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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.

169,051 papers · 148 categories

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3876114152 · Jun 202019922001200920182026
48 results for soft EM clustering

End-to-end algorithm for joint object detection and sensor calibration from noisy images.

problem Jointly estimate objects and sensor parameters from noisy street-level imagery.
method Nested stochastic variational inference, soft data association, soft EM clustering, AD framework.
result Model is more robust to DNN misclassifications and generalizes across sign types.

The Expectation-Maximization (EM) algorithm is a widely used method for maximum likelihood estimation in models with latent variables. For estimating mixtures of Gaussians, its iteration can be viewed as a soft version of the k-means clustering algorithm. Despite its wide use and applications, there are essentially no …

2016-09-01abs ↗pdf ↗

CW-EDMD improves prediction accuracy by learning local Koopman models for different state-space regions.

problem Inefficient global Koopman operator approximation for distinct local dynamics.
method Cluster-Weighted EDMD (CW-EDMD) learns a soft phase-space partition and per-cluster EDMD operators using EM objective.
result CW-EDMD significantly reduces prediction errors across various systems and configurations.

We describe kk-MLE, a fast and efficient local search algorithm for learning finite statistical mixtures of exponential families such as Gaussian mixture models. Mixture models are traditionally learned using the expectation-maximization (EM) soft clustering technique that monotonically increases the incomplete (expec…

2012-03-23abs ↗pdf ↗

This paper introduces a general multi-class approach to weakly supervised classification. Inferring the labels and learning the parameters of the model is usually done jointly through a block-coordinate descent algorithm such as expectation-maximization (EM), which may lead to local minima. To avoid this problem, we pr…

2012-06-27abs ↗pdf ↗

This paper compares unstructured and structured EM-based semi-supervised learning methods.

problem Semi-supervised learning with EM algorithm for structured prediction.
method Comparative study between unstructured and structured EM-based semi-supervised learning methods.
result Structured EM is more robust to class confusion in flood mapping datasets.

We define a class of Euclidean distances on weighted graphs, enabling to perform thermodynamic soft graph clustering. The class can be constructed form the "raw coordinates" encountered in spectral clustering, and can be extended by means of higher-dimensional embeddings (Schoenberg transformations). Geographical flow …

2010-07-06abs ↗pdf ↗

The information bottleneck (IB) approach to clustering takes a joint distribution P ⁣(X,Y)P\!\left(X,Y\right) and maps the data XX to cluster labels TT which retain maximal information about YY (Tishby et al., 1999). This objective results in an algorithm that clusters data points based upon the similarity of their condit…

2017-12-27abs ↗pdf ↗

Model-based clustering approaches concern the paradigm of exploratory data analysis relying on the finite mixture model to automatically find a latent structure governing observed data. They are one of the most popular and successful approaches in cluster analysis. The mixture density estimation is generally performed …

2013-12-25abs ↗pdf ↗

OTSS learns personalized decision weights from logged decisions and outputs.

problem Learning context-specific decision weights from logged decisions and outputs.
method Output-targeted soft-segmentation model that deploys personalized decision-ready weight vectors.
result OTSS achieves the lowest mean regret in benchmark settings.

Study improves S&P 500 volatility forecasting through regime-switching methods.

problem Accurate prediction of S&P 500 volatility for risk management and investment.
method Regime-switching methods including soft Markov switching, spectral clustering, and coefficient-based clustering.
result Coefficient-based clustering algorithm outperformed other models during all time periods.

The EM algorithm is one of many important tools in the field of statistics. While often used for imputing missing data, its widespread applications include other common statistical tasks, such as clustering. In clustering, the EM algorithm assumes a parametric distribution for the clusters, whose parameters are estimat…

2017-11-21abs ↗pdf ↗

This paper compares EM and GD in two-component mixture models, finding EM escapes bad local optima more reliably.

problem Understanding the convergence of EM and GD in mixture models, especially in regions where one component is missing.
method Analyzing regions called one-cluster regions in two-component mixture models of Gaussians and Bernoullis, comparing the propensity of EM and GD to converge to these regions.
result EM escapes one-cluster regions exponentially fast, while GD escapes them linearly fast, indicating EM is less likely to converge to bad local optima.

SESSC clusters fuzzy rules for TSK classifiers, improving performance with label info.

problem Lack of supervised clustering for TSK fuzzy classifiers.
method SESSC integrates within-cluster compactness, between-cluster separation, and label information.
result SESSC initialization outperforms other clustering methods, especially for small rule numbers.

Regularized EM algorithm improves clustering performance with small sample sizes.

problem Performance reduction in EM algorithm due to small sample size and poorly conditioned covariance matrices.
method Regularized EM algorithm that uses prior knowledge to ensure positive definiteness of covariance matrices.
result The regularized EM algorithm outperforms standard EM in clustering tasks with small sample sizes.

Transactional network data can be thought of as a list of one-to-many communications(e.g., email) between nodes in a social network. Most social network models convert this type of data into binary relations between pairs of nodes. We develop a latent mixed membership model capable of modeling richer forms of transacti…

2010-10-07abs ↗pdf ↗

This paper investigates graph clustering in the planted cluster model in the presence of {\em small clusters}. Traditional results dictate that for an algorithm to provably correctly recover the clusters, {\em all} clusters must be sufficiently large (in particular, Ω~(n)\tildeΩ(\sqrt{n}) where nn is the number of nodes …

2013-02-19abs ↗pdf ↗

Many applications in data analysis begin with a set of points in a Euclidean space that is partitioned into clusters. Common tasks then are to devise a classifier deciding which of the clusters a new point is associated to, finding outliers with respect to the clusters, or identifying the type of clustering used for th…

2013-07-15abs ↗pdf ↗

Study EM and GD for clustering with penalties for misspecification and high dimensions.

problem Clustering with misspecification and high-dimensional data.
method Model-based Gaussian Mixture Models, EM algorithm, GD optimization with AD, penalized likelihood.
result GD outperforms EM on high-dimensional data but both have poor cluster interpretation.

Improved clustering accuracy with disentangled latent code representation.

problem Improving k-Means clustering performance.
method Optimizing the entanglement of autoencoder latent code representation using soft nearest neighbor loss with annealing temperature.
result 96.2% test clustering accuracy on MNIST, 85.6% on Fashion-MNIST, and 79.2% on EMNIST Balanced datasets.

We study the sparse entropy-regularized reinforcement learning (ERL) problem in which the entropy term is a special form of the Tsallis entropy. The optimal policy of this formulation is sparse, i.e.,~at each state, it has non-zero probability for only a small number of actions. This addresses the main drawback of the …

2018-02-10abs ↗pdf ↗

The paper improves EM for clustering in a mixture of linear regression models.

problem Improving EM for clustering in a mixture of linear regression models with clustered data.
method Employed Expectation-Maximization (EM) method to estimate parameters from dependent samples.
result EM on structured data requires only O(1) iterations for statistical accuracy, compared to O(log(mn/d)) for unstructured data.

Transformers learn to cluster Gaussian mixtures as well as the EM algorithm.

problem Learning guarantees of Transformers in multi-class clustering of Gaussian mixtures.
method Developed a theory connecting Transformer's Softmax Attention layers to the EM algorithm's workflow.
result Transformers achieve minimax optimal rate for clustering Gaussian mixtures with sufficient training samples and initialization.

Regularized EM algorithm improves GMM clustering in low sample settings.

problem Numerical instability and convergence issues in EM-GMM for low sample support.
method Regularized EM algorithm that maximizes penalized GMM likelihood, ensuring positive definiteness and structured covariance matrices.
result The regularized EM algorithm leads to better performing EM for structured covariance matrix models or low sample settings.