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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.

168,742 papers · 148 categories

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120239359478 · Jun 202019922001200920172026
48 results for Gaussian design

Novel Hilbert space Gaussian process improves sequential design accuracy and efficiency.

problem Efficiently implementing Gaussian process acquisition functions for expensive simulations.
method Proposed a truncated eigenbasis representation for closed-form evaluation of IMSE acquisition function.
result Significantly lower prediction error and reduced computation time compared to benchmarks.

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.

New algorithm converts data into sub-gaussian designs efficiently.

problem Efficiently converting large datasets into sub-gaussian random designs for robust performance.
method Algorithmic Gaussianization through sketching and averaging, using LESS embeddings.
result Efficient data sketches nearly indistinguishable from sub-gaussian designs.

Designs an MLP from LDA for multi-Gaussian class classification.

problem Classifying inputs with multiple Gaussian distributions.
method Interprets MLP as generalized LDA, using LDAs for half-space partitioning, neurons for subspace isolation, and merging for class-wise representation.
result Automatic feedforward design for MLP architecture and weights.

Adaptive batching improves Gaussian process surrogates for noisy level set estimation.

problem Learning the level set of noisy simulator responses.
method Developed four novel adaptive batching schemes for Gaussian process metamodels.
result Adaptive batching brings significant computational speed-ups with minimal loss of modeling fidelity.

The chapter compares Gaussian process models for stochastic simulators with varying noise.

problem Modeling stochastic simulators with varying noise.
method Various Gaussian process models are compared, including input varying noise variance, non-Gaussian noise, and quantile modeling.
result Sequential design procedures are adapted for these models.

The paper extends consistency results for sequential design strategies to vector-valued Gaussian processes.

problem Estimating excursion sets of vector-valued Gaussian processes.
method Clarifying the connection between continuous Gaussian processes and Gaussian measures in Banach spaces, extending concepts and properties from scalar-valued settings to vector-valued settings.
result Consistency results for sequential design strategies can be applied to vector-valued Gaussian processes.

Two methods improve Gaussian process predictive distributions' calibration.

problem Improving the reliability of Gaussian process predictive intervals.
method Introduces two methods: cps-gp and bcr-gp, both adapting conformal predictive systems to GP interpolation.
result Both methods provide finite-sample marginal calibration and smooth predictive distributions.

We present an adaptive approach to the construction of Gaussian process surrogates for Bayesian inference with expensive-to-evaluate forward models. Our method relies on the fully Bayesian approach to training Gaussian process models and utilizes the expected improvement idea from Bayesian global optimization. We adapt…

2018-09-27abs ↗pdf ↗

The paper optimizes designs for distinguishing between Gaussian process models.

problem Discriminating between two Gaussian process models.
method Sequential and static design criteria, including Kullback Leibler divergences and log-likelihood ratios.
result Necessary conditions for optimal design measures are provided.

Improves Bayesian optimisation for engineering design problems with many variables.

problem Efficiently searching for global minima in high-dimensional design spaces.
method Integrates input and output data to identify a reduced latent subspace using probabilistic partial least squares.
result Significant improvements in convergence to the global minimum compared to existing methods.

The paper examines Gaussian process means under misspecified likelihoods and smoothness.

problem Accuracy of Gaussian process approximations under misspecified smoothness and likelihood.
method Analysis of Gaussian process properties under misspecified conditions.
result The accuracy of Gaussian process approximations is influenced by experimental design and kernel choice.

The Lasso method is analyzed for high-dimensional regression with Gaussian designs, leading to new insights on its performance.

problem Analyzing the Lasso method for high-dimensional regression with Gaussian designs.
method Generalizing the Lasso characterization to Gaussian correlated designs with non-singular covariance structure.
result Establishing non-asymptotic bounds on the distance between the distribution of various quantities in the two models.

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during materials design and discovery to find good material designs in as few experiments as p…

2015-06-03abs ↗pdf ↗

Bayesian surrogate models reduce uncertainty in high-dimensional design optimisation problems.

problem Uncertainty in high-dimensional inputs for complex computational models.
method Variational Bayesian inference for constructing statistical surrogates with Gaussian process priors and KL divergence for approximation.
result The RDVGP surrogate provides accurate and versatile approximations for robust structural optimisation.

We introduce the truncated Gaussian graphical model (TGGM) as a novel framework for designing statistical models for nonlinear learning. A TGGM is a Gaussian graphical model (GGM) with a subset of variables truncated to be nonnegative. The truncated variables are assumed latent and integrated out to induce a marginal m…

2016-06-02abs ↗pdf ↗

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.

The paper optimizes interpolation schedules in generative models to improve sampling accuracy.

problem Improving sampling accuracy in generative models with fewer resources.
method Minimizing the averaged squared Lipschitzness of the drift field, using transfer formulas.
result Designed schedules yield more accurate fine-scale statistics at fixed integrator budget.

Bayesian methods improve drug discovery experiment design.

problem Optimizing drug screening experiments in high-dimensional data.
method Bayesian inference and optimisation with upper confidence bound algorithms, Thompson sampling, and sparse tree search.
result Sparse tree search techniques outperform other methods in drug toxicity screening.

Enhances topology optimization with multiclass microstructures using latent variable Gaussian process.

problem Lack of an inherent ordering or distance measure between different classes of microstructures.
method Extended latent-variable Gaussian process (LVGP) models to multi-response LVGP (MR-LVGP) models for metamaterials.
result Improved performance through consistent load-transfer paths for micro- and macro-structures.

Gradient-free framework for Bayesian experimental design in complex systems.

problem Optimal experimental design in systems where gradient information is unavailable.
method Combines EKI and ALDI for optimization and sampling, with approximations for scalable utility estimation.
result Demonstrates robust, accurate, and efficient experimental design in various complex systems.

Bayesian sOED uses PG reinforcement learning for efficient experiment design.

problem Optimizing sequential experiments for nonlinear models with limited data.
method Formulated as POMDP, solved via PG methods with neural network parameterization.
result Demonstrated advantages over batch and greedy designs in contaminant source inversion.

New method for mixed-variable GSA improves material design efficiency.

problem Designing materials with both quantitative and qualitative variables.
method Integrates LVGP with Sobol' analysis for mixed-variable GSA.
result Accelerates exploration of novel MOF candidates in combinatorial design spaces.

Gaussian process priors are commonly used in aerospace design for performing Bayesian optimization. Nonetheless, Gaussian processes suffer two significant drawbacks: outliers are a priori assumed unlikely, and the posterior variance conditioned on observed data depends only on the locations of those data, not the assoc…

2018-01-18abs ↗pdf ↗

Stochastic gradient descent improves Gaussian process regression.

problem Efficiently solving large linear systems in Gaussian process regression.
method Developed a stochastic dual descent algorithm using insights from optimisation and kernel communities.
result Stochastic gradient descent is highly effective when done right.

Paper proposes efficient algorithms for designing SLOPE penalty sequences.

problem Designing SLOPE penalty sequences is computationally expensive.
method Developed two efficient algorithms: PGD and CD for Gaussian and general data matrices respectively.
result Demonstrated improved mean squared error performance of SLOPE with designed penalties.

Performing statistical inference in high-dimension is an outstanding challenge. A major source of difficulty is the absence of precise information on the distribution of high-dimensional estimators. Here, we consider linear regression in the high-dimensional regime pnp\gg n. In this context, we would like to perform in…

2015-08-11abs ↗pdf ↗

Quasi-experimental research designs, such as regression discontinuity and interrupted time series, allow for causal inference in the absence of a randomized controlled trial, at the cost of additional assumptions. In this paper, we provide a framework for discontinuity-based designs using Bayesian model comparison and …

2019-11-15abs ↗pdf ↗

New method designs joint initial noises for diffusion models to improve diversity and alignment.

problem Independent initial noises limit diversity in generated images.
method Coupling of initial noises, maintaining Gaussian distribution while allowing dependence.
result Repulsive Gaussian coupling improves diversity without increasing sampling cost.

LaMBO optimizes biological sequences using autoencoders and Bayesian optimization.

problem Bayesian optimization for drug design is limited by discrete, high-dimensional decision variables.
method Jointly trains denoising autoencoder with a Gaussian process head for gradient-based optimization in latent space.
result LaMBO outperforms genetic optimizers and requires no large pretraining corpus.

New algorithm recovers sparse signals robustly against Gaussian noise and adaptive adversaries.

problem Designing efficient estimators for sparse linear regression in the presence of two adversaries.
method Polynomial-time algorithms using sum-of-squares relaxations and weighted Huber loss minimization.
result Achieves error o(ε)o(\sqrt{\varepsilon}) for various distributions and adversaries.

DeepICMGP surrogate models multiple outputs efficiently.

problem Challenges in modeling dependencies between multiple outputs using traditional multi-output GPs.
method Introduces hierarchical coregionalization structures across layers in DGPs.
result Demonstrates competitive performance and active learning strategies.

New method uses diffusion models for Bayesian inverse problems.

problem Solving Bayesian inverse problems with linear-Gaussian models.
method Decoupled Diffusion Sequential Monte Carlo (DDSMC) method.
result Asymptotically exact solution demonstrated on various data types.

Designs efficient algorithms to maximize the expectation of Gaussian random variables.

problem Maximizing the expectation of the supremum of Gaussian random variables.
method Polynomial time approximation scheme and O(logn)O(\log n) approximation algorithm for general m>1m>1.
result Characterizes optimal variance allocation and provides approximation algorithms.

We consider the problem of designing a sparse Gaussian process classifier (SGPC) that generalizes well. Viewing SGPC design as constructing an additive model like in boosting, we present an efficient and effective SGPC design method to perform a stage-wise optimization of a predictive loss function. We introduce new me…

2012-06-26abs ↗pdf ↗

Gaussian process regression helps approximate Bayesian inverse problems efficiently.

problem Computational intractability of Bayesian posterior distributions in inverse problems.
method Gaussian process regression to build a surrogate model for the likelihood.
result Error between true and approximate posterior can be bounded by weighted L2L^2-norm error between true and approximate likelihood.

Materials design can be cast as an optimization problem with the goal of achieving desired properties, by varying material composition, microstructure morphology, and processing conditions. Existence of both qualitative and quantitative material design variables leads to disjointed regions in property space, making the…

2019-07-04abs ↗pdf ↗

Scalable GP model tackles big data, categorical factors, and multiple responses.

problem Handling big datasets, categorical inputs, and multiple responses in Gaussian processes.
method Latent variable Gaussian process (LVGP) with variational inference for scalability and interpretability.
result The method scales well for large datasets and outperforms state-of-the-art methods.

A new Gaussian process framework uses neural feature maps for scalable, accurate inference.

problem Efficient and accurate Gaussian process inference for diverse data types.
method Neural feature maps to construct expressive kernels, with theoretical guarantees and practical scalability.
result The approach outperforms existing methods in accuracy and efficiency across various data modalities.