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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 input models

IA-BMA adapts model weights to inputs for better predictions.

problem Predicting with multiple models in heterogeneous settings.
method Input adaptive Bayesian Model Averaging (IA-BMA) with an input adaptive prior and amortized variational inference.
result IA-BMA consistently delivers more accurate and better-calibrated predictions.

Bayesian Gaussian process models handle uncertain data locations in PDE approximations.

problem Handling uncertainties in data locations for PDE approximations.
method Bayesian inference of uncertain inputs integrated into Gaussian process predictions.
result Substantial reduction in predictive uncertainties achieved through Bayesian inference.

LOL-BO improves latent space Bayesian optimization over structured inputs.

problem Optimizing complex functions over high-dimensional, structured search spaces.
method Adapting trust regions from high-dimensional to structured settings, using a DAE to map inputs into a latent space.
result Achieves up to 20x improvement over state-of-the-art methods.

Develops fully Bayesian LVGP for better uncertainty quantification.

problem Uncertainty in qualitative inputs for GP models.
method Maps qualitative inputs to latent variables, uses standard GP over LVs, estimates LVs through ML, develops fully Bayesian approach.
result Significant improvements in prediction accuracy and uncertainty quantification over plug-in approach.

Bayesian optimization technique scaled using Vecchia approximations.

problem Scalability issue with Gaussian process surrogate models in Bayesian optimization.
method Adapted Vecchia approximation from spatial statistics to Gaussian processes, developed improvements and extensions.
result Methods compared favorably to state-of-the-art on various test functions and reinforcement learning problems.

Bayesian method for multivariate autoregressive models with exogenous inputs.

problem Estimating uncertainties in autoregressive models with exogenous inputs.
method Recursive Bayesian estimation via message passing in a factor graph.
result Produces full posterior distributions for autoregressive coefficients and noise precision.

Bayesian stacking improves model performance with varying model weights.

problem Improving model predictions with heterogeneous input performance.
method Bayesian hierarchical stacking with varying model weights inferred via Bayesian inference.
result Hierarchical stacking yields better predictions than linear averaging.

Bayesian framework reduces high-dimensional GP modeling costs.

problem Challenges in fitting Gaussian processes to high-dimensional inputs.
method Hierarchical Bayesian model with orthonormal projection matrix, incorporating Deep Gaussian Processes.
result Improves predictive performance and uncertainty quantification.

FFBO optimizes functions as inputs and outputs, improving on existing BO methods.

problem Optimizing functions as both inputs and outputs in complex systems.
method Function-on-function Gaussian process (FFGP) model with a separable operator-valued kernel, scalar upper confidence bound (UCB) acquisition function, and scalable functional gradient ascent algorithm (FGA).
result FFBO outperforms existing methods in synthetic and real-world data.

WE constructs GP kernels for mixed inputs using weighted EDMs.

problem Limitation of standard GP models in handling categorical variables.
method WEGP constructs kernel function using weighted EDMs for categorical inputs.
result WEGP improves GP model accuracy in both synthetic and real-world optimization problems.

Work proposes a new framework to improve uncertainty estimation in deep Bayesian models.

problem Traditional training procedures underestimate uncertainty in NLMs, leading to unreliable predictions.
method Introduces a novel training framework that captures useful predictive uncertainties for out-of-distribution inputs.
result Demonstrates that traditional methods for NLMs significantly underestimate uncertainty and propose a new framework to address this issue.

Improves Bayesian optimisation for engineering design problems with many variables.

problem Efficiently searching for global minima in high-dimensional design spaces.
method Integrates input and output data to identify a reduced latent subspace using probabilistic partial least squares.
result Significant improvements in convergence to the global minimum compared to existing methods.

Bayesian framework improves ML classification models' uncertainty estimates.

problem Ensuring trustworthy AI predictions with explicit uncertainty quantification.
method Proposes a Bayesian framework for generative ML classification models that accounts for input measurement uncertainty.
result The BQDA model outperforms other models in terms of interpretability, explicit uncertainty modeling, and computational efficiency.

Simplified Bayesian neural networks reduce model complexity and improve interpretability.

problem Over-parameterization and interpretability issues in deep learning models.
method Input-skip Latent Binary Bayesian Neural Networks (LBBNNs) that allow covariates to skip layers or be excluded.
result Significant reduction in model complexity (over 99%) with minimal loss in accuracy and uncertainty.

Efficient optimisation of black-box problems that comprise both continuous and categorical inputs is important, yet poses significant challenges. We propose a new approach, Continuous and Categorical Bayesian Optimisation (CoCaBO), which combines the strengths of multi-armed bandits and Bayesian optimisation to select …

2019-06-20abs ↗pdf ↗

Global inducing points improve Bayesian neural network performance.

problem Improving Bayesian neural network performance.
method Adapting correlated approximate posterior to all layers in a Bayesian neural network and deep Gaussian processes using learned global inducing points.
result State-of-the-art performance on CIFAR-10 (86.7%) without data augmentation or tempering.

Bayesian EnKF improves sentence comprehension uncertainty modeling.

problem Uncertainty in human language comprehension, especially with ambiguous inputs.
method Bayesian framework using ensemble Kalman filter (EnKF) for uncertainty quantification.
result Enhanced model's ability to approximate human cognitive processing with linguistic ambiguities.

Bayesian method for estimating inputs leading to specific probability outputs.

problem Estimating inputs for specific probability outputs of uncertain functions.
method Bayesian strategy using Gaussian process modeling and SUR principle.
result Surpassed performance of existing methods through numerical experiments.

Neural network based generative models with discriminative components are a powerful approach for semi-supervised learning. However, these techniques a) cannot account for model uncertainty in the estimation of the model's discriminative component and b) lack flexibility to capture complex stochastic patterns in the la…

2017-06-29abs ↗pdf ↗

Paper introduces a new model to handle multi-task learning across different input domains.

problem Learning correlated tasks across varying input domains.
method Develops a novel heterogeneous stochastic variational linear model of coregionalization (HSVLMC) for multi-task learning.
result The proposed model outperforms existing models in diverse multi-task scenarios.

When performing regression or classification, we are interested in the conditional probability distribution for an outcome or class variable Y given a set of explanatoryor input variables X. We consider Bayesian models for this task. In particular, we examine a special class of models, which we call Bayesian regression…

2013-02-06abs ↗pdf ↗

Proposes training neural networks to predict uncertainty for out-of-distribution inputs.

problem Poor uncertainty predictions for out-of-distribution inputs limit model robustness.
method Generates pseudo-inputs in low-density regions and trains a Bayesian framework.
result Yields robust and interpretable uncertainty predictions.

Bayesian regularization tackles collinearity in large-scale systems with correlated inputs.

problem Collinearity in large-scale linear systems identification due to correlated inputs.
method Bayesian regularization with stable spline covariance and Markov chain Monte Carlo scheme.
result Efficient reconstruction of impulse responses with high correlation among inputs.

Bayesian autoencoders improve OOD detection by addressing Bernoulli likelihood issues.

problem Out-of-distribution (OOD) detection fails with Bernoulli likelihood for certain datasets.
method Proposes Bayesian autoencoders and alternative likelihood models to fix the issue.
result Bayesian autoencoders and alternative likelihood models improve OOD detection accuracy.

Bayesian approach improves performance in Gaussian process models.

problem Scalable posterior estimation in Gaussian process models.
method Revisiting variational inference techniques with Bayesian treatment of inducing variables and hyper-parameters.
result State-of-the-art performance demonstrated across various regression and classification problems.

Bayesian models combine experts with a flexible gating mechanism for complex data.

problem Theoretical properties of Bayesian mixture-of-experts models with softmax gating remain unexplored.
method Investigated asymptotic behavior of posterior distribution for density estimation, parameter estimation, and model selection.
result Established posterior contraction rates for density estimation and parameter estimation, providing insights for practical model design.

BIF assesses feature importance using Dirichlet distribution and Bayesian inference.

problem Quantitative feature importance assessment in statistical models.
method Utilizes Dirichlet distribution for probabilistic feature importance assessment via approximate Bayesian inference.
result Learned importance provides relative significance and confidence quantification of features.

We propose a practical Bayesian optimization method over sets, to minimize a black-box function that takes a set as a single input. Because set inputs are permutation-invariant, traditional Gaussian process-based Bayesian optimization strategies which assume vector inputs can fall short. To address this, we develop a B…

2019-05-23abs ↗pdf ↗

This paper benchmarks Bayesian models' ability to estimate predictive correlations, especially for active learning.

problem Benchmarking how accurately Bayesian models estimate predictive correlations, especially in active learning.
method Considered transductive active learning as a benchmark, introduced meta-correlations and cross-normalized likelihoods.
result Meta-correlations and cross-normalized likelihoods can efficiently evaluate predictive correlations and are consistent with TAL performance.

We consider derivative-free black-box global optimization of expensive noisy functions, when most of the randomness in the objective is produced by a few influential scalar random inputs. We present a new Bayesian global optimization algorithm, called Stratified Bayesian Optimization (SBO), which uses this strong depen…

2016-02-07abs ↗pdf ↗

Bayesian framework predicts aerodynamic uncertainty from sparse measurements.

problem Calibrating aerodynamic models with sparse and uncertain measurements.
method Bayesian latent Gaussian process for surrogate model calibration.
result Calibrated surrogate model accurately predicts aerodynamic uncertainty.

New BO method optimizes multiple objectives under input noise.

problem Optimizing multiple performance metrics in manufacturing processes subject to random input noise.
method Formalizes optimization of multivariate value-at-risk (MVaR) using random scalarizations.
result Significantly outperforms alternative methods in identifying robust designs.

The R package abn is designed to fit additive Bayesian models to observational datasets. It contains routines to score Bayesian networks based on Bayesian or information theoretic formulations of generalized linear models. It is equipped with exact search and greedy search algorithms to select the best network. It supp…

2019-11-20abs ↗pdf ↗