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The development of computing has made credit scoring approaches possible, with various machine learning (ML) and deep learning (DL) techniques becoming more and more valuable. While complex models yield more accurate predictions, their…

Machine Learning · Computer Science 2024-12-06 Md Shihab Reza , Monirul Islam Mahmud , Ifti Azad Abeer , Nova Ahmed

This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…

Methodology · Statistics 2024-07-30 Zhao Mingyang , Jia Xiaohong , Ma Lei , Shi Yuke , Jiang Jingen , Li Qizhai , Yan Dong-Ming , Huang Tiejun

We propose a modification of linear discriminant analysis, referred to as compressive regularized discriminant analysis (CRDA), for analysis of high-dimensional datasets. CRDA is specially designed for feature elimination purpose and can be…

Methodology · Statistics 2018-04-12 Muhammad Naveed Tabassum , Esa Ollila

The majority of research on estimation-of-distribution algorithms (EDAs) concentrates on pseudo-Boolean optimization and permutation problems, leaving the domain of EDAs for problems in which the decision variables can take more than two…

Neural and Evolutionary Computing · Computer Science 2024-05-21 Firas Ben Jedidia , Benjamin Doerr , Martin S. Krejca

Understanding how nonlinear dynamical systems (e.g., artificial neural networks and neural circuits) process information requires comparing their underlying dynamics at scale, across diverse architectures and large neural recordings. While…

Artificial Intelligence · Computer Science 2026-04-03 Arman Behrad , Mitchell Ostrow , Mohammad Taha Fakharian , Ila Fiete , Christian Beste , Shervin Safavi

In this paper, we investigate the robust models for $\Lambda$-quantiles with partial information regarding the loss distribution, where $\Lambda$-quantiles extend the classical quantiles by replacing the fixed probability level with a…

Mathematical Finance · Quantitative Finance 2025-05-28 Xia Han , Peng Liu

The problem of robust quickest change detection (QCD) in non-stationary processes under a multi-stream setting is studied. In classical QCD theory, optimal solutions are developed to detect a sudden change in the distribution of stationary…

Methodology · Statistics 2024-12-09 Yingze Hou , Hoda Bidkhori , Taposh Banerjee

Lagrangian descriptors (LDs) based on the arc length of orbits previously demonstrated their utility in delineating structures governing the dynamics. Recently, a chaos indicator based on the second derivatives of the LDs, referred to as…

Chaotic Dynamics · Physics 2025-02-05 Alexandru Căliman , Jérôme Daquin , Anne-Sophie Libert

In this paper, we propose a novel linear discriminant analysis criterion via the Bhattacharyya error bound estimation based on a novel L1-norm (L1BLDA) and L2-norm (L2BLDA). Both L1BLDA and L2BLDA maximize the between-class scatters which…

Machine Learning · Computer Science 2018-11-07 Chun-Na Li , Yuan-Hai Shao , Zhen Wang , Nai-Yang Deng

These notes are an overview of some classical linear methods in Multivariate Data Analysis. This is a good old domain, well established since the 60's, and refreshed timely as a key step in statistical learning. It can be presented as part…

Numerical Analysis · Mathematics 2023-05-25 Alain Franc

Multivariate Singular Spectrum Analysis (MSSA) is a powerful and widely used nonparametric method for multivariate time series, which allows the analysis of complex temporal data from diverse fields such as finance, healthcare, ecology, and…

Methodology · Statistics 2024-07-08 Fabio Centofanti , Mia Hubert , Biagio Palumbo , Peter J. Rousseeuw

In data-based control, dissipativity can be a powerful tool for attaining stability guarantees for nonlinear systems if that dissipativity can be inferred from data. This work provides a tutorial on several existing methods for data-based…

Systems and Control · Electrical Eng. & Systems 2024-11-21 Ethan LoCicero , Alex Penne , Leila Bridgeman

We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of multivariate or non-Euclidean observations. We study a nonparametric framework that utilizes similarity information…

Methodology · Statistics 2018-02-23 Lynna Chu , Hao Chen

Linear Discriminant Analysis (LDA) is commonly used for dimensionality reduction in pattern recognition and statistics. It is a supervised method that aims to find the most discriminant space of reduced dimension that can be further used…

Computer Vision and Pattern Recognition · Computer Science 2021-04-19 Navya Nagananda , Breton Minnehan , Andreas Savakis

The ability to separate and analyze chemical species with high resolution, sensitivity, and throughput is central to the development of microfluidics systems. Deterministic lateral displacement (DLD) is a continuous separation method based…

Fluid Dynamics · Physics 2014-04-15 Timothy J. Bowman , German Drazer , Joelle Frechette

Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…

Machine Learning · Statistics 2014-05-14 David Lopez-Paz , Suvrit Sra , Alex Smola , Zoubin Ghahramani , Bernhard Schölkopf

Various regularized linear discriminant analysis (LDA) methods have been proposed to address the problems of the classic methods in high-dimensional settings. Asymptotic optimality has been established for some of these methods in high…

Methodology · Statistics 2015-08-06 Ruiyan Luo , Xin Qi

Data augmentation (DA) turns seemingly intractable computational problems into simple ones by augmenting latent missing data. In addition to computational simplicity, it is now well-established that DA equipped with a deterministic…

Methodology · Statistics 2020-05-26 Hyungsuk Tak , Kisung You , Sujit K. Ghosh , Bingyue Su , Joseph Kelly

Quantum computing offers the potential of exponential speedups for certain classical computations. Over the last decade, many quantum machine learning (QML) algorithms have been proposed as candidates for such exponential improvements.…

We study high-dimensional distribution learning in an agnostic setting where an adversary is allowed to arbitrarily corrupt an $\varepsilon$-fraction of the samples. Such questions have a rich history spanning statistics, machine learning…

Data Structures and Algorithms · Computer Science 2019-03-18 Ilias Diakonikolas , Gautam Kamath , Daniel Kane , Jerry Li , Ankur Moitra , Alistair Stewart