Related papers: Merging sequential e-values via martingales
The number of methods available for classification of multi-label data has increased rapidly over recent years, yet relatively few links have been made with the related task of classification of sequential data. If labels indices are…
The nonlinear inverse problem of exponential data fitting is separable since the fitting function is a linear combination of parameterized exponential functions, thus allowing to solve for the linear coefficients separately from the…
We discuss martingales, detrending data, and the efficient market hypothesis for stochastic processes x(t) with arbitrary diffusion coefficients D(x,t). Beginning with x-independent drift coefficients R(t) we show that Martingale stochastic…
An algorithm is discussed for converting a class of recursive processes to a parallel system. It is argued that this algorithm can be superior to certain methods currently found in the literature for an important subset of problems. The…
A concept of martingale-fair index of return, consistent with Arbitrage Free Pricing Theory, is introduced. An explicit formula for the average rate of return of a group of investment/pension funds in a discrete time stochastic model is…
We introduce and study a multiparameter Poisson process (MPP). In a particular case, it is observed that the MPP has a unique representation. Its subordination with the multivariate subordinator and inverse subordinator are studied in…
We consider a class of semi-Markov processes (SMP) such that the embedded discrete time Markov chain may be non-homogeneous. The corresponding augmented processes are represented as semi-martingales using stochastic integral equation…
A standard assumption in machine learning is the exchangeability of data, which is equivalent to assuming that the examples are generated from the same probability distribution independently. This paper is devoted to testing the assumption…
Aggregation of large databases in a specific format is a frequently used process to make the data easily manageable. Interval-valued data is one of the data types that is generated by such an aggregation process. Using traditional methods…
A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the…
Motivated by applications to stochastic programming, we introduce and study the expected-integral functionals, which are mappings given in an integral form depending on two variables, the first a finite dimensional decision vector and the…
In e-commerce, the order in which search results are displayed when a customer tries to find relevant listings can significantly impact their shopping experience and search efficiency. Tailored re-ranking system based on relevance and…
The influence of class orderings in the evaluation of incremental learning has received very little attention. In this paper, we investigate the impact of class orderings for incrementally learned classifiers. We propose a method to compute…
We apply matrix methods to arithmetic functions by associating matrices to the functions in a manner drawn from the theory of symmetric functions. Then we study the characteristic polynomials of the associated matrices.
Automatic marbles classification based on their visual appearance is an important industrial issue. However, there is no definitive solution to the problem mainly due to the presence of randomly distributed high number of different colours…
Specific to Math Information Retrieval is combining text with mathematical formulae both in documents and in queries. Rigorous evaluation of query expansion and merging strategies combining math and standard textual keyword terms in a query…
This paper investigates the linear merging of models in the context of continual learning (CL). Using controlled visual cues in computer vision experiments, we demonstrate that merging largely preserves or enhances shared knowledge, while…
Combining data has become an indispensable tool for managing the current diversity and abundance of data. But, as data complexity and data volume swell, the computational demands of previously proposed models for combining data escalate…
We report a new analytical method for solution of a wide class of second-order differential equations with eigenvalues replaced by arbitrary functions. Such classes of problems occur frequently in Quantum Mechanics and Optics. This approach…
In this paper we introduce the concept of conic martingales}. This class refers to stochastic processes having the martingale property, but that evolve within given (possibly time-dependent) boundaries. We first review some results about…