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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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121242363484 · Jun 202019922001200920172026
48 results for Gaussian points

The paper introduces a method to probabilistically select inducing points in sparse Gaussian processes.

problem The challenge is selecting the optimal number of inducing points in sparse Gaussian processes.
method A point process prior is applied to the inducing points, and the posterior is approximated using stochastic variational inference.
result The model learns which and how many inducing points to use, leading to fewer inducing points being preferred as they become less informative.

The paper proves that Gaussian field critical points have finite moments.

problem Proving the finiteness of moments for Gaussian field critical points.
method General approach not specific to critical points, using Taylor polynomial non-degeneracy.
result The finiteness of moments of the number of critical points of Gaussian fields.

Nearly all Gaussian points in high dimensions lie on a common ellipsoid.

problem Finding an ellipsoid that fits a large set of Gaussian points in high dimensions.
method Analyzing a random set of Gaussian points and proving a bound on their concentration.
result The bound nearly confirms a conjecture about fitting Gaussian points to ellipsoids.

The study proves the finiteness of moments for Gaussian field zeros and critical points.

problem Finiteness of moments for Gaussian field zeros and critical points.
method Definition and study of multijets, construction of p-multijet bundles.
result Linear statistics of Gaussian field zeros have finite p-th moments for p ≥ 1.

New method optimizes Gaussian process allocation for BO.

problem Existing methods for inducing point allocation in BO hinder performance.
method Proposes a new allocation strategy using quality-diversity decomposition.
result Demonstrates improved BO performance through local high-fidelity modeling.

Kernel methods on discrete domains have shown great promise for many challenging data types, for instance, biological sequence data and molecular structure data. Scalable kernel methods like Support Vector Machines may offer good predictive performances but do not intrinsically provide uncertainty estimates. In contras…

2018-10-24abs ↗pdf ↗

This work studies Gaussian geometry under entropy-regularized 2-Wasserstein distance.

problem Understanding Gaussian distributions in uncertainty quantification and diffusivity.
method Entropy-regularized 2-Wasserstein distance, closed-form solutions, fixed-point characterization.
result Closed-form expressions for the 2-Sinkhorn divergence and fixed-point barycenter.

Bayesian optimization with Gaussian processes speeds up searches for stationary points.

problem Accelerating searches for stationary points on potential energy surfaces.
method Unified Bayesian optimization view using Gaussian process regression with derivative observations, inverse-distance kernels, and active learning.
result Surrogates can reduce the number of expensive electronic structure evaluations by an order of magnitude.

Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the great flexibility of multilayer models. In DGPs, given the inputs, the outputs …

2018-01-09abs ↗pdf ↗

In a typical online learning scenario, a learner is required to process a large data stream using a small memory buffer. Such a requirement is usually in conflict with a learner's primary pursuit of prediction accuracy. To address this dilemma, we introduce a novel Bayesian online classi cation algorithm, called the Vi…

2012-05-09abs ↗pdf ↗

We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of two independent processes: one spanned by a finite basis of inducing points and…

2019-10-23abs ↗pdf ↗

Gaussian process classification is a popular method with a number of appealing properties. We show how to scale the model within a variational inducing point framework, outperforming the state of the art on benchmark datasets. Importantly, the variational formulation can be exploited to allow classification in problems…

2014-11-07abs ↗pdf ↗

Global inducing points improve Bayesian neural network performance.

problem Improving Bayesian neural network performance.
method Adapting correlated approximate posterior to all layers in a Bayesian neural network and deep Gaussian processes using learned global inducing points.
result State-of-the-art performance on CIFAR-10 (86.7%) without data augmentation or tempering.

GAT-GMM improves GANs' performance in learning Gaussian mixture models.

problem GANs struggle with multi-modal distributions like Gaussian mixtures.
method Proposes a minimax GAN framework using random linear generator and softmax-based quadratic discriminator.
result Gradient Descent Ascent method converges to an approximate minimax point.

GT is a new method for denoising and enhancing datasets using Gaussian density estimates.

problem Improving latent structures in datasets.
method GT is an iterative method that generates a new distance function by computing the 2\ell^2-Wasserstein distance between Gaussian density estimates.
result GT is stable under perturbations and asymptotically ellipsoidal neighborhoods in the continuous case.

Novel optimization method detects change points in Gaussian data.

problem Detecting change points in univariate Gaussian data sequences.
method Continuous optimization for best subset selection (COMBSS) applied to a reformulated statistical inverse problem.
result Adaptation and evaluation of COMBSS for offline normal mean multiple change-point detection.

The paper improves boundary detection and density estimation on noisy data.

problem Detecting boundary points and estimating density on noisy data from compact manifolds.
method Doubly stochastic scaling of the Gaussian heat kernel via Sinkhorn iterations.
result The new estimates of boundary points and density outperform standard methods, especially under noise.

We propose deep convolutional Gaussian processes, a deep Gaussian process architecture with convolutional structure. The model is a principled Bayesian framework for detecting hierarchical combinations of local features for image classification. We demonstrate greatly improved image classification performance compared …

2018-10-06abs ↗pdf ↗

New method DDVI improves posterior inference for deep Gaussian processes.

problem Inference of inducing points in DGPs is challenging and biased.
method DDVI uses denoising diffusion SDE and score matching for posterior approximation.
result Empirically shows DDVI outperforms baseline methods in inducing point inference.

Graphical lasso may fail to fit models when data points are insufficient.

problem When does graphical lasso fail to select and fit a graphical model?
method Computational experiments with graphical lasso.
result Graphical lasso may fail when the number of data points is less than the maximum likelihood threshold.

Study on manifolds with kinks and Gaussian kernel behavior.

problem Understanding the asymptotic behavior of graph Laplacian on manifolds with singularities.
method Introduced manifolds with kinks, derived asymptotic behavior of Graph Laplacian with Gaussian kernel, and validated results numerically.
result Asymptotic behavior of the Graph Laplacian is determined by the inward sector of the tangent space.

Extends DAMs to Gaussian distributions for efficient pattern storage and retrieval.

problem Limited storage capacity and retrieval methods for non-vector pattern representations.
method Introduces a log-sum-exp energy function over Gaussian distributions, using optimal transport maps for retrieval dynamics.
result Proves exponential storage capacity and provides quantitative retrieval guarantees.

Study on complexity of random polynomials with deterministic spikes, identifying phase transitions.

problem Complexity of random Gaussian polynomials with deterministic spikes on a sphere.
method Variational formulas, Kac-Rice formula, determinant asymptotics of finite-rank perturbation of Gaussian Wigner matrices.
result Identification of a topological phase transition in the complexity function.

New method converts and optimizes sampling schedules for generative models.

problem Optimizing sampling schedules for generative models like flows and diffusions.
method Unified framework for stochastic interpolants, including point mass schedules.
result Demonstrated efficient generation of images with fewer steps.

The paper solves curvature prescription on a disk with negative Gaussian curvature.

problem Prescribing Gaussian curvature and geodesic curvature on a disk with negative Gaussian curvature.
method Variational approach, critical points of a functional, perturbation argument, monotonicity trick, blow-up analysis, Morse index estimates.
result General existence results for the curvature prescription problem.

Deep forecasting models show output heads significantly improve performance on fat-tailed financial returns.

problem Improving deep learning models for forecasting fat-tailed financial returns.
method Comparison of backbone architectures and output heads (point, Gaussian, Gaussian mixture) on S&P 500 monthly log-returns.
result Switching from point to Gaussian heads improves CRPS by about 1.3 percent, and from Gaussian to mixture adds another 2.4 percent.