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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.

168,695 papers · 148 categories

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70140209279 · Jun 202019922001200920172026
48 results for Bayesian belief updates

NBF combines deep learning with classical filtering for better belief tracking.

problem Maintaining distributions over hidden states in partially observable systems.
method Trains neural networks to map beliefs to fixed-length vectors, updating them with incoming observations and dynamics.
result NBF efficiently tracks shifting, multimodal beliefs without particle impoverishment.

This paper introduces a new probabilistic model for online learning which dynamically incorporates information from stochastic gradients of an arbitrary loss function. Similar to probabilistic filtering, the model maintains a Gaussian belief over the optimal weight parameters. Unlike traditional Bayesian updates, the m…

2015-05-26abs ↗pdf ↗

Develops a framework for quantifying agentic AI model risk using LLM-inferred Bayesian state filters.

problem Quantifying the risk of agentic AI systems due to uncertain beliefs and actions.
method Representing the system as a partially observed Markov decision process with latent states, Bayesian belief updates, control-dependent losses, and tail-risk functionals.
result Develops a rigorous framework for separating uncertainty quantification from risk measurement.

New decision-theoretic characterization separates belief and decision posteriors.

problem Understanding the conditions under which loss-based updating coincides with Bayesian updating.
method Decision-theoretic approach to distinguish belief and decision posteriors.
result Generalized Bayes coincides with ordinary Bayesian updating only if the loss is proportional to negative log-likelihood.

A framework for navigating environments with spatially correlated obstacles and uncertain blockage status.

problem Navigation in environments with spatially correlated obstacles of uncertain blockage status.
method Modeling spatial correlation with Gaussian Random Field, developing Bayesian belief updates, proposing a two-stage learning framework with offline and online phases.
result Consistent performance gains over baselines in environments with adversarial interruptions or clustered natural hazards.

Bayesian neural networks update beliefs with soft evidence, improving accuracy and calibration.

problem Updating neural network weights with uncertain or soft evidence.
method Developed two algorithms to approximate Jeffrey's rule for updating neural network weights.
result Jeffrey-based methods outperform traditional approaches in accuracy and calibration, especially in noisy data.

In this paper we revisit the weighted likelihood bootstrap, a method that generates samples from an approximate Bayesian posterior of a parametric model. We show that the same method can be derived, without approximation, under a Bayesian nonparametric model with the parameter of interest defined as minimising an expec…

2017-09-22abs ↗pdf ↗

Information theory provides a mathematical foundation to measure uncertainty in belief. Belief is represented by a probability distribution that captures our understanding of an outcome's plausibility. Information measures based on Shannon's concept of entropy include realization information, Kullback-Leibler divergenc…

2019-11-21abs ↗pdf ↗

This work investigates the case of a network of agents that attempt to learn some unknown state of the world amongst the finitely many possibilities. At each time step, agents all receive random, independently distributed private signals whose distributions are dependent on the unknown state of the world. However, it m…

2016-11-27abs ↗pdf ↗

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.

Develops a Bayesian framework for portfolio choice with a new posterior distribution.

problem Estimation risk in parametric portfolio policies.
method Generalized Bayesian framework with Gibbs posterior, utility maximization, and KNEEDLE algorithm.
result Optimal scaling parameter λλ controls the balance between prior and data.

We present a distributed (non-Bayesian) learning algorithm for the problem of parameter estimation with Gaussian noise. The algorithm is expressed as explicit updates on the parameters of the Gaussian beliefs (i.e. means and precision). We show a convergence rate of O(1/k)O(1/k) with the constant term depending on the numb…

2016-12-06abs ↗pdf ↗

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.

Chance-constrained ActInf allows for small violations of constraints to drive goal-directed behavior.

problem Goal-directed behavior constrained by prior beliefs.
method Introducing chance constraints to ActInf, allowing for small violations of constraints.
result Chance-constrained ActInf allows for a trade-off between robust control and chance constraint violation.

We analyze a model of learning and belief formation in networks in which agents follow Bayes rule yet they do not recall their history of past observations and cannot reason about how other agents' beliefs are formed. They do so by making rational inferences about their observations which include a sequence of independ…

2015-09-30abs ↗pdf ↗

POLAR learns efficient data acquisition policies using pretrained belief representations.

problem Challenges in learning effective policies for adaptive data acquisition.
method POLAR decouples representation learning from policy learning by leveraging pretrained predictive foundation models as belief-state encoders.
result POLAR outperforms state-of-the-art methods across diverse tasks while requiring fewer training samples.

BOFiP optimizes high-dimensional functions by distributing them into sub-spaces and using game theory.

problem Optimizing high-dimensional black box functions with computational complexity.
method BOFiP decomposes high-dimensional space into sub-spaces, searches within sub-spaces, and updates beliefs using game theory.
result BOFiP outperforms competitors in high-dimensional optimization problems.

We consider the problem of training a machine learning model over a network of nodes in a fully decentralized framework. The nodes take a Bayesian-like approach via the introduction of a belief over the model parameter space. We propose a distributed learning algorithm in which nodes update their belief by aggregate in…

2019-01-31abs ↗pdf ↗

Bayesian approach improves online prediction accuracy without distributional assumptions.

problem Online construction of confidence sets for black-box models.
method Combines empirical distribution with Bayesian regularization to predict quantiles.
result Adaptive algorithm with low regret and correct coverage probability for iid data.

By elaborating on the notion of linear belief functions (Dempster 1990; Liu 1996), we propose an elementary approach to knowledge representation for expert systems using linear belief functions. We show how to use basic matrices to represent market information and financial knowledge, including complete ignorance, stat…

2012-10-19abs ↗pdf ↗

Bayesian neural networks use temperature adjustments to improve predictive performance.

problem Lack of theoretical generalization guarantees for Bayesian neural networks.
method Temperature adjustments to balance likelihood and prior regularization.
result Improved predictive performance through temperature adjustments.

Improved HGF networks avoid negative precision errors in volatility updates.

problem Negative posterior precision errors in volatility-coupled nodes of HGF networks.
method Introduced a modified quadratic approximation to variational energy.
result Robust update equations across parameter space that track posterior faithfully.

We study the Markowitz portfolio selection problem with unknown drift vector in the multidimensional framework. The prior belief on the uncertain expected rate of return is modeled by an arbitrary probability law, and a Bayesian approach from filtering theory is used to learn the posterior distribution about the drift …

2018-11-16abs ↗pdf ↗

We consider a group of Bayesian agents who try to estimate a state of the world θθ through interaction on a social network. Each agent vv initially receives a private measurement of θθ: a number SvS_v picked from a Gaussian distribution with mean θθ and standard deviation one. Then, in each discrete time iteration,…

2010-02-03abs ↗pdf ↗

The paper tackles approximate unlearning from a subset of training data using variational inference.

problem Unlearning from a small subset of erased training data while maintaining the posterior belief from the full data.
method Formulates unlearning as minimizing KL divergence, equivalent to minimizing an evidence upper bound. Uses variational inference to approximate posterior beliefs and proposes two tricks to handle challenges.
result Demonstrates the effectiveness of the proposed unlearning methods on various Bayesian models.