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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.

168,694 papers · 148 categories

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48 results for Bayes probabilities

The paper compares one-hot encoding to Naïve Bayes for categorical variables.

problem Incorrect one-hot encoding affects Naïve Bayes performance.
method Mathematical and experimental analysis of PoB vs. categorical Naïve Bayes.
result Posterior probabilities are usually greater in the PoB case, but agree on the maximum a posteriori class label.

We extend Bayes' theorem for upper probabilities considering likelihood uncertainty.

problem Addressing uncertainty in likelihood for upper probability bounds.
method Generalization of Wasserman and Kadane's result, considering both prior and likelihood uncertainty.
result A sufficient condition for the upper bound to become an equality.

Paper extends Bayes Theorem for interval probability estimates.

problem Real-world input probabilities are often interval estimates, not precise.
method Developed IT2 version of Bayes Theorem and a novel algorithm for encoding intervals.
result Conservative method avoids invalid output results from inconsistent input.

A nonparametric kernel-based method for realizing Bayes' rule is proposed, based on representations of probabilities in reproducing kernel Hilbert spaces. Probabilities are uniquely characterized by the mean of the canonical map to the RKHS. The prior and conditional probabilities are expressed in terms of RKHS functio…

2010-09-29abs ↗pdf ↗

Study uses Bayes Hilbert framework to recover probability measure flows from sensors.

problem Recovering probability measure flows from moving sensors in a Hilbert space.
method Bayes Hilbert framework, minimum-energy transport, linearization, variational theory.
result Localized sensors can recover reduced path directions but not full state space.

We study high-dimensional asymptotic performance limits of binary supervised classification problems where the class conditional densities are Gaussian with unknown means and covariances and the number of signal dimensions scales faster than the number of labeled training samples. We show that the Bayes error, namely t…

2013-01-29abs ↗pdf ↗

Meta-learning bounds derived using PAC-Bayes theory for improved generalization.

problem Uncertainty in generalization performance for meta-learning with new tasks.
method PAC-Bayes relative entropy bounds and empirical risk minimization (ERM) method.
result Competitive generalization performance and rapid convergence with data-dependent prior.

Naive Bayes can be used as a discriminative classifier, matching the definition of logistic regression.

problem The definition of generative and discriminative classifiers.
method Comparing Naive Bayes and logistic regression, showing they can be used in either generative or discriminative ways.
result Naive Bayes can be used as a discriminative classifier.

Researchers estimate optimal PAC-Bayes bounds using Hamiltonian Monte Carlo.

problem Estimating tight PAC-Bayes bounds with restricted posterior families.
method Sampling from optimal Gibbs posterior using Hamiltonian Monte Carlo, estimating KL divergence, and proposing high-probability bounds.
result Significant tightness gaps in PAC-Bayes bounds, up to 5-6% in some cases.

A statistical decision problem is hidden in the core of option pricing. A simple form for the price C of a European call option is obtained via the minimum Bayes risk, R_B, of a 2-parameter estimation problem, thus justifying calling C Bayes (B-)price. The result provides new insight in option pricing, among others obt…

2013-04-18abs ↗pdf ↗

The paper derives a formula for factorizing categorical data to improve Bayes classifiers.

problem Improving the accuracy of Bayes classifiers by effectively factoring multidimensional data.
method Derives an explicit formula for calculating the marginal likelihood of a factorized categorical dataset.
result The derived formula can be used to select the best factorization for constructing a Bayes classifier.

This paper introduces Bayes Hilbert spaces for efficient posterior approximation.

problem Efficient posterior approximation in Bayesian models for large datasets.
method Develops Bayes Hilbert spaces for posterior approximation and connects them to Bayesian coresets and kernel-based distances.
result Bayes Hilbert spaces provide a novel framework for posterior approximation that is computationally efficient.

Paper improves PAC-Bayes bounds for various loss types.

problem Improving PAC-Bayes bounds for different types of losses.
method Introducing new high-probability PAC-Bayes bounds for bounded and general tail behaviors losses, and extending to anytime-valid bounds.
result New fast-rate and mixed-rate bounds for losses with bounded ranges, and parameter-free bounds for losses with general tail behaviors.

Recent research has considered the stochastic thermodynamics of multiple interacting systems, representing the overall system as a Bayes net. I derive fluctuation theorems governing the entropy production (EP)of arbitrary sets of the systems in such a Bayes net. I also derive ``conditional'' fluctuation theorems, gover…

2019-11-07abs ↗pdf ↗

Bayes predictor remains robust to ignorable missingness shifts.

problem Challenges in prediction with missing covariates and shifts in missingness reasons.
method Bayesian approach and different prediction methods.
result Bayes predictor remains unchanged by ignorable shifts, but robust prediction requires disregarding missingness for non-ignorable shifts.

Focal loss improves classification but not class-posterior probability estimation.

problem Improving class-posterior probability estimation from focal loss.
method Proved classification-calibration and derived a transformation to recover true class-posterior probabilities.
result A transformation of the confidence score from focal loss minimization allows recovery of true class-posterior probabilities.

Optimizes pruning masks for neural networks using probabilistic fine-tuning and PAC-Bayes bounds.

problem Improving neural network performance through adaptive pruning of weights.
method Optimizes stochastic pruning masks by minimizing expected loss, considering data-adaptive regularization and feature alignment.
result Probabilistic fine-tuning leads to improved test error over baseline methods in neural networks.

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 ↗

Evidence Networks simplify Bayesian model comparison for complex models.

problem Bayesian model comparison challenges with intractable likelihoods or priors.
method Loss functions and neural networks for fast, amortized estimation of Bayes factors.
result Evidence Networks provide accurate and scalable Bayes factor estimation.

The paper improves generalization bounds using interpolation between various divergences.

problem Improving generalization bounds in machine learning.
method Derives new PAC-Bayes generalization bounds based on (f,Γ)(f, Γ)-divergence and interpolates between various divergences.
result Connects derived bounds to earlier statistical learning results and provides practical training objectives.

The paper tackles fair classification with multiple sensitive features.

problem Existing fair classification methods often consider a single sensitive feature, but in practice, individuals are defined by multiple sensitive features.
method Characterizes Bayes-optimal fair classifiers for multiple sensitive features under various fairness measures, proposing in-processing and post-processing algorithms.
result Bayes-optimal fair classifiers for multiple sensitive features are instance-dependent thresholding rules that rely on a weighted sum of group membership probabilities.

Uniform Closure Method and Bayes classifier perform similarly in classifying open knots.

problem Classifying knots in open macromolecular chains.
method Used the Bayes MAP classifier and compared it to the Uniform Closure Method.
result Both methods have comparable accuracy and positive predictive value.

Paper develops a new generalization bound using PAC-Bayes theory and Gibbs distributions.

problem Limits of traditional generalization bounds due to complexity measures.
method Leverages PAC-Bayes bounds with Gibbs distributions to derive a flexible generalization bound.
result Derives a generalization bound that can adapt to both hypothesis class and task complexity.

Improves Active Learning by considering class imbalance and difficulty.

problem Active Learning's focus on individual samples ignores class distribution and difficulty.
method Proposes a method based on Bayes' rule to incorporate class imbalance, using a Variational Auto Encoder (VAE).
result Significantly outperforms state-of-the-art methods on datasets with heavy data imbalance.

The Probably Approximately Correct (PAC) Bayes framework (McAllester, 1999) can incorporate knowledge about the learning algorithm and (data) distribution through the use of distribution-dependent priors, yielding tighter generalization bounds on data-dependent posteriors. Using this flexibility, however, is difficult,…

2018-02-26abs ↗pdf ↗

The paper explores robust classifiers for imbalanced Gaussian data.

problem Adversarial robustness in machine learning with imbalanced data.
method Developed exact and approximate Bayes-optimal robust classifiers for Gaussian classification problems.
result Revealed fundamental tradeoffs between standard and robust accuracy.