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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.

168,982 papers · 148 categories

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3667321,0981,464 · Jun 202019922001200920172026
48 results for Bayesian probabilistic model

In this paper we introduce ZhuSuan, a python probabilistic programming library for Bayesian deep learning, which conjoins the complimentary advantages of Bayesian methods and deep learning. ZhuSuan is built upon Tensorflow. Unlike existing deep learning libraries, which are mainly designed for deterministic neural netw…

2017-09-18abs ↗pdf ↗

Enhances Bayesian model comparison with a probabilistic framework for meta-uncertainty.

problem Uncertainty in posterior model probabilities (PMPs) when derived from finite data.
method Develops a fully probabilistic approach to quantify and represent meta-uncertainty over PMPs.
result Demonstrates utility in various BMC contexts, including regression, MCMC, and neural networks.

Probabilistic deep learning uses neural networks and models to handle uncertainty.

problem Handling uncertainty in deep learning models.
method Two approaches: probabilistic neural networks and deep probabilistic models.
result TensorFlow Probability library supports both approaches.

Bayesian Neural Network improves calibration of deep probabilistic models.

problem Uncalibrated probabilities from deep neural networks limit their use in critical scenarios.
method Decoupled Bayesian Neural Network to map uncalibrated probabilities to calibrated ones.
result Our approach consistently improves calibration and provides more reliable probabilistic models.

Bayesian approach models neurodegenerative diseases without clinical labels.

problem Personalized, predictive modeling of neurodegenerative diseases.
method Probabilistic programmed deep kernel learning combining Gaussian processes and neural networks.
result Surpasses deep learning in accuracy and timeliness of predicting neurodegeneration.

Hybrid Bayesian neural networks use function uncertainty for probabilistic inference.

problem Uncertainty in neural network weights is hard to specify and interpret.
method Integrates probabilistic layers with standard deterministic layers for function uncertainty.
result Improves probabilistic inference by encoding function uncertainty.

Bayesian scores improve structure learning in probabilistic circuits.

problem Improper structure learning in probabilistic circuits based on heuristics.
method Developed Bayesian structure scores for deterministic PCs, using them in a greedy cutset algorithm.
result Effective protection against overfitting and fast, almost hyper-parameter-free structure learner.

Fast probabilistic option price predictions using modular Bayesian inference.

problem Accurate probabilistic predictions of future option prices.
method Modular approximate Bayesian inference framework that combines multiple data sources.
result Accurate probabilistic option-price predictions in realistic scenarios.

A new probabilistic BTD method for tensor data.

problem Modeling higher-order tensors with robust inference.
method Probabilistic Block-Term Decomposition using variational Bayesian inference and von-Mises Fisher distribution.
result The proposed pBTD can quantify multi-linear structures robustly.

DMVI uses diffusion models for efficient probabilistic inference in PPLs.

problem Efficient probabilistic inference in complex probabilistic programming languages.
method DMVI employs diffusion models as variational approximations to the posterior distribution, optimizing a bound on the marginal likelihood.
result DMVI produces more accurate posterior inferences than existing methods in PPLs with similar computational cost and less manual tuning.

d3p package enables efficient Bayesian inference with differential privacy.

problem Efficiently performing Bayesian inference under differential privacy constraints.
method Differentially private variational inference for flexible probabilistic models.
result Achieves significant speed-up in runtime for complex models.

This paper tackles Bayesian system identification with probabilistic numerical methods.

problem Accurately modeling nonlinear dynamic systems from noisy data.
method Probabilistic Sequential Monte Carlo (SMC) combined with probabilistic numerical integration.
result Efficient identification of latent states and system parameters from noisy measurements.

PClean automates Bayesian data cleaning for specific datasets.

problem Bayesian inference for diverse and complex data cleaning.
method Domain-specific probabilistic programming language with custom models and inference.
result PClean programs outperform general-purpose PPLs in accuracy and runtime.

A new Bayesian MBRL method improves performance in robotics tasks.

problem Enhancing model-based reinforcement learning with uncertainty.
method Introduces variational inference MPC and probabilistic action ensembles with trajectory sampling (PaETS).
result Consistently improves performance on challenging locomotion tasks.

Bayesian symbolic regression automates model discovery from data.

problem Learning closed-form mathematical models from data using heuristic methods.
method Probabilistic approach to symbolic regression, connecting to information theory and statistical physics.
result Probabilistic approach provides model plausibility and performance guarantees.

In this paper, we propose a probabilistic optimization method, named probabilistic incremental proximal gradient (PIPG) method, by developing a probabilistic interpretation of the incremental proximal gradient algorithm. We explicitly model the update rules of the incremental proximal gradient method and develop a syst…

2018-12-04abs ↗pdf ↗

This thesis improves deep sequence models by integrating probabilistic methods for uncertainty quantification.

problem Lack of uncertainty awareness in deep sequence models limits their deployment.
method Develops approximate Bayesian inference methods for Transformers and HiPPOs, leveraging inductive biases.
result Improves predictive and generative performance of deep sequence models by incorporating probabilistic structures.

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.

We propose a new IRT model that directly factors test items without factor analysis.

problem Existing multidimensional IRT methods require factorization, which is posthoc and linear.
method We use a sparsity-promoting horseshoe prior to factorize items directly within the IRT model.
result Our model performs factorization directly and consistently selects the correct number of factors.

Paper proposes a probabilistic alignment method for domain adaptation.

problem Latent distribution mismatch and miscalibrated uncertainty in adapting large-scale models.
method Bayesian latent transport framework with PAC-Bayesian regularization.
result Reduction in latent manifold discrepancy and improved uncertainty calibration.

Bayesian inference of discrete component states in civil infrastructures using PGMs and GNNs.

problem Inferring discrete states of civil infrastructure components from measurable responses is an ill-posed inverse problem.
method The study proposes a novel Bayesian inversion paradigm based on Probabilistic Graphical Models (PGMs) and Graph Neural Networks (GNNs). PGMs are used to model the problem, with parameters learned from data and structural topology prior. Inference is accomplished by GNNs, and a graph property-based training strategy is developed.
result The proposed framework effectively solves the challenges of inferring the posterior PDF for discrete variables in high-dimensional problems.

A new framework speeds up Bayesian inference in probabilistic programs.

problem Efficient Bayesian inference in complex probabilistic programs.
method Embeds a sampler within a refined variational posterior approximation, using automatic differentiation for parameter tuning.
result Significantly speeds up mixing time and improves efficiency in various probabilistic program tasks.

Many modern data analysis problems involve inferences from streaming data. However, streaming data is not easily amenable to the standard probabilistic modeling approaches, which assume that we condition on finite data. We develop population variational Bayes, a new approach for using Bayesian modeling to analyze strea…

2015-07-19abs ↗pdf ↗

We describe Bayesian Layers, a module designed for fast experimentation with neural network uncertainty. It extends neural network libraries with drop-in replacements for common layers. This enables composition via a unified abstraction over deterministic and stochastic functions and allows for scalability via the unde…

2018-12-10abs ↗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.

Bayesian method corrects for model selection multiplicity in regression.

problem Model selection multiplicity in regression analysis.
method Developed a Bayesian prior distribution based on Holm procedure analogy.
result Adequate multiplicity correction requires sparsity not provided by recommended priors.

A new method for Bayesian neural networks using probabilistic backpropagation.

problem Approximating posterior distributions in Bayesian neural networks.
method Variational Expectation Propagation (VEP) with probabilistic backpropagation.
result Efficient algorithm for approximate integration over posterior distributions.

This paper optimizes kernel and acquisition functions for high-dimensional Bayesian Optimization.

problem Bayesian Optimization struggles with high-dimensional problems due to computational inefficiency.
method The paper leverages the additionality of the objective function to map kernel and acquisition functions in lower-dimensional subspaces, improving efficiency.
result Efficient optimization of acquisition function in high-dimensional problems.

A new method for efficient probabilistic meta-learning.

problem High-quality predictions with well-calibrated uncertainty estimates require large amounts of data.
method Amortised Inference in Bayesian Neural Networks (APOVI-BNN)
result The APOVI-BNN produces high-quality predictions with well-calibrated uncertainty estimates using significantly less data.

A method for selecting data for short-term load forecasting using Bayesian probabilistic models.

problem Lack of effective data selection techniques in power load forecasting.
method A fully automatic methodology based on a full Bayesian probabilistic model.
result The method improves the performance of load forecast models using real data.

BLISS detects and separates astronomical sources quickly and accurately.

problem Detecting and separating overlapping astronomical sources in large images.
method Bayesian Light Source Separator (BLISS) using deep generative models and variational inference.
result BLISS can process megapixel images in seconds and produce highly accurate catalogs.