We consider a problem of grouping multiple graphs into several clusters using singular value thesholding and non-negative factorization. We derive a model selection information criterion to estimate the number of clusters. We demonstrate our approach using "Swimmer data set" as well as simulated data set, and compare i…
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.
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A new metric, Weighted Regret, unifies FDR and power evaluation in online multiple testing.
A new PGA algorithm ensures stable, robust, and noise-immune solutions for non-negative inverse problems.
The study shows ends of shrinking gradient -Einstein solitons are non-parabolic.
This paper studies a class of optimal multiple stopping problems driven by Lévy processes. Our model allows for a negative effective discount rate, which arises in a number of financial applications, including stock loans and real options, where the strike price can potentially grow at a higher rate than the original d…
New unsupervised method selects hard negative samples for contrastive learning.
We develop a Bayesian nonparametric approach to a general family of latent class problems in which individuals can belong simultaneously to multiple classes and where each class can be exhibited multiple times by an individual. We introduce a combinatorial stochastic process known as the negative binomial process (NBP)…
Optimizes quickest detection of drift in Brownian motion with false negatives.
NMF with specific constraints is equivalent to LDA.
Paper introduces negative margin loss for better few-shot classification accuracy.
Spectral Clustering is a popular technique to split data points into groups, especially for complex datasets. The algorithms in the Spectral Clustering family typically consist of multiple separate stages (such as similarity matrix construction, low-dimensional embedding, and K-Means clustering as post processing), whi…
In this paper we develop a framework for discretely compounding interest rates which is based on the forward price process approach. This approach has a number of advantages, in particular in the current market environment. Compared to the classical as well as the Lévy Libor market model, it allows in a natural way for…
Factorial moments are convenient tools in particle physics to characterize the multiplicity distributions when phase-space resolution () becomes small. They include all correlations within the system of particles and represent integral characteristics of any correlation between these particles. In this letter, we sh…
New algorithm provably converges to second-order stationary points in NMF.
Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the validity of a multiplicative hierarchical random cascade model through an empirica…
We study the sparse non-negative least squares (S-NNLS) problem. S-NNLS occurs naturally in a wide variety of applications where an unknown, non-negative quantity must be recovered from linear measurements. We present a unified framework for S-NNLS based on a rectified power exponential scale mixture prior on the spars…
RSIC identifies multiple ranks of interest in NMF by analyzing residual sensitivity.
Paper reformulates UOT as non-negative penalized linear regression for efficient algorithms.
New scalable algorithm for non-negative linear regression with entropy-regularized OT loss.
Networks have been a general tool for representing, analyzing, and modeling relational data arising in several domains. One of the most important aspect of network analysis is community detection or network clustering. Until recently, the major focus have been on discovering community structure in single (i.e., monople…
Goldman (Invent. Math. 85(2) (1986) 263) and Turaev (Ann. Sci. Ecole Norm. Sup. (4) 24 (6)(1991) 635) found a Lie bialgebra structure on the vector space generated by non-trivial free homotopy classes of loops on an orientable surface. Chas (Combinatorial Lie bialgebras of curves on surfaces, Topology 43 (2004) 543), b…
Paper introduces SMM for forecasting multiple time series with missing values.
Study shows surfaces with similar length spectra are smoothly deformable.
We propose Deep Asymmetric Multitask Feature Learning (Deep-AMTFL) which can learn deep representations shared across multiple tasks while effectively preventing negative transfer that may happen in the feature sharing process. Specifically, we introduce an asymmetric autoencoder term that allows reliable predictors fo…
Interpretability has become an important issue in the machine learning field, along with the success of layered neural networks in various practical tasks. Since a trained layered neural network consists of a complex nonlinear relationship between large number of parameters, we failed to understand how they could achie…
Paper proposes a method to identify negative transfers in multitask learning using surrogate models.
This work proposes a new algorithm for automated and simultaneous phenotyping of multiple co-occurring medical conditions, also referred as comorbidities, using clinical notes from the electronic health records (EHRs). A basic latent factor estimation technique of non-negative matrix factorization (NMF) is augmented wi…
Solution to sparse PCA tuning problem using Empirical Bayes.
Common perpendiculars equidistribute in negatively curved spaces.
In supervised machine learning for author name disambiguation, negative training data are often dominantly larger than positive training data. This paper examines how the ratios of negative to positive training data can affect the performance of machine learning algorithms to disambiguate author names in bibliographic …
Multiple Instance Learning (MIL) is a weak supervision learning paradigm that allows modeling of machine learning problems in which labels are available only for groups of examples called bags. A positive bag may contain one or more positive examples but it is not known which examples in the bag are positive. All examp…
We study an optimal multiple stopping problem for call-type payoff driven by a spectrally negative Levy process. The stopping times are separated by constant refraction times, and the discount rate can be positive or negative. The computation involves a distribution of the Levy process at a constant horizon and hence t…
Improves key instance detection in MIL models by using neural network inversion with sparseness constraint.
Effects of randomness on non-integer power law tails in multiplicatively interacting stochastic processes are investigated theoretically. Generally, randomness causes decrease of the exponent of tails and the growth rate of processes. Explicit calculations are performed for two examples: uniformly distributed and two p…
Study reveals structure of local minima in GMMs, identifying key cluster centers.
We introduce the concept of "negative bubbles" as the mirror image of standard financial bubbles, in which positive feedback mechanisms may lead to transient accelerating price falls. To model these negative bubbles, we adapt the Johansen-Ledoit-Sornette (JLS) model of rational expectation bubbles with a hazard rate de…
In this paper we investigate the performance of different types of rectified activation functions in convolutional neural network: standard rectified linear unit (ReLU), leaky rectified linear unit (Leaky ReLU), parametric rectified linear unit (PReLU) and a new randomized leaky rectified linear units (RReLU). We evalu…
A multiple instance dictionary learning method using functions of multiple instances (DL-FUMI) is proposed to address target detection and two-class classification problems with inaccurate training labels. Given inaccurate training labels, DL-FUMI learns a set of target dictionary atoms that describe the most distincti…
We present a riemannian structure on the disk that has a remarkably rich structure. Geodesics are hypocycloids and the (negative of the) laplacian has integer spectrum with multiplicity the Dirichlet divisor function. Eigenfunctions of the laplacian are orthogonal polynomials naturally suited to the analysis of acousti…
New method for inference on covariates in NMF with random effects.
New method improves weakly-supervised action localization.
A1GM method improves efficiency in reconstructing missing data using KL divergence.
We introduce negative binomial matrix factorization (NBMF), a matrix factorization technique specially designed for analyzing over-dispersed count data. It can be viewed as an extension of Poisson matrix factorization (PF) perturbed by a multiplicative term which models exposure. This term brings a degree of freedom fo…
Motivated by applications in hyperspectral imaging we investigate methods for approximating a high-dimensional non-negative matrix by a product of two lower-dimensional, non-negative matrices and This so-called non-negative matrix factorization is based…
We describe a novel weakly supervised deep learning framework that combines both the discriminative and generative models to learn meaningful representation in the multiple instance learning (MIL) setting. MIL is a weakly supervised learning problem where labels are associated with groups of instances (referred as bags…
Closed manifolds with close marked spectra are approximately isometric.
Let be a compact manifold with non-negative Ricci curvature, convex boundary and . We show that the min-max minimal hypersurface with respect to one-parameter families of hypersurfaces in is orientable, of index one and multiplicity one.
We present a binary code for spinors and Clifford multiplication using non-negative integers and their binary expressions, which can be easily implemented in computer programs for explicit calculations. As applications, we present explicit descriptions of the triality automorphism of , explicit representations…