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Jose A. Diaz-Garcia

Publications and source records attributed to Jose A. Diaz-Garcia.

At least 19 recordsLinked to original sources

A survey of textual cyber abuse detection using cutting-edge language models and large language models

The success of social media platforms has facilitated the emergence of various forms of online abuse within digital communities. This abuse manifests in multiple ways, including hate speech, cyberbullying, emotional abuse, grooming, and sexting. In this paper, we present a comprehensive analysis of the different forms of abuse prevalent in social media, with a particular focus on how emerging technologies, such as Language Models (LMs) and Large Language Models (LLMs), are reshaping both the detection and generation of abusive content within these networks. We delve into the mechanisms through which social media abuse is perpetuated, exploring the psychological and social impact. Additionally, we examine the dual role of advanced language models-highlighting their potential to enhance automated detection systems for abusive behavior while also acknowledging their capacity to generate harmful content. This paper aims to contribute to the ongoing discourse on online safety and ethics, offering insights into the evolving landscape of cyberabuse and the technological innovations that both mitigate and exacerbate it.

cs.CL↗

A survey on cutting-edge relation extraction techniques based on language models

This comprehensive survey delves into the latest advancements in Relation Extraction (RE), a pivotal task in natural language processing essential for applications across biomedical, financial, and legal sectors. This study highlights the evolution and current state of RE techniques by analyzing 137 papers presented at the Association for Computational Linguistics (ACL) conferences over the past four years, focusing on models that leverage language models. Our findings underscore the dominance of BERT-based methods in achieving state-of-the-art results for RE while also noting the promising capabilities of emerging large language models (LLMs) like T5, especially in few-shot relation extraction scenarios where they excel in identifying previously unseen relations.

cs.CL↗

Exploring social bots: A feature-based approach to improve bot detection in social networks

The importance of social media in our daily lives has unfortunately led to an increase in the spread of misinformation, political messages and malicious links. One of the most popular ways of carrying out those activities is using automated accounts, also known as bots, which makes the detection of such accounts a necessity. This paper addresses that problem by investigating features based on the user account profile and its content, aiming to understand the relevance of each feature as a basis for improving future bot detectors. Through an exhaustive process of research, inference and feature selection, we are able to surpass the state of the art on several metrics using classical machine learning algorithms and identify the types of features that are most important in detecting automated accounts.

cs.SI↗

Dependent and Independent Time Series

The time series theory is set in this work under the domain of general elliptically contoured distributions. The advent of a time series approach that is in accordance with the expected reality of dependence between errors, transfers the increasingly complex and difficult to handle correlation analysis into a discipline that models volatility from a new view of a likelihood based on dependent probabilistic samples. The equally important problem of model selection is strengthened, but at the same time criticized with the introduction of degrees of evidence of significant difference in the modified BIC criterion . The demanding scale of differentiation puts a well-known database in trouble by observing insignificant relevance between the hierarchical models most used in the theory of time series under independence, such as Arch, Garch, Tgarch and Egarch. For extreme cases where the probabilistic independence of the samples is exceptionally demonstrated by an expert, the article also proposes the theory of time series under elliptical models, but with the same demanding comparison of the degrees of evidence of differences of the modified BIC. The example studied under this approach also does not denote any advantage of the hierarchical models studied. Such a new perspective for a likelihood based on dependent probabilistic samples has arisen naturally in similar context in finance under the setting of multivector variate distributions.

math.ST↗

Matrix variate Birnbaum-Saunders distribution under elliptical models

This paper derives the elliptical matrix variate version of the well known univariate Birnbaum and Saunders distribution. A generalisation based on a matrix transformation is proposed, instead of the independent element by element representation of the Gaussian univariate version of 1969. New results on Jacobians were needed to derived the matrix variate distribution. A number of special cases are studied and some basic properties are found. Finally, an example based on real data of two populations is provided. The maximum likelihood estimates are found for a number of matrix variate generalised Birnbaum-Saunders distributions based on Kotz models. A comparison with the Gaussian kernel is also given by using a modified BIC criterion.

math.ST↗

Tests about R multivariate simple linear models

Hypothesis about the parallelism of the regression lines in R multivariate simple linear models are studied in this paper. Tests on common intercept and sets of lines intersected at a fixed value, are also developed. An application in an agricultural entomology context is provided.

math.ST↗

Generalised matrix multivariate Pearson type II-distribution

Matrix multivariate Pearson type II-Riesz distribution is defined and some of its properties are studied. In particular, the associated matrix multivariate beta distribution type I is derived. Also the singular values and eigenvalues distributions are obtained.

math.ST↗

A generalised Kotz type distribution and Riesz distribution

This article derives the distribution of random matrix $\mathbf{X}$ associated with the transformation $\mathbf{Y} = \mathbf{X}^{*}\mathbf{X}$, such that $\mathbf{Y}$ has a Riesz distribution for real normed division algebras. Two versions of this distributions are proposed and some of their properties are studied.

math.ST↗

Generalised matrix multivariate $T$-distribution

Supposing Kotz-Riesz type I and II distributions and their corresponding independent univariate Riesz distributions the associated generalised matrix multivariate T distributions, termed matrix multivariate T-Riesz distributions are obtained. In addition, its various properties are studied. All these results are obtained for real normed division algebras.

math.ST↗

Generalised matricvariate $T$-distribution

Assuming Kotz-Riesz type I and II distributions and their corresponding independent Riesz distributions the associated generalised matricvariate T distributions, termed matricvariate T-Riesz distributions for real normed division algebras are obtained with respect to the Lebesgue measure. In addition some of their properties are also studied.

math.ST↗

Generalised matricvariate Pearson type II- distribution

This paper proposes a generalisation of the Pearson type II distribution, which shall termed Pearson Type II-Riesz distribution, based in the Kotz-Riesz distribution. Specifically, the central nonsingular matricvariate generalised Pearson type II-Riesz distribution, beta-Riesz type I distributions and the joint density of the singular values for real normed division algebras are obtained.

math.ST↗

Moments of the Riesz distribution

This article derives the first two moments of the two versions of the Riesz distribution in the terms of their characteristic functions.

math.ST↗

Distribution theory of quadratic forms with matrix argument

This paper proposes the density and characteristic functions of a general matrix quadratic form $\mathbf{X}^{*}\mathbf{AX}$, when $\mathbf{A} = \mathbf{A}^{*}$, $\mathbf{X}$ has a matrix multivariate elliptical distribution and $\mathbf{X}^{*}$ denotes the usual conjugate transpose of $\mathbf{X}$. These results are obtained for real normed division algebras. With particular cases we obtained the density and characteristic functions of matrix quadratic forms for matrix multivariate normal, Pearson type VII, $t$ and Cauchy distributions.

math.ST↗

Jacobians of singular matrix transformations: Extensions

This article presents a unified approach to simultaneously compute the Jacobians of several singular matrix transformations in the real, complex, quaternion and octonion cases. Formally, these Jacobians are obtained for real normed division algebras with respect to the Hausdorff measure.

math.ST↗

Response surface methodology: Asymptotic normality of the optimal solution

Sensitivity analysis of the optimal solution in response surface methodology is studied and an explicit form of the effect of perturbation of the regression coefficients on the optimal solution is obtained. The characterisation of the critical point of the convex program corresponding to the optimum of a response surface model is also studied. The asymptotic normality of the optimal solution follows by standard methods.

math.ST↗

Matrix Kummer-Pearson VII Relation and its Application in Affine Shape

A case of the matrix Kummer relation of Herz (1955) based on the Pearson VII type matrix model is derived in this paper. As a consequence, the polynomial Pearson VII configuration density is obtained and this set the corresponding exact inference as a solvable aspect in shape theory.

math.ST↗