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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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79159238317 · Jun 202019922001200920172026
48 results for Factorial Gaussian kernels

In this paper, we develop a parameter estimation method for factorially parametrized models such as Factorial Gaussian Mixture Model and Factorial Hidden Markov Model. Our contributions are two-fold. First, we show that the emission matrix of the standard Factorial Model is unidentifiable even if the true assignment ma…

2015-08-18abs ↗pdf ↗

Factorial moments are convenient tools in nuclear physics to characterize the multiplicity distributions when phase-space resolution (ΔΔ) becomes small. For uncorrelated particle production within ΔΔ, Gaussian statistics holds and factorial moments FqF_q are equal to unity for all orders qq. Correlations between par…

2011-08-29abs ↗pdf ↗

We assume that a high-dimensional datum, like an image, is a compositional expression of a set of properties, with a complicated non-linear relationship between the datum and its properties. This paper proposes a factorial mixture prior for capturing latent properties, thereby adding structured compositionality to deep…

2018-12-18abs ↗pdf ↗

New method improves anomaly detection in acoustic signals.

problem Poor anomaly detection performance in existing acoustic signal-based unsupervised methods.
method Deep autoencoding Gaussian mixture model with hyper-parameter optimization.
result Significantly improved anomaly detection performance compared to previous methods.

Generative models learn smoother densities to sample from unknown distributions.

problem Sampling from unknown distributions in high-dimensional spaces.
method Formalizes sampling problem, introduces multimeasurement noise model, derives Bayes estimator, and uses underdamped Langevin MCMC.
result Formulation leads to efficient sampling methods and theoretical connections with denoising autoencoders.

We study a novel spline-like basis, which we name the "falling factorial basis", bearing many similarities to the classic truncated power basis. The advantage of the falling factorial basis is that it enables rapid, linear-time computations in basis matrix multiplication and basis matrix inversion. The falling factoria…

2014-05-03abs ↗pdf ↗

Bayesian neural networks improve uncertainty estimation in 3D point cloud segmentation for factory planning.

problem Improving uncertainty estimation in 3D point cloud segmentation for factory planning.
method Proposed fully Bayesian and approximate Bayesian neural networks for point cloud segmentation.
result Superior model performance and improved segmentation results with uncertainty incorporation.

Neural networks learn more efficiently with hidden factorial structures.

problem Challenges in high-dimensional statistical learning.
method Controlled experimental framework to test neural networks' ability to exploit hidden factorial structures.
result Neural networks can leverage hidden factorial structures to learn discrete distributions more efficiently.

Designs efficient factorial experiments for product design under budget constraints.

problem Designing effective experiments for product design with limited traffic and overlapping experiments.
method Two-stage design: first stage samples and infers performance, second stage selects a final policy.
result The method outperforms one-shot tensor completion and unstructured best-arm benchmarks.

New method uses Rashomon sets to improve Bayesian inference in factorial designs.

problem Combustion of model uncertainty in factorial designs leads to multimodal posterior and convergence issues.
method Rashomon-seeded annealing, integrating high-performing models as warm start for AIS.
result Restores full posterior inference without exhaustive enumeration of model space.

New method disentangles sources of different timescales in planetary seismic data.

problem Unsupervised source separation of multi-scale seismic data from planetary missions.
method Wavelet scattering spectra for multi-scale clustering and variational autoencoder for source separation.
result Disentangles sources with different timescales in InSight mission seismic data.

New findings show single-treatment effects are unidentifiable in factorial experiments.

problem Identifying the effect of a single intervention in factorial experiments.
method Formalized sufficient conditions for the identifiability of single-treatment effects and developed nonparametric sharp bounds.
result Researchers must justify assumptions for extrapolating single-treatment effects.

High-throughput 3D control training system achieves 100,000 FPS.

problem Lack of efficient, single-machine reinforcement learning systems.
method Sample Factory combines asynchronous sampling and off-policy correction.
result Achieves 100,000 FPS on 3D control problems without sacrificing sample efficiency.

CKA with Gaussian RBF kernels converges linearly as bandwidth increases.

problem Understanding the behavior of CKA with large bandwidth Gaussian kernels.
method Analyzing the convergence of CKA based on Gaussian RBF kernels in the large-bandwidth limit.
result CKA based on Gaussian RBF kernels converges linearly as bandwidth increases.

Advanced kernels improve Gaussian process accuracy by incorporating domain knowledge.

problem Improving function approximation accuracy in Gaussian processes.
method Advanced kernel designs that enforce specific function properties (symmetry, periodicity) and non-stationarity.
result Advanced kernels significantly enhance function approximation accuracy and relevance.

This work explores variably scaled kernels to improve non-stationary Gaussian processes.

problem Limited ability of stationary kernels to represent heterogeneous correlation structures.
method Introduces variably scaled kernels to modify correlation structures explicitly.
result Improved reconstruction accuracy and better uncertainty estimates for non-stationary data.

Factorial moments are convenient tools in particle physics to characterize the multiplicity distributions when phase-space resolution (ΔΔ) becomes small. They include all correlations within the system of particles and represent integral characteristics of any correlation between these particles. In this letter, we sh…

2011-08-30abs ↗pdf ↗

New method improves Gaussian kernel approximations for high-frequency data.

problem Limited scalability of kernel-based models to large data sets.
method Local random feature approximations using Maclaurin expansions and polynomial sketches.
result Significant improvement in kernel approximations and downstream performance for high-frequency data.

This note explains when neural networks can be seen as Gaussian processes.

problem Understanding the relationship between neural networks and Gaussian processes.
method Formulating a Gaussian process regression based on neural network outputs and analyzing the resulting posterior mean functions.
result The posterior mean functions of neural networks follow a Gaussian process in certain cases, providing an interpretation of reproducing kernel Hilbert spaces.

Improved text classification performance through conformal transformations of kernels.

problem Text document categorization in high-dimensional spaces.
method Introduced new Gaussian Cosine kernel and two conformal transformations.
result Conformal transformations significantly improve kernel performance, especially for sub-optimal kernels.

Gaussian processes are rich distributions over functions, which provide a Bayesian nonparametric approach to smoothing and interpolation. We introduce simple closed form kernels that can be used with Gaussian processes to discover patterns and enable extrapolation. These kernels are derived by modelling a spectral dens…

2013-02-18abs ↗pdf ↗

Sharp Gaussian bounds derived for Schrödinger kernel on Ricci solitons.

problem Analyzing Schrödinger heat kernel on gradient shrinking Ricci solitons.
method Deriving sharp Gaussian upper bounds for the Schrödinger heat kernel.
result Sharp upper and lower bounds for eigenvalues of the Schrödinger operator.

We propose algorithms for approximate filtering and smoothing in high-dimensional Factorial hidden Markov models. The approximation involves discarding, in a principled way, likelihood factors according to a notion of locality in a factor graph associated with the emission distribution. This allows the exponential-in-d…

2019-02-05abs ↗pdf ↗

Study shows that ridgeless Gaussian kernel regression overfits even with varying bandwidth or dimensionality.

problem Analyzing overfitting in Gaussian kernel ridgeless regression with varying bandwidth or dimensionality.
method Examined the behavior of minimum norm interpolating solutions for fixed and increasing dimensions under varying bandwidth and sample size.
result Ridgeless solutions are never consistent and can be worse than null predictor with large enough noise, even with varying bandwidth or dimensionality.

We prove the factoriality of the following nodal threefolds: a complete intersection of hypersurfaces FF and GP5G\subset\mathbb{P}^{5} of degree nn and kk respectively, where GG is smooth, Sing(FG)(n+k2)(n1)/5|\mathrm{Sing}(F\cap G)|\leqslant(n+k-2)(n-1)/5, nkn\geqslant k; a double cover of a smooth hypersurface $F\subset\mathbb{P}^{…

2004-10-10abs ↗pdf ↗

The paper examines how kernel approximations affect Gaussian process regression in large data applications.

problem Effect of kernel approximations on Gaussian process regression in large data applications.
method Unified framework to analyze Gaussian process regression under computational and epistemic misspecification.
result Theoretical analysis of Gaussian process regression under various misspecifications.

Conditional diffusion models can approximate target distributions well with Gaussian-mixture reverse kernels.

problem Approximating target distributions in conditional diffusion models.
method Using finite Gaussian mixtures with ReLU-network logits as reverse kernels, reducing the problem to static conditional density approximation.
result The resulting neural reverse-kernel class is dense in conditional KL divergence under exact terminal matching.

Efficiently searches through Gaussian process kernels using symbolic representation and Bayesian optimization.

problem Manual selection of kernels in Gaussian processes is complex and computationally expensive.
method Proposes a novel method using symbolic representation and Bayesian optimization to search through a structured kernel space.
result Empirically shows a computationally more efficient way of searching through a discrete kernel space.

Sparse Gaussian processes with compact kernels for faster inference.

problem Efficient Gaussian process inference with high computational complexity.
method Parametric families of compactly-supported kernels for sparse matrix representations.
result Sub-quadratic inference complexity and improved performance on real-world tasks.

Paper speeds up Gaussian process inference using Matérn kernels.

problem Efficiently performing Gaussian process inference for large datasets.
method Exact Matérn kernel decomposition into empirical cumulative distribution functions, combined with divide-and-conquer approach.
result The proposed algorithm significantly speeds up Gaussian process inference for low-dimensional problems with hundreds of thousands of data points.

This paper introduces the factorial marked temporal point process model and presents efficient learning methods. In conventional (multi-dimensional) marked temporal point process models, event is often encoded by a single discrete variable i.e. a marker. In this paper, we describe the factorial marked point processes w…

2018-01-21abs ↗pdf ↗

Sentiment analysis consists of evaluating opinions or statements from the analysis of text. Among the methods used to estimate the degree in which a text expresses a given sentiment, are those based on Gaussian Processes. However, traditional Gaussian Processes methods use a predefined kernel with hyperparameters that …

2019-04-01abs ↗pdf ↗

Optimizes Gaussian process hyperparameters using Bayesian autoregression.

problem Optimizing hyperparameters for Matérn kernel temporal Gaussian processes.
method Recursive Bayesian estimation for autoregressive parameters.
result Outperforms traditional optimization methods in runtime and accuracy.

Improved kernel ridge regression for large datasets using weighted random binning.

problem Efficiently approximating kernel matrices for large-scale datasets.
method Introduced weighted random binning features for locality sensitive hashing.
result Weighted random binning features generate Gaussian processes of any desired smoothness.