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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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4692138184 · Jun 202019922001200920172026
48 results for Bayes noise

Bayes classifier cannot be learned from noisy labels without knowing noise distribution.

problem Learning a Bayes classifier from noisy labels when the noise distribution is unknown.
method Demonstrates the identifiability issues and proposes a simple algorithm for learning the Bayes decision rule.
result The Bayes decision rule is generally unidentified and cannot be learned without knowing the noise distribution.

EB-PCA reduces noise in high-dimensional PCA by estimating a joint prior distribution.

problem High-dimensional PCA noise in samples comparable to or larger than data.
method Empirical Bayes PCA using Kiefer-Wolfowitz MLE, random matrix theory, and AMP algorithm.
result EB-PCA achieves Bayes-optimal accuracy in spiked models and significantly improves over PCA in simulations and real data.

Bayes-optimal limits in PCA with structured noise are determined.

problem Analyzing statistical dependencies in measurement noise for high-dimensional inference.
method Study of spiked matrix model with low-order polynomial orthogonal noise, providing Bayes-optimal limits and proposing a novel AMP.
result A novel AMP algorithm reaches the information-theoretic limits for more general priors.

Proposes a progressive label correction method for feature-dependent label noise.

problem Real-world large-scale datasets often suffer from heterogeneous, feature-dependent label noise.
method A progressive label correction algorithm that iteratively refines the model.
result A classifier trained with this strategy converges to be consistent with the Bayes classifier for various noise patterns.

Lower bounds on Bayes risk for realizable models derived using information theory.

problem Deriving lower bounds on Bayes risk for realizable machine learning models.
method Information-theoretic analysis using rate-distortion theory and mutual information.
result Lower bounds on Bayes risk for realizable models, matching known bounds up to logarithmic factors.

Unified approach improves accuracy in private estimation.

problem Protecting sensitive information in statistical estimation.
method Unified Bayes Private Point (UBaPP) approach to Bayes point estimation under differential privacy constraints.
result Achieves better accuracy-privacy trade-off than traditional methods.

New algorithm for signal estimation in noisy matrix models.

problem Signal estimation in rectangular spiked matrix models with rotationally invariant noise.
method Orthogonal Approximate Message Passing (OAMP) algorithm for signal estimation.
result Optimal OAMP algorithm minimizes mean-squared error and achieves Bayes-optimal performance.

Instance- and Label-dependent label Noise (ILN) widely exists in real-world datasets but has been rarely studied. In this paper, we focus on Bounded Instance- and Label-dependent label Noise (BILN), a particular case of ILN where the label noise rates -- the probabilities that the true labels of examples flip into the …

2017-09-12abs ↗pdf ↗

Neural Empirical Bayes estimates source distributions from noisy simulations.

problem Estimating source distributions from noisy, simulated data.
method Uses neural density estimators to estimate a prior or source distribution over uncorrupted samples, then performs posterior inference.
result Recovering ground truth source distributions up to symmetries.

Unified empirical and variational Bayes for unnormalized densities.

problem Approximating unnormalized densities using latent variable models.
method Formulate a latent variable model for Y=X+N(0,σ2Id)Y=X+N(0,σ^2 I_d), use ELBO as parametrization of YY's energy function, and estimate XX with empirical Bayes least-squares.
result UVB has higher capacity to approximate energy functions than MLPs in DEEN.

Attention-only transformers learn from context via two stages of inference.

problem Learning from corrupted token sequences in minimal transformers.
method Two-stage empirical Bayes interpretation: kernel-weighted posterior mean and particle dynamics.
result Effective denoising without explicit noise schedules, showing posterior-mean recovery under asymptotic conditions.

Study shows multi-distribution learning has slower rates than single-task learning.

problem Understanding the statistical complexity of learning from heterogeneous sources.
method Structured hypothesis-testing framework to capture the statistical cost of certifying near-optimality under bounded noise.
result Learning across multiple distributions incurs slow rates scaling with k/ε2k/ε^2, even under constant noise levels.

Paper establishes limits for accurately estimating low-rank matrices from noisy, non-linear data.

problem Estimating low-rank matrices from noisy, non-linear observations.
method Proves strong universality result with equivalent Gaussian model and effective prior parameters.
result Signal-to-noise ratio requirement grows as $N^{ rac 12 (1-1/k_F)}$ for accurate reconstruction.

The paper studies sparsity in EBF with hyperpriors and proposes a PALM algorithm.

problem Promoting sparsity in sparse learning problems.
method Empirical Bayes framework, hyperpriors, proximal alternating linearized minimization (PALM) algorithm.
result Appropriate hyperpriors can significantly enhance sparsity and restoration accuracy.

Generative models learn smoother densities to sample from unknown distributions.

problem Sampling from unknown distributions in high-dimensional spaces.
method Formalizes sampling problem, introduces multimeasurement noise model, derives Bayes estimator, and uses underdamped Langevin MCMC.
result Formulation leads to efficient sampling methods and theoretical connections with denoising autoencoders.

Many applications of Bayesian data analysis involve sensitive information, motivating methods which ensure that privacy is protected. We introduce a general privacy-preserving framework for Variational Bayes (VB), a widely used optimization-based Bayesian inference method. Our framework respects differential privacy, t…

2016-11-01abs ↗pdf ↗

In binary classification framework, we are interested in making cost sensitive label predictions in the presence of uniform/symmetric label noise. We first observe that 00-11 Bayes classifiers are not (uniform) noise robust in cost sensitive setting. To circumvent this impossibility result, we present two schemes; un…

2019-01-08abs ↗pdf ↗

Enhanced consistency bounds derived for classification under a new noise condition.

problem Enhanced consistency bounds for classification under a new noise condition.
method Model Margin Noise (MM noise) assumption, derived enhanced H-consistency bounds.
result Enhanced H-consistency bounds under MM noise condition, interpolates between linear and square-root regimes.

New denoisers improve signal recovery from noisy data without knowing noise distribution.

problem Denoising signals when only noise level is known, not distribution.
method Universal denoisers that shrink PYP_Y toward PXP_X with higher-order accuracy.
result Achieves O(σ4)O(σ^4) and O(σ6)O(σ^6) accuracy in matching generalized moments and densities.

Noise injection regularizes Hessian, improving neural network training and generalization.

problem Regularizing over-parameterized neural networks with nonconvex and nonlinear geometry.
method Injecting isotropic Gaussian noise into weight matrices and designing a two-point estimate of the Hessian penalty.
result Effective regularization of Hessian improves generalization, achieving up to 2.4% test accuracy increase.

Bayes-optimal learning of a neural network with quadratic activations is achieved with GAMP-RIE.

problem Learning a neural network with quadratic activations from quadratic samples.
method Combining approximate message passing with rotationally invariant matrix denoising.
result Derives a closed-form expression for Bayes-optimal test error.

Bayes-UCBVI tackles reinforcement learning with a new upper confidence bound method.

problem Optimizing exploration in reinforcement learning without bonuses.
method Bayes-UCBVI uses a quantile of a Q-value function posterior as an upper confidence bound.
result Proves a regret bound of order O~(H3SAT)\widetilde{O}(\sqrt{H^3SAT}) for tabular reinforcement learning.

In machine learning, classification models need to be trained in order to predict class labels. When the training data contains personal information about individuals, collecting training data becomes difficult due to privacy concerns. Local differential privacy is a definition to measure the individual privacy when th…

2019-05-03abs ↗pdf ↗

Variational Gaussian Processes solve linear inverse problems efficiently.

problem Solving inverse problems where indirect observations are corrupted by noise.
method Variational Bayesian methods with Gaussian process priors and inducing variables.
result Posterior contraction rates can be attained by correctly tuned variational procedures.

This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum likelihood estimates from corrupted or incomplete data. The convergence speed-up is an e…

2014-11-24abs ↗pdf ↗

This research improves binary classification by balancing overfitting and generalization with a novel Bayesian approach.

problem Improving binary classification models to avoid overfitting and generalize well.
method Introduces a PAC-Bayes type learning rule with a balancing parameter λ to balance training error and KL divergence to a prior.
result A choice of λ ensures uniformly vanishing excess loss, even in the agnostic case, by under-regularizing or over-regularizing appropriately.

The Normal Means problem plays a fundamental role in many areas of modern high-dimensional statistics, both in theory and practice. And the Empirical Bayes (EB) approach to solving this problem has been shown to be highly effective, again both in theory and practice. However, almost all EB treatments of the Normal Mean…

2018-12-18abs ↗pdf ↗

qEUBO optimizes decision-making with noisy feedback.

problem Optimizing decision-making with noisy preference feedback.
method Introduces qEUBO as a novel acquisition function for preferential Bayesian optimization.
result qEUBO is one-step Bayes optimal and enjoys an approximation guarantee under noise.

IIC provides a PAC-Bayes bound for interpolating models, revealing factors affecting generalization.

problem Theoretical challenges in understanding overparameterized models and their performance.
method PAC-Bayesian perspective applied to the Interpolating Information Criterion (IIC).
result Test error for overparameterized models achieving zero training error depends on various factors.

Privacy preserving mechanisms such as differential privacy inject additional randomness in the form of noise in the data, beyond the sampling mechanism. Ignoring this additional noise can lead to inaccurate and invalid inferences. In this paper, we incorporate the privacy mechanism explicitly into the likelihood functi…

2015-11-24abs ↗pdf ↗