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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.

168,742 papers · 148 categories

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206412617823 · Jun 202019922001200920172026
48 results for Bayesian Parameter Estimation

Bayesian active learning tackles nuisance parameters, leading to bias and dilemmas.

problem Bayesian active learning with nuisance parameters leads to bias and dilemmas.
method Characterizes and mitigates negative interference by accurately estimating nuisance parameters.
result The extent of negative interference can be extremely large, and accurate estimation of nuisance parameters is critical.

Bayesian method estimates LTLL distribution parameters for time-to-event data.

problem Parameter estimation for time-to-event data with left truncation.
method Bayesian inference using Metropolis-Hastings algorithm.
result Bayesian estimation provides more stable and reliable parameter estimates.

Generative approach speeds hyperparameter tuning for machine learning models.

problem Computational infeasibility of cross-validation and difficulty of fully Bayesian hyper-parameter learning.
method Combines optimization-based approximations and amortization techniques.
result Rapid evaluation of hyper-parameters over grids or ranges, supporting predictive tuning and uncertainty quantification.

New method improves reliability of depth estimation models.

problem Uncertainty quantification in large-scale vision models.
method Parameter-efficient Bayesian neural networks with PEFT methods.
result Combining PEFT methods with Bayesian inference enhances predictive performance.

Proposes a method for training Bayesian neural networks using synthetic data from Raman and CARS spectra.

problem Limited real observations in Raman and CARS spectroscopy.
method Log-Gaussian Gamma Processes and Bayesian Neural Networks.
result Trained Bayesian neural networks provide accurate estimates of Raman and CARS spectra with uncertainty quantification.

Bayesian Neural Networks improve precision cosmology from simulations.

problem Extracting precise cosmological parameters from complex simulations.
method Using Bayesian Neural Networks on The Quijote simulations.
result Demonstrates BNNs' ability to estimate associated uncertainties and complex output distributions.

Develops a new Gaussian process method for efficient Bayesian inference of plant root parameters in the Richards equation.

problem Estimating unknown parameters in nonlinear PDEs for agricultural studies.
method Gaussian process collocation with importance sampling and Bayesian optimization.
result Our method yields robust estimates with uncertainty quantification for plant root parameters.

JADAI optimizes design and inference for parameter estimation.

problem Parameter estimation with active optimization of design variables.
method Jointly trains a policy, history network, and inference network to minimize posterior error.
result Achieves superior or competitive performance across benchmarks.

Estimates parameters in max-linear Bayesian networks with noise.

problem Causal inference in extreme-value settings with noise parameters.
method Max-plus algebra and logarithm transformation, normal distribution estimation, EM algorithm and quadratic optimization.
result An estimator of a parameter for each edge in a DAG is normally distributed.

Investigates numerical issues in GP interpolation parameter estimation.

problem Numerical issues in maximum likelihood parameter estimation for Gaussian process interpolation.
method Investigates and proposes strategies to improve open-source software implementations.
result Improves reliability and reproducibility of studies relying on GP implementations.

Method estimates parameters for disease spread models robustly.

problem Estimating parameters for disease spread models.
method Statistical Learning applied to Approximate Bayesian Computation.
result Qualitative properties of disease evolution can be assessed.

DeepONets combine neural networks with physics constraints for PDEs and parameter estimation.

problem Estimating parameters in PDEs with uncertainty quantification.
method Physics-informed neural networks (PINNs) integrated with Deep Operator Networks (DeepONets) for Bayesian inference.
result Robust and accurate solutions with comprehensive uncertainty quantification.

Automates fitting semiconductor device models using approximate Bayesian computation.

problem Manual tuning of parameters for fitting TFT models to experimental data is inefficient and prone to errors.
method Approximate Bayesian Computation (aBc) for generating posterior distributions of estimated parameters.
result The proposed method accurately predicts model parameters from mobility curves using gradient boosted trees.

Bayesian Predictive Coding improves deep learning uncertainty quantification.

problem Limitations of maximum a posteriori and maximum likelihood estimates in predictive coding.
method Developed Bayesian Predictive Coding (BPC) that estimates a posterior distribution over network parameters.
result BPC offers comparable uncertainty quantification to existing methods in Bayesian deep learning and improves convergence properties.

Bayesian models combine experts with a flexible gating mechanism for complex data.

problem Theoretical properties of Bayesian mixture-of-experts models with softmax gating remain unexplored.
method Investigated asymptotic behavior of posterior distribution for density estimation, parameter estimation, and model selection.
result Established posterior contraction rates for density estimation and parameter estimation, providing insights for practical model design.

Bayesian state and parameter estimation for nonlinear models using variational methods.

problem Estimating states and parameters for nonlinear state-space models.
method Variational approach to approximate the intractable Bayesian distribution, resulting in an optimisation problem.
result The proposed method efficiently computes Bayesian estimates for nonlinear models, outperforming Hamiltonian Monte Carlo in numerical examples.

A method for efficient CV estimates in Bayesian hierarchical models.

problem Computational infeasibility of cross-validation in Bayesian hierarchical regression models.
method Conditioning on variance-covariance parameters to transform CV into an optimization problem.
result Equivalent or improved predictive estimates compared to full cross-validation.

This paper re-examines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in on-line learning [Kivinen & Warmuth, 1994]. We provide a unified framework for parameter estimation that encompasses both on-line learning, where the model is c…

2013-02-06abs ↗pdf ↗

Bayesian approach confirms no return predictability for 1926-2004 data, weak evidence for 1953-2021.

problem Investigating return predictability using Bayesian methods.
method Developed a new shrinkage type prior for a model parameter in a VAR system, compared to other estimation methods.
result Bayesian approach outperforms reduced-bias estimator in terms of size and power.

This paper improves learning uncertain Bayesian networks from incomplete data.

problem Learning conditional probabilities in Bayesian networks with limited data.
method Develops methods to estimate and quantify uncertainty in conditional probabilities with incomplete data.
result Improves state-of-the-art approaches for handling uncertain Bayesian networks with incomplete data.

Bayesian deep learning avoids underfitting by projecting onto null space of generalized Gauss-Newton matrix.

problem Bayesian deep learning often underfits, leading to less accurate predictions than point estimates.
method Proposes a matrix-free algorithm to project onto the null space of the generalized Gauss-Newton matrix, ensuring Bayesian predictions do not underfit.
result The method scales to large models, including vision transformers with 28 million parameters, and avoids underfitting.

This paper addresses parameter estimation for wave equations with Markovian switching.

problem Parameter estimation for wave equations with abrupt changes.
method Bayesian statistical framework using discrete sparse Bayesian learning.
result Strong performance in parameter estimation for variable coefficient PDEs.

Novel method embeds generative model into Bayesian optimization for HD cardiac model parameter estimation.

problem High-dimensional optimization of patient-specific cardiac model parameters with limited data.
method Embeds a generative variational auto-encoder into the objective function of Bayesian optimization.
result Improves accuracy of parameter estimation with more than 10x gain in efficiency.

Bayesian adaptive designs can be biased by active learning, especially with misspecified models.

problem Active learning bias in Bayesian adaptive experimental designs.
method Analysis of linear and preference learning models, empirical testing.
result Model misspecification and noise influence active learning bias in Bayesian designs.

The Bayesian Lasso is constructed in the linear regression framework and applies the Gibbs sampling to estimate the regression parameters. This paper develops a new sparse learning model, named the Bayesian Lasso Sparse (BLS) model, that takes the hierarchical model formulation of the Bayesian Lasso. The main differenc…

2019-08-20abs ↗pdf ↗

Global optimization in Bayesian inference yields little additional benefit.

problem Improving psychometric parameter estimation using global optimization strategies.
method Experimental simulations comparing myopic and global strategies in multiple models.
result Global optimization strategies provide negligible additional utility improvement beyond the immediate next steps.

Bayesian optimization with RPCE reduces MAP estimation for structural dynamics models.

problem Estimating parameters of structural dynamic models efficiently.
method Bayesian optimization with RPCE surrogate model.
result Effective reduction in model evaluations for MAP estimation.

In many signal processing problems, it may be fruitful to represent the signal under study in a frame. If a probabilistic approach is adopted, it becomes then necessary to estimate the hyper-parameters characterizing the probability distribution of the frame coefficients. This problem is difficult since in general the …

2009-11-15abs ↗pdf ↗

Bayesian method corrects bias in treatment effect estimation.

problem Estimating treatment effects from observational data with high-dimensional nuisance parameters.
method Bayesian debiasing, targeted modeling, sample splitting.
result Marginal posterior for ATE satisfies Bernstein-von Mises theorem under correct nuisance model specification.

The paper proposes a simple method for estimating parameters in inverse problems using a diffusion model.

problem Estimating observation parameters in inverse problems with regularization and prior diffusion modeling.
method A Bayesian approach using a diffusion process prior and MCMC algorithms for posterior sampling.
result An optimal estimator for observation parameters and image of interest is defined, with quantified uncertainty.

New methods for parameter estimation in mechanistic models using data-consistent inversion.

problem Parameter estimation bias in Bayesian analysis for mechanistic models.
method Data-consistent inversion methods based on rejection sampling, MCMC, GANs, and constrained optimization.
result Improved parameter estimation without bias from uninformative priors.

Paper addresses state estimation in sensor networks with intermittent data.

problem State estimation in sensor networks with packet dropouts and corrupted observations.
method Bayesian variational inference with a dual-mask generative model.
result The method effectively identifies system states and noise parameters.

Bayesian neural networks improve cosmic parameter estimation from modified gravity simulations.

problem Estimating cosmological parameters from large-scale structure data with modified gravity.
method Implement Bayesian neural networks (BNNs) with two cases: single BLL and FullB, trained on dark matter only particle mesh NN-body simulations.
result BNNs yield well-calibrated uncertainty estimates and accurately predict cosmological parameters for ΩmΩ_m and σ8σ_8.

A new method reduces dimensionality for better likelihood-free parameter estimation.

problem Estimating parameters from data with no closed-form likelihood.
method Combines reconstruction map estimation with dimension-reduction techniques.
result The proposed method outperforms existing techniques in accuracy and efficiency.

A new method for efficient BNC parameter estimation outperforms HDP smoothing.

problem Efficiently estimating parameters for Bayesian network classifiers to match or exceed random forest performance.
method Uses log-linear regression to approximate hierarchical Dirichlet process (HDP) smoothing, making the approach simpler and faster.
result Our method outperforms HDP smoothing while being orders of magnitude faster and competitive with random forests.

Bayesian method improves EEG source localization and estimates skull conductivity.

problem Improving EEG source localization accuracy with unknown skull conductivity.
method Bayesian Approximation Error approach using conditional Gaussian regression, iterative optimization, and physics-informed learning.
result Clear improvements in EEG source localization accuracy and feasible estimates for unknown skull conductivity.

Study decomposes uncertainty in HK-distribution parameter estimation for QUS.

problem Uncertainty in HK-distribution parameter estimation for quantitative ultrasound.
method Bayesian Neural Networks (BNNs) for parameter estimation and uncertainty decomposition.
result Decomposes total predictive uncertainty into epistemic and aleatoric components.

Paper improves tree probability estimation using stochastic optimization and variance reduction.

problem Improving tree probability estimation in phylogenetic inference.
method Introduces computationally efficient methods for training SBNs and variance reduction for optimization.
result Methods outperform previous baseline methods in tree topology probability estimation and Bayesian phylogenetic inference.