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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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87174261348 · Jun 202019922001200920172026
48 results for Bayesian Inference

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.

UA-SABI uses surrogates to speed up Bayesian inference for expensive models.

problem Inference for computationally expensive models is slow and uncertain.
method Combines surrogate modeling with Amortized Bayesian Inference (ABI) to propagate uncertainties.
result Reliable, fast, and repeated Bayesian inference for expensive models is achieved.

Bayesian methods enhance deep learning models by improving reliability and uncertainty.

problem Improving reliability and uncertainty awareness in deep learning models.
method Approximate Bayesian inference techniques, including SG-MCMC and VI, applied to deep learning models.
result Enhanced posterior inference for deep learning models, particularly in neural networks and generative models.

Post-process Bayesian inference speeds up posterior approximation.

problem Leveraging pre-existing model evaluations for quick posterior approximation.
method Variational Sparse Bayesian Quadrature (VSBQ) using sparse Gaussian process (GP) surrogate model.
result VSBQ builds high-quality posterior approximations from existing optimization traces.

Adversarial robustness of amortized Bayesian inference is studied, showing it can be improved.

problem Adversarial robustness of amortized Bayesian inference.
method Simulation-based estimation, regularization scheme based on Fisher information.
result Adversarial robustness can be improved with a regularization scheme.

Bayesian bandit algorithms with approximate inference improve regret bounds in stochastic linear bandits.

problem Theoretical justification for Bayesian bandit algorithms with approximate inference in stochastic linear bandits.
method Proposed a theoretical framework to analyze approximate inference impact and conducted frequentist regret analysis on LinTS and LinBUCB.
result LinTS and LinBUCB preserve their original regret upper bounds with larger constant terms in approximate inference settings.

BLISS detects and separates astronomical sources quickly and accurately.

problem Detecting and separating overlapping astronomical sources in large images.
method Bayesian Light Source Separator (BLISS) using deep generative models and variational inference.
result BLISS can process megapixel images in seconds and produce highly accurate catalogs.

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.

Bayesian inference using stochastic neural networks ensembles.

problem Approximating Bayesian posterior distributions.
method Formulate stochastic ensembles of neural networks, train with variational inference, and evaluate using Monte Carlo dropout.
result Stochastic ensembles provide more accurate posterior estimates than other methods.

Bayesian nonparametric machine learning improves instrumental variable inference.

problem Estimating causal effects with nonlinear relationships.
method Bayesian Additive Regression Trees (BART) for estimating functions and Dirichlet Process mixtures for error terms.
result Dramatic improvements in inference with nonlinear data, no manual tuning required.

The paper explores how to evaluate Bayesian approximations in neural networks.

problem The difficulty in evaluating Bayesian approximations in neural networks.
method Exploring the interactions between probabilistic models, approximating distributions, optimization algorithms, and datasets.
result The expected utility of the approximate posterior can measure inference quality.

Improved Bayesian neural network inference by selectively removing redundant modes.

problem Redundant modes in Bayesian neural network posteriors complicate approximate inference.
method Structured partial stochasticity and deterministic subset selection of weights.
result Improved performance of approximate inference schemes with simplified posterior distribution.

SOLBP extends efficient inference to uncertain Bayesian networks.

problem Inference in uncertain Bayesian networks with second-order probabilities.
method Extends Loopy Belief Propagation to second-order Bayesian networks.
result Generates inferences consistent with sum-product networks, more efficient and scalable.

Proposes TAGI for efficient Gaussian inference in Bayesian neural networks.

problem Efficient inference in Bayesian neural networks with complex architectures.
method Analytical method for tractable approximate Gaussian inference (TAGI).
result Matches performance of gradient-based methods with O(n)\mathcal{O}(n) computational complexity.

We review three algorithms for Latent Dirichlet Allocation (LDA). Two of them are variational inference algorithms: Variational Bayesian inference and Online Variational Bayesian inference and one is Markov Chain Monte Carlo (MCMC) algorithm -- Collapsed Gibbs sampling. We compare their time complexity and performance.…

2013-07-01abs ↗pdf ↗

PIVID infers DAG structures from data using variational inference and permutations.

problem Estimating the structure of Bayesian networks from observational data.
method PIVID uses variational inference and continuous relaxations of discrete distributions to infer a distribution over permutations and DAGs.
result PIVID outperforms deterministic and Bayesian approaches in estimating DAG structures from data.

Stacking improves inference for multimodal Bayesian posterior distributions.

problem Difficulty of MCMC in moving between modes and underestimation of posterior uncertainty.
method Parallel runs of MCMC, variational, or mode-based inference, combined using Bayesian stacking.
result Stacking efficiently samples from multimodal posterior distributions and represents uncertainty better than variational inference.

BayesPy is an open-source Python software package for performing variational Bayesian inference. It is based on the variational message passing framework and supports conjugate exponential family models. By removing the tedious task of implementing the variational Bayesian update equations, the user can construct model…

2014-10-03abs ↗pdf ↗

Bayesian inference engines improve density estimation accuracy and scalability.

problem Constructing accurate and scalable probability density functions.
method Bayesian inference engines (no-U-turn sampling and expectation propagation) with binning strategy.
result Density estimates have excellent comparative performance and scale well to large sample sizes.

This paper examines how neural architectures support amortized Bayesian inference and its performance under varying conditions.

problem Understanding and evaluating amortized inference under signal-to-noise variation and distribution shift.
method Statistical analysis of neural architectures including feedforward networks, Deep Sets, and Transformers.
result Neural architectures support amortized Bayesian inference, offering controlled generalization error and robustness under varying conditions.

A new variational method speeds up Bayesian phylogenetic inference.

problem Slow and inefficient MCMC methods in Bayesian phylogenetic inference.
method Combining subsplit Bayesian networks with variational inference for efficient tree topology and branch length estimation.
result Variational approach provides competitive performance with significantly fewer iterations.

Bayesian methods improve causal effect estimation, offering shrinkage and sensitivity analysis.

problem Improving causal effect estimation in practical settings.
method Parametric and nonparametric Bayesian approaches.
result Priors induce shrinkage and sparsity in parametric models.

Enhances multi-modular models by directing information flow between components.

problem Improving predictive performance in multi-modular models with misspecification.
method Introduces Semi-Modular Inference (SMI) with an influence parameter to control information flow between modules.
result SMI allows for tunable and directed information flow, improving prediction in some settings.

Framework for Bayesian inference using GP emulated MH sampler for noisy likelihoods.

problem Approximate Bayesian inference with limited noisy log-likelihood evaluations.
method Gaussian process emulates MH sampler for log-likelihood evaluations; sequential experimental design selects evaluation points.
result Approximate sampler is sample-efficient and robust to GP assumptions.

Two novel distributed VB algorithms improve Bayesian inference in sensor networks.

problem Efficient inference in Bayesian frameworks for sensor networks.
method Two novel distributed VB algorithms for general Bayesian inference, using stochastic natural gradient and ADMM.
result Distributed algorithms perform nearly as well as centralized ones, demonstrating excellent performance.

The paper analyzes distributed Bayesian inference and its Frequentist guarantees.

problem Analyzing large decentralized datasets with distributed Bayesian inference.
method Establishes Frequentist properties for distributed (non-)Bayesian inference.
result Distributed Bayesian inference retains parametric efficiency and enhances robustness.

ALINE optimizes Bayesian inference and data acquisition by strategically querying informative data.

problem Strategic acquisition of informative data for Bayesian inference in challenging tasks.
method Unified framework combining amortized Bayesian inference and active data acquisition using a transformer architecture trained via reinforcement learning.
result ALINE delivers both instant and accurate inference along with efficient selection of informative points.

Bayesian neural networks improve simulation-based inference with limited data.

problem Inaccurate inference in data-poor regimes with limited or expensive simulations.
method Bayesian neural networks for posterior approximation, accounting for computational uncertainty.
result Bayesian neural networks produce well-calibrated posteriors with few simulations.

Active inference minimizes expected free energy for optimal behavior.

problem Understanding and optimizing behavior in complex systems.
method Combines Bayesian decision theory, optimal Bayesian design, and the free energy principle.
result Active inference emerges as a unified framework for information-seeking, utility maximization, and goal-directed behavior.

Bayesian ODEs with Gaussian processes infer unknown dynamics from data.

problem Estimating unknown continuous-time system dynamics from data.
method Bayesian nonparametric model using Gaussian processes, sparse variational inference, probabilistic shooting.
result Posterior predictive uncertainty scores outperform alternative methods on multiple ODE learning tasks.