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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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109218327436 · Jun 202019922001200920172026
48 results for Bernoulli processes

A new method for efficient nonlinear process monitoring using random Bernoulli features.

problem High computational demands and real-time responsiveness in online monitoring systems.
method Random Bernoulli principal component analysis to capture nonlinear patterns efficiently.
result The proposed methods offer excellent scalability and reduced computational complexity.

The beta-Bernoulli process provides a Bayesian nonparametric prior for models involving collections of binary-valued features. A draw from the beta process yields an infinite collection of probabilities in the unit interval, and a draw from the Bernoulli process turns these into binary-valued features. Recent work has …

2011-06-03abs ↗pdf ↗

This paper proposed a new regression model called l1l_1-regularized outlier isolation and regression (LOIRE) and a fast algorithm based on block coordinate descent to solve this model. Besides, assuming outliers are gross errors following a Bernoulli process, this paper also presented a Bernoulli estimate model which, …

2014-06-01abs ↗pdf ↗

New acquisition functions improve Bernoulli LSE.

problem Efficiently estimating regions where a Bernoulli function is above or below a threshold.
method Developed new look-ahead acquisition functions for Gaussian process classification models.
result Demonstrated clear benefits of new acquisition functions on benchmark and real-world tasks.

Physics-informed model predicts beam stiffness and monitors structural health.

problem Predicting and monitoring the stiffness of Euler-Bernoulli beams.
method Physics-informed Gaussian process model using the Euler-Bernoulli beam equation.
result Model accurately predicts bending stiffness and detects structural damage.

The paper extends consistency results for sequential design strategies to vector-valued Gaussian processes.

problem Estimating excursion sets of vector-valued Gaussian processes.
method Clarifying the connection between continuous Gaussian processes and Gaussian measures in Banach spaces, extending concepts and properties from scalar-valued settings to vector-valued settings.
result Consistency results for sequential design strategies can be applied to vector-valued Gaussian processes.

We develop constructions for exchangeable sequences of point processes that are rendered conditionally-i.i.d. negative binomial processes by a (possibly unknown) random measure called the base measure. Negative binomial processes are useful in Bayesian nonparametrics as models for random multisets, and in applications …

2019-08-17abs ↗pdf ↗

Data processing inequalities link Fisher information to local differential privacy constraints.

problem Understanding how Fisher information scales with local differential privacy constraints.
method Developed data processing inequalities for Fisher information under local differential privacy.
result Implications for private estimation with optimal bounds and error rates.

A new framework predicts links in time-dependent networks using Bernoulli autoregression.

problem Predicting links in time-dependent networks with additional auxiliary information.
method A Bernoulli autoregressive model with regularization for link discovery.
result The model can discover new links not present in the data.

The paper proves ML estimators are strongly consistent for identifying edge weights in BAR models.

problem Identifying edge weights in Bernoulli Autoregressive (BAR) models.
method Maximum Likelihood (ML) estimation for two variants of BAR models.
result ML estimators are strongly consistent for edge weight identification.

If a variational problem comes with no boundary conditions prescribed beforehand, and yet these arise as a consequence of the variation process itself, we speak of a free boundary values variational problem. Such is, for instance, the problem of finding the shortest curve whose endpoints can slide along two prescribed …

2017-03-11abs ↗pdf ↗

Characterizes symmetric Bernoulli distributions with minimal convex sums.

problem Understanding minimal dependence among Bernoulli random vectors.
method Geometric and algebraic representations of multivariate symmetric Bernoulli distributions.
result Characterizes extremal negative dependence and builds minimal dependence copulas.

This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects, and the measurements are described as a Poisson process, conditioned on the map. …

2018-11-07abs ↗pdf ↗

The key idea of Bayesian optimization is replacing an expensive target function with a cheap surrogate model. By selection of an acquisition function for Bayesian optimization, we trade off between exploration and exploitation. The acquisition function typically depends on the mean and the variance of the surrogate mod…

2019-02-19abs ↗pdf ↗

In this paper, we consider the multivariate Bernoulli distribution as a model to estimate the structure of graphs with binary nodes. This distribution is discussed in the framework of the exponential family, and its statistical properties regarding independence of the nodes are demonstrated. Importantly the model can e…

2012-06-08abs ↗pdf ↗

Finite index solutions to Bernoulli problem are always axially symmetric.

problem Entire solutions to the Bernoulli free boundary problem with finite Morse index in 3D.
method Proof of axial symmetry for finite index solutions.
result Finite index solutions to the Bernoulli problem in 3D are axially symmetric.

New model for multivariate discrete event data with flexible interactions.

problem Modeling multivariate discrete event data with categorical interactions.
method Developed a new modeling approach with convex constraints, two estimation procedures (LS and ML).
result Proposed model can capture arbitrary shapes of historical event influence.

A beta-negative binomial (BNB) process is proposed, leading to a beta-gamma-Poisson process, which may be viewed as a "multi-scoop" generalization of the beta-Bernoulli process. The BNB process is augmented into a beta-gamma-gamma-Poisson hierarchical structure, and applied as a nonparametric Bayesian prior for an infi…

2011-12-15abs ↗pdf ↗

Study optimal stopping for diffusion processes with unknown primitives, applying RL and martingale methods.

problem Optimal stopping for diffusion processes with unknown model primitives.
method Continuous-time reinforcement learning framework, variational inequality formulation, stochastic optimal control, entropy regularizer, semi-analytical optimal Bernoulli distribution, policy improvement theorem, policy iterations.
result Demonstrated high accuracy in learning value functions and characterizing free boundaries for various optimal stopping problems.

We study in detail and explicitly solve the version of Kyle's model introduced in a specific case in \cite{BB}, where the trading horizon is given by an exponentially distributed random time. The first part of the paper is devoted to the analysis of time-homogeneous equilibria using tools from the theory of one-dimensi…

2016-03-29abs ↗pdf ↗

A very simple event frequency approximation algorithm that is sensitive to event timeliness is suggested. The algorithm iteratively updates categorical click-distribution, producing (path of) a random walk on a standard nn-dimensional simplex. Under certain conditions, this random walk is self-similar and corresponds …

2019-05-22abs ↗pdf ↗

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.

We solve Euler equations on graph manifolds, classifying steady flows with Morse-Bott Bernoulli functions.

problem Classifying steady Euler flows with Morse-Bott Bernoulli functions.
method Constructing non-vanishing steady solutions using integrable systems and topology.
result Steady Euler flows with Morse-Bott Bernoulli functions exist only on graph three-manifolds.

The paper cleans label noise in supervised classification using Bernoulli sampling.

problem Label noise degrades supervised classifier performance.
method Proposes a label noise cleaning method based on Bernoulli random sampling.
result The method separates clean and noisy observations without prior label information.

This paper tackles open problem of tight bounds for KBs with Bernoulli rewards.

problem Open problem of tight bounds for Kernelized Bandits with Bernoulli rewards.
method Focus on Bernoulli model, not subgaussian noise, and optimize function in RKHS.
result Open problem remains unsolved in this context.

We characterize the combinatorial structure of conditionally-i.i.d. sequences of negative binomial processes with a common beta process base measure. In Bayesian nonparametric applications, such processes have served as models for latent multisets of features underlying data. Analogously, random subsets arise from cond…

2013-12-31abs ↗pdf ↗

A new method uses Mean Field Games to optimize mixture models of Bernoulli and categorical distributions.

problem Optimizing parameters of finite mixture models of Bernoulli and categorical distributions.
method Mean Field Games theory applied to multi-population systems.
result The Mean Field Games approach provides a method to compute mixture model parameters.

First order invariants of generic immersions of manifolds of dimension nm-1 into manifolds of dimension n(m+1)-1, m,n>1 are constructed using the geometry of self-intersections. The range of one of these invariants is related to Bernoulli numbers. As by-products some geometrically defined invariants of regular homotopy…

1999-04-08abs ↗pdf ↗

New LL-functions for 3-manifolds connect to Witten invariants and relate to generalized Bernoulli polynomials.

problem Understanding LL-functions for 3-manifolds and their invariants.
method Using Mellin transforms and asymptotic techniques, proving entire functions and their values.
result Linear relations between LL-function values at negative integers, generalizing known zeta functions.

Improved regret bounds for DP-KLUCB and DP-IMED in Bernoulli bandits.

problem Minimizing regret in stochastic bandits under ε-global Differential Privacy.
method Developed DP versions of KLUCB and IMED, proving tighter lower bounds and matching upper bounds.
result DP-KLUCB and DP-IMED achieve asymptotically optimal regret under ε-global DP.

This work extends score-based methods to binary data on the Boolean hypercube.

problem Learning and sampling binary data on the Boolean hypercube.
method Adopting Bernoulli noise as a smoothing device, deriving a TMF-like expression for the optimal denoiser, and using a Langevin-like sampler.
result The method successfully samples noisy binary data and reduces effective noise through multiple measurements.

Paper compares credit portfolio risks using robust Bernoulli mixture models.

problem Tackles risk bounds and comparison of credit portfolio losses.
method Uses Bernoulli mixture models with conditional independence and stochastic increasing defaults.
result Provides conditions for comparing conditional default probabilities and portfolio losses.

This paper models stock prices using a Janardan Galton Watson process.

problem Modeling stock price fluctuations and predicting market trends.
method Extends Janardan Galton Watson process to model stock prices, considering initial close price and number of offspring.
result The model predicts return values and probability of market extinction.

BeMF improves recommendation reliability in recommender systems.

problem Improving reliability in recommender systems beyond accuracy.
method Bernoulli Matrix Factorization (BeMF) for model-based collaborative filtering.
result BeMF selects more reliable predictions, improving recommendation quality.