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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 DBN

Recurrent-DBN models dynamic relational data with interpretable latent structures.

problem Interpreting dynamic relational data with hidden structures.
method Recurrent Dirichlet Belief Network framework with hierarchical latent structures and efficient inference strategy.
result Recurrent-DBN discovers interpretable latent structures and improves link prediction.

We present a novel adversarial framework for training deep belief networks (DBNs), which includes replacing the generator network in the methodology of generative adversarial networks (GANs) with a DBN and developing a highly parallelizable numerical algorithm for training the resulting architecture in a stochastic man…

2019-09-13abs ↗pdf ↗

We study the mixtures of factorizing probability distributions represented as visible marginal distributions in stochastic layered networks. We take the perspective of kernel transitions of distributions, which gives a unified picture of distributed representations arising from Deep Belief Networks (DBN) and other netw…

2012-11-05abs ↗pdf ↗

DBNs improve VaR forecasting compared to traditional models, but SVaR forecasts are conservative.

problem Forecasting VaR and SVaR using dynamic Bayesian networks.
method DBN framework applied to S&P 500 index returns, comparing to autoregressive models and historical simulation.
result DBNs achieve comparable VaR forecasting accuracy to historical simulation models, but SVaR forecasts remain conservative.

NTS-NOTEARS learns DBNs from time-series data with prior knowledge.

problem Learning dynamic Bayesian networks from time-series data with nonlinear and lagged relationships.
method Uses 1D CNNs to model DBNs, incorporating prior knowledge as constraints.
result Achieves state-of-the-art DAG structure quality compared to parametric and nonparametric methods.

DBNs improve ES and SES estimation for market risk, but tail behavior remains challenging.

problem Optimizing ES and SES estimation for market risk in banking.
method Extended DBNs for 10-day ES and SES estimation using S&P 500 index.
result DBNs perform comparably to historical simulation but struggle with tail behavior.

Imbalanced data with a skewed class distribution are common in many real-world applications. Deep Belief Network (DBN) is a machine learning technique that is effective in classification tasks. However, conventional DBN does not work well for imbalanced data classification because it assumes equal costs for each class.…

2018-04-28abs ↗pdf ↗

DBNs predict cryptocurrency price directions by uncovering causal relationships.

problem Predicting cryptocurrency price movements due to volatility and external factors.
method Dynamic Bayesian Networks (DBN) approach to identify causal relationships among features.
result DBN significantly outperforms baseline models in predicting cryptocurrency prices.

Batch Normalization (BN) is capable of accelerating the training of deep models by centering and scaling activations within mini-batches. In this work, we propose Decorrelated Batch Normalization (DBN), which not just centers and scales activations but whitens them. We explore multiple whitening techniques, and find th…

2018-04-23abs ↗pdf ↗

In this paper, we revisit the parameter learning problem, namely the estimation of model parameters for Dynamic Bayesian Networks (DBNs). DBNs are directed graphical models of stochastic processes that encompasses and generalize Hidden Markov models (HMMs) and Linear Dynamical Systems (LDSs). Whenever we apply these mo…

2018-12-21abs ↗pdf ↗

Mathematical modeling with Ordinary Differential Equations (ODEs) has proven to be extremely successful in a variety of fields, including biology. However, these models are completely deterministic given a certain set of initial conditions. We convert mathematical ODE models of three benchmark biological systems to Dyn…

2019-10-10abs ↗pdf ↗

Deep Belief Network predicts lncRNA-disease associations with high accuracy.

problem Accurately identifying lncRNA-disease associations to understand lncRNA functionality and disease mechanism.
method Proposes a DBN-based model using heterogeneous networks and DBN for feature learning.
result Obtained AUC of 0.96 and AUPR of 0.967 on standard dataset.

Improved exploration in factored average-reward MDPs reduces regret.

problem Minimizing regret in unknown Factored Markov Decision Processes (FMDPs).
method DBN-UCRL strategy, inspired by UCRL2, uses Bernstein-type confidence sets for individual elements of the transition function.
result Achieves a regret bound with a leading term strictly improving over existing bounds.

Recently, the deep-belief-networks (DBN) based voice activity detection (VAD) has been proposed. It is powerful in fusing the advantages of multiple features, and achieves the state-of-the-art performance. However, the deep layers of the DBN-based VAD do not show an apparent superiority to the shallower layers. In this…

2013-03-04abs ↗pdf ↗

A new method uses ABC-SMC to infer hybrid models in bioprocesses with limited data.

problem Inference of hybrid models in bioprocesses with limited real data and high uncertainties.
method Approximate Bayesian Computation with Sequential Monte Carlo (ABC-SMC) and linear Gaussian dynamic Bayesian network (LG-DBN) for posterior distribution approximation.
result The method accelerates hybrid model inference and supports process monitoring and robust control.

A new method for CT-DCEGs simplifies inference for asymmetric processes.

problem Inference in asymmetric state space problems with continuous time evolution.
method An extension of CEG propagation for CT-DCEGs, employing junction tree inference.
result CT-DCEGs are preferred over DBNs and continuous time BNs for asymmetric processes.

Deep learning methods have shown great promise in many practical applications, ranging from speech recognition, visual object recognition, to text processing. However, most of the current deep learning methods suffer from scalability problems for large-scale applications, forcing researchers or users to focus on small-…

2015-08-28abs ↗pdf ↗

Stable topological summary captures evolving dependency structure in dynamic Bayesian networks.

problem Missing larger-scale patterns in evolving dependency structures in dynamic Bayesian networks.
method Topological approach using Dynamic Bayesian Graphs and persistent homology.
result Stable topological summary (barcodes) captures evolving dependency structure in DBNs.

Restricted Boltzmann Machines (RBMs) are one of the fundamental building blocks of deep learning. Approximate maximum likelihood training of RBMs typically necessitates sampling from these models. In many training scenarios, computationally efficient Gibbs sampling procedures are crippled by poor mixing. In this work w…

2014-10-01abs ↗pdf ↗

Applying traditional collaborative filtering to digital publishing is challenging because user data is very sparse due to the high volume of documents relative to the number of users. Content based approaches, on the other hand, is attractive because textual content is often very informative. In this paper we describe …

2015-01-18abs ↗pdf ↗

Continuous time Bayesian networks (CTBNs) describe structured stochastic processes with finitely many states that evolve over continuous time. A CTBN is a directed (possibly cyclic) dependency graph over a set of variables, each of which represents a finite state continuous time Markov process whose transition model is…

2012-10-19abs ↗pdf ↗

For better classification generative models are used to initialize the model and model features before training a classifier. Typically it is needed to solve separate unsupervised and supervised learning problems. Generative restricted Boltzmann machines and deep belief networks are widely used for unsupervised learnin…

2018-04-25abs ↗pdf ↗

This paper presents the Speech Technology Center (STC) systems submitted to Automatic Speaker Verification Spoofing and Countermeasures (ASVspoof) Challenge 2015. In this work we investigate different acoustic feature spaces to determine reliable and robust countermeasures against spoofing attacks. In addition to the c…

2015-07-29abs ↗pdf ↗

This paper provides a tutorial on Boltzmann Machines and Deep Belief Networks.

problem Understanding and applying Boltzmann Machines and Deep Belief Networks.
method Explains the structures, conditional distributions, Gibbs sampling, training methods, and deep belief networks of RBMs.
result Comprehensive overview of RBMs and DBNs, useful in various fields.

Proposes a hierarchical model for learning discrete Bayesian networks with shrinkage.

problem Learning discrete Bayesian networks with high-order interactions and cell probabilities.
method Hierarchical Dirichlet shrinkage model with Metropolis-adjusted Langevin algorithm for sampling.
result Efficiently learns graph structure and selects between DAGs from sparse count data.

Proposes GM Score to evaluate GANs considering diversity, disentanglement, and discriminability.

problem Evaluation of GANs for sample quality and diversity.
method Integrates various factors including intra-class and inter-class diversity, disentanglement, and discriminability metrics.
result Demonstrates improved evaluation of GANs on MNIST dataset.

This paper is a review of the evolutionary history of deep learning models. It covers from the genesis of neural networks when associationism modeling of the brain is studied, to the models that dominate the last decade of research in deep learning like convolutional neural networks, deep belief networks, and recurrent…

2017-02-24abs ↗pdf ↗

Currently there are two predominant ways to train deep neural networks. The first one uses restricted Boltzmann machine (RBM) and the second one autoencoders. RBMs are stacked in layers to form deep belief network (DBN); the final representation layer is attached to the target to complete the deep neural network. Autoe…

2016-12-22abs ↗pdf ↗