相关论文: Overfitting and correlations in model fitting with…
We consider the problem of estimating a high-dimensional covariance matrix from a small number of observations when covariates on pairs of variables are available and the variables can have spatial structure. This is motivated by the…
It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated…
To improve model generalization, model designers often restrict the features that their models use, either implicitly or explicitly. In this work, we explore the design space of leveraging such feature priors by viewing them as distinct…
We consider finite Bernoulli convolutions with a parameter $1/2 < r < 1$ supported on a discrete point set, generically of size $2^N$. These sequences are uniformly distributed with respect to the infinite Bernoulli convolution measure…
There has been a lot of work fitting Ising models to multivariate binary data in order to understand the conditional dependency relationships between the variables. However, additional covariates are frequently recorded together with the…
Repeated measurements are common in many fields, where random variables are observed repeatedly across different subjects. Such data have an underlying hierarchical structure, and it is of interest to learn covariance/correlation at…
Set classification aims to classify a set of observations as a whole, as opposed to classifying individual observations separately. To formally understand the unfamiliar concept of binary set classification, we first investigate the optimal…
Systematic trading strategies are rule-based procedures which choose portfolios and allocate assets. In order to attain certain desired return profiles, quantitative strategists must determine a large array of trading parameters.…
The inconsistency of pairwise comparisons remains difficult to interpret in the absence of acceptability thresholds. The popular 10% cut-off rule proposed by Saaty has recently been applied to incomplete pairwise comparison matrices, which…
Cosmological parameter estimation requires that the likelihood function of the data is accurately known. Assuming that cosmological large-scale structure power spectra data are multivariate Gaussian-distributed, we show the accuracy of…
A common problem in analysis of experiments or in lattice QCD simulations is fitting a parameterized model to the average over a number of samples of correlated data values. If the number of samples is not infinite, estimates of the…
We consider the effect of phase backaction on the correlator $\langle I(t)\, I(t+\tau )\rangle$ for the output signal $I(t)$ from continuous measurement of a qubit. We demonstrate that the interplay between informational and phase…
The autologistic model and related auto-models, commonly applied as autocovariate regression, offer distinct advantages for analysing spatially autocorrelated ecological data. However, comparative studies by Carl and K\"uhn (Ecol. Model.,…
In addition to the commonly analyzed measures of location, dispersion measurements such as variance and correlation provide many valuable information. Consequently, they play a crucial role in multivariate statistics, which leads to tests…
We characterize the performance of sequential information guided sensing, Info-Greedy Sensing, when there is a mismatch between the true signal model and the assumed model, which may be a sample estimate. In particular, we consider a setup…
Individual-specific, time-constant, random effects are often used to model dependence and/or to account for omitted covariates in regression models for longitudinal responses. Longitudinal studies have known a huge and widespread use in the…
Based on a generalized cosine measure between two symmetric matrices, we propose a general framework for one-sample and two-sample tests of covariance and correlation matrices. We also develop a set of associated permutation algorithms for…
Using 1000 ray-tracing simulations for a {\Lambda}-dominated cold dark model in Sato et al. (2009), we study the covariance matrix of cosmic shear correlation functions, which is the standard statistics used in the previous measurements.…
Genetic Programming has been very successful in solving a large area of problems but its use as a machine learning algorithm has been limited so far. One of the reasons is the problem of overfitting which cannot be solved or suppresed as…
High complexity models are notorious in machine learning for overfitting, a phenomenon in which models well represent data but fail to generalize an underlying data generating process. A typical procedure for circumventing overfitting…