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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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81163244325 · Jun 202019922001200920172026
48 results for Bayesian Transformer

Transformers can simulate MLE for Bayesian network sequences.

problem Understanding transformers' capabilities in Bayesian network sequence generation.
method In-context maximum likelihood estimation (MLE) for autoregressive sequence generation.
result A simple transformer model can estimate Bayesian network probabilities and generate new samples.

This paper offers a simple method for Bayesian regression with unknown transformations.

problem Joint inference of unknown transformations and model parameters in Bayesian regression is computationally inefficient and cumbersome.
method The paper introduces a Bayesian nonparametric model via the Bayesian bootstrap to directly target the posterior distribution of the transformation.
result The approach delivers joint posterior consistency and efficient Monte Carlo inference for the transformation and all parameters.

Study on Bayesian transformers finds issues with weight-space inference and prior specification.

problem Challenges in obtaining meaningful uncertainty estimates for transformer models.
method Proposed a novel method based on implicit reparameterization of the Dirichlet distribution for variational inference on attention weights.
result Proposed method performs competitively with baselines in estimating predictive uncertainty.

A new method improves likelihood-free Bayesian inference by transforming summary statistics and using efficient Variational Bayes.

problem Incorrectly assuming normally distributed summary statistics in likelihood-free Bayesian inference.
method Wasserstein Gaussianization transformation combined with robust BSL and efficient Variational Bayes.
result Highly efficient and reliable approximate Bayesian inference for likelihood-free problems.

Transformers mimic Bayesian reasoning in controlled settings, revealing geometric mechanisms.

problem Verifying if transformers perform Bayesian reasoning rigorously in natural data.
method Constructing Bayesian wind tunnels with known posteriors and proving memorization impossibility.
result Transformers achieve 10310^{-3}-10410^{-4} bit accuracy in Bayesian posteriors, while MLPs fail.

Hybrid approach combines transformer and Bayesian filtering for robust multiple particle tracking.

problem Challenges in tracking multiple particles in noisy scenes due to combinatorial explosion of hypotheses.
method Attention-Bayesian hybrid framework using transformer for association and Bayesian filtering for pruning hypotheses.
result Improved tracking accuracy and robustness against spurious detections.

TM-VI uses flexible transformation models to approximate complex posteriors in Bayesian models.

problem Approximating complex posteriors in Bayesian models with limited flexibility.
method Transformation models for variational inference (TM-VI).
result TM-VI allows accurate approximation of complex posteriors in models with one parameter and works in a mean-field fashion for multi-parameter models.

To model categorical response variables given their covariates, we propose a permuted and augmented stick-breaking (paSB) construction that one-to-one maps the observed categories to randomly permuted latent sticks. This new construction transforms multinomial regression into regression analysis of stick-specific binar…

2016-12-30abs ↗pdf ↗

Bayesian analysis reveals epistemic uncertainty as a key diagnostic for delayed generalization in in-context learning.

problem Delayed generalization in in-context learning from few examples.
method Bayesian perspective, modular arithmetic tasks, approximate Bayesian techniques, spectral mechanism analysis.
result Epistemic uncertainty collapses sharply when the model groks, indicating a practical diagnostic of generalization.

New proof of injectivity for broken non-abelian X-ray transform in Minkowski space.

problem Injectivity of broken non-abelian X-ray transform in Minkowski space.
method Stability estimate considering gauge, light-sink connections, Bayesian inversion.
result Consistent recovery of light-sink connections from noisy data.

Characterizes Bayesian networks up to unconditional equivalence.

problem Characterizing Bayesian networks up to unconditional equivalence.
method Transformational characterization via undirected graphs and specified moves.
result Two DAGs are in the same UEC if and only if one can be transformed into the other via a finite sequence of moves.

Normalizing flows are shown to be equivalent to Bayesian networks, revealing new insights.

problem Understanding the limitations and capabilities of normalizing flows.
method Revisiting normalizing flows as probabilistic graphical models and analyzing their structure.
result Normalizing flows can be reduced to Bayesian networks, revealing new insights into their structure and capabilities.

Transformer pretraining yields strong EB performance without explicit adaptation.

problem Empirical Bayes problems with unknown test distributions.
method Indirect analysis of pretrained transformer's performance under universal priors.
result Near-optimal regret bound of O~(1n)\widetilde{O}(\frac{1}{n}) for arbitrary test distributions.

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.

SGPA calibrates transformer uncertainty for safety-critical tasks.

problem Uncertainty estimation in transformer models for safety-critical domains.
method Bayesian inference in transformer's output space using sparse Gaussian processes.
result SGPA-based Transformers improve in-distribution calibration and out-of-distribution robustness.

Traditional GANs use a deterministic generator function (typically a neural network) to transform a random noise input zz to a sample x\mathbf{x} that the discriminator seeks to distinguish. We propose a new GAN called Bayesian Conditional Generative Adversarial Networks (BC-GANs) that use a random generator function…

2017-06-17abs ↗pdf ↗

Bayesian Scattering offers a simple baseline for image data uncertainty.

problem Lack of interpretable, mathematically grounded uncertainty quantification methods for image data.
method Coupling wavelet scattering transform with a simple probabilistic head.
result Bayesian Scattering provides sensible uncertainty estimates under distribution shifts.

Fast Bayesian inference with adaptable priors for real-time applications.

problem Intractable exact posterior computation limits Bayesian inference's adoption.
method Distribution Transformer architecture that learns mappings between priors and posteriors.
result Significant reduction in computation time from minutes to milliseconds.

We present an improved Bayesian framework for performing inference of affine transformations of constrained functions. We focus on quadrature with nonnegative functions, a common task in Bayesian inference. We consider constraints on the range of the function of interest, such as nonnegativity or boundedness. Although …

2018-02-13abs ↗pdf ↗

Transformers approximate Bayesian posteriors but not exactly.

problem Bayesian accounts of in-context learning face challenges due to task-preserving order changes in transformers.
method Showed that excess prequential code length is exactly cumulative predictive KL, decomposing expected regret into order-averaged predictor and order-averaging gain.
result Transformers approximate Bayesian posteriors but not exactly, priced by log loss.

A major challenge in Bayesian Optimization is the boundary issue (Swersky, 2017) where an algorithm spends too many evaluations near the boundary of its search space. In this paper, we propose BOCK, Bayesian Optimization with Cylindrical Kernels, whose basic idea is to transform the ball geometry of the search space us…

2018-06-05abs ↗pdf ↗

Paper derives a simplified formula for Expected Improvement using log-transformed data.

problem Challenges in enhancing Bayesian optimization with Expected Improvement.
method Derives a closed form of Expected Improvement for Gaussian process trained on log-transformed objective.
result Provides a simplified formula for Expected Improvement.

ICEE learns new RL tasks in less time with a Transformer model.

problem Efficient in-context policy learning for reinforcement learning.
method In-context Exploration-Exploitation (ICEE) algorithm that optimizes efficiency without explicit Bayesian inference.
result ICEE solves Bayesian optimization problems as efficiently as Gaussian process biased methods but in significantly less time.

Bayesian Transformer improves probabilistic load forecasting with calibrated uncertainty estimates.

problem Overconfident point predictions from deep learning models fail under extreme weather distributional shifts.
method Integrates three uncertainty mechanisms: MC Dropout, variational layers, and stochastic attention.
result Achieves state-of-the-art performance with CRPS of 0.0289 and 90% PICP across various horizons.

Graphical normalizing flows use Bayesian networks to improve normalizing flows' interpretability and performance.

problem Improving the interpretability and performance of normalizing flows.
method Revisiting normalizing flows as probabilistic graphical models, proposing graphical normalizing flows with either prescribed or learnable graph structures.
result Graphical conditioners lead to competitive white box density estimators.

Transformers can approximate posterior predictive distributions through in-context learning.

problem Bayesian prediction tasks, especially beyond point predictions.
method Gradient descent algorithm targeting posterior predictive mean and variance, followed by nonlinear mappings.
result Transformers can implement algorithms to approximate posterior predictive distributions.

We revisit Rahimi and Recht (2007)'s kernel random Fourier features (RFF) method through the lens of the PAC-Bayesian theory. While the primary goal of RFF is to approximate a kernel, we look at the Fourier transform as a prior distribution over trigonometric hypotheses. It naturally suggests learning a posterior on th…

2018-10-30abs ↗pdf ↗

Improved phylogenetic inference with normalizing flows.

problem Limitations of current diagonal Lognormal branch length approximation in VBPI.
method Proposes VBPI-NF using normalizing flows to handle non-Euclidean branch length space.
result Significantly improves phylogenetic posterior estimation on real data.

Novel framework analyzes economic shifts in data-poor economies.

problem Data scarcity and unreliability in LMICs hinder accurate assessment of structural transformation.
method Bayesian hierarchical modeling, machine learning, data imputation, factor analysis.
result Framework predicts structural changes even with up to 60% missing data.

Computation of moments of transformed random variables is a problem appearing in many engineering applications. The current methods for moment transformation are mostly based on the classical quadrature rules which cannot account for the approximation errors. Our aim is to design a method for moment transformation for …

2017-01-05abs ↗pdf ↗

New analysis shows how cross-entropy training shapes attention in transformers.

problem Understanding how gradient-based learning creates the required internal geometry in transformers.
method Developed a first-order analysis of cross-entropy training effects on attention scores and values in a transformer attention head.
result Introduced an advantage-based routing law and responsibility-weighted update for attention scores and values, respectively.

This study examines how large language models learn in-context and provides insights into their performance and architecture.

problem Understanding how large language models learn in-context and their performance metrics.
method Bayesian model averaging, parameterization, and statistical analysis of transformer architecture.
result Transformer architecture enables in-context learning through attention mechanisms and fine-grained statistical analysis.

New method for uncertainty analysis in TabPFN, a state-of-the-art tabular transformer.

problem No method for uncertainty decomposition in TabPFN.
method Casted as a Bayesian predictive inference problem, derived variance estimators using predictive CLT.
result Fast to compute credible bands that target epistemic uncertainty and achieve near-nominal frequentist coverage.