The paper explores selecting the parameter α for Fermat distance to balance geometry and noise.
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.
Trend · papers per month
A projective parameter of a geodesic on a Finsler space is defined to be solution of a certain ODE. Using projective parameter and Funk metric, one can construct a projectively invariant intrinsic pseudo-distance on a Finsler space. In the present work, solutions of the projective parameter's ODE are characterized with…
Paper analyzes neural network distances and stability, leading to a new learning rule.
To optimize a neural network one often thinks of optimizing its parameters, but it is ultimately a matter of optimizing the function that maps inputs to outputs. Since a change in the parameters might serve as a poor proxy for the change in the function, it is of some concern that primacy is given to parameters but tha…
The distribution is able to characterize different regions in monopolarized SAR imagery. It is indexed by three parameters: the number of looks (which can be estimated in the whole image), a scale parameter and a texture parameter. This paper presents a new proposal for feature extraction and region d…
This paper refines MMD for domain adaptation by balancing intra-class and inter-class distances.
Method detects effects of synthesis parameters on plutonium oxide microstructure.
Bounds on geodesic distances on Stiefel manifold derived from new metrics.
Gaussian mixture models (GMM) are powerful parametric tools with many applications in machine learning and computer vision. Expectation maximization (EM) is the most popular algorithm for estimating the GMM parameters. However, EM guarantees only convergence to a stationary point of the log-likelihood function, which c…
Transportation distances have been used for more than a decade now in machine learning to compare histograms of features. They have one parameter: the ground metric, which can be any metric between the features themselves. As is the case for all parameterized distances, transportation distances can only prove useful in…
The paper classifies singularities of plane congruences and affine distance functions.
Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or regularized variations such as Sinkhorn distance. However, as we will demonstrate, regu…
Images obtained with coherent illumination, as is the case of sonar, ultrasound-B, laser and Synthetic Aperture Radar -- SAR, are affected by speckle noise which reduces the ability to extract information from the data. Specialized techniques are required to deal with such imagery, which has been modeled by the G0 dist…
The complex wave representation (CWR) converts unsigned 2D distance transforms into their corresponding wave functions. Here, the distance transform S(X) appears as the phase of the wave function φ(X)---specifically, φ(X)=exp(iS(X)/τwhere τis a free parameter. In this work, we prove a novel result using the higher-orde…
We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional noisy data. Our method, Minimum Distance Lasso (MD-Lasso), combines minimum distanc…
Stable density-based clustering via multiparameter persistence.
Empirical analysis of the foreign exchange market is conducted based on methods to quantify similarities among multi-dimensional time series with spectral distances introduced in [A.-H. Sato, Physica A, 382 (2007) 258--270]. As a result it is found that the similarities among currency pairs fluctuate with the rotation …
The report evaluates heuristics for learning timescale graphical event models.
An important class of distance metrics proposed for training generative adversarial networks (GANs) is the integral probability metric (IPM), in which the neural net distance captures the practical GAN training via two neural networks. This paper investigates the minimax estimation problem of the neural net distance ba…
The study bounds the stability of Gaussian mixtures under small perturbations.
Geography effect is investigated for the Chinese stock market including the Shanghai and Shenzhen stock markets, based on the daily data of individual stocks. The Shanghai city and the Guangdong province can be identified in the stock geographical sector. By investigating a geographical correlation on a geographical pa…
-NN classifier is one of the most famous classification algorithms, whose performance is crucially dependent on the distance metric. When we consider the distance metric as a parameter of -NN, learning an appropriate distance metric for -NN can be seen as minimizing the empirical risk of -NN. In this paper,…
Stochastic version of proximal distance algorithm analyzed and validated.
We investigate a robust penalized logistic regression algorithm based on a minimum distance criterion. Influential outliers are often associated with the explosion of parameter vector estimates, but in the context of standard logistic regression, the bias due to outliers always causes the parameter vector to implode, t…
Generative adversarial nets (GANs) and variational auto-encoders have significantly improved our distribution modeling capabilities, showing promise for dataset augmentation, image-to-image translation and feature learning. However, to model high-dimensional distributions, sequential training and stacked architectures …
The density matrices are positively semi-definite Hermitian matrices of unit trace that describe the state of a quantum system. The goal of the paper is to develop minimax lower bounds on error rates of estimation of low rank density matrices in trace regression models used in quantum state tomography (in particular, i…
Private minimum Hellinger distance estimators maintain robustness and efficiency while ensuring privacy.
Exact 1-Wasserstein distance between location-scale distributions derived, with privacy effects studied.
DoWG optimizer automatically adapts to convex and nonsmooth problems without tuning.
As a fundamental problem of natural language processing, it is important to measure the distance between different documents. Among the existing methods, the Word Mover's Distance (WMD) has shown remarkable success in document semantic matching for its clear physical insight as a parameter-free model. However, WMD is e…
Proposes a Coulomb-like model for international trade flows, fitting real-world data.
Distances are fundamental primitives whose choice significantly impacts the performances of algorithms in machine learning and signal processing. However selecting the most appropriate distance for a given task is an endeavor. Instead of testing one by one the entries of an ever-expanding dictionary of {\em ad hoc} dis…
Efficiently approximates neural network function space distance.
The traditional Minkowski distances are induced by the corresponding Minkowski norms in real-valued vector spaces. In this work, we propose novel statistical symmetric distances based on the Minkowski's inequality for probability densities belonging to Lebesgue spaces. These statistical Minkowski distances admit closed…
A method for fast estimation of Wasserstein distances using sliced Wasserstein distances.
InSphereNet uses infilling spheres for 3D object classification, improving accuracy with fewer parameters.
Using 4-dimensional arithmetic hyperbolic manifolds, we construct some new homological quantum error correcting codes. They are LDPC codes with linear rate and distance . Their rate is evaluated via Euler characteristic arguments and their distance using -systolic geometry. This construction answers …
A new robust metric compares distributions more accurately than existing methods.
Study robustness of polynomial neural networks using algebraic geometry.
Study stability of curvature-dimension condition for negative dimensions.
The scaled complex Wishart distribution is a widely used model for multilook full polarimetric SAR data whose adequacy has been attested in the literature. Classification, segmentation, and image analysis techniques which depend on this model have been devised, and many of them employ some type of dissimilarity measure…
Algorithm selects public datasets for private machine learning.
New bounds on adaptivity cost in stochastic optimization.
In this paper, we present a simple non-parametric method for learning the structure of undirected graphs from data that drawn from an underlying unknown distribution. We propose to use Brownian distance covariance to estimate the conditional independences between the random variables and encodes pairwise Markov graph. …
A new metric mav offers a practical alternative to costly Riemannian distance.
Implicit Generative Models (IGMs) such as GANs have emerged as effective data-driven models for generating samples, particularly images. In this paper, we formulate the problem of learning an IGM as minimizing the expected distance between characteristic functions. Specifically, we minimize the distance between charact…
Region-based classification of PolSAR data can be effectively performed by seeking for the assignment that minimizes a distance between prototypes and segments. Silva et al (2013) used stochastic distances between complex multivariate Wishart models which, differently from other measures, are computationally tractable.…
Paper introduces a new robust loss function for RL.