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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.

168,657 papers · 148 categories

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143286428571 · Jun 202019922001200920172026
48 results for Bayesian Framework

Bayesian framework for encoding uncertainty and inducing sparsity.

problem Handling uncertainty and inducing sparsity in statistical models.
method General Bayesian framework with explicit encoding of uncertainty and sparsity-inducing approach.
result Effective in linear and logistic regression, and Bayesian neural networks.

Bayesian framework mixes imperfect models for improved predictions.

problem Improving predictions of complex computational models in unknown domains.
method Local Bayesian Dirichlet mixing of imperfect models using the Dirichlet distribution.
result Global and local mixtures of models achieve excellent performance in prediction accuracy and uncertainty quantification.

Enhances robustness in experimental design through Generalised Bayesian inference.

problem Poor inference and estimates of information gain when statistical model is incorrectly specified.
method Generalised Bayesian (Gibbs) inference framework applied to experimental design.
result GBOED enhances robustness to outliers and incorrect assumptions about noise distribution.

Unified Bayesian framework for efficient off-policy evaluation and learning in large action spaces.

problem Efficient off-policy evaluation and learning in systems with correlated actions.
method Unified Bayesian framework with structured priors and sDM approach.
result sDM leverages action correlations without compromising computational efficiency.

Bayesian-SINDy learns differential equations from noisy data quickly.

problem Learning correct model equations from limited and noisy data.
method Bayesian-SINDy framework using Gaussian approximations.
result Bayesian-SINDy is more robust and accurate in learning correct model equations from noisy data.

Framework models multiscale dynamics with Bayesian learning for regime changes.

problem Analyzing complex interactions between fast and slow processes.
method Hierarchical state-space modeling with Sequential Monte Carlo.
result Bayesian approach accurately tracks state transitions and identifies switching dynamics.

While perception tasks such as visual object recognition and text understanding play an important role in human intelligence, the subsequent tasks that involve inference, reasoning and planning require an even higher level of intelligence. The past few years have seen major advances in many perception tasks using deep …

2016-08-24abs ↗pdf ↗

A new Bayesian framework simplifies stochastic optimization by focusing on key parameters.

problem Bayesian methods struggle with complex structural constraints.
method Minimalist Bayesian framework that eliminates nuisance parameters via profile likelihood.
result Near-optimal regret guarantees for multi-armed bandits and convex optimization.

Network structure optimization is a fundamental task in complex network analysis. However, almost all the research on Bayesian optimization is aimed at optimizing the objective functions with vectorial inputs. In this work, we first present a flexible framework, denoted graph Bayesian optimization, to handle arbitrary …

2018-05-03abs ↗pdf ↗

Paper proposes a learning-based sparse Bayesian method for accurate off-grid DOA estimation.

problem One-bit off-grid direction of arrival (DOA) estimation in a single snapshot scenario.
method Formulated off-grid DOA estimation model, used Sparse Bayesian framework, proposed Learning-based Sparse Bayesian approach.
result Improved computational efficiency and accuracy in off-grid DOA estimation.

A novel Python framework for Bayesian optimization known as GPflowOpt is introduced. The package is based on the popular GPflow library for Gaussian processes, leveraging the benefits of TensorFlow including automatic differentiation, parallelization and GPU computations for Bayesian optimization. Design goals focus on…

2017-11-10abs ↗pdf ↗

This paper distills Bayesian posterior expectations for deep neural networks.

problem Improving deep neural network performance and uncertainty quantification.
method Develops a framework for distilling expectations from Bayesian posterior distributions using Monte Carlo samples.
result The framework successfully distills posterior predictive distribution and expected entropy.

We study the tracking problem, namely, estimating the hidden state of an object over time, from unreliable and noisy measurements. The standard framework for the tracking problem is the generative framework, which is the basis of solutions such as the Bayesian algorithm and its approximation, the particle filters. Howe…

2012-03-15abs ↗pdf ↗

Proposes a Bayesian framework for causal inference without explicit likelihood modeling.

problem Challenges in principled Bayesian inference for causal effects.
method Generalized Bayesian framework that places priors directly on causal estimands and updates using identification-driven loss functions.
result Yields generalized posteriors for causal effects with uncertainty quantification.

Bayesian network framework assesses urban risks across multiple domains.

problem Complex interdependencies in urban systems.
method Bayesian Belief Networks (BBNs) with DAGs, Hill-Climbing search, BIC, K2 scoring, synthetic data, SMOTE.
result Identifies key risk factors and quantifies likelihood of cascading failures.

Bayesian inference forgetting framework removes influence of single data points.

problem Enforcement of the right to be forgotten in machine learning causes high costs for companies.
method Develops forgetting algorithms for variational and Markov chain Monte Carlo in Bayesian inference.
result Proves removal of influence of single datums on learned models with guaranteed generalizability.

Unified Bayesian Optimization framework for model selection balancing effectiveness and training efficiency.

problem Balancing model effectiveness and training efficiency in machine learning model selection.
method Proposes a unified Bayesian Optimization framework to jointly optimize model effectiveness and training efficiency.
result Models selected using the proposed framework significantly improve training efficiency while maintaining strong effectiveness.

Noise-aware Bayesian inference framework for locally private data collection.

problem Privacy-preserving data collection with non-trustworthy aggregators.
method Noise-aware probabilistic modeling framework for Bayesian inference under LDP.
result Demonstrated efficacy in parameter estimation for various distributions and regression models.

Bayesian framework forecasts financial tail risks using realized volatility and nonlinear thresholds.

problem Forecasting financial tail risks using realized volatility and nonlinear thresholds.
method Bayesian Markov Chain Monte Carlo method for model estimation; nonlinear threshold regression specification.
result The proposed framework produces competitive tail risk forecasts compared to GARCH and Realized-GARCH models.

Unified Bayesian-AI framework improves epidemiological risk prediction and uncertainty quantification.

problem Lack of calibrated uncertainty in machine learning models for epidemiology.
method Combines Bayesian prediction with Bayesian hyperparameter optimization using logistic regression and Gaussian-process Bayesian optimization.
result Unified Bayesian-AI framework provides reliable coverage and improved calibration, enhancing epidemiological decision making.

Bayesian framework explains diverse explanatory values.

problem Understanding and predicting human preferences for explanations.
method Developed a Bayesian account to integrate various explanatory values.
result Core values from psychology, statistics, and philosophy emerge from a common framework.

Bayesian optimization reduces computational effort in aircraft design optimization.

problem High computational cost in industrial aircraft design optimization.
method Constrained Bayesian optimization (Super Efficient Global Optimization with Mixture of Experts)
result Significant computational efficiency improvements over existing Isight optimizers.

Bayesian online meta-learning framework tackles catastrophic forgetting in few-shot classification.

problem Catastrophic forgetting in few-shot classification problems.
method Bayesian online learning, meta-learning, Laplace approximation, variational inference.
result Framework effectively achieves goal of overcoming catastrophic forgetting in few-shot classification.

BSD is a Bayesian framework for analyzing neural spectral data.

problem Challenges in statistical analysis and group-level comparisons of neural power spectra.
method Bayesian Spectral Decomposition (BSD) for parametric models of neural spectra.
result BSD outperforms existing methods in model selection and parameter estimation.

Unified Bayesian framework improves clinical trial hypothesis testing.

problem Lack of transparency and inability to quantify evidence in traditional P-values.
method Interval null hypothesis framework combined with Bayes factor-based tests.
result Bayesian interval hypothesis testing ensures frequentist error control and interpretability.

BCDP enhances privacy by protecting sensitive features more precisely.

problem Uniform privacy protection in LDP degrades performance for sensitive features.
method Bayesian Coordinate Differential Privacy (BCDP) adjusts privacy protection per feature sensitivity.
result BCDP improves accuracy in downstream tasks without sacrificing privacy.

Framework optimizes expensive manufacturing processes efficiently.

problem Optimizing input parameters for advanced manufacturing methods.
method Bayesian optimization with tailored acquisition function and parallel acquisition.
result Framework efficiently finds optimal parameters with minimal process cost.

Bayesian framework improves minority class performance in class-imbalanced data.

problem Class imbalance in predictive toxicology models.
method Weighted likelihood approach modifying likelihood function weights inversely proportional to class proportions.
result Improves balanced accuracy and sensitivity for minority class (toxic compounds).

Enhances Bayesian model comparison with a probabilistic framework for meta-uncertainty.

problem Uncertainty in posterior model probabilities (PMPs) when derived from finite data.
method Develops a fully probabilistic approach to quantify and represent meta-uncertainty over PMPs.
result Demonstrates utility in various BMC contexts, including regression, MCMC, and neural networks.

Paper presents a Bayesian-decision-theory framework for long-tailed classification.

problem Heavy imbalance and asymmetric misprediction costs in long-tailed datasets.
method Bayesian-decision-theory perspective, unifying re-balancing and ensemble methods.
result Improves accuracy for all classes, especially tails, with provably optimal decisions.