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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.

168,657 papers · 148 categories

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3570104139 · May 202619922001200920172026
48 results for Bernoulli variance

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.

In this work, we propose learnable Bernoulli dropout (LBD), a new model-agnostic dropout scheme that considers the dropout rates as parameters jointly optimized with other model parameters. By probabilistic modeling of Bernoulli dropout, our method enables more robust prediction and uncertainty quantification in deep m…

2020-02-12abs ↗pdf ↗

The multi-armed bandit (MAB) problem is a classical learning task that exemplifies the exploration-exploitation tradeoff. However, standard formulations do not take into account {\em risk}. In online decision making systems, risk is a primary concern. In this regard, the mean-variance risk measure is one of the most co…

2020-02-01abs ↗pdf ↗

A new gradient estimator reduces variance near boundaries for binary latent variables.

problem Explosive gradient variance near boundaries in binary latent variable models.
method Introduces a new gradient estimator (bitflip-1) and an aggregated estimator (UGC) that uses either bitflip-1 or DisARM for each coordinate.
result UGC has uniformly lower variance than DisARM and achieves optimal optimization objectives.

The paper develops sampling methods for ocean phenomena based on temperature and salinity measurements.

problem Improving oceanographic sampling with limited resources.
method Design criterion based on uncertainty in excursions of vector-valued Gaussian random fields.
result Demonstrates effective exploration of ambiguous regions for data-driven sampling.

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.

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 ↗

When the weights in a particle filter are not available analytically, standard resampling methods cannot be employed. To circumvent this problem state-of-the-art algorithms replace the true weights with non-negative unbiased estimates. This algorithm is still valid but at the cost of higher variance of the resulting fi…

2019-03-03abs ↗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.

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 ↗

A/B testing refers to the task of determining the best option among two alternatives that yield random outcomes. We provide distribution-dependent lower bounds for the performance of A/B testing that improve over the results currently available both in the fixed-confidence (or delta-PAC) and fixed-budget settings. When…

2014-05-13abs ↗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.

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 ↗

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.

A cornerstone of human statistical learning is the ability to extract temporal regularities / patterns from random sequences. Here we present a method of computing pattern time statistics with generating functions for first-order Markov trials and independent Bernoulli trials. We show that the pattern time statistics c…

2018-05-28abs ↗pdf ↗

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.

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.

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 ↗

Paper explores exact recovery of communities in weighted graphs using Gaussian and exponential distributions.

problem Exact recovery of communities in weighted graphs with Gaussian and exponential distributions.
method Introduces a new semi-metric to describe conditions for exact recovery and analyzes conditions for both complete and incomplete graphs.
result Necessary and sufficient conditions for exact recovery are asymptotically tight and applicable to both complete and incomplete graphs.

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.

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.

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.

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.

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.

Feature selection problems have been extensively studied for linear estimation, for instance, Lasso, but less emphasis has been placed on feature selection for non-linear functions. In this study, we propose a method for feature selection in high-dimensional non-linear function estimation problems. The new procedure is…

2018-10-09abs ↗pdf ↗

Study analyzes symmetric two-armed Bernoulli bandit problem with zero mean gap.

problem Analyzing symmetric two-armed Bernoulli bandit problem with zero mean gap.
method Associated with a solution of a linear heat equation, compute leading order terms of minmax optimal regret and pseudoregret.
result Explicitly compute leading order terms in three scaling regimes for the gap.

Exact simulation of correlated binary outcomes using PMF constraints and linear programming.

problem Simulating dependent Bernoulli outcomes with specific means and correlations.
method Formulate the problem over the joint Bernoulli PMF, impose constraints, and solve as a linear program. Use convex-hull characterization and truncated-moment completion scheme for feasibility and simulation.
result Exact simulation framework for correlated binary outcomes, providing a convex-hull characterization and truncated-moment completion scheme.

A new sampling method balances multi-label datasets by preserving category frequency order.

problem Sampling challenges in multi-label datasets with varying label frequencies.
method Uses multivariate Bernoulli distribution and label dependencies to estimate and weight label combinations.
result Produces a more balanced sub-sample with enhanced representation of minority categories.

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 ↗