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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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170340510680 · Jun 202019922001200920172026
48 results for Determinantal Point Processes

This paper improves signal reconstruction using determinantal sampling from random nodes.

problem Approximating square-integrable functions from random node evaluations.
method Combines determinantal point processes and mixtures thereof for RKHS-adapted approximations.
result Proves mean-square guarantees in L2L^2 norm and shows faster convergence rates.

The study computes Bergman kernels and point process asymptotics on Kähler manifolds.

problem Computing asymptotics of Bergman kernels and point process distributions on Kähler manifolds.
method Equivariant and partial Bergman kernels, determinantal point processes, asymptotic analysis.
result The distribution of linear statistics converges to a centered normal variable with specific variances.

Paper explores duality in DPPs using embedding structure analysis.

problem Understanding the geometric structure of determinantal point processes.
method Analyzes the exponential family embedding of DPPs and uses the e-embedding curvature tensor.
result Discovers the duality between marginal and L-ensemble kernels.

The study examines determinantal point processes linked to a specific operator on Riemannian manifolds.

problem Understanding the spectral properties and associated point processes of the Bochner-Schrödinger operator.
method Analysis of the Bochner-Schrödinger operator on tensor powers of Hermitian line bundles, focusing on large pp asymptotics.
result The asymptotic behavior of determinantal point processes associated with the operator's spectral projection is computed, leading to the law of large numbers and central limit theorem.

The paper studies partition functions of point processes on Kähler manifolds, generalizing geometric functionals and relating to QHE.

problem Analyzing partition functions of determinantal point processes on Kähler manifolds.
method Using geometric functionals and TYZ expansion coefficients of the Bergman kernel.
result The coefficients of the partition function expansion are geometric functionals on Kähler metrics.

The paper develops efficient algorithms for sampling from random spanning trees and determinantal point processes.

problem Sampling from strongly Rayleigh distributions efficiently.
method Optimal sublinear sampling algorithms for random spanning trees and determinantal point processes.
result Achieves optimal sublinear sampling for strongly Rayleigh distributions.

This research uses DPPs to improve semi-parametric regression models.

problem Improving comprehensibility in semi-parametric regression models without sacrificing accuracy.
method Introduced a novel representation of finite DPPs and used it to derive a key identity illustrating implicit regularization.
result Demonstrated the implicit regularization effect of determinantal sampling for semi-parametric regression.

DPP-BBO diversifies batched Bayesian optimization using DPPs.

problem Efficiently proposing diverse and informative batches in batched Bayesian optimization.
method Introducing DPP-Batch Bayesian Optimization (DPP-BBO) with DPP-Thompson Sampling (DPP-TS).
result Novel Bayesian simple regret bounds for DPP-TS show improved performance over classical methods.

Study the limits of discrete DPPs to continuous DPPs as set size grows.

problem Characterize the behavior of discrete DPPs as they approach continuous DPPs.
method Non-asymptotic characterization of the limit in terms of weak coherency.
result Sufficient conditions for weak coherency are identified.

Determinantal point processes (DPPs) are probabilistic models for repulsion. When used to represent the occurrence of random subsets of a finite base set, DPPs allow to model global negative associations in a mathematically elegant and direct way. Discrete DPPs have become popular and computationally tractable models f…

2018-10-04abs ↗pdf ↗

New algorithm scales NDPP learning and inference to large item collections.

problem Memory and runtime limitations in existing NDPP learning and inference algorithms.
method Introduced a new NDPP kernel decomposition for learning and a linear-complexity MAP inference algorithm.
result Our algorithms scale linearly in MM, matching prior work's predictive performance.

We propose a new class of determinantal point processes (DPPs) which can be manipulated for inference and parameter learning in potentially sublinear time in the number of items. This class, based on a specific low-rank factorization of the marginal kernel, is particularly suited to a subclass of continuous DPPs and DP…

2016-10-19abs ↗pdf ↗

Paper explores how DPP sampling can implicitly regularize kernel regression.

problem Improving kernel regression by reducing redundancy in data.
method Using Determinantal Point Processes (DPPs) to sample subsets implicitly regularizes ridgeless Kernel Regression.
result Ensemble of ridgeless regressors can be effective for datasets with redundant information.

Determinantal point processes (DPPs) are random point processes well-suited for modeling repulsion. In machine learning, the focus of DPP-based models has been on diverse subset selection from a discrete and finite base set. This discrete setting admits an efficient sampling algorithm based on the eigendecomposition of…

2013-11-12abs ↗pdf ↗

Determinantal point processes (DPPs) are well-suited for modeling repulsion and have proven useful in many applications where diversity is desired. While DPPs have many appealing properties, such as efficient sampling, learning the parameters of a DPP is still considered a difficult problem due to the non-convex nature…

2014-02-20abs ↗pdf ↗

Determinantal point processes (DPPs) are elegant probabilistic models of repulsion that arise in quantum physics and random matrix theory. In contrast to traditional structured models like Markov random fields, which become intractable and hard to approximate in the presence of negative correlations, DPPs offer efficie…

2012-07-25abs ↗pdf ↗

This work improves SGD minibatch sampling using determinantal point processes based on orthogonal polynomials.

problem Improving variance reduction in stochastic gradient descent (SGD) for large datasets.
method Orthogonal polynomial-based determinantal point processes for sampling minibatches in SGD.
result DPP minibatches lead to a smaller mean square approximation error than uniform minibatches.

Paper tests DPPs for diversity models, distinguishing them from other distributions.

problem Testing whether a given distribution is a Determinantal Point Process (DPP) or far from any DPP.
method Proposes the first algorithm for DPP testing and establishes a lower bound on sample complexity.
result Establishes a matching lower bound on the sample complexity of DPP testing.

Determinantal Point Processes (DPPs) are probabilistic models over all subsets a ground set of NN items. They have recently gained prominence in several applications that rely on "diverse" subsets. However, their applicability to large problems is still limited due to the O(N3)\mathcal O(N^3) complexity of core tasks suc…

2016-05-26abs ↗pdf ↗

We study a mini-batch diversification scheme for stochastic gradient descent (SGD). While classical SGD relies on uniformly sampling data points to form a mini-batch, we propose a non-uniform sampling scheme based on the Determinantal Point Process (DPP). The DPP relies on a similarity measure between data points and g…

2017-05-01abs ↗pdf ↗

Determinantal point processes (DPPs) have received significant attention in the recent years as an elegant model for a variety of machine learning tasks, due to their ability to elegantly model set diversity and item quality or popularity. Recent work has shown that DPPs can be effective models for product recommendati…

2018-05-24abs ↗pdf ↗

Quantum machine learning boosts financial forecasting accuracy.

problem Churn prediction and credit risk assessment in finance.
method Used quantum and classical Determinantal Point Processes for churn prediction, and quantum neural networks for credit risk assessment.
result Significant improvement in precision for churn prediction (6% increase). Quantum models match classical performance with fewer parameters.

This work improves sampling efficiency on complex spaces using determinantal processes.

problem Efficient sampling from large-scale datasets with general spaces.
method Determinantal point processes on general spaces and diffusion geometry.
result Improved sampling rates for determinantal processes on Riemannian manifolds and networks.

Determinantal point processes (DPPs) offer a powerful approach to modeling diversity in many applications where the goal is to select a diverse subset. We study the problem of learning the parameters (the kernel matrix) of a DPP from labeled training data. We make two contributions. First, we show how to reparameterize…

2014-11-06abs ↗pdf ↗

Improved uncertainty estimation through diverse sampling in neural networks.

problem Enhancing uncertainty estimation for machine learning models.
method Data-driven correlations and determinantal point processes-based sampling for dropout layers.
result State-of-the-art results in uncertainty estimation for regression and classification tasks.

Determinantal Point Processes (DPPs) provide an elegant and versatile way to sample sets of items that balance the point-wise quality with the set-wise diversity of selected items. For this reason, they have gained prominence in many machine learning applications that rely on subset selection. However, sampling from a …

2019-01-07abs ↗pdf ↗

Determinantal point processes (DPPs) are an important concept in random matrix theory and combinatorics. They have also recently attracted interest in the study of numerical methods for machine learning, as they offer an elegant "missing link" between independent Monte Carlo sampling and deterministic evaluation on reg…

2016-09-22abs ↗pdf ↗

In this technical report, we discuss several sampling algorithms for Determinantal Point Processes (DPP). DPPs have recently gained a broad interest in the machine learning and statistics literature as random point processes with negative correlation, i.e., ones that can generate a "diverse" sample from a set of items.…

2018-02-23abs ↗pdf ↗

We present a new random sampling strategy for k-bandlimited signals defined on graphs, based on determinantal point processes (DPP). For small graphs, ie, in cases where the spectrum of the graph is accessible, we exhibit a DPP sampling scheme that enables perfect recovery of bandlimited signals. For large graphs, ie, …

2017-03-05abs ↗pdf ↗

Driven by the need for parallelizable hyperparameter optimization methods, this paper studies \emph{open loop} search methods: sequences that are predetermined and can be generated before a single configuration is evaluated. Examples include grid search, uniform random search, low discrepancy sequences, and other sampl…

2017-06-06abs ↗pdf ↗

Bayesian optimization method for permutations accelerates combinatorial search.

problem Optimizing expensive-to-evaluate objectives on permutation problems.
method LAW2ORDER, a batch Bayesian optimization method based on the acquisition weighted kernel.
result LAW2ORDER achieves sublinear batch cumulative regret, demonstrating accelerated search.

We propose a novel diverse feature selection method based on determinantal point processes (DPPs). Our model enables one to flexibly define diversity based on the covariance of features (similar to orthogonal matching pursuit) or alternatively based on side information. We introduce our approach in the context of Bayes…

2014-11-23abs ↗pdf ↗

Data collection and labeling is one of the main challenges in employing machine learning algorithms in a variety of real-world applications with limited data. While active learning methods attempt to tackle this issue by labeling only the data samples that give high information, they generally suffer from large computa…

2019-06-19abs ↗pdf ↗

Determinantal point processes (DPPs) are specific probability distributions over clouds of points that are used as models and computational tools across physics, probability, statistics, and more recently machine learning. Sampling from DPPs is a challenge and therefore we present DPPy, a Python toolbox that gathers kn…

2018-09-19abs ↗pdf ↗

Determinantal point processes (DPPs) have attracted significant attention as an elegant model that is able to capture the balance between quality and diversity within sets. DPPs are parameterized by a positive semi-definite kernel matrix. While DPPs have substantial expressive power, they are fundamentally limited by t…

2018-11-17abs ↗pdf ↗