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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.

169,236 papers · 148 categories

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3876114152 · Jun 202019922001200920182026
48 results for Bayesian hyperprior

Paper introduces variational inference for Bayesian inverse problems with gamma hyperpriors.

problem Bayesian inverse problems with sparse solutions.
method Variational iterative alternating scheme for hierarchical models with gamma hyperpriors.
result Accurate reconstruction and meaningful uncertainty quantification.

Bayesian hyperprior stabilizes image restoration for noisy and missing data.

problem Stability and adaptability in image restoration for noisy and missing data.
method Proposes a hyperprior approach to stabilize Bayesian image restoration.
result Effective restoration of high dynamic range images from a single sensor.

Bayesian neural networks are shown to be minimax and admissible under certain conditions.

problem Optimality of Bayesian neural networks in deep learning models.
method Analysis of decision rules induced by BNNs in the normal location model under quadratic loss.
result A hyperprior on the effective output variance yields a minimax and admissible decision rule.

Paper proposes fully Bayesian approach for RVM classification, improving accuracy especially in imbalanced data.

problem Difficulty in conducting RVM classification due to lack of closed-form solution for weight parameter posterior.
method Proposes Generic Bayesian and Fully Bayesian approaches with hierarchical hyperprior structure.
result Improves classification performance, especially in imbalanced data.

The paper studies sparsity in EBF with hyperpriors and proposes a PALM algorithm.

problem Promoting sparsity in sparse learning problems.
method Empirical Bayes framework, hyperpriors, proximal alternating linearized minimization (PALM) algorithm.
result Appropriate hyperpriors can significantly enhance sparsity and restoration accuracy.

Proposes a new hyperprior and predictive criterion for weakly informative hyperprior in relevance vector machine.

problem Capturing non-homogeneous data structure with limited kernel functions.
method Uses inverse gamma hyperprior with a shape parameter close to zero and a scale parameter not close to zero. Applies multiple kernel method with different widths. Proposes extended predictive information criterion for scale parameter selection.
result Obtains a multiple kernel relevance vector regression model with good predictive accuracy.

Our method enforces latent independence in deep generative models using a hyperprior.

problem Unsupervised disentanglement of latent representations in deep models.
method We augment VAE with an inverse-Wishart prior to enforce statistical independence in latent dimensions.
result Our approach outperforms state-of-the-art methods in disentanglement and reconstruction.

Adaptive Bayesian model for covariate-dependent power spectra analysis.

problem Estimating complex relationships and interactions between covariates and power spectra.
method Bayesian sum of trees model with local power spectrum estimation and reversible-jump MCMC for tree modifications.
result The method can accurately recover both smooth and abrupt changes in power spectra across multiple covariates.

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.

Bayesian KANs achieve near-minimax posterior contraction rates in anisotropic Besov spaces.

problem Statistical foundation for Bayesian Kolmogorov-Arnold networks in anisotropic Besov spaces.
method Sparse Bayesian KANs with spike-and-slab priors, hyperprior on model size, and approximation complexity bounds.
result Posterior contraction rates depend on intrinsic anisotropic smoothness and effective dimension of the compositional structure.

We propose a method to classify the causal relationship between two discrete variables given only the joint distribution of the variables, acknowledging that the method is subject to an inherent baseline error. We assume that the causal system is acyclicity, but we do allow for hidden common causes. Our algorithm presu…

2016-11-04abs ↗pdf ↗

High-dimensional shrinkage risk depends on the default prior for the common scale.

problem Choosing the default prior for the common scale in high-dimensional shrinkage.
method Using radial-power benchmark to compare variance-flat and standard deviation-flat priors.
result The standard deviation-flat prior has a one-unit asymptotic risk advantage near the origin.

Improved neural image compression with refined latent representations.

problem Sub-optimal results from variational autoencoders due to imperfect optimization and capacity limitations.
method Stochastic Gumbel Annealing (SGA) and its extensions (SGA+), including three different methods.
result Significant improvement in compression performance, especially on the R-D trade-off.

Unified Bayesian-AI framework improves epidemiological risk prediction and uncertainty quantification.

problem Lack of calibrated uncertainty in machine learning models for epidemiology.
method Combines Bayesian prediction with Bayesian hyperparameter optimization using logistic regression and Gaussian-process Bayesian optimization.
result Unified Bayesian-AI framework provides reliable coverage and improved calibration, enhancing epidemiological decision making.

We exhibit a strong link between frequentist PAC-Bayesian risk bounds and the Bayesian marginal likelihood. That is, for the negative log-likelihood loss function, we show that the minimization of PAC-Bayesian generalization risk bounds maximizes the Bayesian marginal likelihood. This provides an alternative explanatio…

2016-05-27abs ↗pdf ↗

Few Bayesian layers near output capture model uncertainty in deep learning.

problem Capturing model uncertainty in deep learning models.
method Varying the number and position of Bayesian layers in a network, comparing performance on active learning with MNIST dataset.
result Few Bayesian layers near the output can capture model uncertainty efficiently.

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 hybrid models correct for missing physics in machine learning.

problem Systematic bias in machine learning models.
method Fusing physics-based insights with machine learning constructs, using Bayesian calibration and stochastic programming.
result Bayesian hybrid models outperform pure machine learning approaches with less data.

Enhances robustness in experimental design through Generalised Bayesian inference.

problem Poor inference and estimates of information gain when statistical model is incorrectly specified.
method Generalised Bayesian (Gibbs) inference framework applied to experimental design.
result GBOED enhances robustness to outliers and incorrect assumptions about noise distribution.

Bayesian uncertainty quantification is flawed, according to new research.

problem Flawed interpretation of Bayesian uncertainty quantification.
method Discussion of Bayesian updating and optimization-based perspective, proposing measures of quality.
result Bayesian uncertainty quantification is not coherent with optimization-based perspective.

Bayesian MAML outperforms MAML in meta learning tasks with theoretical guarantees.

problem Theoretical understanding of Bayesian MAML's superiority over MAML.
method Comparison of meta test risks between Bayesian MAML and MAML in meta linear regression.
result Bayesian MAML has provably lower meta test risks than MAML in both distribution agnostic and linear centroid cases.

The paper compares inference methods for Bayesian nonnegative matrix factorisation.

problem Improving prediction accuracy and pattern discovery in nonnegative matrix factorisation.
method Compared non-probabilistic, Gibbs sampling, variational Bayesian, and maximum-a-posteriori approaches.
result Variational Bayesian inference is a new and efficient approach for Bayesian nonnegative models.

Bayesian REX learns Atari games from demonstrations efficiently.

problem Bayesian reward learning for complex control problems is computationally intractable.
method Bayesian Reward Extrapolation (Bayesian REX) pre-trains a low-dimensional feature encoding and uses preferences to perform fast Bayesian inference.
result Bayesian REX learns Atari games from demonstrations in 5 minutes, competitive with state-of-the-art methods.

This paper improves deep learning by integrating Bayesian inference into network structure learning.

problem Bayesian inference in high-dimensional, over-parameterized neural networks.
method Developed an efficient stochastic variational inference approach to learn both network structure and weights.
result Empirically, the method exhibits competitive predictive performance and preserves Bayesian benefits.

FP-BMA improves generalization by encouraging flat posteriors in Bayesian Model Averaging.

problem Lack of flat posterior in approximate Bayesian inference methods hinders effective Bayesian Model Averaging.
method Proposes Flat Posterior-aware Bayesian Model Averaging (FP-BMA) and Flat Posterior-aware Bayesian Transfer Learning schemes.
result FP-BMA successfully captures flat posteriors, improving generalization performance.

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.

SCoreBO improves Bayesian optimization by learning hyperparameters and self-correcting.

problem Efficient hyperparameter tuning for Gaussian process models in Bayesian optimization.
method Introduces SAL and SCoreBO, which prioritize hyperparameter learning and perform simultaneous optimization and learning.
result SCoreBO outperforms state-of-the-art methods on traditional benchmarks and atypical tasks.