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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.

168,982 papers · 148 categories

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48 results for Expressive Posteriors

DDVI uses diffusion models for variational inference, improving latent variable model performance.

problem Improving variational inference in latent variable models.
method Introduces diffusion-based variational posteriors trained with a regularized ELBO.
result Outperforms alternative variational posteriors on various benchmarks and a biology task.

Kolmogorov-Arnold network improves GW catalog posterior construction.

problem Efficiently constructing posterior distributions for GW catalogs.
method Using the Kolmogorov-Arnold network to create lightweight neural density estimators.
result Kolmogorov-Arnold network achieves superior interpretability and accuracy in posterior construction.

Develops a Bayesian framework for symbolic regression of scientific expressions.

problem Lack of principled uncertainty quantification and interpretability in existing symbolic regression methods.
method Hierarchical Bayesian framework with tree-structured symbolic expressions and Markov chain Monte Carlo inference.
result Robust performance on various datasets, including single-atom catalysis.

Bayesian neural networks improved with scalable approximate inference.

problem Performing approximate Bayesian inference in complex models like neural networks.
method Two models: primary for prediction, secondary for posterior approximation; optimised via gradient descent on posterior predictive distribution.
result Approach scales better than MCMC and more expressive than VIs, without adversarial training.

Variational Bayesian neural networks combine the flexibility of deep learning with Bayesian uncertainty estimation. However, inference procedures for flexible variational posteriors are computationally expensive. A recently proposed method, noisy natural gradient, is a surprisingly simple method to fit expressive poste…

2018-11-30abs ↗pdf ↗

GFlowNet-EM learns complex latent variable models with discrete structures.

problem Challenges in modeling posteriors over discrete compositional latents with expectation-maximization.
method Uses GFlowNets to learn stochastic policies for sampling from complex posterior distributions.
result GFlowNet-EM enables training expressive LVMs with discrete compositional latents.

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.

Advocates for a new posterior that predicts better than classical and generalised Bayes.

problem Combining parameter inference and density estimation for better predictive models.
method Predictively Oriented (PrO) posterior using mean field Langevin dynamics.
result PrO posteriors converge to the predictively optimal model average, adapting to model misspecification.

A new EM-based algorithm improves deep generative model training.

problem Training deep generative models with maximum likelihood is challenging.
method The paper proposes reweighted expectation maximization (REM), a new algorithm that directly maximizes the log marginal likelihood of the data.
result REM learns better generative models than the IWAE, leading to significantly better performance in density estimation benchmarks.

A new method approximates the exact posterior score for diffusion models.

problem Training-free guidance of diffusion models for image restoration and inverse problems.
method Presented a novel expression for the exact posterior score, leveraging it to compute step sizes on the fly.
result Demonstrated competitive performance with fewer time steps compared to state-of-the-art techniques.

Boolean matrix factorisation aims to decompose a binary data matrix into an approximate Boolean product of two low rank, binary matrices: one containing meaningful patterns, the other quantifying how the observations can be expressed as a combination of these patterns. We introduce the OrMachine, a probabilistic genera…

2017-02-20abs ↗pdf ↗

Improved SBI with neural networks for complex models.

problem Accurate inference for complex models with intractable likelihood.
method Structured mixtures of probability distributions for likelihood and posterior approximation.
result Accurate posterior inference with smaller computational footprint.

New method calibrates neural SBI to avoid overconfident posteriors.

problem Overconfident posteriors in SBI due to inaccurate uncertainty quantification.
method Introduces a calibration term into neural model training objective, enabling end-to-end backpropagation.
result Achieves competitive or better coverage and posterior density than existing methods.

FTIP uses normalizing flows to improve posterior inference in function space.

problem Challenges in posterior inference with implicit-process priors.
method FTIP uses normalizing flows to define a richer variational distribution over combination weights.
result FTIP captures asymmetric and multimodal posterior structure better than Gaussian coefficient approximations.

SVB method provides scalable Bayesian proportional hazards model for high-dimensional gene expression data.

problem Bayesian methods for high-dimensional sparse survival data often sacrifice uncertainty quantification or computational scalability.
method Mean-field variational approximation for scalable Bayesian proportional hazards model.
result SVB method offers posterior distribution for parameters and variable selection via posterior inclusion probabilities.

We propose a novel approach to approximate complex high-dimensional posteriors using neural samplers.

problem Accurately capturing complex, multimodal, and correlated posteriors in high-dimensional spaces.
method Implicit variational inference with neural samplers and local linearisation bounds.
result Our method enables implicit distributions over tens of millions of latent variables, recovering correlations across layers in large Bayesian neural networks.

Study compares chi-squared divergence and KL-divergence posteriors for PAC-Bayesian bounds.

problem Investigates optimal posteriors for PAC-Bayesian bounds using chi-squared divergence.
method Analyzes bounds for three distance functions, derives FP equations for computation.
result Chi-squared divergence based posteriors have weaker bounds and worse test errors.

Transformers can approximate posterior predictive distributions through in-context learning.

problem Bayesian prediction tasks, especially beyond point predictions.
method Gradient descent algorithm targeting posterior predictive mean and variance, followed by nonlinear mappings.
result Transformers can implement algorithms to approximate posterior predictive distributions.

The study quantifies decision-making risks from suboptimal classifiers and proposes methods to reduce these risks.

problem Excess risk in decision-making from suboptimal probabilistic classifiers.
method Analytical expressions and upper/lower bounds for excess risk, calibration curve estimation, grouping loss estimator.
result Identifies regimes where recalibration alone or post-training is more effective.

New method for efficient probabilistic inference using masked language modeling.

problem Efficient posterior inference in probabilistic programs with many hyper-parameters.
method Formulate inference as masked language modeling, train a neural network to unmask random values.
result Foundation posterior for zero-shot inference and fine-tuning across a range of programs.

We extend diffusion models to function spaces and introduce a new method for sampling from posterior distributions.

problem Sampling from posterior distributions in infinite-dimensional function spaces using diffusion models.
method Infinite-dimensional extension of Doob's hh-transform, Supervised Guidance Training for efficient sampling.
result We prove that diffusion models can be conditioned to sample from posterior distributions and introduce a simulation-free score matching objective.

Bayesian method discovers local causal relationships among genes from gene expression data.

problem Discovering gene regulatory relationships from gene expression data.
method Bayesian approach scoring covariance structures for triplets of normally distributed variables, incorporating background knowledge as priors.
result Stable and conservative posterior probability estimates of local causal structures.

A nonparametric kernel-based method for realizing Bayes' rule is proposed, based on representations of probabilities in reproducing kernel Hilbert spaces. Probabilities are uniquely characterized by the mean of the canonical map to the RKHS. The prior and conditional probabilities are expressed in terms of RKHS functio…

2010-09-29abs ↗pdf ↗

In this paper, we describe the "implicit autoencoder" (IAE), a generative autoencoder in which both the generative path and the recognition path are parametrized by implicit distributions. We use two generative adversarial networks to define the reconstruction and the regularization cost functions of the implicit autoe…

2018-05-24abs ↗pdf ↗

Optimal posterior distributions improve SVM classifiers and parameter selection.

problem Improving SVM classifiers and selecting optimal regularization parameters.
method PAC-Bayesian approach with optimal posterior identification for stochastic classifiers.
result Optimal posteriors yield tight risk bounds and improved SVM performance.

Paper tackles model vulnerabilities by reconstructing training data.

problem Reconstructing training data from model parameters poses a security risk.
method Developed a mathematical framework and score matching method for both Bayesian and non-Bayesian models.
result First score matching framework for reconstructing data in Bayesian models.

Unified analysis of Gaussian Process Thompson Sampling without discretization.

problem Sequential decision-making over continuous action spaces.
method Frequentist regret analysis based on fractional Gaussian process posteriors.
result Unified discretization-free regret bound for various kernel classes.

Improved VAE model with autoregressive posterior for better image generation.

problem Improving the VAE model to better capture correlated natural signals like images.
method Replaced the standard white Gaussian approximate posterior with a first-order autoregressive Gaussian.
result Significantly improved image generation quality with minimal parameter increase.

ASPIRE improves amortized posterior inference for Bayesian inverse problems.

problem Bayesian inverse problems are computationally challenging due to uncertainty quantification.
method Iterative refinement of amortized posteriors using physics-based and summary statistics.
result ASPIRE achieves better posterior approximations with minimal extra computations.

Improved multimodal variational models capture more complex joint distributions.

problem Limited expressiveness of multimodal variational models.
method Used normalizing flows to approximate and transform a simple parametric joint posterior into a more complex one.
result The model improves on state-of-the-art multimodal variational methods on various tasks.

Improves transparency and incorporates prior knowledge in Gaussian Process models.

problem Challenges in understanding and expressing prior assumptions in complex Bayesian models.
method Introduces self-explaining variational posterior distributions for Gaussian Processes.
result Allows incorporation of both general and feature-specific prior knowledge.

Statistical inference of analytically non-tractable posteriors is a difficult problem because of marginalization of correlated variables and stochastic methods such as MCMC and VI are commonly used. We argue that stochastic KL divergence minimization used by MCMC and VI is noisy, and we propose instead EL_2O, expectati…

2019-01-14abs ↗pdf ↗