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.
Bayesian Hierarchical Invariant Prediction refines ICP for better scalability and prior integration.
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…
Proposes a method to improve hierarchical clustering using set-level structural priors.
Variational dropout (VD) is a generalization of Gaussian dropout, which aims at inferring the posterior of network weights based on a log-uniform prior on them to learn these weights as well as dropout rate simultaneously. The log-uniform prior not only interprets the regularization capacity of Gaussian dropout in netw…
Bayesian models use hyperparameters to indirectly assign priors, and this work shows how these priors can be derived from maximum entropy principles.
A new method learns hierarchical EBM models with diffusion schemes.
We propose to learn a hierarchical prior in the context of variational autoencoders to avoid the over-regularisation resulting from a standard normal prior distribution. To incentivise an informative latent representation of the data, we formulate the learning problem as a constrained optimisation problem by extending …
Hierarchical beta process has found interesting applications in recent years. In this paper we present a modified hierarchical beta process prior with applications to hierarchical modeling of multiple data sources. The novel use of the prior over a hierarchical factor model allows factors to be shared across different …
New MIF architecture improves posterior approximations in Bayesian models.
The problem of low rank matrix completion is considered in this paper. To exploit the underlying low-rank structure of the data matrix, we propose a hierarchical Gaussian prior model, where columns of the low-rank matrix are assumed to follow a Gaussian distribution with zero mean and a common precision matrix, and a W…
Two new estimators improve VAE training for hierarchical and prior parameters.
New Bayesian method for joint sparse parameter inference.
RG-Flow combines RG and sparse priors for hierarchical image disentanglement.
A new method for Bayesian neural networks using probabilistic backpropagation.
Unified Bayesian framework for PTA data analysis tackles hierarchical model issues.
We propose a novel approach for nonlinear regression using a two-layer neural network (NN) model structure with sparsity-favoring hierarchical priors on the network weights. We present an expectation propagation (EP) approach for approximate integration over the posterior distribution of the weights, the hierarchical s…
Bayesian algorithm improves word representations using semantic taxonomy.
HyperBO+ pre-trains a universal prior for Bayesian optimization across different domains.
This paper introduces hierarchical Gaussian process priors for neural networks to capture weight correlations and inductive biases.
Using powerful posterior distributions is a popular approach to achieving better variational inference. However, recent works showed that the aggregated posterior may fail to match unit Gaussian prior, thus learning the prior becomes an alternative way to improve the lower-bound. In this paper, for the first time in th…
Existing methods for sparse channel estimation typically provide an estimate computed as the solution maximizing an objective function defined as the sum of the log-likelihood function and a penalization term proportional to the l1-norm of the parameter of interest. However, other penalization terms have proven to have…
In this paper, we consider the problem of low-rank phase retrieval whose objective is to estimate a complex low-rank matrix from magnitude-only measurements. We propose a hierarchical prior model for low-rank phase retrieval, in which a Gaussian-Wishart hierarchical prior is placed on the underlying low-rank matrix to …
DS2CF-Net learns hierarchical representations with deep coupled factorization and enriched prior.
Improved deep hierarchical VAE with diffusion-based VampPrior.
Image segmentation is the process of partitioning an image into a set of meaningful regions according to some criteria. Hierarchical segmentation has emerged as a major trend in this regard as it favors the emergence of important regions at different scales. On the other hand, many methods allow us to have prior inform…
The recently developed variational autoencoders (VAEs) have proved to be an effective confluence of the rich representational power of neural networks with Bayesian methods. However, most work on VAEs use a rather simple prior over the latent variables such as standard normal distribution, thereby restricting its appli…
BoRA finetunes multi-task LLMs by sharing information through hierarchical priors.
A new model separates persistence and transition priors in HDP-HMM.
One of the challenges in model-based control of stochastic dynamical systems is that the state transition dynamics are involved, and it is not easy or efficient to make good-quality predictions of the states. Moreover, there are not many representational models for the majority of autonomous systems, as it is not easy …
We propose a family of novel hierarchical Bayesian deep auto-encoder models capable of identifying disentangled factors of variability in data. While many recent attempts at factor disentanglement have focused on sophisticated learning objectives within the VAE framework, their choice of a standard normal as the latent…
Making inferences from data streams is a pervasive problem in many modern data analysis applications. But it requires to address the problem of continuous model updating and adapt to changes or drifts in the underlying data generating distribution. In this paper, we approach these problems from a Bayesian perspective c…
New algorithm reduces regret in multi-armed bandit problems with Gaussian rewards.
In this paper a new Bayesian model for sparse linear regression with a spatio-temporal structure is proposed. It incorporates the structural assumptions based on a hierarchical Gaussian process prior for spike and slab coefficients. We design an inference algorithm based on Expectation Propagation and evaluate the mode…
Deep neural networks have been shown to be very successful at learning feature hierarchies in supervised learning tasks. Generative models, on the other hand, have benefited less from hierarchical models with multiple layers of latent variables. In this paper, we prove that hierarchical latent variable models do not ta…
Federated learning is viewed as a hierarchical latent variable model for new algorithm development.
Improved VAEs by training a contrastive prior to match posterior.
Study uses healthcare claims data to identify Covid-19 risk factors without prior selection.
Hierarchical clustering is a popular unsupervised data analysis method. For many real-world applications, we would like to exploit prior information about the data that imposes constraints on the clustering hierarchy, and is not captured by the set of features available to the algorithm. This gives rise to the problem …
The impressive performance of neural networks on natural language processing tasks attributes to their ability to model complicated word and phrase compositions. To explain how the model handles semantic compositions, we study hierarchical explanation of neural network predictions. We identify non-additivity and contex…
Analyzing and understanding the structure of complex relational data is important in many applications including analysis of the connectivity in the human brain. Such networks can have prominent patterns on different scales, calling for a hierarchically structured model. We propose two non-parametric Bayesian hierarchi…
Bayesian models that mix multiple Dirichlet prior parameters, called Multi-Dirichlet priors (MD) in this paper, are gaining popularity. Inferring mixing weights and parameters of mixed prior distributions seems tricky, as sums over Dirichlet parameters complicate the joint distribution of model parameters. This paper s…
Bayesian hierarchical models are increasing popular in economics. When using hierarchical models, it is useful not only to calculate posterior expectations, but also to measure the robustness of these expectations to reasonable alternative prior choices. We use variational Bayes and linear response methods to provide f…
We place an Indian Buffet process (IBP) prior over the structure of a Bayesian Neural Network (BNN), thus allowing the complexity of the BNN to increase and decrease automatically. We further extend this model such that the prior on the structure of each hidden layer is shared globally across all layers, using a Hierar…
Many different methods to train deep generative models have been introduced in the past. In this paper, we propose to extend the variational auto-encoder (VAE) framework with a new type of prior which we call "Variational Mixture of Posteriors" prior, or VampPrior for short. The VampPrior consists of a mixture distribu…
We study learning problems in which the conditional distribution of the output given the input varies as a function of additional task variables. In varying-coefficient models with Gaussian process priors, a Gaussian process generates the functional relationship between the task variables and the parameters of this con…
The study optimizes Gaussian process approximations for finite-rank models.
Improves hierarchical clustering in Euclidean space using autoencoders.
We present a factorized hierarchical variational autoencoder, which learns disentangled and interpretable representations from sequential data without supervision. Specifically, we exploit the multi-scale nature of information in sequential data by formulating it explicitly within a factorized hierarchical graphical mo…