermark proportion and shows their accuracy through evaluations.

Study uniform rates for estimating Gaussian mixtures without separation assumption.

problem Estimating parameters in two-component Gaussian mixtures without separation.
method Uniform convergence rates derived using minimax lower bounds and careful analysis of polynomial equalities.
result Phase transition in optimal estimation rate based on mixture balance.

The problem of developing binary classifiers from positive and unlabeled data is often encountered in machine learning. A common requirement in this setting is to approximate posterior probabilities of positive and negative classes for a previously unseen data point. This problem can be decomposed into two steps: (i) t…

2016-01-08abs ↗pdf ↗

Estimates proportions of LLM-generated text in mixed documents.

problem Estimating the proportion of text generated by a pre-specified LLM in mixed documents.
method Developed estimators for two observation regimes: full observation and pivotal reduction, and established sample complexity bounds.
result Full observation estimators require fewer samples than pivotal reduction estimators.

Bayesian method estimates contamination factor for unsupervised anomaly detection.

problem No good methods for estimating contamination factor in unsupervised anomaly detection.
method Bayesian approach using mixture formulation of anomaly detector outputs.
result Estimated contamination factor distribution is well-calibrated and improves anomaly detection performance.

The paper analyzes how a known density function can be deviated by a mixture distribution as more data is collected.

problem Modeling the deviation of a known density function when more data is collected.
method A novel distinguishability notion is used to establish rates of convergence for maximum likelihood estimates of the deviated proportion and latent mixing measure.
result Rates of convergence for the maximum likelihood estimates of the deviated proportion and latent mixing measure are established under the Wasserstein metric.

Study on estimating Gumbel--Max watermark proportions in edited documents.

problem Estimating the proportion of a document generated from a watermarked LLM.
method Comparison of full observation and pivotal reduction observation regimes; development of estimators and information-theoretic lower bounds.
result Full observation yields a substantially smaller sample complexity compared to pivotal reduction.

Estimates parameters in a deviated Gaussian mixture model.

problem Testing goodness-of-fit between a known function and a mixture of experts.
method Constructs novel Voronoi-based loss functions to estimate parameters.
result Characterizes local convergence rates of parameter estimation more accurately.

Paper explores Bayes rule for Gaussian mixtures with missing data, outperforming supervised classifiers.

problem Improving classification accuracy in partially classified samples with missing data.
method Generative model framework with missing-data mechanism, Bayes rule allocation.
result Bayes rule classifier with missing-data mechanism outperforms fully supervised classifiers in various conditions.

Study analyzes convergence of parameter estimation in contaminated mixture of experts.

problem Challenges in learning from prompts in large-scale models.
method Convergence analysis, distinguishability condition, partial differential equations.
result Comprehensive convergence rates and minimax lower bounds for parameter estimation.

Training on mixed distributions improves test performance even when components are unrelated.

problem Improving test performance with mismatched training and test distributions.
method Analyzing mixture distributions with different training and test proportions.
result Distribution shift can be beneficial, improving test performance even when components are unrelated.

Identifying components and estimating mixing weights in unlabeled finite mixtures under marginal independence.

problem Identifying components and estimating mixing weights in unlabeled finite mixtures.
method Proving structural results and extending them to observable mixtures.
result Identifying components and estimating mixing weights under marginal independence.

This paper develops a federated EM algorithm for unsupervised learning of mixture models.

problem Theoretical foundations of unsupervised federated learning are lacking.
method Introduces a federated gradient EM algorithm (FedGrEM) for unsupervised learning of mixture models.
result Theoretical analysis shows FedGrEM outperforms local single-task learning.

Semi-parametric survival analysis methods like the Cox Proportional Hazards (CPH) regression (Cox, 1972) are a popular approach for survival analysis. These methods involve fitting of the log-proportional hazard as a function of the covariates and are convenient as they do not require estimation of the baseline hazard …

2019-05-14abs ↗pdf ↗

This paper computes exact posterior distributions of mixture weights in hierarchical Bayesian models.

problem Uncertainty in class membership or data-generating processes in heterogeneous data.
method Exact marginalization of mixture weights using dynamic programming and FFT for two components, and joint dynamic program for K >= 3 components.
result Exact posterior distributions of mixture weights are finite mixtures of Beta distributions, providing credible intervals and per-observation local false-discovery rates.

A new method for semi-supervised learning with missing data using GMM and margin confidence.

problem Handling missing data in semi-supervised learning with classification uncertainty.
method Explicitly models missingness mechanism, uses margin confidence and Aranda Ordaz function, develops ECM algorithm.
result Effective reduction of bias and robustness in semi-supervised learning with substantial missing labels.

We describe kk-MLE, a fast and efficient local search algorithm for learning finite statistical mixtures of exponential families such as Gaussian mixture models. Mixture models are traditionally learned using the expectation-maximization (EM) soft clustering technique that monotonically increases the incomplete (expec…

2012-03-23abs ↗pdf ↗

Optimal transport aligns source and target distributions for domain adaptation.

problem Unsupervised domain adaptation with joint class-conditional and label shifts.
method Minimizes importance weighted loss and Wasserstein distance for aligned marginals and class-conditional distributions.
result Our method outperforms competitors on various domain adaptation tasks.

We propose a probabilistic modeling framework for learning the dynamic patterns in the collective behaviors of social agents and developing profiles for different behavioral groups, using data collected from multiple information sources. The proposed model is based on a hierarchical Bayesian process, in which each obse…

2016-06-24abs ↗pdf ↗

This paper improves topic modeling by embedding words and topics together.

problem Topic models struggle with short documents and approximate inference.
method Model each document as a mixture of word embeddings and each topic as a mixture of topic embeddings.
result The method optimizes topic embeddings to minimize semantic differences between words and topics.

New algorithm learns permutations mixtures with optimal sample complexity.

problem Learning mixtures of permutations in high-dimensional settings.
method Combining groups of pairwise comparisons and combinatorial method of moments.
result Optimal sample complexity proportional to log(n) for high-dimensional data.

Improved density estimation for mixed discrete-continuous data.

problem Inconsistent density estimation for mixtures of continuous and discrete data.
method Modification of existing nonparametric density estimation methods to handle mixed discrete-continuous data.
result Improved consistency and empirical performance for mixed discrete-continuous data.

The paper develops efficient algorithms for variational inference with mixtures of isotropic Gaussians.

problem Efficiently approximating multimodal Bayesian posteriors.
method Develops a variational framework and efficient algorithms for mixtures of isotropic Gaussians.
result The approach provides accurate approximations of multimodal Bayesian posteriors while being memory and computationally efficient.

Paper improves signal proportion estimation by accounting for variable dependence.

problem Traditional estimators assume independence, limiting applicability in real-world scenarios.
method Integrates arbitrary covariance dependence information using principal factor approximation.
result Method outperforms state-of-the-art estimators in accuracy and detection of weaker signals.

Study of deep linear neural networks with proportional width and depth.

problem Lack of descriptive power in Gaussian limit of deep linear neural networks.
method Proportional infinite-width infinite-depth limit for deep linear neural networks.
result Characterization of limiting distribution as a nontrivial mixture of Gaussians.

Develops a method to estimate average hazard under non-proportional hazards without relying on proportional hazards assumption.

problem Estimation of treatment effects when hazards are non-proportional, leading to unstable hazard ratios.
method Semiparametric, doubly robust framework for covariate-adjusted average hazard estimation.
result Valid sqrt{n} inference with small bias and near-nominal confidence-interval coverage across proportional and non-proportional hazards settings.

Algorithm estimates nonparametric mixtures from grouped data.

problem Estimating identifiable nonparametric mixture models from grouped observations.
method Oracle inequality for weighted kernel density estimators and general consistency result.
result Consistent estimation of mixture components from grouped observations.

A contaminated mixture model detects outliers in multivariate functional data.

problem Detecting abnormal sensor measurements in multivariate functional data.
method A contaminated mixture model that clusters and detects outliers without specifying outlier proportion.
result The model outperforms competitors and correctly detects abnormal behaviors in real data.

PRESTO improves rare event prediction by shrinking towards proportional odds model.

problem Difficult to predict rare events due to class imbalance.
method PRESTO relaxes proportional odds model by estimating separate weights for transitions between categories, imposing L1 penalty to shrink towards proportional odds.
result PRESTO consistently estimates decision boundary weights under sparsity assumption, improving rare probability estimation.