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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.

168,742 papers · 148 categories

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3367100133 · Jun 202019922001200920172026
48 results for noisy mixture

We study the problem of learning an unknown mixture of kk rankings over nn elements, given access to noisy samples drawn from the unknown mixture. We consider a range of different noise models, including natural variants of the "heat kernel" noise framework and the Mallows model. For each of these noise models we giv…

2018-11-03abs ↗pdf ↗

Regularization helps improve classification of noisy high-dimensional data.

problem Classifying high-dimensional noisy Gaussian mixture with limited oracle knowledge.
method Analysis of regularized convex classifiers including ridge, hinge, and logistic regression.
result Regularization can reach Bayes-optimal performance under certain conditions.

Method separates target signal properties from noisy mixtures.

problem Signal recovery from noisy mixtures with specific statistical properties.
method Statistical component separation method using noise samples and matching statistics.
result Method outperforms standard denoising methods in recovering target signal properties.

Beta-SOD detects and corrects noisy object re-identification using cosine similarity and Beta mixtures.

problem Noisy object re-identification in image datasets.
method Reframed Re-ID as a similarity task, using Siamese networks and Beta mixture models.
result Superior performance in noisy conditions compared to state-of-the-art methods.

The paper tackles noisy labels in high-dimensional data, showing low-dimensional intuitions fail and proposing an optimized method.

problem Noisy labels in high-dimensional data classification.
method Linear classifier with a label noisiness aware loss function, using random matrix theory and Gaussian mixture data model.
result The performance of the linear classifier in high-dimension converges to a limit involving scalar statistics of the data, and the optimal classifier in low-dimension fails.

Study shows how over-parameterized classifiers can still perform well on noisy data.

problem Understanding how maximum margin classifiers perform in over-parameterized settings with noisy data.
method Analyzes maximum margin classifiers on sub-Gaussian mixtures, providing risk bounds.
result Characterizes conditions for 'benign overfitting' in linear classification problems.

In the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly from this collection. This setting is quite expressive and has been studied bot…

2019-10-30abs ↗pdf ↗

The paper cleans label noise in supervised classification using Bernoulli sampling.

problem Label noise degrades supervised classifier performance.
method Proposes a label noise cleaning method based on Bernoulli random sampling.
result The method separates clean and noisy observations without prior label information.

We present a noise-injected version of the Expectation-Maximization (EM) algorithm: the Noisy Expectation Maximization (NEM) algorithm. The NEM algorithm uses noise to speed up the convergence of the EM algorithm. The NEM theorem shows that injected noise speeds up the average convergence of the EM algorithm to a local…

2018-01-12abs ↗pdf ↗

Study shows optimal self-distillation improves model performance on noisy data.

problem Improving model performance on noisy Gaussian mixture data.
method Hyperparameter-tuned multi-stage self-distillation with a linear classifier, using replica method.
result Primary driver of SD's performance improvement is denoising through hard pseudo-labels.

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.

Proposes M-CHMM for robust modeling of multivariate healthcare time series.

problem Challenges in analyzing multivariate healthcare time series data.
method Mixture of coupled hidden Markov models (M-CHMM) with two sampling algorithms.
result Improves data fit, handles missing and noisy measurements, and enhances prediction accuracy.

Numerous kinds of uncertainties may affect an economy, e.g. economic, political, and environmental ones. We model the aggregate impact by the uncertainties on an economy and its associated financial market by randomised mixtures of Lévy processes. We assume that market participants observe the randomised mixtures only …

2011-12-09abs ↗pdf ↗

Recent progress in separating the speech signals from multiple overlapping speakers using a single audio channel has brought us closer to solving the cocktail party problem. However, most studies in this area use a constrained problem setup, comparing performance when speakers overlap almost completely, at artificially…

2019-07-02abs ↗pdf ↗

Confirmation bias leads to biased estimates in noisy data analysis.

problem Confirmation bias affects scientific conclusions in noisy data environments.
method Investigation of confirmation bias in Gaussian mixture models using K-means and EM algorithms.
result Estimates from algorithms are biased and resemble initial hypotheses, not the noise.

Deep neural networks help recover two signals from noisy mixtures.

problem Recovering two signals from noisy subgaussian mixtures with prior structural information.
method Used deep generative neural networks (GNNs) to solve the demixing problem for Lipschitz signals.
result Proved a sample complexity bound for nearly optimal recovery error, extending previous results.

Study on recovering supports of multiple sparse vectors from mixed linear measurements.

problem Recovering supports of multiple sparse vectors from a mixture of linear measurements.
method Developed algorithms to identify the support of all component vectors using polynomial and quasi-polynomial number of measurements.
result Polynomial and quasi-polynomial number of measurements sufficient for recovering the supports of all component vectors.

EM algorithm converges linearly and achieves sharp rate in estimating mixtures of pairwise differences.

problem Estimating mixtures of pairwise differences from noisy data.
method Sharp analysis of the EM algorithm locally around the ground truth.
result The EM sequence converges linearly with an \ell_\infty-norm guarantee on the estimation error and achieves the sharp rate of estimation in the 2\ell_2-norm.

A novel method for estimating Bayesian network (BN) parameters from data is presented which provides improved performance on test data. Previous research has shown the value of representing conditional probability distributions (CPDs) via neural networks(Neal 1992), noisy-OR gates (Neal 1992, Diez 1993)and decision tre…

2013-01-10abs ↗pdf ↗

New EM algorithm for mixtures of elliptical distributions handles missing data and outliers.

problem Missing data imputation for noisy and non-Gaussian data.
method Investigation of a new EM algorithm for mixtures of elliptical distributions.
result The proposed algorithm is robust to outliers and competitive with other methods.

Most existing image denoising approaches assumed the noise to be homogeneous white Gaussian distributed with known intensity. However, in real noisy images, the noise models are usually unknown beforehand and can be much more complex. This paper addresses this problem and proposes a novel blind image denoising algorith…

2016-01-13abs ↗pdf ↗

The trimming scheme with a prefixed cutoff portion is known as a method of improving the robustness of statistical models such as multivariate Gaussian mixture models (MG- MMs) in small scale tests by alleviating the impacts of outliers. However, when this method is applied to real- world data, such as noisy speech pro…

2014-05-19abs ↗pdf ↗

Combines historical and market data for better portfolio selection.

problem Improving portfolio selection through diverse information integration.
method Bayesian learning via Gaussian mixture model to harmonize historical and market data.
result The method enhances forecasting accuracy and robustness across various capital markets.

Mixture of Experts (MoE) is a popular framework in the fields of statistics and machine learning for modeling heterogeneity in data for regression, classification and clustering. MoE for continuous data are usually based on the normal distribution. However, it is known that for data with asymmetric behavior, heavy tail…

2016-12-09abs ↗pdf ↗

Deep neural networks can generalize well even with perfect fits to noisy data.

problem Understanding the conditions under which deep neural networks generalize well in the presence of noise.
method Comprehensive study of linear maximum margin classifiers, focusing on noisy and noiseless cases.
result Discovery of a phase transition in test error bounds for the noisy model.

Algorithm finds frequencies, amplitudes, and phases of sinusoids in noisy data.

problem Finding frequencies, amplitudes, and phases of sinusoids in noisy data.
method Maximum likelihood approach to estimate tone parameters from contaminated observations. Successively estimates frequencies and jointly optimizes amplitudes and phases.
result Near-linear computational complexity (O(N)) for estimating MM number of sinusoidal sources.

This paper optimizes retraining models using their own predictions and noisy labels.

problem Improving model performance through optimal retraining of noisy labels.
method Developed a principled framework based on approximate message passing (AMP) to analyze iterative retraining procedures.
result Derivation of the Bayes optimal aggregator function to minimize prediction error.

The performance of EM in learning mixtures of product distributions often depends on the initialization. This can be problematic in crowdsourcing and other applications, e.g. when a small number of 'experts' are diluted by a large number of noisy, unreliable participants. We develop a new EM algorithm that is driven by…

2015-06-09abs ↗pdf ↗

The Perona-Malik model has been very successful at restoring images from noisy input. In this paper, we reinterpret the Perona-Malik model in the language of Gaussian scale mixtures and derive some extensions of the model. Specifically, we show that the expectation-maximization (EM) algorithm applied to Gaussian scale …

2016-12-19abs ↗pdf ↗

This paper considers the problem of learning the parameters in Bayesian networks of discrete variables with known structure and hidden variables. Previous approaches in these settings typically use expectation maximization; when the network has high treewidth, the required expectations might be approximated using Monte…

2013-09-26abs ↗pdf ↗

Paper tackles MLR prediction error without assuming realizable models.

problem Prediction error in mixture of linear regressions without realizable assumptions.
method Developed algorithms for list-decoding MLR predictions and minimized empirical risk.
result Alternating minimization algorithm finds best fit lines in non-realizable settings.

We introduce a dimension reduction method for visualizing the clustering structure obtained from a finite mixture of Gaussian densities. Information on the dimension reduction subspace is obtained from the variation on group means and, depending on the estimated mixture model, on the variation on group covariances. The…

2015-08-07abs ↗pdf ↗

Develops a high-dimensional differentially-private EM algorithm with near-optimal statistical guarantees.

problem Designing differentially-private EM algorithms for high-dimensional latent variable models.
method Noisy iterative hard-thresholding, statistical guarantees, near-optimal convergence rates.
result Near-optimal statistical guarantees and minimax rate optimality in high-dimensional settings.