In this paper, a novel approach for coding nominal data is proposed. For the given nominal data, a rank in a form of complex number is assigned. The proposed method does not lose any information about the attribute and brings other properties previously unknown. The approach based on these knew properties can been used…
arXiv research
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Proposes a new framework for uncertainty evaluation in ML classification models.
Suppose that one particular block in a stochastic block model is of interest, but block labels are only observed for a few of the vertices in the network. Utilizing a graph realized from the model and the observed block labels, the vertex nomination task is to order the vertices with unobserved block labels into a rank…
We develop a novel probabilistic generative model based on the variational autoencoder approach. Notable aspects of our architecture are: a novel way of specifying the latent variables prior, and the introduction of an ordinality enforcing unit. We describe how to do supervised, unsupervised and semi-supervised learnin…
Given a vertex of interest in a network , the vertex nomination problem seeks to find the corresponding vertex of interest (if it exists) in a second network . A vertex nomination scheme produces a list of the vertices in , ranked according to how likely they are judged to be the corresponding vertex of …
The paper introduces subgraph nomination for finding similar subgraphs in networks.
Suppose that a graph is realized from a stochastic block model where one of the blocks is of interest, but many or all of the vertices' block labels are unobserved. The task is to order the vertices with unobserved block labels into a ``nomination list'' such that, with high probability, vertices from the interesting b…
Given a graph in which a few vertices are deemed interesting a priori, the vertex nomination task is to order the remaining vertices into a nomination list such that there is a concentration of interesting vertices at the top of the list. Previous work has yielded several approaches to this problem, with theoretical re…
Resolving abstract anaphora is an important, but difficult task for text understanding. Yet, with recent advances in representation learning this task becomes a more tangible aim. A central property of abstract anaphora is that it establishes a relation between the anaphor embedded in the anaphoric sentence and its (ty…
The paper explores how to find relevant vertices in one graph using another graph's attributes and structure.
When response variables are nominal and populations are cross-classified with respect to multiple polytomies, questions often arise about the degree of association of the responses with explanatory variables. When populations are known, we introduce a nominal association vector and matrix to evaluate the dependence of …
We construct models for the pricing and risk management of inflation-linked derivatives. The models are rational in the sense that linear payoffs written on the consumer price index have prices that are rational functions of the state variables. The nominal pricing kernel is constructed in a multiplicative manner that …
In the framework of prediction with expert advice, we consider a recently introduced kind of regret bounds: the bounds that depend on the effective instead of nominal number of experts. In contrast to the Normal- Hedge bound, which mainly depends on the effective number of experts but also weakly depends on the nominal…
Two-stage recommender systems show better performance when components interact rather than operate independently.
Develops FSC for maxima nominated samples, improving classification in rare-event data.
The paper addresses the gap between theoretical and practical confidence set widths in universal inference.
We demonstrate the existence of an empirical linkage between the nominal financial networks and the underlying economic fundamentals across countries. We construct the nominal return correlation networks from daily data to encapsulate sector-level dynamics and figure the relative importance of the sectors in the nomina…
Responds to critiques on tests for causal parameter confidence intervals.
A fundamental problem arising in many areas of machine learning is the evaluation of the likelihood of a given observation under different nominal distributions. Frequently, these nominal distributions are themselves estimated from data, which makes them susceptible to estimation errors. We thus propose to replace each…
Timely detection of abrupt anomalies is crucial for real-time monitoring and security of modern systems producing high-dimensional data. With this goal, we propose effective and scalable algorithms. Proposed algorithms are nonparametric as both the nominal and anomalous multivariate data distributions are assumed unkno…
New RL algorithm learns robust policies without knowing nominal model.
Paper designs optimal ECOCs using IP for robust multiclass classification.
Two-stage recommender systems struggle with exploration, leading to linear regret.
The paper reviews and extends calibration concepts for classification and regression.
Information regarding the location of power distribution grid can be extracted from the power signature embedded in the multimedia signals (e.g., audio, video data) recorded near electrical activities. This implicit mechanism of identifying the origin-of-recording can be a very promising tool for multimedia forensics a…
A method for ranking items using distance-based learning from positive and unlabeled data.
Given a pair of graphs and and a vertex set of interest in , the vertex nomination (VN) problem seeks to find the corresponding vertices of interest in (if they exist) and produce a rank list of the vertices in , with the corresponding vertices of interest in concentrating, ideally, at…
New model detects communities in network data from edge nominations.
Investigates optimal life insurance and annuity decisions in inflationary economies.
Adversarial robustness improved by abstaining from decisions.
In this paper we introduce a class of information-based models for the pricing of fixed-income securities. We consider a set of continuous- time information processes that describe the flow of information about market factors in a monetary economy. The nominal pricing kernel is at any given time assumed to be given by …
We develop a maximum penalized quasi-likelihood estimator for estimating in a nonparametric way the diffusion function of a diffusion process, as an alternative to more traditional kernel-based estimators. After developing a numerical scheme for computing the maximizer of the penalized maximum quasi-likelihood function…
Exact distribution of split conformal prediction coverage found.
Framework learns robust control policies from expert demonstrations.
Researchers developed a generic model to account for structural variability in SHM.
Noncritical soft-faults and model deviations are a challenge for Fault Detection and Diagnosis (FDD) of resident Autonomous Underwater Vehicles (AUVs). Such systems may have a faster performance degradation due to the permanent exposure to the marine environment, and constant monitoring of component conditions is requi…
The paper analyzes a five-factor capital market model and facilitates exact simulation.
New method trims network data to resist adversarial contamination.
Paper tackles robust offline RL for non-Markovian processes, improving efficiency and applicability.
Pitch or fundamental frequency (f0) extraction is a fundamental problem studied extensively for its potential applications in speech and clinical applications. In literature, explicit mode specific (modal speech or singing voice or emotional/ expressive speech or noisy speech) signal processing and deep learning f0 ext…
New privacy-preserving method for conformal prediction without splitting data.
Model analyzes Proof-of-Stake network dynamics and speculative capital effects on token prices.
A hybrid algorithm fuses significance-based splitting with honest sample-splitting for estimating heterogeneous treatment effects.
This paper compares VaR estimation methods under tail misspecification, finding importance sampling underestimates VaR.
Generalizes causal inference to high-dimensional outcomes.
Paper bridges statistical inference for DP-SGD, a privacy-preserving machine learning method.
The paper analyzes SGD with dropout regularization in linear models, proving asymptotic properties and providing inference tools.
In the "positive interest" models of Flesaker-Hughston, the nominal discount bond system is determined by a one-parameter family of positive martingales. In the present paper we extend this analysis to include a variety of distributions for the martingale family, parameterised by a function that determines the behaviou…