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.
A new method trains deep networks by separating weight locations from values.
In this work, we propose the kernel Pitman-Yor process (KPYP) for nonparametric clustering of data with general spatial or temporal interdependencies. The KPYP is constructed by first introducing an infinite sequence of random locations. Then, based on the stick-breaking construction of the Pitman-Yor process, we defin…
We propose an iterative scheme for feature-based positioning using a new weighted dissimilarity measure with the goal of reducing the impact of large errors among the measured or modeled features. The weights are computed from the location-dependent standard deviations of the features and stored as part of the referenc…
Latent FxLMS accelerates ANC by adapting along low-dimensional filter weights.
Functional connections in the brain are frequently represented by weighted networks, with nodes representing locations in the brain, and edges representing the strength of connectivity between these locations. One challenge in analyzing such data is that inference at the individual edge level is not particularly biolog…
Estimates Gaussian mixtures from weighted samples efficiently.
A fundamental task in kernel methods is to pick nodes and weights, so as to approximate a given function from an RKHS by the weighted sum of kernel translates located at the nodes. This is the crux of kernel density estimation, kernel quadrature, or interpolation from discrete samples. Furthermore, RKHSs offer a conven…
A new validation scheme improves Federated Learning performance.
Convolutional neural networks (CNN) are widely used for speech emotion recognition (SER). In such cases, the short time fourier transform (STFT) spectrogram is the most popular choice for representing speech, which is fed as input to the CNN. However, the uncertainty principles of the short-time Fourier transform preve…
In a number of situations, collecting a function value for every data point may be prohibitively expensive, and random sampling ignores any structure in the underlying data. We introduce a scalable optimization algorithm with no correction steps (in contrast to Frank-Wolfe and its variants), a variant of gradient ascen…
Interest in generative models has grown tremendously in the past decade. However, their training performance can be adversely affected by contamination, where outliers are encoded in the representation of the model. This results in the generation of noisy data. In this paper, we introduce weighted conjugate feature dua…
The research reported in this paper identifies the epigenetic biomarker (methylation beta pattern) of breast cancer. Many cancers are triggered by abnormal gene expression levels caused by aberrant methylation of CpG sites in the DNA. In order to develop early diagnostics of cancer-causing methylations and to develop a…
This work proposes a student-teacher network for predicting hospital admission locations.
New algorithm for fitting Gaussian mixtures using Wasserstein-Fisher-Rao geometry.
Water pollution is a major global environmental problem, and it poses a great environmental risk to public health and biological diversity. This work is motivated by assessing the potential environmental threat of coal mining through increased sulfate concentrations in river networks, which do not belong to any simple …
WBCP improves conformal prediction for distribution shifts using weighted Dirichlet posteriors.
This paper proposes recurrent neuron networks (RNNs) for a fingerprinting indoor localization using WiFi. Instead of locating user's position one at a time as in the cases of conventional algorithms, our RNN solution aims at trajectory positioning and takes into account the relation among the received signal strength i…
A-BLINK speeds up Gaussian process covariance estimation.
Estimates Gaussian location model with ridge regularization, comparing variational and spectral methods.
Neural Optimal Design of Experiments improves inverse problem solving efficiency.
Recent progress on many imaging and vision tasks has been driven by the use of deep feed-forward neural networks, which are trained by propagating gradients of a loss defined on the final output, back through the network up to the first layer that operates directly on the image. We propose back-propagating one step fur…
Neural networks with random hidden nodes have gained increasing interest from researchers and practical applications. This is due to their unique features such as very fast training and universal approximation property. In these networks the weights and biases of hidden nodes determining the nonlinear feature mapping a…
Method reduces model bias in water temperature prediction using physics-guided GNNs.
Iterative methods for fitting a Gaussian Random Field (GRF) model via maximum likelihood (ML) estimation requires solving a nonconvex optimization problem. The problem is aggravated for anisotropic GRFs where the number of covariance function parameters increases with the dimension. Even evaluation of the likelihood fu…
Study calculates tail risk for various mixture distributions.
In modern computer vision tasks, convolutional neural networks (CNNs) are indispensable for image classification tasks due to their efficiency and effectiveness. Part of their superiority compared to other architectures, comes from the fact that a single, local filter is shared across the entire image. However, there a…
A new method estimates uncertainty without explicit prediction models.
Develops a Bayesian non-parametric approach for signal separation with varying components.
This paper describes the data collection effort that is part of the project Sprekend Nederland (The Netherlands Talking), and discusses its potential use in Automatic Accent Location. We define Automatic Accent Location as the task to describe the accent of a speaker in terms of the location of the speaker and its hist…
Learning node embeddings that capture a node's position within the broader graph structure is crucial for many prediction tasks on graphs. However, existing Graph Neural Network (GNN) architectures have limited power in capturing the position/location of a given node with respect to all other nodes of the graph. Here w…
We present and test a sequential learning algorithm for the short-term prediction of human mobility. This novel approach pairs the Exponential Weights forecaster with a very large ensemble of experts. The experts are individual sequence prediction algorithms constructed from the mobility traces of 10 million roaming mo…
Exact 1-Wasserstein distance between location-scale distributions derived, with privacy effects studied.
Twitter is recently being used during crises to communicate with officials and provide rescue and relief operation in real time. The geographical location information of the event, as well as users, are vitally important in such scenarios. The identification of geographic location is one of the challenging tasks as the…
Study shows one-dimensional location-scale-shape models are flat in Wasserstein geometry.
We introduce an algorithm to locate contours of functions that are expensive to evaluate. The problem of locating contours arises in many applications, including classification, constrained optimization, and performance analysis of mechanical and dynamical systems (reliability, probability of failure, stability, etc.).…
A new method reduces high-dimensional data's impact on CWMs using TSNE.
Companies try to maximize their profits by recovering returned products of highly uncertain quality and quantity. In this paper, a reverse logistics network for an Original Equipment Manufacturer (OEM) is presented. Returned products are selected for remanufacturing or scrapping, based on their quality and proportional…
Designing a deep neural network (DNN) with good generalization capability is a complex process especially when the weights are severely quantized. Model averaging is a promising approach for achieving the good generalization capability of DNNs, especially when the loss surface for training contains many sharp minima. W…
Empirical median performs well in estimating location with varying scales.
We study the international interbank market through a geometrical and a topological analysis of empirical data. The geometrical analysis of the time series of cross-country liabilities shows that the systematic information of the interbank international market is contained in a space of small dimension, from which a to…
A game theory study on optimal hiding and searching strategies in discrete locations.
We present a novel method of compression of deep Convolutional Neural Networks (CNNs) by weight sharing through a new representation of convolutional filters. The proposed method reduces the number of parameters of each convolutional layer by learning a 1D vector termed Filter Summary (FS). The convolutional filters ar…
We study the structure of locational marginal prices in day-ahead and real-time wholesale electricity markets. In particular, we consider the case of two North American markets and show that the price correlations contain information on the locational structure of the grid. We study various clustering methods and intro…
Optimizes black-box functions with varying costs across multiple sources.
Learning an optimal policy from a multi-modal reward function is a challenging problem in reinforcement learning (RL). Hierarchical RL (HRL) tackles this problem by learning a hierarchical policy, where multiple option policies are in charge of different strategies corresponding to modes of a reward function and a gati…
This article develops a deep reinforcement learning (Deep-RL) framework for dynamic pricing on managed lanes with multiple access locations and heterogeneity in travelers' value of time, origin, and destination. This framework relaxes assumptions in the literature by considering multiple origins and destinations, multi…
New risk class defined based on loss location and deviation.
Given full or partial information about a collection of points that lie close to a union of several subspaces, subspace clustering refers to the process of clustering the points according to their subspace and identifying the subspaces. One popular approach, sparse subspace clustering (SSC), represents each sample as a…