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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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64128191255 · Jun 202019922001200920172026
48 results for Differentiable score-based learners

CASPER improves DAG structure learning by integrating graph structure into score function.

problem Discovering suboptimal DAGs and model vulnerabilities in causal discovery.
method CASPER integrates graph structure into the score function as a new measure in the causal space, enhancing DAG structure learning via adaptive attention to DAG-ness.
result CASPER outperforms state-of-the-art methods in terms of accuracy and robustness.

Boosts causal discovery by dynamically reweighting samples to learn better DAGs.

problem Overfitting to easier-to-fit samples and violating homogeneity assumptions in causal discovery.
method Adaptive sample reweighting via ReScore function to upweight and downweight samples based on fitting quality.
result Consistent and significant boosts in structure learning performance on synthetic and real-world datasets.

Adaptive learning of SPDE solutions using score-based diffusion models.

problem Model errors and reduced accuracy in SPDE solutions due to incomplete physical knowledge and environmental variability.
method Score-based diffusion models with recursive Bayesian inference, incorporating simulation data and observational information.
result Accuracy and robustness of the proposed method demonstrated on benchmark SPDEs.

Paper develops a consistent algorithm for learning graph structure from continuous-time stochastic differential equations.

problem Learning structure from continuous-time stochastic differential equations.
method Score-based structure learning using Neural Ordinary Differential Equations with adaptive regularization.
result The method consistently recovers directed graphs of local independencies in systems of stochastic differential equations.

This paper bridges the gap between ODE and SDE in diffusion models using Fokker-Planck equations.

problem Empirical evidence shows that ODE-based samples from score-based diffusion models are inferior to SDE-based samples.
method The paper rigorously describes dynamics and approximations in training score-based diffusion models, linking them to Fokker-Planck equations.
result Adding a regularisation term based on the Fokker-Planck residual can close the gap between ODE- and SDE-induced distributions.

Diffusion models enhance SBI with flexible parameter and observation learning.

problem Efficient and accurate estimation of latent parameters from simulations and real data.
method Score-based diffusion models, guidance, score composition, flow matching, consistency models, joint modeling.
result Flexibility and versatility in modeling various problems.

New method combines gradient optimization with constraint-based techniques for causal discovery.

problem Causal discovery from observational data, especially with small sample sizes.
method Differentiable dd-separation scores using percolation theory and soft logic for gradient-based optimization of conditional independence constraints.
result Empirical evaluations show robust performance in low-sample regimes, surpassing traditional methods.

Proposes a new method for constrained generative modeling using Langevin dynamics.

problem Challenges in satisfying underlying constraints with score-based generative models.
method Uses kinetic Langevin dynamics with specular reflection to model constraints.
result Demonstrates efficient numerical samplers with optimal convergence rates.

Reflected Diffusion Models improve on score-based models by incorporating data constraints.

problem Numerical error in score-based models leads to unnatural samples.
method Reverses a reflected stochastic differential equation on data support, learning perturbed score function through generalized score matching loss.
result Improves sample quality and fidelity without architectural modifications.

Unified approach unites GANs and diffusion models using particle methods.

problem Combining GANs and diffusion models for generative tasks.
method Proposes a unified framework where generator training is seen as a generalization of particle models.
result Demonstrates that GANs and diffusion models can be integrated within a unified framework.

The paper establishes convergence guarantees for SGMs in 2-Wasserstein distance.

problem Establishing convergence guarantees for SGMs in 2-Wasserstein distance.
method Assuming accurate score estimates and smooth log-concave data distribution, the paper specializes its result to several concrete SGMs with specific forward processes modeled by stochastic differential equations.
result Obtained an upper bound on the iteration complexity for each model and a lower bound for Gaussian data distribution.

We introduce a simple framework for designing private boosting algorithms. We give natural conditions under which these algorithms are differentially private, efficient, and noise-tolerant PAC learners. To demonstrate our framework, we use it to construct noise-tolerant and private PAC learners for large-margin halfspa…

2020-02-04abs ↗pdf ↗

We study the relationship between the notions of differentially private learning and online learning in games. Several recent works have shown that differentially private learning implies online learning, but an open problem of Neel, Roth, and Wu \cite{NeelAaronRoth2018} asks whether this implication is {\it efficient}…

2019-05-27abs ↗pdf ↗

Efficiently samples complex distributions using tensor train format.

problem Sampling from high-dimensional complex probability densities efficiently.
method Integrates tensor train format with backward stochastic differential equations (BSDEs) for fast, robust, and accurate sampling.
result Improved efficiency in sampling from challenging target distributions.

Mathematical analysis improves SGMs, resolving memorization issues.

problem Improving performance and avoiding memorization in SGMs.
method Formulated SGMs using Wasserstein proximal operators and mean-field games.
result Improved SGM performance in terms of training samples and time.

This work analyzes SGGMs, offering convergence insights and practical design tips.

problem Theoretical convergence analysis for SGGMs with a system of coupled SDEs.
method Non-asymptotic convergence analysis for three graph generation paradigms.
result Unique factors affecting convergence in SGGMs and practical hyperparameter selection.

Improves robustness of propensity score estimators in challenging settings.

problem Limited overlap, small sample sizes, or unbalanced data.
method Extends calibration techniques for propensity score models, focusing on sample-splitting schemes.
result Calibration reduces variance and bias in inverse probability weighting and double/debiased machine learning frameworks.

AIS uses a suboptimal extended target distribution, which this paper improves using SGM.

problem Improving the efficiency of Annealed Importance Sampling for marginal likelihood estimation.
method Leveraging score-based generative modeling to approximate the optimal extended target distribution.
result Demonstrated novel, differentiable AIS procedures on synthetic and real-world data.

The paper introduces a privacy-preserving method for estimating treatment effects that maintains accuracy.

problem Estimating heterogeneous treatment effects in sensitive data while protecting privacy.
method A general meta-algorithm for CATE estimation with differential privacy guarantees, using sample splitting and parallel composition.
result The meta-algorithm maintains accuracy even with differential privacy, showing that most accuracy loss is due to variance increase.

Maximum likelihood training improves the performance of score-based diffusion models.

problem Training score-based diffusion models with maximum likelihood.
method Trained by minimizing a weighted combination of score matching losses, with a specific weighting scheme that bounds negative log-likelihood.
result Maximum likelihood training improves the log-likelihood of score-based diffusion models across multiple datasets.

WS diffusion models handle anisotropic Gaussian noise better than conventional methods.

problem Handling anisotropic Gaussian noise in imaging inverse problems.
method Whitened Score (WS) diffusion models based on stochastic differential equations.
result WS DMs outperform conventional DMs on anisotropic Gaussian noise.

New approach to score function in diffusion models using Malliavin calculus.

problem Estimating score function for complex data distributions.
method Combines Malliavin calculus with Bismut-type formula to derive exact score function expression.
result Derives exact, closed-form expression for score function in diffusion models.

Training-free model learns SDE dynamics without training, accelerating parameter studies.

problem High computational cost of simulating parameter-dependent SDEs.
method Training-free conditional diffusion model with joint kernel-weighted Monte Carlo estimator.
result Accurate approximation of conditional distributions across varying parameter values.

Improved private learning of halfspaces with reduced sample complexity.

problem Private learning of halfspaces with reduced sample complexity.
method Iterative algorithm for solving linear feasibility problem, improving state-of-the-art results.
result Sample complexity reduced to d2.52logGd^{2.5} \cdot 2^{\log^*|G|}, improving d2d^2 factor.

We present a private learner for halfspaces over an arbitrary finite domain XRdX\subset \mathbb{R}^d with sample complexity mathrmpoly(d,2logX)mathrm{poly}(d,2^{\log^*|X|}). The building block for this learner is a differentially private algorithm for locating an approximate center point of m>poly(d,2logX)m>\mathrm{poly}(d,2^{\log^*|X|}) points -- a…

2019-02-27abs ↗pdf ↗

A new method infers causal gene regulatory networks from parallel CRISPR interventions and transcriptomic data.

problem Learning causal gene regulatory networks from observational data is complicated by lack of identifiability and a combinatorial solution space.
method A continuous optimization framework that leverages observational and interventional data to infer a single causal structure, assuming a linear Structural Equation Model (SEM).
result A provably consistent estimator of the true DAG under mild assumptions.

New method improves quality and efficiency of generative models by using smaller diffusion times.

problem Lack of theoretical understanding of diffusion time T in score-based diffusion models.
method Introduce an auxiliary model to bridge the gap between ideal and simulated dynamics, followed by reverse diffusion.
result Empirical results show competitive performance in image data compared to state-of-the-art models.

This work improves SGMs' convergence guarantees for semiconvex distributions with discontinuous gradients.

problem Establishing convergence guarantees for SGMs under weak regularity conditions.
method Developed non-asymptotic Wasserstein-2 convergence analysis for SGMs targeting semiconvex distributions with discontinuous gradients.
result Achieved optimal dependence of O(d)O(\sqrt{d}) on data dimension dd and convergence rate of order one.

Paper analyzes stability and forgetting in score-based generative models.

problem Understanding the stability and long-time behavior of generative models.
method Quantitative bounds on sampling error using stability and forgetting properties of the Markov chain.
result Provides practical consequences of stability and contraction mechanism in sampling.

CSDI improves time series imputation by 40-65% over existing methods.

problem Imputing missing values in time series data.
method Conditional Score-based Diffusion models conditioned on observed data.
result CSDI improves by 40-65% over existing probabilistic imputation methods on popular metrics.

RSGMs extend SGMs to Riemannian manifolds for better data modeling.

problem Current SGMs are limited to Euclidean spaces; RSGMs handle Riemannian manifolds.
method RSGMs use a noising stage with a diffusion process and a denoising model approximating the time-reversal of the diffusion on Riemannian manifolds.
result RSGMs improve generative modeling for data on Riemannian manifolds.

This research analyzes and accelerates score-based diffusion models using discretization and Hessian information.

problem Theoretical foundations and convergence analysis of score-based diffusion models.
method Investigation of various discretization schemes, including Euler, exponential integrators, and midpoint randomization. Proposal of an accelerated sampler based on local linearization method.
result Hessian-based approach achieves faster convergence rates of order $\widetilde{\mathcal{O}}\left(\frac{1}{\varepsilon} ight)$, significantly improving upon vanilla diffusion models.

New method uses weighted SDEs to improve sampling from complex distributions.

problem Sampling from highly non-log-concave distributions.
method Introduces weighted stochastic differential equations to augment diffusion-based samplers.
result Demonstrates improved exploration of nonconvex or multimodal landscapes.

MASF improves score-based filters for high-dimensional nonlinear systems with spatially sparse measurements.

problem Challenges in data assimilation for nonlinear, high-dimensional systems with spatially sparse measurements.
method Developed a forward process tailored for filtering that transforms the system state toward the measurement space, enabling a theoretically sound formulation of the likelihood score.
result MASF shows improved performance over existing score-based filters and ensemble-type Kalman filters, achieving up to a 28.2× wall-clock speedup.

We study the contextual linear bandit problem, a version of the standard stochastic multi-armed bandit (MAB) problem where a learner sequentially selects actions to maximize a reward which depends also on a user provided per-round context. Though the context is chosen arbitrarily or adversarially, the reward is assumed…

2018-09-28abs ↗pdf ↗

We solve the paradox of score-based methods by minimizing path variance.

problem Score-based methods are path-dependent, leading to inaccurate and unstable estimators.
method Propose MVP Principle to minimize path variance, derive closed-form expression, and use flexible Kumaraswamy Mixture Model.
result Establishes new state-of-the-art results on challenging benchmarks.