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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.

169,341 papers · 148 categories

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48 results for Bayesian computations

Dynamic Bayesian networks can perform complex computations.

problem Understanding the computational limits of dynamic Bayesian networks.
method Simulation of Turing-complete computation using modified belief propagation algorithms.
result Dynamic Bayesian networks with continuous variables can perform complex computations.

A new method for ABC reduces computational cost by intelligently choosing simulations.

problem High computational cost in ABC due to many simulations needed.
method Compute uncertainty in ABC posterior density and select next simulation point to minimise expected loss.
result The proposed method often produces more accurate approximations than common BO strategies.

Develops a fast Bayesian optimisation method that reduces computational overhead.

problem Computational inefficiency and restrictive kernel choices in information-theoretic Bayesian optimisation.
method FITBO method that avoids sampling the global minimizer and allows for more flexible kernel choices.
result Demonstrates that FITBO inherits performance from information-theoretic Bayesian optimisation but is faster.

The paper proposes using path signatures for better inference in time series data.

problem Simulation models with time series data often lack tractable likelihood functions.
method Approximate Bayesian Computation with path signatures to handle sequential data.
result Theoretical guarantees on the resultant posteriors for Bayesian parameter inference.

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.

Bayesian Deep Learning tackles inverse problems with neural networks and approximate computations.

problem Solving inverse problems with indirect measurements and uncertainties.
method Bayesian Deep Learning, using neural networks and approximate computations.
result Effective solutions for inverse problems using Bayesian Deep Learning.

SIMD operations boost Bayesian computations up to 6x faster.

problem Expensive Bayesian computations are computationally intensive and parallelizable.
method Demonstrated the utility of SIMD operations for Bayesian applications using standard libraries.
result Up to 6x improvement in floating point arithmetic performance.

Bayesian deep learning on quantum computers using Gaussian process connections.

problem Training deep neural networks with Bayesian uncertainty estimates on quantum computers.
method Connecting deep neural networks to Gaussian processes, leveraging quantum algorithms for inversion.
result At least polynomial speedup over classical algorithms for Bayesian deep learning on quantum computers.

A new method for efficient computation of Knowledge Gradient in Bayesian optimization.

problem Efficient computation of the Knowledge Gradient for Bayesian optimization.
method One-shot Hybrid KG, a new approach combining previous ideas.
result The new method is cheap to compute and preserves theoretical properties of previous methods.

A new method improves robustness and efficiency of Bayesian LOO-CV.

problem Computational expense and unreliability of classical LOO-CV in high-dimensional Bayesian models.
method Proposes a mixture estimator to compute Bayesian LOO-CV criteria with finite asymptotic variance.
result Improved robustness and efficiency in high-dimensional problems.

Improves Bayesian neural learning efficiency with surrogate-assisted parallel tempering.

problem Challenges in Bayesian neural learning due to large models and data.
method Combines parallel tempering MCMC with surrogate-assisted optimization for computationally expensive models.
result Significantly lowers computational cost while maintaining quality in decision making.

Explosive growth in data and availability of cheap computing resources have sparked increasing interest in Big learning, an emerging subfield that studies scalable machine learning algorithms, systems, and applications with Big Data. Bayesian methods represent one important class of statistic methods for machine learni…

2014-11-24abs ↗pdf ↗

New method for fully distributed Bayesian optimization with high parallelism.

problem Scalability and parallelization in Bayesian optimization.
method Formulated Bayesian optimization as a partially observable Markov decision process and applied stochastic policies.
result Demonstrated superior performance of the proposed method in various benchmarks and applications.

The classical approach to inverse problems is based on the optimization of a misfit function. Despite its computational appeal, such an approach suffers from many shortcomings, e.g., non-uniqueness of solutions, modeling prior knowledge, etc. The Bayesian formalism to inverse problems avoids most of the difficulties en…

2014-10-21abs ↗pdf ↗

Bayesian algorithm improves sparse recovery in noisy one-bit CS with perturbation.

problem Noisy sparse recovery in one-bit compressed sensing with perturbation.
method BHT-MLE algorithm using Bayesian hypothesis test and ML estimator.
result BHT-MLE offers more accurate reconstruction than MLE at lower computational cost.

Bayesian model captures spatial correlations in data.

problem Modeling spatial correlations in high-dimensional data.
method Structured Bayesian Gaussian process latent variable model with parameterized spatial kernel and structure-exploiting algebra.
result Inference is tractable with computational complexity similar to traditional Bayesian GP-LVM.

Gradient-EM Bayesian meta-learning accelerates adaptation with reduced computation and improved robustness.

problem Efficient and robust adaptation to new tasks with uncertainty assessment.
method Extends Bayesian meta-learning with gradient-EM algorithm, decoupling inner-update from meta-update.
result Improves accuracy with less computation cost and enhanced robustness to uncertainty.

VQ-BNN speeds up BNN inference for data streams.

problem High computational cost of BNN inference for data streams.
method Approximates BNN inference by predicting NN only once and using temporal exponential smoothing of recent predictions.
result VQ-BNN performs faster than BNNs while estimating comparable results.

Bayesian moment matching improves online and distributed Gaussian mixture model learning.

problem Efficiently learning Gaussian mixture models from streaming data distributed across processors.
method Bayesian moment matching for online and distributed EM algorithm.
result Bayesian moment matching outperforms online EM in time and accuracy.

Closed-form variational objectives for Bayesian neural networks with ReLU layers.

problem Efficient computation of Bayesian neural networks with closed-form variational objectives.
method Single-layer networks with piecewise polynomial activations (ReLU). Structured Normal variational distributions for Normal likelihoods. Approximate lower bounds for other likelihoods.
result Closed-form computation of variational lower bounds, predictive mean, and variance for Bayesian neural networks.

Improved ABC method using Gaussian processes for more efficient simulations and uncertainty quantification.

problem Efficiently simulate and quantify uncertainty in ABC methods.
method Batch-sequential Bayesian experimental design, numerical method for uncertainty quantification, improved GP modeling assumptions.
result Improved framework for ABC methods that quantifies uncertainty and parallelizes simulations.

This paper tackles high-dimensional Bayesian optimization using supervised dimension reduction.

problem Challenges in extending Bayesian optimization to high dimensions.
method Introduces Sliced Inverse Regression (SIR) for high-dimensional Bayesian optimization.
result Demonstrates computational benefits and theoretical regret bounds for high-dimensional Bayesian optimization.

Paper proposes efficient method for evaluating Bayesian models in imaging.

problem Evaluation of Bayesian models in imaging when ground truth is unavailable.
method Novel combination of Bayesian cross-validation and data fission for unsupervised model selection and misspecification detection.
result Achieved excellent selection and detection accuracy with low computational cost.

This paper provides efficient algorithms for computing entropy and KL divergence in Bayesian networks.

problem Computing entropy and KL divergence for Bayesian networks efficiently.
method Leveraging the graphical structure of Bayesian networks, the paper provides computationally efficient algorithms.
result Reduces computational complexity of KL divergence from cubic to quadratic for Gaussian BNs.

We introduce new definitions of universal and superuniversal computable codes, which are based on a code's ability to approximate Kolmogorov complexity within the prescribed margin for all individual sequences from a given set. Such sets of sequences may be singled out almost surely with respect to certain probability …

2009-01-15abs ↗pdf ↗

A new framework for efficient Bayesian network inference.

problem High-dimensional Bayesian networks are hard to infer due to computational scaling.
method Directed convex subgraphs and minimal d-decomposition tree for decomposition, enabling parallel computation.
result The method reduces computational cost and enables parallel computation.

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.

Efficient algorithm for Bayesian networks reduces marginal probability distribution computation.

problem Exact computation of marginal probability distribution is NP-hard for categorical variables in Bayesian networks.
method Divide-and-conquer approach exploiting graphical properties of Bayesian networks.
result Novel algorithm outperforms state-of-the-art methods in classification and cancer subtype identification.

Develops a new Bayesian inference method for discrete data.

problem Computational challenges in discrete state spaces, especially intractable likelihoods.
method Uses a discrete Fisher divergence to update beliefs about model parameters, circumventing the intractable normalising constant.
result Establishes statistical properties of the generalised posterior and proposes a calibration approach.