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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.

168,695 papers · 148 categories

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60120179239 · Jun 202019922001200920172026
48 results for weighted GMM

The GMM (generalized min-max) kernel was recently proposed (Li, 2016) as a measure of data similarity and was demonstrated effective in machine learning tasks. In order to use the GMM kernel for large-scale datasets, the prior work resorted to the (generalized) consistent weighted sampling (GCWS) to convert the GMM ker…

2016-07-12abs ↗pdf ↗

New algorithm for learning mixtures with mostly uniform weights, improving on previous bounds.

problem Learning mixtures of Gaussians with uniform weights and mostly uniform component weights.
method Statistical Query (SQ) lower bound and quasi-polynomial upper bound for testing.
result Quasi-polynomial upper bound for testing mixtures with mostly uniform weights.

Paper uses robust GMM to reconstruct missing data in Sentinel-2 images for crop monitoring.

problem Missing data in remote sensing images, especially from multispectral and SAR sensors.
method Robust Gaussian Mixture Models (GMM) with outlier detection using isolation forest.
result Robust GMM outperforms standard GMM in reconstructing imputed values, reducing errors.

Unified perspective on natural gradient methods for GMMs, improving variational inference.

problem Efficiently learning multi-modal approximations of complex distributions.
method Comparison and optimization of VIPS and iBayes-GMM methods for Gaussian mixture models.
result Hybrid approach significantly outperforms both VIPS and iBayes-GMM.

The method of "random Fourier features (RFF)" has become a popular tool for approximating the "radial basis function (RBF)" kernel. The variance of RFF is actually large. Interestingly, the variance can be substantially reduced by a simple normalization step as we theoretically demonstrate. We name the improved scheme …

2016-05-18abs ↗pdf ↗

The recently proposed "generalized min-max" (GMM) kernel can be efficiently linearized, with direct applications in large-scale statistical learning and fast near neighbor search. The linearized GMM kernel was extensively compared in with linearized radial basis function (RBF) kernel. On a large number of classificatio…

2017-01-09abs ↗pdf ↗

An ε\varepsilon-coreset for a given set DD of nn points, is usually a small weighted set, such that querying the coreset \emph{provably} yields a (1+ε)(1+\varepsilon)-factor approximation to the original (full) dataset, for a given family of queries. Using existing techniques, coresets can be maintained for streaming, …

2019-06-12abs ↗pdf ↗

Paper tackles MSDA with GMMs and OT, improving over prior art.

problem Adapting multiple heterogeneous source measures to a target measure.
method Optimal Transport between Gaussian Mixture Models, with novel barycenter calculation.
result Improves image classification and fault diagnosis benchmarks.

While tree methods have been popular in practice, researchers and practitioners are also looking for simple algorithms which can reach similar accuracy of trees. In 2010, (Ping Li UAI'10) developed the method of "abc-robust-logitboost" and compared it with other supervised learning methods on datasets used by the deep …

2018-05-08abs ↗pdf ↗

GAT-GMM improves GANs' performance in learning Gaussian mixture models.

problem GANs struggle with multi-modal distributions like Gaussian mixtures.
method Proposes a minimax GAN framework using random linear generator and softmax-based quadratic discriminator.
result Gradient Descent Ascent method converges to an approximate minimax point.

Many methods for machine learning rely on approximate inference from intractable probability distributions. Variational inference approximates such distributions by tractable models that can be subsequently used for approximate inference. Learning sufficiently accurate approximations requires a rich model family and ca…

2019-07-10abs ↗pdf ↗

Paper estimates GMMs with unknown covariances using sparse regularization.

problem Estimating GMMs with unknown diagonal covariances from samples.
method Employed Beurling-LASSO (BLASSO) for sparse estimation of component means, covariances, and weights.
result Established non-asymptotic recovery guarantees with nearly parametric convergence rates.

The paper studies scaling limits of Wasserstein metrics on Gaussian mixture models.

problem Understanding the scaling limits of Wasserstein metrics on Gaussian mixture models.
method Scaling limit approach on Gaussian mixture models, including inhomogeneous and extended models.
result Existence of the limit of the Wasserstein metric after renormalization for GMMs with zero variance.

Efficiently trains large GMMs with millions to billions of parameters.

problem Training large Gaussian Mixture Models (GMMs) is computationally expensive.
method Derives a variational approximation integrated with mixtures of factor analyzers (MFAs) to reduce complexity.
result Sublinear scaling in training GMMs, achieving significant speed-ups.

Paper analyzes GMM for separable data with various parameter structures.

problem Classifying separable data with logistic models and their generalizations.
method Introduces and analyzes Generalized Margin Maximizer (GMM) for logistic models with specific parameter structures.
result GMM outperforms max-margin classifiers in various parameter settings and structures.

Instrumental variable analysis is a powerful tool for estimating causal effects when randomization or full control of confounders is not possible. The application of standard methods such as 2SLS, GMM, and more recent variants are significantly impeded when the causal effects are complex, the instruments are high-dimen…

2019-05-29abs ↗pdf ↗

We develop a new compressive sensing (CS) inversion algorithm by utilizing the Gaussian mixture model (GMM). While the compressive sensing is performed globally on the entire image as implemented in our lensless camera, a low-rank GMM is imposed on the local image patches. This low-rank GMM is derived via eigenvalue th…

2015-08-27abs ↗pdf ↗

A new 1-iteration GMM learning algorithm improves robustness and accuracy.

problem Improving robustness and accuracy in Gaussian Mixture Model learning.
method GMM expansion idea, 1-iteration learning algorithm, theoretical proof of convergence.
result Guaranteed convergence of the new algorithm regardless initial parameters.

UAPCA projects uncertain data to low dimensions using GMMs.

problem Uncertain multidimensional data not well described by normal distributions.
method Model data with Gaussian mixture models, derive UAPCA projection from general formulation.
result Low-dimensional projections better represent multidimensional distributions.

Study improves GMM learning performance through multi-task and transfer learning.

problem Improving GMM learning performance through similar task structures.
method Proposes a multi-task GMM learning procedure based on EM algorithm, robust to outliers.
result Achieves minimax optimal rate of convergence for parameter estimation and mis-clustering.

Following the very recent line of work on the ``generalized min-max'' (GMM) kernel, this study proposes the ``generalized intersection'' (GInt) kernel and the related ``normalized generalized min-max'' (NGMM) kernel. In computer vision, the (histogram) intersection kernel has been popular, and the GInt kernel generaliz…

2016-12-29abs ↗pdf ↗

Study uses GMM-UBM and i-vectors to assess Parkinson's patients via speech, handwriting, and gait.

problem Assessing neurological state of Parkinson's disease patients using speech, handwriting, and gait signals.
method GMM-UBM and i-vectors applied to speech, handwriting, and gait signals.
result Different feature sets from each signal are crucial for assessing Parkinson's patients.

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…

2017-11-15abs ↗pdf ↗

Low-rank MPPCA improves importance sampling in high dimensions.

problem Estimating full-rank GMM covariance matrices in high dimensions is numerically unstable.
method Use MPPCA mixtures as low-rank proposals for importance sampling in high-dimensional spaces.
result Consistent gains in sample efficiency and quality of failure distribution characterization.

New GMM models fit high-dimensional data with fewer parameters.

problem Overparameterization and lack of flexibility in GMMs for high-dimensional data.
method Piecewise-constant covariance eigenvalue profiles, EM and penalized EM algorithms.
result Superior likelihood-parsimony tradeoffs in density fitting, clustering, and denoising.

Paper introduces a new distance measure for Gaussian Mixture Models.

problem Developing a new distance measure for Gaussian Mixture Models.
method Embedding K-component Gaussian Mixture Models into the manifold of symmetric positive definite matrices and calculating a lower bound for the Fisher-Rao metric.
result Demonstrated effectiveness through experiments on standard datasets.

Optimal classifiers derived from GMMs are approximated by deep neural networks.

problem Binary classification of high-dimensional overlapping Gaussian mixtures.
method Closed-form expressions for Bayes optimal decision boundaries derived from GMMs' eigenstructure. Empirical validation through synthetic and real-world data.
result Deep neural networks approximate optimal classifiers for GMMs, with decision thresholds related to covariance eigenvectors.

Paper introduces new Gromov-type distances for comparing Gaussian mixture models.

problem Comparing distributions across different metric spaces using Gromov-Wasserstein distances.
method Incorporates invariance properties into MW2, introducing MGW2 and EW2.
result MGW2 and EW2 are efficient for estimating distances between GMMs in practical applications.

We present semiparametric spectral modeling of the complete larval Drosophila mushroom body connectome. Motivated by a thorough exploratory data analysis of the network via Gaussian mixture modeling (GMM) in the adjacency spectral embedding (ASE) representation space, we introduce the latent structure model (LSM) for n…

2017-05-09abs ↗pdf ↗

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.

Develops a robust GMM estimator for outlier-tolerant inference.

problem Sensitive GMM estimation to outliers in inference problems.
method Robustified GMM estimator with computational efficiency and recovery guarantees.
result First computationally efficient GMM estimator for εε fraction of adversarial outliers with O(ε)O(\sqrtε) recovery guarantee.

Regularized linear regression improves binary classification performance, especially with ridge and 1\ell_1 regularization.

problem Improving binary classification accuracy with noisy labels.
method Systematic study of regularization strengths on linear classifiers trained on noisy binary classification data.
result Ridge regression consistently improves classification error, while 1\ell_1 regularization can induce sparsity and \ell_\infty regularization can concentrate weights to two values.

Paper proposes PCA-GMM for efficient superresolution of material images.

problem Efficiently handling large and high-dimensional data sets.
method PCA-GMM combining Gaussian Mixture Model and PCA for dimensionality reduction.
result PCA-GMM improves superresolution of material images with moderate dimensionality reduction.

Automatically differentiable estimation for BLP model reduces bias in demand estimation.

problem Estimating the BLP model with reduced bias and improved performance.
method Phrasing BLP as an automatically differentiable moment function, using CUE for estimation, and incorporating MCMC credible intervals.
result CUE estimation shows lower bias but higher MAE compared to 2S-GMM, with MCMC providing closest empirical coverage.

A new method for learning Gaussian Mixture Models using gradient descent.

problem Learning Gaussian Mixture Models efficiently and with gradient descent.
method Sliced Cramér 2-distance for multivariate GMMs, compatible with gradient descent.
result Closed-form solution for univariate case, easy to implement.

This paper finds the noise threshold for learning Gaussian mixture models equals channel capacity.

problem Learning Gaussian mixture models with noisy data.
method Bayesian formulation with uniformly distributed centers on a sphere, analyzing the large system limit.
result The maximal noise level σ2σ^2 for which GMM learning is as easy as labeled observations is the channel capacity.