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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.

169,051 papers · 148 categories

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6491,2981,9472,596 · Jun 202019922001200920172026
48 results for Difference of Gaussian

Study exact community detection in k-community Gaussian mixtures with different intensities.

problem Community detection in k-community Gaussian mixtures with varying intensities.
method Explicitly find the threshold for exact recovery of maximum likelihood estimation.
result Threshold for exact recovery of maximum likelihood estimation is identified.

Enhances multi-fidelity modeling with DGPs for different input domains.

problem Improving prediction accuracy with multi-fidelity models using different input domains.
method Extends Deep Gaussian Processes (DGPs) to handle different input domains for high and low-fidelity models.
result Demonstrates improved performance on real-world physical problems.

The paper uses Gaussian mixture models for Bayesian networks and proposes an optimization algorithm.

problem Modeling nodes in Bayesian networks with complex distributions.
method Gaussian mixture models combined with double iteration algorithm.
result The double iteration algorithm optimizes Gaussian mixture models effectively.

Enhances reinforcement learning uncertainty estimation with a generalized Gaussian error model.

problem Inaccurate error representations and compromised uncertainty estimation in conventional uncertainty-aware TD learning.
method Introduces a novel framework for generalized Gaussian error modeling in deep reinforcement learning, incorporating higher-order moments, particularly kurtosis, to improve uncertainty estimation and mitigation.
result Significant performance gains in policy gradient algorithms with the proposed framework.

This paper studies clustering and embedding in high-dimensional Gaussian mixture block models.

problem Clustering and embedding in high-dimensional Gaussian mixture block models.
method Spectral clustering and embedding algorithms for graphs sampled from Gaussian mixture block models.
result Performance analysis of spectral clustering and embedding algorithms for 2-component spherical Gaussian mixtures.

GAGA accelerates 3D molecular generation by replacing long trajectories with Gaussian approximations.

problem High computational cost of long generative trajectories in 3D molecular generation.
method GAGA identifies a characteristic step where molecular data becomes sufficiently Gaussian, replacing the trajectory with a Gaussian approximation.
result Significant improvement in both generation quality and computational efficiency.

In this paper we investigate a link between state- space models and Gaussian Processes (GP) for time series modeling and forecasting. In particular, several widely used state- space models are transformed into continuous time form and corresponding Gaussian Process kernels are derived. Experimen- tal results demonstrat…

2016-10-25abs ↗pdf ↗

A method for rank verification in multivariate Gaussian data, improving on existing approaches.

problem Determining the top KK means in multivariate Gaussian data with any covariance structure.
method Selective inference tools to generalize the two-sided difference-of-means test for any KK and covariance structure.
result The method provides a generalization for rank verification in multivariate Gaussian data with any covariance structure.

A new method reduces energy consumption in machine learning by using multiple, less costly data sources.

problem High computational and energy costs in machine learning model training.
method Augmented Gaussian Process (AGP-MISO) with multi-source optimization.
result The AGP-MISO method reduces computational time and energy consumption compared to traditional approaches.

This paper reviews Gaussian process-based multi-fidelity techniques for different fidelity relationships.

problem Combining accurate and cheap models for complex system design.
method Gaussian process-based multi-fidelity modeling techniques for varying fidelity relationships.
result Comparison of techniques on analytical and aerospace engineering problems.

Mixture Density RNNs learn to model predictions as multiple Gaussian distributions.

problem Understanding predictions made by MD-RNNs in complex environments.
method Analyzed predictions from trained MD-RNNs, focusing on their Gaussian components.
result MD-RNNs' Gaussian components separately model stochastic events and scenarios governed by different rules.

We present the Mixed Likelihood Gaussian process latent variable model (GP-LVM), capable of modeling data with attributes of different types. The standard formulation of GP-LVM assumes that each observation is drawn from a Gaussian distribution, which makes the model unsuited for data with e.g. categorical or nominal a…

2018-11-19abs ↗pdf ↗

The data association problem is concerned with separating data coming from different generating processes, for example when data come from different data sources, contain significant noise, or exhibit multimodality. We present a fully Bayesian approach to this problem. Our model is capable of simultaneously solving the…

2018-10-16abs ↗pdf ↗

A novel multi-resolution Gaussian process model for efficient time traversal.

problem Inference for long sequences with fast and slow transitions is difficult.
method A novel Gaussian process state-space architecture composed of multiple components, each trained on a different resolution.
result The combined model allows efficient inference for arbitrarily long sequences with complex dynamics.

We study a basic private estimation problem: each of nn users draws a single i.i.d. sample from an unknown Gaussian distribution, and the goal is to estimate the mean of this Gaussian distribution while satisfying local differential privacy for each user. Informally, local differential privacy requires that each data …

2018-11-20abs ↗pdf ↗

Optimal transport for vector Gaussian mixtures improves efficiency and structure preservation.

problem Optimal mass transport for vector-valued Gaussian mixtures.
method Vectorizing Gaussian mixture models and studying optimal mass transport problems.
result Computational efficiency and structure preservation in optimal mass transport.

Fractional porous media equations yield q-Gaussian solutions for stock price returns.

problem Modeling stock price returns using fractional porous media equations.
method Analyzed three types of fractional extensions of the porous media equation.
result Local and non-local fractional extensions fit S&P 500 data better than classical models.

Good sparse approximations are essential for practical inference in Gaussian Processes as the computational cost of exact methods is prohibitive for large datasets. The Fully Independent Training Conditional (FITC) and the Variational Free Energy (VFE) approximations are two recent popular methods. Despite superficial …

2016-06-15abs ↗pdf ↗

Gaussianization flows transform any random vector into a Gaussian, enabling efficient computation and sample generation.

problem Transforming any random vector into a Gaussian for efficient computation and sample generation.
method Iterative Gaussianization and normalizing flow model.
result Gaussianization flows are universal approximators and achieve better performance on tabular datasets.

The present paper proposes generalized Gaussian kernel adaptive filtering, where the kernel parameters are adaptive and data-driven. The Gaussian kernel is parametrized by a center vector and a symmetric positive definite (SPD) precision matrix, which is regarded as a generalization of the scalar width parameter. These…

2018-04-25abs ↗pdf ↗

Paper proposes a new multi-task causal Gaussian process model for better prediction and uncertainty estimation.

problem Learning causal effects of interventions on different subsets of variables in a DAG.
method DAG-GP model that allows information sharing across interventions and experiments on different variables.
result DAG-GP achieves the best fitting performance and faster optimal intervention selection compared to single-task models.

A linear non-Gaussian structural equation model called LiNGAM is an identifiable model for exploratory causal analysis. Previous methods estimate a causal ordering of variables and their connection strengths based on a single dataset. However, in many application domains, data are obtained under different conditions, t…

2011-04-28abs ↗pdf ↗

Optimizes parameter reconstruction for optical scatterometry using Gaussian process regression.

problem Efficiently reconstructing geometry parameters of micro/nanostructures from scatterometry measurements.
method Bayesian optimization with Gaussian-process regression to find optimal parameter values.
result Gaussian process regression accelerates the optimization process for numerical simulations.

Batch Active Learning uses derivative information for Gaussian Process regression.

problem Efficiently selecting data batches in Gaussian Process regression models.
method Proposes using the predictive covariance matrix to select data batches, exploiting full correlation.
result Demonstrates the effectiveness of incorporating derivative information across diverse applications.

Addresses theoretical and practical aspects of Gaussian differential privacy.

problem Theoretical and practical challenges in privacy-preserving data analysis.
method Discussion of f-differential privacy and Gaussian differential privacy.
result Gaussian differential privacy can enhance privacy in various applications.

This paper studies how to capture dependency graph structures from real data which may not be Gaussian. Starting from marginal loss functions not necessarily derived from probability distributions, we utilize an additive over-parametrization with shrinkage to incorporate variable dependencies into the criterion. An ite…

2016-10-08abs ↗pdf ↗

Study of Gaussian distributions using entropic Gromov-Wasserstein and inner product Gromov-Wasserstein.

problem Optimal transportation between Gaussian distributions with different dimensions.
method Entropic Gromov-Wasserstein and inner product Gromov-Wasserstein, with closed-form expressions and von Neumann's trace inequality.
result Closed-form expressions for the entropic IGW and its unbalanced variant between Gaussian distributions.

PAGP uses physics-assisted Gaussian processes to solve and learn PDEs.

problem Solving and discovering unknown coefficients in PDEs with initial and boundary conditions.
method Physics-assisted Gaussian processes with continuous, discrete, and hybrid models.
result Effective in solving and discovering unknown coefficients in PDEs.

New method integrates computer models from different disciplines with better predictive performance.

problem Integration of multi-disciplinary computer models with distinct complexities and computation times.
method Developed a linked deep Gaussian process (DGP) method that integrates individual Gaussian process emulators in a network.
result Linked deep Gaussian process emulators outperform standard LGP emulators and single DGPs fitted to the network as a whole.

Gaussian Processes improve data interpolation from diverse experiments.

problem Interpolation of sparse and inconsistent datasets from various experiments.
method Used Gaussian Processes (GP) for data interpolation, including uncertainty quantification.
result GPs successfully interpolate data and quantify uncertainties, demonstrating consistency across different sources.

The class of Gaussian Process (GP) methods for Temporal Difference learning has shown promise for data-efficient model-free Reinforcement Learning. In this paper, we consider a recent variant of the GP-SARSA algorithm, called Sparse Pseudo-input Gaussian Process SARSA (SPGP-SARSA), and derive recursive formulas for its…

2018-11-17abs ↗pdf ↗

Graph Gaussian processes use Matérn models for better function learning.

problem Lack of Gaussian process models for graph input spaces.
method Stochastic partial differential equation characterization of Matérn Gaussian processes.
result Graph Matérn Gaussian processes inherit properties of Euclidean and Riemannian models and can be trained efficiently.

Proposes GPCA module for channel attention in CNNs using Gaussian processes.

problem Improving performance in visual tasks through effective channel selection.
method Integrates Gaussian processes into channel attention mechanisms for probabilistic modeling of channel correlations.
result Demonstrates improved performance of GPCA module in end-to-end CNN training.