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.
We propose a new blind source separation algorithm based on mixtures of alpha-stable distributions. Complex symmetric alpha-stable distributions have been recently showed to better model audio signals in the time-frequency domain than classical Gaussian distributions thanks to their larger dynamic range. However, infer…
Generative source separation methods such as non-negative matrix factorization (NMF) or auto-encoders, rely on the assumption of an output probability density. Generative Adversarial Networks (GANs) can learn data distributions without needing a parametric assumption on the output density. We show on a speech source se…
In this paper, we presented a novel semi-supervised one-class classification algorithm which assumes that class is linearly separable from other elements. We proved theoretically that class is linearly separable if and only if it is maximal by probability within the sets with the same mean. Furthermore, we presented an…
For a certain class of distributions, we prove that the linear programming relaxation of k-medoids clustering---a variant of k-means clustering where means are replaced by exemplars from within the dataset---distinguishes points drawn from nonoverlapping balls with high probability once the number of points drawn a…
The hypothesis that high dimensional data tend to lie in the vicinity of a low dimensional manifold is the basis of manifold learning. The goal of this paper is to develop an algorithm (with accompanying complexity guarantees) for fitting a manifold to an unknown probability distribution supported in a separable Hilber…
We introduce a new approach for designing computationally efficient learning algorithms that are tolerant to noise, and demonstrate its effectiveness by designing algorithms with improved noise tolerance guarantees for learning linear separators. We consider both the malicious noise model and the adversarial label nois…
This paper studies Fenchel-Young losses, a generic way to construct convex loss functions from a regularization function. We analyze their properties in depth, showing that they unify many well-known loss functions and allow to create useful new ones easily. Fenchel-Young losses constructed from a generalized entropy, …
A concentration graph associated with a random vector is an undirected graph where each vertex corresponds to one random variable in the vector. The absence of an edge between any pair of vertices (or variables) is equivalent to full conditional independence between these two variables given all the other variables. In…
A random walk wn on a separable, geodesic hyperbolic metric space X converges to the boundary ∂X with probability one when the step distribution supports two independent loxodromics. In particular, the random walk makes positive linear progress. Progress is known to be linear with exponential decay when …
This manuscript provides optimization guarantees, generalization bounds, and statistical consistency results for AdaBoost variants which replace the exponential loss with the logistic and similar losses (specifically, twice differentiable convex losses which are Lipschitz and tend to zero on one side). The heart of the…
Reliable measures of statistical dependence could be useful tools for learning independent features and performing tasks like source separation using Independent Component Analysis (ICA). Unfortunately, many of such measures, like the mutual information, are hard to estimate and optimize directly. We propose to learn i…
We consider composite loss functions for multiclass prediction comprising a proper (i.e., Fisher-consistent) loss over probability distributions and an inverse link function. We establish conditions for their (strong) convexity and explore the implications. We also show how the separation of concerns afforded by using …
In this note we prove the a pointwise ergodic theorem for functions taking values in a separable complete CAT(0)-space, analogous to Lindenstrauss' pointwise ergodic theorem for real-valued integrable functions on a probability space subject to a probability-preserving action of an amenable l.c.s.c. group, where in the…
We study exact recovery conditions for convex relaxations of point cloud clustering problems, focusing on two of the most common optimization problems for unsupervised clustering: k-means and k-median clustering. Motivations for focusing on convex relaxations are: (a) they come with a certificate of optimality, and…