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We discuss unbiased estimation equations in a class of objective function using a monotonically increasing function $f$ and Bregman divergence. The choice of the function $f$ gives desirable properties such as robustness against outliers.…

Machine Learning · Computer Science 2021-08-26 Masahiro Kobayashi , Kazuho Watanabe

We calculate some infinite sums containing the digamma function in closed-form. These sums are related either to the incomplete beta function or to the Bessel functions. The calculations yield interesting new results as by-products, such as…

Classical Analysis and ODEs · Mathematics 2023-04-28 Juan L. González-Santander , Fernando Sánchez Lasheras

We study the concept of extended derivations of algebras which expands diverse definitions of generalized derivations given in the literature. We concentrate on the family of the anti-commutative algebras and classify such spaces of…

Rings and Algebras · Mathematics 2024-02-13 Edison Alberto Fernández-Culma

Many problems in machine learning write as the minimization of a sum of individual loss functions over the training examples. These functions are usually differentiable but, in some cases, their gradients are not Lipschitz continuous, which…

Optimization and Control · Mathematics 2024-04-29 S. Chraibi , F. Iutzeler , J. Malick , A. Rogozin

Bayesian Neural Networks (BNNs) often result uncalibrated after training, usually tending towards overconfidence. Devising effective calibration methods with low impact in terms of computational complexity is thus of central interest. In…

Machine Learning · Computer Science 2020-08-18 Hector J. Hortua , Luigi Malago , Riccardo Volpi

In this article, we define a special function called the Bigamma function. It provides a generalization of Euler's gamma function. Several algebraic properties of this new function are studied. In particular, results linking this new…

General Mathematics · Mathematics 2024-06-05 Mustapha Raissouli , Mohamed Chergui

With today's abundant streams of data, the only constant we can rely on is change. For stream classification algorithms, it is necessary to adapt to concept drift. This can be achieved by monitoring the model error, and triggering counter…

Machine Learning · Computer Science 2020-12-09 Lukas Fleckenstein , Sebastian Kauschke , Johannes Fürnkranz

A transformation group approach to the prior for the parameters of the beta distribution is suggested which accounts for finite sets of data by imposing a limit to the range of parameter values under consideration. The relationship between…

Data Analysis, Statistics and Probability · Physics 2016-10-18 Robert W. Johnson

The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to…

Optimization and Control · Mathematics 2019-04-23 Qiuwei Li , Zhihui Zhu , Gongguo Tang , Michael B. Wakin

We discuss a bivariate beta distribution that can model arbitrary beta-distributed marginals with a positive correlation. The distribution is constructed from six independent gamma-distributed random variates. We show how the parameters of…

Statistics Theory · Mathematics 2021-06-03 Susanne Trick , Frank Jäkel , Constantin A. Rothkopf

We prove Burkholder inequality using Bregman divergence.

Probability · Mathematics 2022-04-15 Krzysztof Bogdan , Mateusz Więcek

Standard nonlinear regression is commonly used when modeling indifference points due to its ability to closely follow observed data, resulting in a good model fit. However, standard nonlinear regression currently lacks a reasonable…

Methodology · Statistics 2024-06-07 Mingang Kim , Mikhail N. Koffarnus , Christopher T Franck

We relate the notions of BB-tilting and perverse derived equivalence at a vertex. Based on these notions, we define mutations of algebras, leading to derived equivalent ones. We present applications to endomorphism algebras of…

Representation Theory · Mathematics 2010-01-27 Sefi Ladkani

Disagreement between two classifiers regarding the class membership of an observation in pattern recognition can be indicative of an anomaly and its nuance. As in general classifiers base their decision on class aposteriori probabilities,…

Machine Learning · Computer Science 2016-07-05 Josef Kittler , Cemre Zor

Branching and weak probabilistic bisimilarities are two well-known notions capturing behavioral equivalence between nondeterministic probabilistic systems. For probabilistic systems, divergence is of major concern. Recently several…

Logic in Computer Science · Computer Science 2024-12-31 Hao Wu , Yuxi Fu , Huan Long , Xian Xu , Wenbo Zhang

Although many convex relaxations of clustering have been proposed in the past decade, current formulations remain restricted to spherical Gaussian or discriminative models and are susceptible to imbalanced clusters. To address these…

Machine Learning · Computer Science 2013-09-27 Hao Cheng , Xinhua Zhang , Dale Schuurmans

Traditional approaches to estimating beta in finance often involve rigid assumptions and fail to adequately capture beta dynamics, limiting their effectiveness in use cases like hedging. To address these limitations, we have developed a…

Statistical Finance · Quantitative Finance 2024-10-29 Yuxin Liu , Jimin Lin , Achintya Gopal

This paper considers the issue of modeling fractional data observed in the interval [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the model…

Methodology · Statistics 2008-03-19 Raydonal Ospina , Silvia L. P. Ferrari

A sequence $\{\delta_n^{(k)}\}$ associated to a Bochner differential operator is introduced as an effective tool to study this kind of operators. Some properties of this sequence are proven and used to deduce that a particular operator…

Functional Analysis · Mathematics 2024-10-11 L. M. Anguas , D. Barrios Rolanía

Many natural and social science systems are described using probability distributions over elements that are related to each other: for instance, occupations with shared skills or species with similar traits. Standard information theory…

Information Theory · Computer Science 2026-03-24 Rohit Sahasrabuddhe , Renaud Lambiotte