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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.

168,657 papers · 148 categories

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3978117156 · May 202619922001200920172026
48 results for spectral mixture

Standard kernels such as Matérn or RBF kernels only encode simple monotonic dependencies within the input space. Spectral mixture kernels have been proposed as general-purpose, flexible kernels for learning and discovering more complicated patterns in the data. Spectral mixture kernels have recently been generalized in…

2018-11-27abs ↗pdf ↗

New theorem improves spectral gap for sampling from mixture distributions.

problem Sampling from multimodal distributions with simulated tempering.
method Introduced a decomposition theorem for the restricted spectral gap of simulated tempering.
result Lower bound on the restricted spectral gap for mixture distributions.

Essential principal components simplify spectral analysis with minimal training data.

problem Accurate spectral quantification from complex mixtures.
method Identifying essential principal components and using molar extinction coefficients.
result Near one-to-one projection from principal components to mixture constituents.

New kernel models multi-output Gaussian processes accurately.

problem Challenges in modelling cross-covariances for multiple-output Gaussian processes.
method Replaced Gaussian components with block components of finite bandwidth in spectral mixture kernel.
result First multi-output generalization of spectral mixture kernel that can approximate any stationary multi-output kernel to arbitrary precision.

Multi-output Gaussian processes (MOGPs) are an extension of Gaussian Processes (GPs) for predicting multiple output variables (also called channels, tasks) simultaneously. In this paper we use the convolution theorem to design a new kernel for MOGPs, by modeling cross channel dependencies through cross convolution of t…

2018-08-07abs ↗pdf ↗

New spectral mixture representation for isotropic kernels simplifies random Fourier features.

problem Applying Random Fourier Features to complex kernels.
method Decompose isotropic kernels into scale mixtures of α-stable random vectors.
result Constructive spectral sampling formula for various kernels.

Clustering of data sets is a standard problem in many areas of science and engineering. The method of spectral clustering is based on embedding the data set using a kernel function, and using the top eigenvectors of the normalized Laplacian to recover the connected components. We study the performance of spectral clust…

2014-04-29abs ↗pdf ↗

Improves learning of spectral mixture kernels with approximate Bayesian inference.

problem Difficult optimization of large number of SM kernel parameters.
method Approximate Bayesian inference using variational distribution of spectral points and random Fourier features.
result Accelerates convergence and leads to better optimal parameters.

In this paper, we study the spectrum and the eigenvectors of radial kernels for mixtures of distributions in Rn\mathbb{R}^n. Our approach focuses on high dimensions and relies solely on the concentration properties of the components in the mixture. We give several results describing of the structure of kernel matrices …

2019-06-25abs ↗pdf ↗

Study finds the minimum number of finite Gaussian mixtures for best approximation.

problem Finding the minimum number of finite Gaussian mixtures for best approximation.
method Local moment matching for upper bound and spectral analysis for lower bound.
result Corrects a previous lower bound in the case of Gaussian mixing distributions.

Flexible model captures varying scales in data clusters.

problem Real-world data often exhibits varying scales or intensities, violating the homogeneity assumption of classical Gaussian mixture models.
method Individual-heterogeneous sub-Gaussian mixture model with an efficient spectral method for exact recovery.
result The method provably achieves exact recovery of true cluster labels under mild separation conditions.

This paper studies clustering and embedding in high-dimensional Gaussian mixture block models.

problem Clustering and embedding in high-dimensional Gaussian mixture block models.
method Spectral clustering and embedding algorithms for graphs sampled from Gaussian mixture block models.
result Performance analysis of spectral clustering and embedding algorithms for 2-component spherical Gaussian mixtures.

Algorithm learns mixtures of Markov chains and MDPs from short trajectories.

problem Learning mixtures of Markov chains and MDPs from short unlabeled trajectories.
method Subspace estimation, spectral clustering, EM algorithm, model estimation, classification.
result 96.6% average accuracy on a mixture of two MDPs in gridworld, outperforming EM algorithm with random initialization.

Study local geometry of mixture models via spectral theory, revealing transitions in training dynamics.

problem Understanding the local geometry of high-dimensional mixture models.
method Spectral theory of Hessian and information matrices, focusing on i.i.d. Gaussian mixtures.
result Exact formulas for limits of spectral distribution and outlier eigenvalues, connecting training dynamics to effective dynamics.

New method clusters high-dimensional data with anisotropic noise.

problem Clustering high-dimensional anisotropic mixtures with varying noise structures.
method Covariance Projected Spectral Clustering (COPO) method that projects data onto a low-dimensional space and reassigns clusters based on estimated covariances.
result COPO achieves minimax-optimal misclustering rates in Gaussian settings.

Enhances GPLVM for multi-view data with scalable latent representation learning.

problem Limited kernel expressiveness and computational inefficiency in multi-view GPLVM.
method Introduces a new duality between spectral density and kernel function, uses NG-SM kernel, and applies random Fourier feature approximation for scalability.
result Consistently outperforms state-of-the-art models in learning meaningful latent representations across diverse datasets.

The paper corrects for node degree in spectral clustering using random walk Laplacian.

problem Node degree heterogeneity in spectral clustering.
method Graph spectral embedding using the random walk Laplacian.
result The embedding provides uniformly consistent estimates of degree-corrected latent positions.

When estimating finite mixture models, it is common to make assumptions on the mixture components, such as parametric assumptions. In this work, we make no distributional assumptions on the mixture components and instead assume that observations from the mixture model are grouped, such that observations in the same gro…

2016-06-30abs ↗pdf ↗

PolyNSD improves Neural Sheaf Diffusion with polynomial operators and spectral rescaling.

problem Limitations of common Neural Sheaf Diffusion implementations, including scalability and stability issues.
method Introduces Polynomial Neural Sheaf Diffusion (PolyNSD) with a degree-K polynomial propagation operator and spectral rescaling.
result PolyNSD achieves state-of-the-art results on both homophilic and heterophilic benchmarks with reduced runtime and memory requirements.

The expressive power of Gaussian processes depends heavily on the choice of kernel. In this work we propose the novel harmonizable mixture kernel (HMK), a family of expressive, interpretable, non-stationary kernels derived from mixture models on the generalized spectral representation. As a theoretically sound treatmen…

2018-10-10abs ↗pdf ↗

Nonparametric models are versatile, albeit computationally expensive, tool for modeling mixture models. In this paper, we introduce spectral methods for the two most popular nonparametric models: the Indian Buffet Process (IBP) and the Hierarchical Dirichlet Process (HDP). We show that using spectral methods for the in…

2017-03-31abs ↗pdf ↗

Clustering is concerned with coherently grouping observations without any explicit concept of true groupings. Spectral graph clustering - clustering the vertices of a graph based on their spectral embedding - is commonly approached via K-means (or, more generally, Gaussian mixture model) clustering composed with either…

2018-08-23abs ↗pdf ↗

Paper explores statistical and computational limits of estimating low-rank Gaussian mixtures.

problem Estimating low-rank matrix-variate observations with optimal statistical and computational limits.
method Low-rank Gaussian mixture model (LrMM) and minimax lower bounds.
result Minimax optimality of maximum likelihood estimator and spectral aggregation method.

Spectral methods have greatly advanced the estimation of latent variable models, generating a sequence of novel and efficient algorithms with strong theoretical guarantees. However, current spectral algorithms are largely restricted to mixtures of discrete or Gaussian distributions. In this paper, we propose a kernel m…

2013-11-13abs ↗pdf ↗

New accelerators for EM improve convergence speed in complex mixture models.

problem Improving the convergence speed of the EM algorithm for complex mixture models.
method Derive a new operator connecting global descent and local convergence, and use it to develop two acceleration strategies.
result Two new acceleration strategies (G-Accelerator and Geo-Adaptive) significantly improve EM algorithm performance.

Unified approach for interpretable regression with flexible modeling.

problem Combining predictive adaptivity with interpretability in heterogeneous data.
method Combining random Fourier features, spectral feature map, principal component analysis, Gaussian mixture model, and cluster-specific generalized additive models.
result Consistently improves upon classical and black-box models across benchmark datasets.

Efficiently marginalizes over Gaussian Process kernels for better model flexibility and uncertainty.

problem Inefficient marginalization over Gaussian Process kernels for large datasets.
method Bayesian Quadrature scheme with maximum mean discrepancies and invariances between Spectral Mixture kernels.
result Achieves more accurate predictions and better calibrated uncertainty than state-of-the-art baselines.

New ICA method for sources with mixed spectra.

problem Inaccurate separation of sources with temporal autocorrelations and mixed spectra.
method Estimates spectral density functions and line spectra using cubic splines and indicator functions, then maximizes the Whittle likelihood function.
result Outperforms existing ICA methods in simulations and EEG data applications.

Early approaches to multiple-output Gaussian processes (MOGPs) relied on linear combinations of independent, latent, single-output Gaussian processes (GPs). This resulted in cross-covariance functions with limited parametric interpretation, thus conflicting with the ability of single-output GPs to understand lengthscal…

2017-09-05abs ↗pdf ↗