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We present a novel approach to the formulation and the resolution of sparse Linear Discriminant Analysis (LDA). Our proposal, is based on penalized Optimal Scoring. It has an exact equivalence with penalized LDA, contrary to the multi-class…

Machine Learning · Computer Science 2012-07-03 Luis Francisco Sanchez Merchante , Yves Grandvalet , Gerrad Govaert

Latent Dirichlet Allocation (LDA) is a prominent generative probabilistic model used for uncovering abstract topics within document collections. In this paper, we explore the effectiveness of augmenting topic models with Large Language…

Computation and Language · Computer Science 2025-07-14 Mengze Hong , Chen Jason Zhang , Di Jiang

Robust estimation provides essential tools for analyzing data that contain outliers, ensuring that statistical models remain reliable even in the presence of some anomalous data. While robust methods have long been available in R, users of…

Computation · Statistics 2024-11-05 Sarah Leyder , Jakob Raymaekers , Peter J. Rousseeuw , Thomas Servotte , Tim Verdonck

Quadratic discriminant analysis (QDA) is a widely used classification technique. Based on a training dataset, each class in the data is characterized by an estimate of its center and shape, which can then be used to assign unseen…

Methodology · Statistics 2021-01-13 Iwein Vranckx , Jakob Raymaekers , Bart De Ketelaere , Peter J. Rousseeuw , Mia Hubert

Probabilistic linear discriminant analysis (PLDA) has broad application in open-set verification tasks, such as speaker verification. A key concern for PLDA is that the model is too simple (linear Gaussian) to deal with complicated data;…

Sound · Computer Science 2021-11-25 Di Wang , Lantian Li , Hongzhi Yu , Dong Wang

Following the seminal idea of Tukey, data depth is a function that measures how close an arbitrary point of the space is located to an implicitly defined center of a data cloud. Having undergone theoretical and computational developments,…

Computation · Statistics 2016-08-16 Oleksii Pokotylo , Pavlo Mozharovskyi , Rainer Dyckerhoff

Functional linear discriminant analysis (FLDA) is a powerful tool that extends LDA-mediated multiclass classification and dimension reduction to univariate time-series functions. However, in the age of large multivariate and incomplete…

Machine Learning · Computer Science 2026-04-23 Rahul Bordoloi , Clémence Réda , Orell Trautmann , Saptarshi Bej , Olaf Wolkenhauer

Linear discriminant analysis (LDA) is a popular tool for classification and dimension reduction. Limited by its linear form and the underlying Gaussian assumption, however, LDA is not applicable in situations where the data distribution is…

Machine Learning · Computer Science 2020-11-02 Yunqi Cai , Dong Wang

Context: Topic modeling finds human-readable structures in unstructured textual data. A widely used topic modeler is Latent Dirichlet allocation. When run on different datasets, LDA suffers from "order effects" i.e. different topics are…

Software Engineering · Computer Science 2018-03-16 Amritanshu Agrawal , Wei Fu , Tim Menzies

Under normality and homoscedasticity assumptions, Linear Discriminant Analysis (LDA) is known to be optimal in terms of minimising the Bayes error for binary classification. In the heteroscedastic case, LDA is not guaranteed to minimise…

Machine Learning · Computer Science 2017-03-27 Kojo Sarfo Gyamfi , James Brusey , Andrew Hunt , Elena Gaura

With the increasing use of black-box Machine Learning (ML) techniques in critical applications, there is a growing demand for methods that can provide transparency and accountability for model predictions. As a result, a large number of…

The fitting or parameter estimation of complex ecological models is a challenging optimisation task, with a notable lack of tools for fitting complex, long runtime or stochastic models. calibrar is an R package that is dedicated to the…

Quantitative Methods · Quantitative Biology 2024-04-30 Ricardo Oliveros-Ramos , Yunne-Jai Shin

Thanks to the growing popularity of large language models over the years, there is great potential for their applications in finance. Despite the exceptional performance of larger proprietary models, which are presented as black-box…

Computation and Language · Computer Science 2025-08-25 İrem Demirtaş , Burak Payzun , Seçil Arslan

Machine learning decision systems are getting omnipresent in our lives. From dating apps to rating loan seekers, algorithms affect both our well-being and future. Typically, however, these systems are not infallible. Moreover, complex…

Machine Learning · Statistics 2022-02-15 Jakub Wiśniewski , Przemysław Biecek

The matrixdist R package provides a comprehensive suite of tools for the statistical analysis of matrix distributions, including phase-type, inhomogeneous phase-type, discrete phase-type, and related multivariate distributions. This paper…

Computation · Statistics 2025-03-11 Martin Bladt , Alaric Mueller , Jorge Yslas

The Engineers' Salary Prediction Challenge requires classifying salary categories into three classes based on tabular data. The job description is represented as a 300-dimensional word embedding incorporated into the tabular features,…

Machine Learning · Computer Science 2025-09-17 Liam Ressel , Hamza A. A. Gardi

Current trends in Machine Learning prefer explainability even when it comes at the cost of performance. Therefore, explainable AI methods are particularly important in the field of Fraud Detection. This work investigates the applicability…

Risk Management · Quantitative Finance 2024-10-30 Boris Wolfson , Erman Acar

Semi-supervised learning (SSL) arises in practice when labeled data are scarce or expensive to obtain, while large quantities of unlabeled data are readily available. With the growing adoption of machine learning techniques, it has become…

Machine Learning · Statistics 2026-05-29 Jiawei Shan , Zhifeng Chen , Yiming Dong , Yazhen Wang , Jiwei Zhao

We present tidychangepoint, a new R package for changepoint detection analysis. Most R packages for segmenting univariate time series focus on providing one or two algorithms for changepoint detection that work with a small set of models…

Methodology · Statistics 2026-01-14 Benjamin S. Baumer , Biviana Marcela Suarez Sierra

Long-tailed semi-supervised learning (LTSSL) represents a practical scenario for semi-supervised applications, challenged by skewed labeled distributions that bias classifiers. This problem is often aggravated by discrepancies between…

Machine Learning · Computer Science 2024-07-16 Emanuel Sanchez Aimar , Nathaniel Helgesen , Yonghao Xu , Marco Kuhlmann , Michael Felsberg