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37,809
Geometrical Interpretation of Shannon's Entropy Based on the Born Rule
cs.IT
In this paper we will analyze discrete probability distributions in which probabilities of particular outcomes of some experiment (microstates) can be represented by the ratio of natural numbers (in other words, probabilities are represented by digital numbers of finite representation length). We will introduce several...
computer science
37,810
Statistical mechanics of neocortical interactions: Portfolio of Physiological Indicators
cs.CE
There are several kinds of non-invasive imaging methods that are used to collect data from the brain, e.g., EEG, MEG, PET, SPECT, fMRI, etc. It is difficult to get resolution of information processing using any one of these methods. Approaches to integrate data sources may help to get better resolution of data and bett...
computer science
37,811
Simulating Spiking Neural P systems without delays using GPUs
cs.DC
We present in this paper our work regarding simulating a type of P system known as a spiking neural P system (SNP system) using graphics processing units (GPUs). GPUs, because of their architectural optimization for parallel computations, are well-suited for highly parallelizable problems. Due to the advent of general ...
computer science
37,812
A hybrid neuro--wavelet predictor for QoS control and stability
cs.NE
For distributed systems to properly react to peaks of requests, their adaptation activities would benefit from the estimation of the amount of requests. This paper proposes a solution to produce a short-term forecast based on data characterising user behaviour of online services. We use \emph{wavelet analysis}, providi...
computer science
37,813
Using MOEAs To Outperform Stock Benchmarks In The Presence of Typical Investment Constraints
cs.CE
Portfolio managers are typically constrained by turnover limits, minimum and maximum stock positions, cardinality, a target market capitalization and sometimes the need to hew to a style (such as growth or value). In addition, portfolio managers often use multifactor stock models to choose stocks based upon their respe...
computer science
37,814
Robust Mission Design Through Evidence Theory and Multi-Agent Collaborative Search
cs.CE
In this paper, the preliminary design of a space mission is approached introducing uncertainties on the design parameters and formulating the resulting reliable design problem as a multiobjective optimization problem. Uncertainties are modelled through evidence theory and the belief, or credibility, in the successful a...
computer science
37,815
Approximated Computation of Belief Functions for Robust Design Optimization
cs.CE
This paper presents some ideas to reduce the computational cost of evidence-based robust design optimization. Evidence Theory crystallizes both the aleatory and epistemic uncertainties in the design parameters, providing two quantitative measures, Belief and Plausibility, of the credibility of the computed value of the...
computer science
37,816
EURETILE 2010-2012 summary: first three years of activity of the European Reference Tiled Experiment
cs.DC
This is the summary of first three years of activity of the EURETILE FP7 project 247846. EURETILE investigates and implements brain-inspired and fault-tolerant foundational innovations to the system architecture of massively parallel tiled computer architectures and the corresponding programming paradigm. The execution...
computer science
37,817
Universal Memcomputing Machines
cs.NE
We introduce the notion of universal memcomputing machines (UMMs): a class of brain-inspired general-purpose computing machines based on systems with memory, whereby processing and storing of information occur on the same physical location. We analytically prove that the memory properties of UMMs endow them with univer...
computer science
37,818
EURETILE D7.3 - Dynamic DAL benchmark coding, measurements on MPI version of DPSNN-STDP (distributed plastic spiking neural net) and improvements to other DAL codes
cs.DC
The EURETILE project required the selection and coding of a set of dedicated benchmarks. The project is about the software and hardware architecture of future many-tile distributed fault-tolerant systems. We focus on dynamic workloads characterised by heavy numerical processing requirements. The ambition is to identify...
computer science
37,819
Parallel Graph Partitioning for Complex Networks
cs.DC
Processing large complex networks like social networks or web graphs has recently attracted considerable interest. In order to do this in parallel, we need to partition them into pieces of about equal size. Unfortunately, previous parallel graph partitioners originally developed for more regular mesh-like networks do n...
computer science
37,820
Time Resolution Dependence of Information Measures for Spiking Neurons: Atoms, Scaling, and Universality
cs.NE
The mutual information between stimulus and spike-train response is commonly used to monitor neural coding efficiency, but neuronal computation broadly conceived requires more refined and targeted information measures of input-output joint processes. A first step towards that larger goal is to develop information measu...
computer science
37,821
When slower is faster
nlin.AO
The slower is faster (SIF) effect occurs when a system performs worse as its components try to do better. Thus, a moderate individual efficiency actually leads to a better systemic performance. The SIF effect takes place in a variety of phenomena. We review studies and examples of the SIF effect in pedestrian dynamics,...
computer science
37,822
Recursive Sparse Point Process Regression with Application to Spectrotemporal Receptive Field Plasticity Analysis
cs.NE
We consider the problem of estimating the sparse time-varying parameter vectors of a point process model in an online fashion, where the observations and inputs respectively consist of binary and continuous time series. We construct a novel objective function by incorporating a forgetting factor mechanism into the poin...
computer science
37,823
Evolutionary Algorithms: Concepts, Designs, and Applications in Bioinformatics: Evolutionary Algorithms for Bioinformatics
cs.NE
Since genetic algorithm was proposed by John Holland (Holland J. H., 1975) in the early 1970s, the study of evolutionary algorithm has emerged as a popular research field (Civicioglu & Besdok, 2013). Researchers from various scientific and engineering disciplines have been digging into this field, exploring the unique ...
computer science
37,824
Multi-objective Active Control Policy Design for Commensurate and Incommensurate Fractional Order Chaotic Financial Systems
math.OC
In this paper, an active control policy design for a fractional order (FO) financial system is attempted, considering multiple conflicting objectives. An active control template as a nonlinear state feedback mechanism is developed and the controller gains are chosen within a multi-objective optimization (MOO) framework...
computer science
37,825
Information-theoretic interpretation of tuning curves for multiple motion directions
cs.IT
We have developed an efficient information-maximization method for computing the optimal shapes of tuning curves of sensory neurons by optimizing the parameters of the underlying feedforward network model. When applied to the problem of population coding of visual motion with multiple directions, our method yields seve...
computer science
37,826
Learning Criticality in an Embodied Boltzmann Machine
nlin.AO
Many biological and cognitive systems do not operate deep into one or other regime of activity. Instead, they exploit critical surfaces poised at transitions in their parameter space. The pervasiveness of criticality in natural systems suggests that there may be general principles inducing this behaviour. However, ther...
computer science
37,827
Criticality as It Could Be: organizational invariance as self-organized criticality in embodied agents
nlin.AO
This paper outlines a methodological approach for designing adaptive agents driving themselves near points of criticality. Using a synthetic approach we construct a conceptual model that, instead of specifying mechanistic requirements to generate criticality, exploits the maintenance of an organizational structure capa...
computer science
37,828
Adaptation to criticality through organizational invariance in embodied agents
nlin.AO
Many biological and cognitive systems do not operate deep within one or other regime of activity. Instead, they are poised at critical points located at transitions of their parameter space. The pervasiveness of criticality suggests that there may be general principles inducing this behaviour, yet there is no well-foun...
computer science
37,829
Testing Optimality of Sequential Decision-Making
cs.IT
This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The proposed method requires samples of the decision times, the decision outcomes, and the...
computer science
37,830
Separating populations with wide data: A spectral analysis
stat.ML
In this paper, we consider the problem of partitioning a small data sample drawn from a mixture of $k$ product distributions. We are interested in the case that individual features are of low average quality $\gamma$, and we want to use as few of them as possible to correctly partition the sample. We analyze a spectral...
computer science
37,831
Learning from dependent observations
stat.ML
In most papers establishing consistency for learning algorithms it is assumed that the observations used for training are realizations of an i.i.d. process. In this paper we go far beyond this classical framework by showing that support vector machines (SVMs) essentially only require that the data-generating process sa...
computer science
37,832
Kernels and Ensembles: Perspectives on Statistical Learning
stat.ME
Since their emergence in the 1990's, the support vector machine and the AdaBoost algorithm have spawned a wave of research in statistical machine learning. Much of this new research falls into one of two broad categories: kernel methods and ensemble methods. In this expository article, I discuss the main ideas behind t...
computer science
37,833
Locality and low-dimensions in the prediction of natural experience from fMRI
stat.ML
Functional Magnetic Resonance Imaging (fMRI) provides dynamical access into the complex functioning of the human brain, detailing the hemodynamic activity of thousands of voxels during hundreds of sequential time points. One approach towards illuminating the connection between fMRI and cognitive function is through dec...
computer science
37,834
An Approximation Ratio for Biclustering
cs.DS
The problem of biclustering consists of the simultaneous clustering of rows and columns of a matrix such that each of the submatrices induced by a pair of row and column clusters is as uniform as possible. In this paper we approximate the optimal biclustering by applying one-way clustering algorithms independently on t...
computer science
37,835
Recursive Bias Estimation and $L_2$ Boosting
stat.ME
This paper presents a general iterative bias correction procedure for regression smoothers. This bias reduction schema is shown to correspond operationally to the $L_2$ Boosting algorithm and provides a new statistical interpretation for $L_2$ Boosting. We analyze the behavior of the Boosting algorithm applied to commo...
computer science
37,836
Least angle and $\ell_1$ penalized regression: A review
stat.ME
Least Angle Regression is a promising technique for variable selection applications, offering a nice alternative to stepwise regression. It provides an explanation for the similar behavior of LASSO ($\ell_1$-penalized regression) and forward stagewise regression, and provides a fast implementation of both. The idea has...
computer science
37,837
On central tendency and dispersion measures for intervals and hypercubes
stat.CO
The uncertainty or the variability of the data may be treated by considering, rather than a single value for each data, the interval of values in which it may fall. This paper studies the derivation of basic description statistics for interval-valued datasets. We propose a geometrical approach in the determination of s...
computer science
37,838
A Quasi-Newton Approach to Nonsmooth Convex Optimization Problems in Machine Learning
stat.ML
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by generalizing three components of BFGS to subdifferentials: the local quadratic model, the identification of a descent direction, and the Wolfe ...
computer science
37,839
Gaussian Processes and Limiting Linear Models
stat.ME
Gaussian processes retain the linear model either as a special case, or in the limit. We show how this relationship can be exploited when the data are at least partially linear. However from the perspective of the Bayesian posterior, the Gaussian processes which encode the linear model either have probability of nearly...
computer science
37,840
Symmetry in Data Mining and Analysis: A Unifying View based on Hierarchy
stat.ML
Data analysis and data mining are concerned with unsupervised pattern finding and structure determination in data sets. The data sets themselves are explicitly linked as a form of representation to an observational or otherwise empirical domain of interest. "Structure" has long been understood as symmetry which can tak...
computer science
37,841
Predicting Regional Classification of Levantine Ivory Sculptures: A Machine Learning Approach
stat.ML
Art historians and archaeologists have long grappled with the regional classification of ancient Near Eastern ivory carvings. Based on the visual similarity of sculptures, individuals within these fields have proposed object assemblages linked to hypothesized regional production centers. Using quantitative rather than ...
computer science
37,842
Data spectroscopy: Eigenspaces of convolution operators and clustering
stat.ML
This paper focuses on obtaining clustering information about a distribution from its i.i.d. samples. We develop theoretical results to understand and use clustering information contained in the eigenvectors of data adjacency matrices based on a radial kernel function with a sufficiently fast tail decay. In particular, ...
computer science
37,843
From Data to the p-Adic or Ultrametric Model
stat.ML
We model anomaly and change in data by embedding the data in an ultrametric space. Taking our initial data as cross-tabulation counts (or other input data formats), Correspondence Analysis allows us to endow the information space with a Euclidean metric. We then model anomaly or change by an induced ultrametric. The in...
computer science
37,844
Survival tree and meld to predict long term survival in liver transplantation waiting list
stat.ML
Background: Many authors have described MELD as a predictor of short-term mortality in the liver transplantation waiting list. However MELD score accuracy to predict long term mortality has not been statistically evaluated. Objective: The aim of this study is to analyze the MELD score as well as other variables as a pr...
computer science
37,845
Non-linear regression models for Approximate Bayesian Computation
stat.CO
Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the curse of dimensionality when the number of summary statistics is increased. Here w...
computer science
37,846
An Information Geometric Framework for Dimensionality Reduction
stat.ML
This report concerns the problem of dimensionality reduction through information geometric methods on statistical manifolds. While there has been considerable work recently presented regarding dimensionality reduction for the purposes of learning tasks such as classification, clustering, and visualization, these method...
computer science
37,847
Statistical ranking and combinatorial Hodge theory
stat.ML
We propose a number of techniques for obtaining a global ranking from data that may be incomplete and imbalanced -- characteristics almost universal to modern datasets coming from e-commerce and internet applications. We are primarily interested in score or rating-based cardinal data. From raw ranking data, we construc...
computer science
37,848
P-values for high-dimensional regression
stat.ME
Assigning significance in high-dimensional regression is challenging. Most computationally efficient selection algorithms cannot guard against inclusion of noise variables. Asymptotically valid p-values are not available. An exception is a recent proposal by Wasserman and Roeder (2008) which splits the data into two pa...
computer science
37,849
Penalized Orthogonal-Components Regression for Large p Small n Data
stat.ME
We propose a penalized orthogonal-components regression (POCRE) for large p small n data. Orthogonal components are sequentially constructed to maximize, upon standardization, their correlation to the response residuals. A new penalization framework, implemented via empirical Bayes thresholding, is presented to effecti...
computer science
37,850
A D.C. Programming Approach to the Sparse Generalized Eigenvalue Problem
stat.ML
In this paper, we consider the sparse eigenvalue problem wherein the goal is to obtain a sparse solution to the generalized eigenvalue problem. We achieve this by constraining the cardinality of the solution to the generalized eigenvalue problem and obtain sparse principal component analysis (PCA), sparse canonical cor...
computer science
37,851
Maximum Entropy Discrimination Markov Networks
stat.ML
In this paper, we present a novel and general framework called {\it Maximum Entropy Discrimination Markov Networks} (MaxEnDNet), which integrates the max-margin structured learning and Bayesian-style estimation and combines and extends their merits. Major innovations of this model include: 1) It generalizes the extant ...
computer science
37,852
Sparse partial least squares for on-line variable selection in multivariate data streams
stat.ML
In this paper we propose a computationally efficient algorithm for on-line variable selection in multivariate regression problems involving high dimensional data streams. The algorithm recursively extracts all the latent factors of a partial least squares solution and selects the most important variables for each facto...
computer science
37,853
Ultrametric Wavelet Regression of Multivariate Time Series: Application to Colombian Conflict Analysis
stat.ML
We first pursue the study of how hierarchy provides a well-adapted tool for the analysis of change. Then, using a time sequence-constrained hierarchical clustering, we develop the practical aspects of a new approach to wavelet regression. This provides a new way to link hierarchical relationships in a multivariate time...
computer science
37,854
Context tree selection and linguistic rhythm retrieval from written texts
stat.ML
The starting point of this article is the question "How to retrieve fingerprints of rhythm in written texts?" We address this problem in the case of Brazilian and European Portuguese. These two dialects of Modern Portuguese share the same lexicon and most of the sentences they produce are superficially identical. Yet t...
computer science
37,855
Dual Augmented Lagrangian Method for Efficient Sparse Reconstruction
stat.ML
We propose an efficient algorithm for sparse signal reconstruction problems. The proposed algorithm is an augmented Lagrangian method based on the dual sparse reconstruction problem. It is efficient when the number of unknown variables is much larger than the number of observations because of the dual formulation. More...
computer science
37,856
Bayesian MAP Model Selection of Chain Event Graphs
stat.ME
The class of chain event graph models is a generalisation of the class of discrete Bayesian networks, retaining most of the structural advantages of the Bayesian network for model interrogation, propagation and learning, while more naturally encoding asymmetric state spaces and the order in which events happen. In this...
computer science
37,857
Percolation Thresholds of Updated Posteriors for Tracking Causal Markov Processes in Complex Networks
stat.ML
Percolation on complex networks has been used to study computer viruses, epidemics, and other casual processes. Here, we present conditions for the existence of a network specific, observation dependent, phase transition in the updated posterior of node states resulting from actively monitoring the network. Since tradi...
computer science
37,858
Discrete Temporal Models of Social Networks
stat.ML
We propose a family of statistical models for social network evolution over time, which represents an extension of Exponential Random Graph Models (ERGMs). Many of the methods for ERGMs are readily adapted for these models, including maximum likelihood estimation algorithms. We discuss models of this type and their pro...
computer science
37,859
Online EM Algorithm for Hidden Markov Models
stat.CO
Online (also called "recursive" or "adaptive") estimation of fixed model parameters in hidden Markov models is a topic of much interest in times series modelling. In this work, we propose an online parameter estimation algorithm that combines two key ideas. The first one, which is deeply rooted in the Expectation-Maxim...
computer science
37,860
Sparse Canonical Correlation Analysis
stat.ML
We present a novel method for solving Canonical Correlation Analysis (CCA) in a sparse convex framework using a least squares approach. The presented method focuses on the scenario when one is interested in (or limited to) a primal representation for the first view while having a dual representation for the second view...
computer science
37,861
Bayesian orthogonal component analysis for sparse representation
stat.ME
This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources linearly mixed with an unknown orthogonal mixing matrix. This issue is formulated in a...
computer science
37,862
Slow Learners are Fast
math.OC
Online learning algorithms have impressive convergence properties when it comes to risk minimization and convex games on very large problems. However, they are inherently sequential in their design which prevents them from taking advantage of modern multi-core architectures. In this paper we prove that online learning ...
computer science
37,863
An Iterative Algorithm for Fitting Nonconvex Penalized Generalized Linear Models with Grouped Predictors
stat.ML
High-dimensional data pose challenges in statistical learning and modeling. Sometimes the predictors can be naturally grouped where pursuing the between-group sparsity is desired. Collinearity may occur in real-world high-dimensional applications where the popular $l_1$ technique suffers from both selection inconsisten...
computer science
37,864
On the numeric stability of the SFA implementation sfa-tk
stat.ML
Slow feature analysis (SFA) is a method for extracting slowly varying features from a quickly varying multidimensional signal. An open source Matlab-implementation sfa-tk makes SFA easily useable. We show here that under certain circumstances, namely when the covariance matrix of the nonlinearly expanded data does not ...
computer science
37,865
MedLDA: A General Framework of Maximum Margin Supervised Topic Models
stat.ML
Supervised topic models utilize document's side information for discovering predictive low dimensional representations of documents. Existing models apply the likelihood-based estimation. In this paper, we present a general framework of max-margin supervised topic models for both continuous and categorical response var...
computer science
37,866
High-dimensional variable selection for Cox's proportional hazards model
stat.ML
Variable selection in high dimensional space has challenged many contemporary statistical problems from many frontiers of scientific disciplines. Recent technology advance has made it possible to collect a huge amount of covariate information such as microarray, proteomic and SNP data via bioimaging technology while ob...
computer science
37,867
Asymptotic risks of Viterbi segmentation
math.PR
We consider the maximum likelihood (Viterbi) alignment of a hidden Markov model (HMM). In an HMM, the underlying Markov chain is usually hidden and the Viterbi alignment is often used as the estimate of it. This approach will be referred to as the Viterbi segmentation. The goodness of the Viterbi segmentation can be me...
computer science
37,868
The Dynamic ECME Algorithm
stat.CO
The ECME algorithm has proven to be an effective way of accelerating the EM algorithm for many problems. Recognising the limitation of using prefixed acceleration subspace in ECME, we propose the new Dynamic ECME (DECME) algorithm which allows the acceleration subspace to be chosen dynamically. Our investigation of an ...
computer science
37,869
Algebraic Comparison of Partial Lists in Bioinformatics
stat.ML
The outcome of a functional genomics pipeline is usually a partial list of genomic features, ranked by their relevance in modelling biological phenotype in terms of a classification or regression model. Due to resampling protocols or just within a meta-analysis comparison, instead of one list it is often the case that ...
computer science
37,870
Quantum learning: optimal classification of qubit states
stat.ML
Pattern recognition is a central topic in Learning Theory with numerous applications such as voice and text recognition, image analysis, computer diagnosis. The statistical set-up in classification is the following: we are given an i.i.d. training set $(X_{1},Y_{1}),... (X_{n},Y_{n})$ where $X_{i}$ represents a feature...
computer science
37,871
Reconstruction of Causal Networks by Set Covering
cs.DS
We present a method for the reconstruction of networks, based on the order of nodes visited by a stochastic branching process. Our algorithm reconstructs a network of minimal size that ensures consistency with the data. Crucially, we show that global consistency with the data can be achieved through purely local consid...
computer science
37,872
Slice sampling covariance hyperparameters of latent Gaussian models
stat.CO
The Gaussian process (GP) is a popular way to specify dependencies between random variables in a probabilistic model. In the Bayesian framework the covariance structure can be specified using unknown hyperparameters. Integrating over these hyperparameters considers different possible explanations for the data when maki...
computer science
37,873
Tree-Structured Stick Breaking Processes for Hierarchical Data
stat.ME
Many data are naturally modeled by an unobserved hierarchical structure. In this paper we propose a flexible nonparametric prior over unknown data hierarchies. The approach uses nested stick-breaking processes to allow for trees of unbounded width and depth, where data can live at any node and are infinitely exchangeab...
computer science
37,874
Distributed Algorithms for Learning and Cognitive Medium Access with Logarithmic Regret
cs.NI
The problem of distributed learning and channel access is considered in a cognitive network with multiple secondary users. The availability statistics of the channels are initially unknown to the secondary users and are estimated using sensing decisions. There is no explicit information exchange or prior agreement amon...
computer science
37,875
Graph-Valued Regression
stat.ML
Undirected graphical models encode in a graph $G$ the dependency structure of a random vector $Y$. In many applications, it is of interest to model $Y$ given another random vector $X$ as input. We refer to the problem of estimating the graph $G(x)$ of $Y$ conditioned on $X=x$ as ``graph-valued regression.'' In this pap...
computer science
37,876
Stochastic Search with an Observable State Variable
math.OC
In this paper we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whose behavior depends on an exogenous state variable which affects the shape of the objective function. Currently, there is no general purpose ...
computer science
37,877
Optimizing an Organized Modularity Measure for Topographic Graph Clustering: a Deterministic Annealing Approach
stat.ML
This paper proposes an organized generalization of Newman and Girvan's modularity measure for graph clustering. Optimized via a deterministic annealing scheme, this measure produces topologically ordered graph clusterings that lead to faithful and readable graph representations based on clustering induced graphs. Topog...
computer science
37,878
Probabilistic Models over Ordered Partitions with Application in Learning to Rank
cs.IR
This paper addresses the general problem of modelling and learning rank data with ties. We propose a probabilistic generative model, that models the process as permutations over partitions. This results in super-exponential combinatorial state space with unknown numbers of partitions and unknown ordering among them. We...
computer science
37,879
The Loss Rank Criterion for Variable Selection in Linear Regression Analysis
stat.ME
Lasso and other regularization procedures are attractive methods for variable selection, subject to a proper choice of shrinkage parameter. Given a set of potential subsets produced by a regularization algorithm, a consistent model selection criterion is proposed to select the best one among this preselected set. The a...
computer science
37,880
Model Selection by Loss Rank for Classification and Unsupervised Learning
stat.ME
Hutter (2007) recently introduced the loss rank principle (LoRP) as a generalpurpose principle for model selection. The LoRP enjoys many attractive properties and deserves further investigations. The LoRP has been well-studied for regression framework in Hutter and Tran (2010). In this paper, we study the LoRP for clas...
computer science
37,881
Variational approximation for heteroscedastic linear models and matching pursuit algorithms
stat.ME
Modern statistical applications involving large data sets have focused attention on statistical methodologies which are both efficient computationally and able to deal with the screening of large numbers of different candidate models. Here we consider computationally efficient variational Bayes approaches to inference ...
computer science
37,882
Evolutionary distances in the twilight zone -- a rational kernel approach
stat.ML
Phylogenetic tree reconstruction is traditionally based on multiple sequence alignments (MSAs) and heavily depends on the validity of this information bottleneck. With increasing sequence divergence, the quality of MSAs decays quickly. Alignment-free methods, on the other hand, are based on abstract string comparisons ...
computer science
37,883
A ROAD to Classification in High Dimensional Space
stat.ML
For high-dimensional classification, it is well known that naively performing the Fisher discriminant rule leads to poor results due to diverging spectra and noise accumulation. Therefore, researchers proposed independence rules to circumvent the diverse spectra, and sparse independence rules to mitigate the issue of n...
computer science
37,884
Regularized Least-Mean-Square Algorithms
stat.ME
We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably dominates its conventional counterpart in terms of mean square deviations. We es...
computer science
37,885
Toward a Classification of Finite Partial-Monitoring Games
cs.GT
Partial-monitoring games constitute a mathematical framework for sequential decision making problems with imperfect feedback: The learner repeatedly chooses an action, opponent responds with an outcome, and then the learner suffers a loss and receives a feedback signal, both of which are fixed functions of the action a...
computer science
37,886
How the result of graph clustering methods depends on the construction of the graph
stat.ML
We study the scenario of graph-based clustering algorithms such as spectral clustering. Given a set of data points, one first has to construct a graph on the data points and then apply a graph clustering algorithm to find a suitable partition of the graph. Our main question is if and how the construction of the graph (...
computer science
37,887
A Generalized Least Squares Matrix Decomposition
stat.ME
Variables in many massive high-dimensional data sets are structured, arising for example from measurements on a regular grid as in imaging and time series or from spatial-temporal measurements as in climate studies. Classical multivariate techniques ignore these structural relationships often resulting in poor performa...
computer science
37,888
Submodular meets Spectral: Greedy Algorithms for Subset Selection, Sparse Approximation and Dictionary Selection
stat.ML
We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the context of both feature selection and sparse approximation. We analyze the performance of widely used greedy heuristics, usi...
computer science
37,889
Semi-supervised logistic discrimination for functional data
stat.ME
Multi-class classification methods based on both labeled and unlabeled functional data sets are discussed. We present a semi-supervised logistic model for classification in the context of functional data analysis. Unknown parameters in our proposed model are estimated by regularization with the help of EM algorithm. A ...
computer science
37,890
Fast Inference of Interactions in Assemblies of Stochastic Integrate-and-Fire Neurons from Spike Recordings
stat.ML
We present two Bayesian procedures to infer the interactions and external currents in an assembly of stochastic integrate-and-fire neurons from the recording of their spiking activity. The first procedure is based on the exact calculation of the most likely time courses of the neuron membrane potentials conditioned by ...
computer science
37,891
A Kernel Approach to Tractable Bayesian Nonparametrics
stat.ML
Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick to inference in a parametric Bayesian model. For example, Gaussian process regre...
computer science
37,892
Constrained Mixture Models for Asset Returns Modelling
stat.ML
The estimation of asset return distributions is crucial for determining optimal trading strategies. In this paper we describe the constrained mixture model, based on a mixture of Gamma and Gaussian distributions, to provide an accurate description of price trends as being clearly positive, negative or ranging while acc...
computer science
37,893
Randomized Smoothing for Stochastic Optimization
math.OC
We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic optimization procedures, both in expectation and with high probability, that have opti...
computer science
37,894
Metamodel-based importance sampling for structural reliability analysis
stat.ME
Structural reliability methods aim at computing the probability of failure of systems with respect to some prescribed performance functions. In modern engineering such functions usually resort to running an expensive-to-evaluate computational model (e.g. a finite element model). In this respect simulation methods, whic...
computer science
37,895
Variational Bayes approach for model aggregation in unsupervised classification with Markovian dependency
stat.ML
We consider a binary unsupervised classification problem where each observation is associated with an unobserved label that we want to retrieve. More precisely, we assume that there are two groups of observation: normal and abnormal. The `normal' observations are coming from a known distribution whereas the distributio...
computer science
37,896
MissForest - nonparametric missing value imputation for mixed-type data
stat.AP
Modern data acquisition based on high-throughput technology is often facing the problem of missing data. Algorithms commonly used in the analysis of such large-scale data often depend on a complete set. Missing value imputation offers a solution to this problem. However, the majority of available imputation methods are...
computer science
37,897
Order-preserving factor analysis (OPFA)
stat.ML
We present a novel factor analysis method that can be applied to the discovery of common factors shared among trajectories in multivariate time series data. These factors satisfy a precedence-ordering property: certain factors are recruited only after some other factors are activated. Precedence-ordering arise in appli...
computer science
37,898
Spectrum Sensing for Cognitive Radio Using Kernel-Based Learning
cs.NI
Kernel method is a very powerful tool in machine learning. The trick of kernel has been effectively and extensively applied in many areas of machine learning, such as support vector machine (SVM) and kernel principal component analysis (kernel PCA). Kernel trick is to define a kernel function which relies on the inner-...
computer science
37,899
Ergodic Mirror Descent
math.OC
We generalize stochastic subgradient descent methods to situations in which we do not receive independent samples from the distribution over which we optimize, but instead receive samples that are coupled over time. We show that as long as the source of randomness is suitably ergodic---it converges quickly enough to a ...
computer science
37,900
Multidimensional Scaling in the Poincare Disk
stat.ML
Multidimensional scaling (MDS) is a class of projective algorithms traditionally used in Euclidean space to produce two- or three-dimensional visualizations of datasets of multidimensional points or point distances. More recently however, several authors have pointed out that for certain datasets, hyperbolic target spa...
computer science
37,901
ProDiGe: PRioritization Of Disease Genes with multitask machine learning from positive and unlabeled examples
stat.ML
Elucidating the genetic basis of human diseases is a central goal of genetics and molecular biology. While traditional linkage analysis and modern high-throughput techniques often provide long lists of tens or hundreds of disease gene candidates, the identification of disease genes among the candidates remains time-con...
computer science
37,902
Beta processes, stick-breaking, and power laws
stat.ME
The beta-Bernoulli process provides a Bayesian nonparametric prior for models involving collections of binary-valued features. A draw from the beta process yields an infinite collection of probabilities in the unit interval, and a draw from the Bernoulli process turns these into binary-valued features. Recent work has ...
computer science
37,903
Moment based estimation of stochastic Kronecker graph parameters
stat.ML
Stochastic Kronecker graphs supply a parsimonious model for large sparse real world graphs. They can specify the distribution of a large random graph using only three or four parameters. Those parameters have however proved difficult to choose in specific applications. This article looks at method of moments estimators...
computer science
37,904
A Tutorial on Bayesian Nonparametric Models
stat.ML
A key problem in statistical modeling is model selection, how to choose a model at an appropriate level of complexity. This problem appears in many settings, most prominently in choosing the number ofclusters in mixture models or the number of factors in factor analysis. In this tutorial we describe Bayesian nonparamet...
computer science
37,905
The group fused Lasso for multiple change-point detection
stat.ML
We present the group fused Lasso for detection of multiple change-points shared by a set of co-occurring one-dimensional signals. Change-points are detected by approximating the original signals with a constraint on the multidimensional total variation, leading to piecewise-constant approximations. Fast algorithms are ...
computer science
37,906
Gaussian Process Regression with a Student-t Likelihood
stat.ML
This paper considers the robust and efficient implementation of Gaussian process regression with a Student-t observation model. The challenge with the Student-t model is the analytically intractable inference which is why several approximative methods have been proposed. The expectation propagation (EP) has been found ...
computer science
37,907
Exact covariance thresholding into connected components for large-scale Graphical Lasso
stat.ML
We consider the sparse inverse covariance regularization problem or graphical lasso with regularization parameter $\rho$. Suppose the co- variance graph formed by thresholding the entries of the sample covariance matrix at $\rho$ is decomposed into connected components. We show that the vertex-partition induced by the ...
computer science
37,908
Semi-supervised logistic discrimination via labeled data and unlabeled data from different sampling distributions
stat.ML
This article addresses the problem of classification method based on both labeled and unlabeled data, where we assume that a density function for labeled data is different from that for unlabeled data. We propose a semi-supervised logistic regression model for classification problem along with the technique of covariat...
computer science