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.
Bayesian stacking improves model performance with varying model weights.
Stacking improves inference for multimodal Bayesian posterior distributions.
New methods combine model predictions to avoid linear mixtures' limitations.
BayesBlend blends multiple models' predictions for better insurance loss predictions.
Proposes OBS, a method to adaptively combine Bayesian models online.
Design of printed circuit board (PCB) stack-up requires the consideration of characteristic impedance, insertion loss and crosstalk. As there are many parameters in a PCB stack-up design, the optimization of these parameters needs to be efficient and accurate. A less optimal stack-up would lead to expensive PCB materia…
The paper evaluates company investment value using machine learning models.
S-VBMC improves VBMC's exploration of complex posterior distributions.
Bayesian framework mixes imperfect models for improved predictions.
To construct flexible nonlinear predictive distributions, the paper introduces a family of softplus function based regression models that convolve, stack, or combine both operations by convolving countably infinite stacked gamma distributions, whose scales depend on the covariates. Generalizing logistic regression that…
We introduce Dimple, a fully open-source API for probabilistic modeling. Dimple allows the user to specify probabilistic models in the form of graphical models, Bayesian networks, or factor graphs, and performs inference (by automatically deriving an inference engine from a variety of algorithms) on the model. Dimple a…
Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending, have been studied and adopted extensively in research and practice. While baggi…
The Dirichlet process and its extension, the Pitman-Yor process, are stochastic processes that take probability distributions as a parameter. These processes can be stacked up to form a hierarchical nonparametric Bayesian model. In this article, we present efficient methods for the use of these processes in this hierar…
A new method for learning Bayesian neural networks using layerwise inference.
Paper proposes a new reserving model using machine learning techniques.
Normalizing flows are shown to be equivalent to Bayesian networks, revealing new insights.
Stacking is a general approach for combining multiple models toward greater predictive accuracy. It has found various application across different domains, ensuing from its meta-learning nature. Our understanding, nevertheless, on how and why stacking works remains intuitive and lacking in theoretical insight. In this …
We review the basic definition of a stack and apply it to the topological and smooth settings. We then address two subtleties of the theory: the correct definition of a ``stack over a stack'' and the distinction between small stacks (which are algebraic objects) and large stacks (which are generalized spaces).
In this article, we derive many properties of étale stacks in various contexts, and prove that étale stacks may be characterized categorically as those stacks that arise as prolongations of stacks on a site of spaces and local homeomorphisms. Moreover, we show that the bicategory of étale differentiable stacks and loca…
Extends VAEs to handle complex Bayesian network structures.
Constructs cohomology decompositions for symmetric stacks.
New neural stack and Turing Machine architectures prove stability and computational power.
Paper combines machine learning and model averaging for robust parameter estimation.
We generalize the notion of a small sheaf of sets over a topological space or manifold to define the notion of a small stack of groupoids over an étale topological or differentiable stack. We then provide a construction analogous to the étalé space construction in this context, establishing an equivalence of 2-categori…
Bayesian method improves star location and flux estimation from coadded images.
This work characterizes global quotient stacks---smooth stacks associated to a finite group acting a manifold---among smooth quotient stacks , where is a smooth manifold equipped with a smooth proper action by a Lie group . The characterization is described in terms of the action of the connected componen…
The BPS decomposition theorem splits cohomology of symmetric stacks into invariant parts.
Stacked conformal prediction simplifies model validation.
Constructs moduli stacks for quiver connections and extends non-Abelian Hodge theory.
Study connections on Lie groupoids and stacks using Atiyah sequences.
In this paper, we consider diffeological spaces as stacks over the site of smooth manifolds, as well as the "underlying" diffeological space of any stack. More precisely, we consider diffeological spaces as so-called concrete sheaves and show that the Grothendieck construction sending these sheaves to stacks has a left…
Constructs moduli stacks of quiver bundles and applies to Higgs bundles.
New potentials found for sheaves on Calabi-Yau 4-folds.
We study compositional generalization, viz., the problem of zero-shot generalization to novel compositions of concepts in a domain. Standard neural networks fail to a large extent on compositional learning. We propose Tree Stack Memory Units (Tree-SMU) to enable strong compositional generalization. Tree-SMU is a recurs…
Bayesian attention improves model performance and robustness.
This thesis is divided into four chapters. The first chapter discusses the relationship between stacks on a site and groupoids internal to the site. It includes a rigorous proof of the folklore result that there is an equivalence between the bicategory of internal groupoids and the bicategory of geometric stacks. The s…
Stacked LSTM networks improve traffic volume forecasting.
Studies geometric structures on Lie groupoids and differentiable stacks.
We present a framework that enables estimation of low-dimensional sub-resolution reservoir properties directly from seismic data, without requiring the solution of a high dimensional seismic inverse problem. Our workflow is based on the Bayesian evidential learning approach and exploits learning the direct relation bet…
We describe a methodology for modeling the performance of decision-level data fusion between different sensor configurations, implemented as part of the JIEDDO Analytic Decision Engine (JADE). We first discuss a Bayesian network formulation of classical probabilistic data fusion, which allows elementary fusion structur…
Stacking improves deep neural network training efficiency.
A theory of dg schemes is developed so that it becomes a homotopy site, and the corresponding infinity category of stacks is equivalent to the infinity category of stacks, as constructed by Toen and Vezzosi, on the site of dg algebras whose cohomologies have finitely many generators in each degree. Stacks represented b…
Study moduli spaces of elliptic PDEs using derived -geometry.
Stacking methods improve the prediction performance of regression models. A simple way to stack base regressions estimators is by combining them linearly, as done by \citet{breiman1996stacked}. Even though this approach is useful from an interpretative perspective, it often does not lead to high predictive power. We pr…
We develop a universal framework to study smooth higher orbifolds on the one hand and higher Deligne-Mumford stacks (as well as their derived and spectral variants) on the other, and use this framework to obtain a completely categorical description of which stacks arise as the functor of points of such objects. We choo…
For a compact manifold M and a differentiable stack \cX presented by a Lie groupoid X, we show the Hom-stack Hom(M,\cX) is presented by a Fréchet-Lie groupoid Map(M,X) and so is an infinite-dimensional differentiable stack. We further show that if \cX is an orbifold, presented by a proper étale Lie groupoid, then Map(M…
We propose a novel stacked generalization (stacking) method as a dynamic ensemble technique using a pool of heterogeneous classifiers for node label classification on networks. The proposed method assigns component models a set of functional coefficients, which can vary smoothly with certain topological features of a n…
Paper proves stacking ensembling is effective and proposes a new family of stacked generalizations.