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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 Gaussian Process Experts

Proposes GPHMEs using Gaussian processes for hierarchical expert models.

problem Hierarchical mixtures of experts with complex gating functions.
method Gaussian process-gated hierarchical mixtures of experts (GPHMEs) with non-linear gating and expert functions.
result Outperforms tree-based HMEs and achieves good performance with reduced complexity.

Improved Gaussian process experts model for complex data.

problem Limitations of standard Gaussian processes: scalability and predictive performance.
method Proposes a new mixture model of Gaussian process experts based on kernel stick-breaking processes.
result Improved predictive performance compared to existing models.

New method aggregates Gaussian experts by detecting conditional independence violations.

problem Aggregation of dependent Gaussian experts leads to sub-optimal solutions.
method Uses Gaussian graphical model to detect and correct conditional independence violations.
result Improves aggregation of Gaussian experts, outperforming SOTA DGP approaches.

A method to select important experts for Gaussian processes to balance computational efficiency and uncertainty quantification.

problem Balancing computational efficiency and uncertainty quantification in Gaussian processes for big data.
method Using graphical models to select important experts and aggregate their predictions while ensuring uncertainty quantification.
result Substantially reduces computational cost of aggregating dependent experts while ensuring calibrated uncertainty quantification.

A new model for Gaussian process experts tackles scalability and uncertainty issues.

problem Scalability and excessive number of experts degrade predictive performance and increase uncertainty.
method Nested partitioning scheme infers the number of components, a generalised GP framework accommodates multiple response types, and a factorised exponential family structure handles multiple input types.
result Effectiveness demonstrated on synthetic data and an Alzheimer's challenge dataset.

The paper proposes a semi-parametric Bayesian network model using Gaussian Processes and Horseshoe priors.

problem Learning semi-parametric relationships in Expert Bayesian Networks with minimal nonlinear components.
method Uses Gaussian Processes and Horseshoe priors to model relationships, prioritizes modifying expert graphs, and generates diverse graphs.
result Models outperform state-of-the-art semi-parametric Bayesian Network models in synthetic and real-world datasets.

Adaptive Bayesian learning aggregates experts to improve performance.

problem Bayesian online learning's performance depends on inferential choices.
method Treat Bayesian update rules as experts and aggregate them based on sequential predictive losses.
result The aggregate competes with the best expert in hindsight at a low aggregation cost.

We introduce a framework for analyzing transductive combination of Gaussian process (GP) experts, where independently trained GP experts are combined in a way that depends on test point location, in order to scale GPs to big data. The framework provides some theoretical justification for the generalized product of GP e…

2015-11-24abs ↗pdf ↗

A new method for sparse Gaussian process regression using correlated experts.

problem Sparse Gaussian process regression for large datasets with cubic computational complexity.
method Aggregating predictions from correlated experts to improve scalability and accuracy.
result Superior performance compared to state-of-the-art methods for synthetic and real-world datasets.

Training Gaussian process-based models typically involves an O(N3) O(N^3) computational bottleneck due to inverting the covariance matrix. Popular methods for overcoming this matrix inversion problem cannot adequately model all types of latent functions, and are often not parallelizable. However, judicious choice of model…

2017-02-27abs ↗pdf ↗

SkyGP improves Gaussian process scalability for real-time learning.

problem Scalability issues with exact Gaussian processes for streaming data.
method Streaming kernel-induced progressively generated Gaussian process experts (SkyGP).
result SkyGP maintains performance guarantees while improving scalability.

Personalized model improves ADAS-Cog13 cognitive score forecasting.

problem Improving accuracy in predicting cognitive changes in Alzheimer's Disease.
method Meta-Weighted Gaussian Process Experts (pGPE) model for personalized forecasting.
result Meta-weighting of expert models leads to significant improvements in forecasting accuracy.

A new method for faster prediction in distributed Gaussian processes.

problem Inefficient aggregation of distributed Gaussian processes with correlations.
method Proposes a novel approach for aggregated prediction in distributed GPs that incorporates correlations among experts.
result Results in more stable predictions in less time compared to state-of-the-art methods.

A new method combines Gaussian graphical models for better distributed Gaussian process predictions.

problem Poor results from traditional DGP due to violated conditional independence assumption.
method Proposes using Gaussian graphical models to aggregate local predictions from subsets of data.
result Our method outperforms other state-of-the-art DGP approaches on both synthetic and real datasets.

Study optimal trading strategies with expert signals in a hidden Gaussian drift market.

problem Optimal trading strategies in a financial market with hidden Gaussian drift and expert signals.
method Transformed power utility maximization problem into full information problem using Kalman filter estimates of the drift.
result Closed-form solutions for value function and optimal trading strategy derived.

The paper presents a novel approach to multi-output regression using probabilistic circuits.

problem Capturing correlations between multiple output dimensions in large-scale regression problems.
method Employing a mixture of single-output Gaussian process experts encoded via a probabilistic circuit.
result The method can capture correlations between output dimensions and often outperforms other approaches.

The paper learns compact implicit surface maps from streaming data using an ensemble of sparse Gaussian processes.

problem Creating compact and accurate implicit surface maps from streaming range data.
method An ensemble of sparse Gaussian process experts, incrementally adjusted, trades-off between model complexity and prediction error.
result The approach learns compact and accurate implicit surface models comparable to or better than exact GP regression with subsampled data.

The paper optimizes portfolios in a market with hidden drift and random expert opinions.

problem Optimizing portfolios in a market with hidden Gaussian drift and random expert signals.
method Modeling the hidden drift using Kalman filters and solving the utility maximization problem with dynamic programming.
result Derivation of optimal portfolio weights and utility maximization under the given market conditions.

The study analyzes the convergence rates of Gaussian mixtures of experts.

problem Analyzing the convergence rates of Gaussian mixtures of experts.
method The study uses a novel notion of algebraic independence and optimal transport theory to establish convergence rates and minimax lower bounds.
result The study provides theoretical convergence rates for maximum likelihood estimation of over-specified Gaussian mixtures of experts.

Paper investigates IRL for learning expert agents' reward functions in LOB dynamics.

problem Learning expert agents' reward functions in LOB dynamics.
method Investigates IRL methods to infer reward functions from expert demonstrations in LOB environments.
result GP-based and BNN methods can discover non-linear reward functions in LOB dynamics.

Improved text-conditioned regression using LLMs and diffusion-based neural processes.

problem Major error cascades and computational inefficiency in LLMs for short sequences.
method Combining LLM predictive densities with a diffusion-based neural process.
result Better-calibrated predictions and locally consistent trajectories.

Solves challenges in estimating parameters of softmax gating Gaussian mixture models.

problem Identifiability issues and complex interactions in Gaussian mixture of experts.
method Proposes novel Voronoi loss functions and establishes convergence rates of MLE.
result Connects convergence rate of MLE to a solvability problem of polynomial equations.

Paper proposes a novel method to accurately determine the number of experts in Gaussian-gated Gaussian MoE models.

problem Challenges in model selection for MoE models, especially with covariates.
method Introduces a novel extension using dendrograms of mixing measures to estimate the true number of mixture components.
result Achieves optimal convergence rates for parameter estimation and accurately approximates the regression function.

PIMA autoencoders discover shared features in multimodal scientific data.

problem Discovering shared information in high-throughput scientific datasets.
method Physics-informed multimodal autoencoders (PIMA) with Gaussian mixture prior and product of experts formulation.
result Accurate cross-modal inference between images and mechanical stress-strain response in lattice metamaterials.

LINTEL improves INTEL's time series prediction by optimizing computation and accuracy.

problem Online prediction of time series with regime switching and outliers.
method Gaussian process-based approach with exact filtering distribution and constant-time updates.
result LINTEL is over five times faster with better quality predictions.

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.

This paper improves prediction in small data sets by eliciting expert knowledge about feature similarities.

problem Improving predictive models from small high-dimensional data sets.
method Eliciting expert knowledge about pairwise feature similarities and using sequential decision making techniques.
result Improvement in predictive performance on both simulated and real data.

A digital twin for multi-scale systems uses physics-based and machine learning models.

problem Lack of application-specific details in digital twin technology.
method Strategically separates into physics-based and data-driven models; uses mixture of experts with Gaussian Process.
result Robust and accurate predictions at future time-steps for multi-scale systems.

The paper integrates AI and expert knowledge to optimize radiotherapy decisions.

problem Optimizing radiation dose planning considering patient-specific information.
method Integrating Gaussian process models with deep neural networks to quantify uncertainty.
result Improves AI model performance and guides clinical decision making.

Bayesian algorithms improve online learning with adversaries over infinite action spaces.

problem Online learning with adversaries over infinite action spaces.
method Developed a Thompson sampling algorithm for online learning with an adversary's prior over the space of actions.
result Thompson sampling over a Gaussian process prior achieves a rate of O(βTdlog(1+dλβ))O(β\sqrt{Td\log(1+\sqrt{d}\fracλβ)}) against a ββ-bounded λλ-Lipschitz adversary.

Estimates parameters in a deviated Gaussian mixture model.

problem Testing goodness-of-fit between a known function and a mixture of experts.
method Constructs novel Voronoi-based loss functions to estimate parameters.
result Characterizes local convergence rates of parameter estimation more accurately.

Online learning of nonstationary functions using Gaussian processes.

problem Real-time estimation of time-dependent functions with Gaussian processes.
method Sequential Monte Carlo algorithm for infinite mixtures of non-stationary GPs.
result Empirical improvement over state-of-the-art methods for online GP estimation.

Heteroscedastic regression considering the varying noises among observations has many applications in the fields like machine learning and statistics. Here we focus on the heteroscedastic Gaussian process (HGP) regression which integrates the latent function and the noise function together in a unified non-parametric B…

2018-11-03abs ↗pdf ↗

We present a learning-based system for rapid mass-scale material synthesis that is useful for novice and expert users alike. The user preferences are learned via Gaussian Process Regression and can be easily sampled for new recommendations. Typically, each recommendation takes 40-60 seconds to render with global illumi…

2018-04-23abs ↗pdf ↗

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of thumb, or sometimes brute-force search. Much more appealing is the idea of deve…

2012-06-13abs ↗pdf ↗