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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.

169,051 papers · 148 categories

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106212317423 · Jun 202019922001200920172026
48 results for Bayesian Variable Augmentation

Bayesian optimization tackles mixed discrete-continuous problems with Gaussian processes.

problem Optimizing problems with both discrete and continuous variables using costly simulations.
method Relaxing discrete variables into continuous latent variables, using Bayesian optimization, and incorporating compatibility constraints with Lagrangians.
result Comparative analysis of different mixed Bayesian optimization approaches.

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 ↗

Proposes a new model for better speech segmentation.

problem Improving speech segmentation accuracy.
method Integrates recurrent explicit duration variables into rSLDS and uses Pólya-gamma augmentation for inference.
result Demonstrates improved segmentation on various datasets.

Novel Bayesian framework for Poisson inverse problems using Bregman geometry.

problem Solving Poisson inverse problems with non-Euclidean geometry and positivity constraints.
method Develops a Monte Carlo sampling algorithm that accounts for Bregman geometry, data augmentations, and conditional conjugacy properties.
result Efficient sampling via Gibbs steps and Hessian Riemannian Langevin Monte Carlo (HRLMC) for positivity constraints.

A new method uses Hamiltonian Monte Carlo for imputation and augmentation of healthcare data.

problem Missing values in clinical studies lead to biased results and loss of statistical power.
method Folded Hamiltonian Monte Carlo (F-HMC) with Bayesian inference to handle high-dimensional, small sample size datasets.
result The method enriches the quality of data in precision, accuracy, recall, F1 score, and propensity metric.

Bayesian inference for factorial hidden Markov models is challenging due to the exponentially sized latent variable space. Standard Monte Carlo samplers can have difficulties effectively exploring the posterior landscape and are often restricted to exploration around localised regions that depend on initialisation. We …

2017-03-24abs ↗pdf ↗

Efficient inference for nonparametric Hawkes processes using Pólya-Gamma augmentation.

problem Efficient inference for nonparametric Hawkes processes.
method Pólya-Gamma augmentation, EM algorithm, mean-field variational inference.
result The proposed algorithms can recover well the underlying prompting characteristics efficiently.

Improved Bayesian computation for imaging problems using a new MCMC method.

problem Challenges in Bayesian computation for imaging inverse problems due to high dimensionality and non-smoothness.
method Introduces a new accelerated proximal MCMC method (ls SK-ROCK) that combines data augmentation and relaxation with proximal MCMC.
result The method converges faster and achieves better accuracy than state-of-the-art approaches.

Bayesian neural networks with data augmentation show a persistent cold posterior effect.

problem Understanding the cold posterior effect in Bayesian neural networks with data augmentation.
method Developed principled Bayesian neural networks using data augmentation, providing exact likelihoods and tight bounds.
result The cold posterior effect persists even in models incorporating data augmentation, suggesting it's not an artifact.

Develops a Bayesian non-parametric approach for signal separation with varying components.

problem Signal separation with varying components across different input locations.
method Augments Gaussian Process Latent Variable Models with weighted sums of pure component signals and incorporates priors for linear weights.
result Framework allows for non-linear variations in signals and incorporates useful priors for linear weights.

We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent Pólya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's Gaussian process prior. The augmented posterior allows for efficient inference by Gi…

2018-05-29abs ↗pdf ↗

LaMBO optimizes modular systems with switching costs, achieving better results than existing methods.

problem Optimizing systems with costly variable updates in a sequence of modules.
method Lazy Modular Bayesian Optimization (LaMBO) that minimizes switching costs.
result LaMBO achieves vanishing regret and improves over existing cost-aware Bayesian optimization algorithms.

Learning the structure of dependencies among multiple random variables is a problem of considerable theoretical and practical interest. Within the context of Bayesian Networks, a practical and surprisingly successful solution to this learning problem is achieved by adopting score-functions optimisation schema, augmente…

2017-06-07abs ↗pdf ↗

Bayesian model selection optimizes data augmentation for improved machine learning robustness.

problem Choosing optimal data augmentation parameters is challenging and often done through trial and error.
method Interprets augmentation parameters as model hyperparameters and uses Bayesian model selection to optimize them.
result Our approach improves calibration and robust performance on various tasks.

Blang simplifies Bayesian analysis for non-standard data types.

problem Bayesian inference for non-standard data structures.
method Bayesian declarative language, distribution continua, sequential Monte Carlo, non-reversible MCMC.
result Bayesian analysis on arbitrary data types is feasible and efficient.

Proposes an exact slice sampler for HDP and its mixture models.

problem Challenges in sampling from Hierarchical Dirichlet Process (HDP) models.
method Bayesian variable augmentation to address hierarchical nature of HDPs, resulting in a full factorization of the joint distribution suitable for slice sampling.
result Fast mixing and natural truncation of infinite measures without ad-hoc modifications.

We address the problem of regret minimization in logistic contextual bandits, where a learner decides among sequential actions or arms given their respective contexts to maximize binary rewards. Using a fast inference procedure with Polya-Gamma distributed augmentation variables, we propose an improved version of Thomp…

2018-05-18abs ↗pdf ↗

Paper tackles scalable VFL with data augmentation and amortized inference.

problem Collaborative model estimation across multiple clients with distinct covariates.
method Data augmentation, amortized variational approximation, factorized likelihoods.
result Scalable Bayesian VFL framework for various models.

Proposes PG-DA for Bayesian MMNL estimation to handle non-conjugacy.

problem Non-conjugacy in the Bayesian estimation of MMNL models.
method Pólygamma data augmentation technique applied to MMNL estimation.
result Similar posterior estimates for binary choice scenarios, but empirical identification issues for J3J \geq 3 alternatives.

This work explains how tempering improves Bayesian neural networks by reducing the impact of data augmentation.

problem Improper sharpening of Bayesian neural networks leads to suboptimal performance.
method Theoretical analysis and empirical evaluations of simplified settings and group convolutions.
result Tempering reduces the misspecification due to modeling augmentations as independent and identically distributed (i.i.d.) data.

Max-margin learning is a powerful approach to building classifiers and structured output predictors. Recent work on max-margin supervised topic models has successfully integrated it with Bayesian topic models to discover discriminative latent semantic structures and make accurate predictions for unseen testing data. Ho…

2013-10-10abs ↗pdf ↗

Bayesian classification improves with explicit aleatoric uncertainty.

problem Lack of aleatoric uncertainty representation in Bayesian classification.
method Explicitly account for aleatoric uncertainty using a Dirichlet observation model.
result Explicit aleatoric uncertainty improves performance of Bayesian neural networks.

Exact learning improves naive Bayes classifier performance for small samples.

problem Improving naive Bayes classifier performance with small sample sizes.
method Proposes an exact learning augmented naive Bayes classifier (ANB) that ensures a class variable with no parents.
result The proposed ANB method outperforms other methods in comparison experiments.

Gryffin optimizes categorical variables in materials design, leveraging expert knowledge.

problem Optimizing categorical variables in complex design choices like molecule selection.
method Bayesian optimization with smooth approximations to categorical distributions, incorporating expert knowledge.
result Gryffin accelerates discovery of promising molecules and materials, highlighting relevant correlations.

MixupMP improves uncertainty quantification in neural networks using data augmentation.

problem Uncertainty quantification in deep learning models.
method MixupMP constructs a more realistic predictive distribution using data augmentation techniques.
result MixupMP achieves superior predictive performance and uncertainty quantification on various image classification datasets.

We investigate the class of σσ-stable Poisson-Kingman random probability measures (RPMs) in the context of Bayesian nonparametric mixture modeling. This is a large class of discrete RPMs which encompasses most of the the popular discrete RPMs used in Bayesian nonparametrics, such as the Dirichlet process, Pitman-Yor p…

2014-07-16abs ↗pdf ↗

We present new algorithms for learning Bayesian networks from data with missing values using a data augmentation approach. An exact Bayesian network learning algorithm is obtained by recasting the problem into a standard Bayesian network learning problem without missing data. To the best of our knowledge, this is the f…

2016-08-27abs ↗pdf ↗

Bayesian Beta regression for proportions in high dimensions with theoretical guarantees.

problem Modeling bounded continuous responses in high-dimensional settings with theoretical guarantees.
method Proposes a Bayesian approach using a tempered posterior with Horseshoe prior for shrinkage and variable selection.
result Demonstrates improved estimation accuracy and model interpretability in high-dimensional scenarios.

We describe a correspondence between augmentations and certain representations of the knot group. The correspondence makes the 2-variable augmentation polynomial into a generalization of the classical AA-polynomial. It also associates to an augmentation a rank, which is bounded by the bridge number and shares its beha…

2013-10-28abs ↗pdf ↗

Bayesian neural networks improve deep learning's accuracy and uncertainty estimation.

problem Overconfident predictions, adversarial attacks, and variability underestimation in deep models.
method Stochastic relaxation of feed-forward rectified neural networks with sparsity-promoting priors and Polya-Gamma data augmentation.
result Improved scalability and robustness to architectural design through approximate variational inference.