Search Results for author: Jarek Duda

Found 21 papers, 5 papers with code

Extracting individual variable information for their decoupling, direct mutual information and multi-feature Granger causality

no code implementations22 Nov 2023 Jarek Duda

Working with multiple variables they usually contain difficult to control complex dependencies.

Adaptive Student's t-distribution with method of moments moving estimator for nonstationary time series

no code implementations6 Apr 2023 Jarek Duda

To avoid such bias, we will focus on recently proposed agnostic philosophy of moving estimator: in time $t$ finding parameters optimizing e. g. $F_t=\sum_{\tau<t} (1-\eta)^{t-\tau} \ln(\rho_\theta (x_\tau))$ moving log-likelihood, evolving in time.

Philosophy Time Series

Predicting probability distributions for cancer therapy drug selection optimization

no code implementations13 Sep 2022 Jarek Duda

We are mostly interested in the best drug in their batch to be tested - proper optimization of their selection for extreme statistics requires knowledge of the entire probability distributions, which for distributions of drug properties among cell lines often turn out binomial, e. g. depending on corresponding gene.

Low cost prediction of probability distributions of molecular properties for early virtual screening

no code implementations21 Jul 2022 Jarek Duda, Sabina Podlewska

While there is a general focus on predictions of values, mathematically more appropriate is prediction of probability distributions: with additional possibilities like prediction of uncertainty, higher moments and quantiles.

Predicting conditional probability distributions of redshifts of Active Galactic Nuclei using Hierarchical Correlation Reconstruction

no code implementations13 Jun 2022 Jarek Duda

While there is a general focus on prediction of values, real data often only allows to predict conditional probability distributions, with capabilities bounded by conditional entropy $H(Y|X)$.

Fast optimization of common basis for matrix set through Common Singular Value Decomposition

no code implementations18 Apr 2022 Jarek Duda

SVD (singular value decomposition) is one of the basic tools of machine learning, allowing to optimize basis for a given matrix.

Video Compression

Exploiting context dependence for image compression with upsampling

no code implementations6 Apr 2020 Jarek Duda

The presented simple inexpensive general methodology can be also used for different types of data like DCT coefficients in lossy image compression.

Image Compression regression

Adaptive exponential power distribution with moving estimator for nonstationary time series

no code implementations4 Mar 2020 Jarek Duda

While standard estimation assumes that all datapoints are from probability distribution of the same fixed parameters $\theta$, we will focus on maximum likelihood (ML) adaptive estimation for nonstationary time series: separately estimating parameters $\theta_T$ for each time $T$ based on the earlier values $(x_t)_{t<T}$ using (exponential) moving ML estimator $\theta_T=\arg\max_\theta l_T$ for $l_T=\sum_{t<T} \eta^{T-t} \ln(\rho_\theta (x_t))$ and some $\eta\in(0, 1]$.

Philosophy Time Series +1

SGD momentum optimizer with step estimation by online parabola model

1 code implementation16 Jul 2019 Jarek Duda

It is done by estimating linear trend of gradients $\vec{g}=\nabla F(\vec{\theta})$ in $\hat{v}$ direction: such that $g(\vec{\theta}_\bot+\theta\hat{v})\approx \lambda (\theta -p)$ for $\theta = \vec{\theta}\cdot \hat{v}$, $g= \vec{g}\cdot \hat{v}$, $\vec{\theta}_\bot=\vec{\theta}-\theta\hat{v}$.

Second-order methods

Improving SGD convergence by online linear regression of gradients in multiple statistically relevant directions

1 code implementation31 Jan 2019 Jarek Duda

Deep neural networks are usually trained with stochastic gradient descent (SGD), which minimizes objective function using very rough approximations of gradient, only averaging to the real gradient.

regression Second-order methods

Credibility evaluation of income data with hierarchical correlation reconstruction

no code implementations19 Dec 2018 Jarek Duda, Adam Szulc

In situations like tax declarations or analyzes of household budgets we would like to automatically evaluate credibility of exogenous variable (declared income) based on some available (endogenous) variables - we want to build a model and train it on provided data sample to predict (conditional) probability distribution of exogenous variable based on values of endogenous variables.

Gaussian AutoEncoder

no code implementations12 Nov 2018 Jarek Duda

The original Variational AutoEncoder (VAE) uses randomness in encoder - causing problematic distortion, and overlaps in latent space for distinct inputs.

Data Compression Quantization

Exploiting statistical dependencies of time series with hierarchical correlation reconstruction

no code implementations11 Jul 2018 Jarek Duda

While we are usually focused on forecasting future values of time series, it is often valuable to additionally predict their entire probability distributions, e. g. to evaluate risk, Monte Carlo simulations.

Time Series Time Series Analysis

Hierarchical correlation reconstruction with missing data, for example for biology-inspired neuron

no code implementations17 Apr 2018 Jarek Duda

Machine learning often needs to model density from a multidimensional data sample, including correlations between coordinates.

Density Estimation Imputation

Polynomial-based rotation invariant features

no code implementations3 Jan 2018 Jarek Duda

One of basic difficulties of machine learning is handling unknown rotations of objects, for example in image recognition.

BIG-bench Machine Learning

Rapid parametric density estimation

no code implementations7 Feb 2017 Jarek Duda

There will be discussed inexpensive density estimation, for example literally fitting a polynomial (or Fourier series) to the sample, which coefficients are calculated by just averaging monomials (or sine/cosine) over the sample.

Clustering Density Estimation

Joint error correction enhancement of the fountain codes concept

no code implementations20 May 2015 Jarek Duda

This approach requires a priori knowledge of the final damage level of every packet - insufficient redundancy leads to packet loss, overprotection means suboptimal channel rate.

Information Theory Information Theory

Asymmetric numeral systems: entropy coding combining speed of Huffman coding with compression rate of arithmetic coding

8 code implementations11 Nov 2013 Jarek Duda

The latter uses nearly exact probabilities - easily approaching theoretical compression rate limit (Shannon entropy), but at cost of much larger computational cost.

Information Theory Information Theory

Embedding grayscale halftone pictures in QR Codes using Correction Trees

1 code implementation7 Nov 2012 Jarek Duda

We will discuss a general problem of using codes with chosen statistical constrains, for example reproducing given grayscale picture using halftone technique.

Information Theory Cryptography and Security Multimedia Information Theory

Asymmetric numeral systems

1 code implementation2 Feb 2009 Jarek Duda

It has some similarities to Range Coding but instead of encoding symbol in choosing a range, we spread these ranges uniformly over the whole interval.

Information Theory Cryptography and Security General Mathematics Information Theory

Cannot find the paper you are looking for? You can Submit a new open access paper.