Research
On-device research index

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

Trend · papers per month

3687361,1041,472 · Jun 202019922001200920172026
48 results for Hierarchical Bayesian modeling

Posterior regularization enhances Bayesian hierarchical mixture clustering by improving node separation.

problem High nodal variance in BHMC trees, leading to weak separation between nodes at higher levels.
method Employing Posterior Regularization to impose max-margin constraints on nodes at every level.
result Improves cluster separation in BHMC models, enhancing overall model performance.

This work analyzes Gibbs samplers for Bayesian hierarchical models without dimensionality constraints.

problem Analyzing convergence properties of Gibbs samplers for Bayesian hierarchical models.
method Using Bayesian asymptotics and total variation mixing times, the study provides dimension-free convergence results.
result Dimension-free convergence results for Gibbs samplers targeting hierarchical models under random data-generating assumptions.

Bayesian stacking improves model performance with varying model weights.

problem Improving model predictions with heterogeneous input performance.
method Bayesian hierarchical stacking with varying model weights inferred via Bayesian inference.
result Hierarchical stacking yields better predictions than linear averaging.

A method for efficient CV estimates in Bayesian hierarchical models.

problem Computational infeasibility of cross-validation in Bayesian hierarchical regression models.
method Conditioning on variance-covariance parameters to transform CV into an optimization problem.
result Equivalent or improved predictive estimates compared to full cross-validation.

Bayesian Hierarchical Invariant Prediction refines ICP for better scalability and prior integration.

problem Improving computational scalability and invariance testing for causal inference.
method Bayesian Hierarchical structure to test invariance under heterogeneous data.
result Demonstrated improved scalability and potential as an alternative to ICP.

Unified Bayesian framework for PTA data analysis tackles hierarchical model issues.

problem Hierarchical Bayesian modeling challenges in PTA data analysis.
method Reparameterization strategy using Normalizing Flows (NFs) and i-nessai nested sampler.
result Improved statistical robustness and computational efficiency in PTA analysis.

Common statistical practice has shown that the full power of Bayesian methods is not realized until hierarchical priors are used, as these allow for greater "robustness" and the ability to "share statistical strength." Yet it is an ongoing challenge to provide a learning-theoretically sound formalism of such notions th…

2015-05-19abs ↗pdf ↗

A novel hierarchical Bayesian approach to Federated Learning reduces data exposure and improves convergence rates.

problem Data privacy and convergence in Federated Learning.
method Hierarchical Bayesian modeling and block-coordinate descent optimization.
result The proposed algorithm converges to an optimal solution with a rate of O(1/t)O(1/\sqrt{t}) and guarantees vanishing generalization error.

Study quantifies information borrowing in hierarchical Bayesian models.

problem Impact of shared hyperparameters on posterior inference.
method Non-asymptotic framework, nested hierarchical prior distribution, integrated risk measure.
result Deeper hierarchical models outperform nested ones under certain conditions.

Bayesian models use hyperparameters to indirectly assign priors, and this work shows how these priors can be derived from maximum entropy principles.

problem Understanding the assumptions and dependencies in Bayesian hierarchical models.
method Demonstrates how canonical distributions and maximum entropy principles can be used to derive marginal priors in hierarchical models.
result Marginal priors in hierarchical models derived from maximum entropy principles have different constraints compared to the original priors.

Hierarchical causal models help understand cause and effect in nested data.

problem Learning cause and effect from nested hierarchical data.
method Extend structural causal models and causal graphical models with inner plates, develop graphical identification technique and estimation methods.
result Hierarchical data can enable causal identification even when non-hierarchical data cannot.

A new method for Bayesian neural networks using probabilistic backpropagation.

problem Approximating posterior distributions in Bayesian neural networks.
method Variational Expectation Propagation (VEP) with probabilistic backpropagation.
result Efficient algorithm for approximate integration over posterior distributions.

Bayesian models forecast COVID-19 hospitalizations at single sites.

problem Forecasting daily COVID-19 hospitalizations at a single hospital.
method Hierarchical Bayesian models with generalized Poisson likelihood and autoregressive/Gaussian process latent processes.
result Demonstrated superior performance compared to baselines in public datasets.

Bayesian estimators for causal inference using hierarchical Gaussian Processes.

problem Estimating causal effects in sharp and fuzzy RD/RK designs.
method Hierarchical Gaussian Process models for regression and classification.
result Hierarchical GP models improve precision and coverage of RD/RK estimations.

A new Bayesian model improves forecasting for intermittent demand.

problem Sparse observations, cold-start items, and obsolescence in intermittent demand forecasting.
method Hierarchical Bayesian TSB model with partial pooling and calibrated probabilistic configuration.
result TSB-HB achieves the lowest RMSE and RMSSE on the UCI Online Retail dataset.

Proposes a hierarchical model for learning discrete Bayesian networks with shrinkage.

problem Learning discrete Bayesian networks with high-order interactions and cell probabilities.
method Hierarchical Dirichlet shrinkage model with Metropolis-adjusted Langevin algorithm for sampling.
result Efficiently learns graph structure and selects between DAGs from sparse count data.

We present a case-study demonstrating the usefulness of Bayesian hierarchical mixture modelling for investigating cognitive processes. In sentence comprehension, it is widely assumed that the distance between linguistic co-dependents affects the latency of dependency resolution: the longer the distance, the longer the …

2017-02-02abs ↗pdf ↗

The paper improves SBI for BHMs by diagnosing misspecification and inferring parameters.

problem Model misspecification in Bayesian hierarchical models.
method Two-step framework: latent function diagnosis followed by SBI of target parameters.
result Improved simulation-based inference for complex models without explicit model checking.

Paper analyzes consistency of Bayesian and machine learning methods for hierarchical parameter estimation.

problem Learning hierarchical parameters in complex and real-world problems.
method Empirical Bayes and Kernel Flow approaches.
result Consistency results for Matérn-like model on the torus, and comparison of algorithms.

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in many settings the HDP-HMM's strict Markovian constraints are undesirable, particul…

2012-03-07abs ↗pdf ↗

Proposes a new Bayesian score for learning network structure from related datasets.

problem Learning network structure from heterogeneous related data sets.
method Bayesian Hierarchical Dirichlet (BHD) score based on a hierarchical model.
result BHD outperforms BDeu in reconstruction accuracy and sparsity for related datasets.

Bayesian nonparametric models improve OOD detection, especially with complex covariance structures.

problem Improving out-of-distribution detection methods, especially in complex scenarios.
method Proposes Bayesian nonparametric mixture models with hierarchical priors that generalize the Mahalanobis distance score.
result Bayesian nonparametric methods outperform existing OOD methods, especially in complex scenarios.

BOSH optimizes functions with stochastic evaluations more efficiently and precisely.

problem Optimizing functions with noisy evaluations can lead to suboptimal solutions.
method BOSH uses a hierarchical Gaussian process to generate a growing pool of realizations.
result BOSH provides more efficient and higher-precision optimization than standard BO.

Bayesian model identifies skill difficulties and student subgroups in engineering education.

problem Identifying and supporting diverse student needs in entry-level university engineering modules.
method Hierarchical Bayesian modeling of student response data.
result Clear patterns of skill mastery and distinct student subgroups identified.

The paper develops a decision support system for hierarchical text classification of conference proceedings.

problem Classifying documents with a fixed hierarchical structure of topics.
method Developed a weighted hierarchical similarity function to calculate topic relevance, using entropy of words to estimate weights.
result The weighted hierarchical similarity function improves ranking accuracy compared to other methods.

Bayesian predictive inference analyzes a dataset to make predictions about new observations. When a model does not match the data, predictive accuracy suffers. We develop population empirical Bayes (POP-EB), a hierarchical framework that explicitly models the empirical population distribution as part of Bayesian analys…

2014-11-02abs ↗pdf ↗

Study improves maize yield prediction using BNs with mixed-effects models.

problem Limited causal inference in agronomic data models.
method Integrates random effects into Bayesian networks, leveraging hierarchical data structure.
result Significantly reduces maize yield prediction error from 28% to 17%.

New framework estimates staged tree models using hierarchical clustering on the probability simplex.

problem Estimating staged tree models with context-specific dependencies.
method Hierarchical clustering on the probability simplex, using simplex-based divergences and linkage methods.
result Total Variation divergence with Ward.D2 linkage produces staged trees with better model fit, structure recovery, and computational efficiency.

Hierarchical structure is ubiquitous in data across many domains. There are many hierarchical clustering methods, frequently used by domain experts, which strive to discover this structure. However, most of these methods limit discoverable hierarchies to those with binary branching structure. This limitation, while com…

2012-03-15abs ↗pdf ↗