1 citations · 2 across the 5 of their papers we have counts for
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An Interpretable Generative Framework for Anomaly Detection in High-Dimensional Financial Time Series
Waldyn G Martinez
Detecting structural instability and anomalies in high-dimensional financial time series is challenging due to complex temporal dependence and evolving cross-sectional structure. W…
VSCOUT: A Hybrid Variational Autoencoder Approach to Outlier Detection in High-Dimensional Retrospective Monitoring
Waldyn G. Martinez
Modern industrial and service processes generate high-dimensional, non-Gaussian, and contamination-prone data that challenge the foundational assumptions of classical Statistical P…
On the Insufficiency of the Large Margins Theory in Explaining the Performance of Ensemble Methods
Waldyn Martinez, J. Brian Gray
Boosting and other ensemble methods combine a large number of weak classifiers through weighted voting to produce stronger predictive models. To explain the successful performance…
Ensemble Pruning via Margin Maximization
Waldyn Martinez
Ensemble models refer to methods that combine a typically large number of classifiers into a compound prediction. The output of an ensemble method is the result of fitting a base-l…
On the Current State of Research in Explaining Ensemble Performance Using Margins
Waldyn Martinez, J. Brian Gray
Empirical evidence shows that ensembles, such as bagging, boosting, random and rotation forests, generally perform better in terms of their generalization error than individual cla…