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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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48 results for Bayesian context

NOTMAD estimates context-specific Bayesian networks without breaking datasets.

problem Non-convexity of acyclic graphs limits sharing information between context-specific estimators.
method NOTMAD models context-specific Bayesian networks as mixtures of archetypal DAGs, estimating structures and parameters jointly.
result NOTMAD shares information between context-specific acyclic graphs, enabling single-sample resolution.

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.

Thompson Sampling tackles noisy context in stochastic bandits.

problem Designing an action policy for noisy, corrupted contexts in stochastic bandits.
method Introducing a Thompson Sampling algorithm for Gaussian bandits with Gaussian context noise, adopting an information-theoretic analysis.
result Demonstrates the Bayesian regret of the proposed algorithm concerning the oracle's action policy.

This work introduces a method to decompose uncertainty in in-context learning for large language models.

problem Understanding the sources of uncertainty in in-context learning for large language models.
method Variational uncertainty decomposition framework without sampling from latent parameter posterior.
result Quantitative and qualitative validation of decomposed epistemic and aleatoric uncertainties.

Bayesian framework uses context trees for efficient time series modeling.

problem Building flexible and interpretable mixture models for real-valued time series.
method Hierarchical Bayesian modelling with context trees and autoregressive models.
result The methods outperform state-of-the-art techniques on simulated and real-world experiments.

Bayesian context trees capture complex dependencies in categorical sequences.

problem Complex, long-range dependencies in categorical sequences are not well captured by simple models.
method Parsimonious Bayesian context trees with model-based agglomerative clustering for efficient inference.
result The proposed framework outperforms existing models on real-world data.

Scarce data is a major challenge to scaling robot learning to truly complex tasks, as we need to generalize locally learned policies over different "contexts". Bayesian optimization approaches to contextual policy search (CPS) offer data-efficient policy learning that generalize over a context space. We propose to impr…

2016-12-06abs ↗pdf ↗

EDRBO optimizes Bayesian optimization with continuous contexts using ensemble models and robust methods.

problem Bayesian optimization with unknown and continuous contextual distributions leads to suboptimal results.
method EDRBO uses ensemble surrogate models and Wasserstein ball ambiguity sets to handle uncertainty and maintain computational tractability.
result EDRBO achieves sublinear cumulative regret guarantees of order O(γTT)\mathcal{O}(γ_T \sqrt{T}).

Unified Bayesian model explains in-context learning and activation steering in LLMs.

problem Understanding and controlling the behavior of large language models (LLMs) through prompts and activations.
method Developed a Bayesian model to explain and predict the effects of in-context learning and activation steering.
result Unified model predicts distinct phases and sudden shifts in LLM behavior, explaining prior empirical phenomena.

We compress large neural networks for quick adaptation to specific contexts.

problem How to quickly adapt a pretrained large neural network to specific contexts.
method Propose a Bayesian hypernetwork framework to compress the network and encourage sparsity.
result Generated compressed networks are significantly smaller than baseline methods.

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.

New analysis shows LLMs don't follow Bayesian inference in ICL.

problem Does in-context learning in LLMs follow Bayesian inference?
method Analyzes ICL through the martingale property, a requirement for Bayesian inference.
result Violations of the martingale property show LLMs don't follow Bayesian inference.

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.

The paper introduces new Bayesian network classifiers for better classification accuracy.

problem Improving supervised classification accuracy using Bayesian network classifiers.
method Developed novel classes of generative classifiers based on staged tree models, extending Bayesian networks.
result Data-driven learning routines enhance the accuracy of the new classifiers.

Bayesian model identifies three types of travelers adapting to feedback.

problem Capturing adaptive, feedback-driven travel behavior in heterogeneous individuals.
method Latent Class Reinforcement Learning (LCRL) model with Variational Bayes estimation.
result Three distinct traveler classes identified: context-dependent, persistent exploitative, and exploratory.

We present a Bayesian nonparametric framework for multilevel clustering which utilizes group-level context information to simultaneously discover low-dimensional structures of the group contents and partitions groups into clusters. Using the Dirichlet process as the building block, our model constructs a product base-m…

2014-01-09abs ↗pdf ↗

Bayesian Context Trees improve change-point detection in discrete data.

problem Detecting and segmenting change-points in discrete time series data.
method Bayesian Context Trees framework, Markov chain Monte Carlo sampling.
result Effective sampling from posterior distribution of change-points.

Generative AI can solve in-context learning problems using a martingale perspective.

problem Estimating when a conditional generative model can solve an in-context learning problem.
method Bayesian interpretation, ancestral sampling, generative predictive p-value.
result Developed a method to assess the suitability of CGMs for ICL problems using generative predictive p-values.

Scarce data is a major challenge to scaling robot learning to truly complex tasks, as we need to generalize locally learned policies over different task contexts. Contextual policy search offers data-efficient learning and generalization by explicitly conditioning the policy on a parametric context space. In this paper…

2019-04-26abs ↗pdf ↗

Bayesian methods detect significant IIA violations in similarity choice data.

problem Detecting IIA violations in similarity choice data complicates classical models.
method Proposed two statistical methods: classical goodness-of-fit test and Bayesian PPC.
result Significant IIA violations confirmed in both datasets, driven by context effects.

Bayesian Context Trees model improves financial time series forecasting.

problem Modeling and forecasting financial time series with volatility asymmetries.
method Hierarchical Bayesian framework for tree-based mixture models with AR/ARCH base models.
result BCT-X framework outperforms state-of-the-art techniques in forecasting accuracy and computational efficiency.

Bayes-CATSI uses variational Bayesian deep learning for medical time series data imputation.

problem Missing values in medical time series data.
method Bayes-CATSI integrates variational inference for uncertainty quantification and context-aware imputation.
result Bayes-CATSI outperforms CATSI by 9.57% in imputation performance.

Hybrid model uses LLM to build transparent Bayesian networks for trading decisions.

problem Rigorous and transparent reasoning required in financial trading, especially for options strategies.
method Combines LLM strengths with Bayesian Networks, using LLM to construct context-specific networks and select relevant data.
result Empirically, the hybrid system outperforms market benchmarks with superior risk-adjusted performance.

VMGP extends Gaussian processes for Bayesian meta-learning, improving uncertainty prediction.

problem Bayesian meta-learning for few-shot tasks with non-Gaussian uncertainty.
method VMGP (Variational Meta-Gaussian Processes) extends Gaussian processes to model non-Gaussian predictive posteriors.
result VMGP significantly outperforms existing Bayesian meta-learning methods on complex tasks.

A new method for inventory control using in-context learning and generative models.

problem Inventory control with decision-dependent censoring, focusing on the censored newsvendor problem.
method In-context generative posterior sampling (ICGPS) combining modern generative models and in-context autoregressive generation.
result ICGPS achieves sublinear Bayesian regret for the censored newsvendor problem, outperforming existing methods.

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.

Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick to inference in a parametric Bayesian model. For example, Gaussian process regre…

2011-03-09abs ↗pdf ↗

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.

A new HMM model captures kernel dependencies using context-specific Bayesian networks.

problem Traditional HMMs struggle with non-Gaussian data and independence assumptions.
method Kernel density estimation with context-specific Bayesian networks.
result The proposed model outperforms related HMMs in likelihood and classification accuracy.

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.

New method solves high-dimensional Bayesian inverse problems efficiently.

problem Efficiently solving high-dimensional Bayesian inverse problems with limited data.
method Physics-informed Neural Operators with RealNVP architecture for invertibility and differentiability.
result Accurate approximations of the full posterior without additional forward solves or sampling.

Efficiently selects top-m designs for various contexts using sequential sampling.

problem Optimizing selection of top-m designs across different contexts.
method Formulated as a stochastic dynamic programming problem, developed sequential sampling policy.
result Asymptotically optimal sampling ratios for efficient selection.

SurvivalPFN simplifies survival analysis through amortized Bayesian inference.

problem Selecting appropriate survival analysis methods requires expertise and can be time-consuming.
method SurvivalPFN uses a prior-data fitted network for in-context Bayesian inference.
result SurvivalPFN achieves strong predictive performance across diverse datasets.