1 citations · 1 across the 3 of their papers we have counts for
5 papers
Automatic Outlier Rectification via Optimal Transport
Jose Blanchet, Jiajin Li, Markus Pelger +1
In this paper, we propose a novel conceptual framework to detect outliers using optimal transport with a concave cost function. Conventional outlier detection approaches typically…
Deep Learning Statistical Arbitrage
Jorge Guijarro-Ordonez, Markus Pelger, Greg Zanotti
Statistical arbitrage exploits temporal price differences between similar assets. We develop a unifying conceptual framework for statistical arbitrage and a novel data driven solut…
Phase Transition in the Recovery of Rank One Matrices Corrupted by Gaussian Noise
Enrico Au-Yeung, Greg Zanotti
In datasets where the number of parameters is fixed and the number of samples is large, principal component analysis (PCA) is a powerful dimension reduction tool. However, in many…
Change-point Detection Methods for Body-Worn Video
Stephanie Allen, David Madras, Ye Ye +1
Body-worn video (BWV) cameras are increasingly utilized by police departments to provide a record of police-public interactions. However, large-scale BWV deployment produces teraby…
Infusing Collaborative Recommenders with Distributed Representations
Greg Zanotti, Miller Horvath, Lucas Nunes Barbosa +2
Recommender systems assist users in navigating complex information spaces and focus their attention on the content most relevant to their needs. Often these systems rely on user ac…