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.
New Bayesian method for joint sparse parameter inference.
A novel extrapolation method is proposed for longitudinal forecasting. A hierarchical Gaussian process model is used to combine nonlinear population change and individual memory of the past to make prediction. The prediction error is minimized through the hierarchical design. The method is further extended to joint mod…
Extends SW and GSW to compare heterogeneous joint distributions.
MHVAE learns cross-modality inference inspired by human cognition.
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…
Paper develops a theory explaining contrastive pre-training for multimodal AI.
Credit risk analysis improved with a joint model for spatial and temporal effects.
For bidirectional joint image-text modeling, we develop variational hetero-encoder (VHE) randomized generative adversarial network (GAN), a versatile deep generative model that integrates a probabilistic text decoder, probabilistic image encoder, and GAN into a coherent end-to-end multi-modality learning framework. VHE…
This paper speeds up inference in large hierarchical models.
In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in the statistical and mathematical modeling processes. As a joint effect of high-di…
We propose an exact slice sampler for Hierarchical Dirichlet process (HDP) and its associated mixture models (Teh et al., 2006). Although there are existing MCMC algorithms for sampling from the HDP, a slice sampler has been missing from the literature. Slice sampling is well-known for its desirable properties includin…
Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex, or if the number of sources is very large. To facilitate computation, we propose…
FL+HC improves federated learning on non-iid data by clustering local updates.
Spectral methods of moments provide a powerful tool for learning the parameters of latent variable models. Despite their theoretical appeal, the applicability of these methods to real data is still limited due to a lack of robustness to model misspecification. In this paper we present a hierarchical approach to methods…
The joint optimization of representation learning and clustering in the embedding space has experienced a breakthrough in recent years. In spite of the advance, clustering with representation learning has been limited to flat-level categories, which often involves cohesive clustering with a focus on instance relations.…
Complex systems often exhibit multiple levels of organization covering a wide range of physical scales, so the study of the hierarchical decomposition of their structure and function is frequently convenient. To better understand this phenomenon, we introduce a generalization of information theory that works with hiera…
The paper develops a decision support system for hierarchical text classification of conference proceedings.
When related learning tasks are naturally arranged in a hierarchy, an appealing approach for coping with scarcity of instances is that of transfer learning using a hierarchical Bayes framework. As fully Bayesian computations can be difficult and computationally demanding, it is often desirable to use posterior point es…
We propose the supervised hierarchical Dirichlet process (sHDP), a nonparametric generative model for the joint distribution of a group of observations and a response variable directly associated with that whole group. We compare the sHDP with another leading method for regression on grouped data, the supervised latent…
We present a novel approach for estimating conditional probability tables, based on a joint, rather than independent, estimate of the conditional distributions belonging to the same table. We derive exact analytical expressions for the estimators and we analyse their properties both analytically and via simulation. We …
We introduce a hierarchical architecture for video understanding that exploits the structure of real world actions by capturing targets at different levels of granularity. We design the model such that it first learns simpler coarse-grained tasks, and then moves on to learn more fine-grained targets. The model is train…
New framework for domain adaptation using hierarchical optimal transport.
Matrix H-theory models stock market fluctuations using hierarchical multivariate distributions.
Paper proposes methods to learn sub-manifolds and estimate densities in normalizing flows.
Bayesian model reduces TV watching data to 11 parameters for churn prediction.
One important assumption underlying common classification models is the stationarity of the data. However, in real-world streaming applications, the data concept indicated by the joint distribution of feature and label is not stationary but drifting over time. Concept drift detection aims to detect such drifts and adap…
The study improves prediction regions for hierarchical data using a projection step.
Multitask Gaussian process (MTGP) is powerful for joint learning of multiple tasks with complicated correlation patterns. However, due to the assembling of additive independent latent functions, all current MTGPs including the salient linear model of coregionalization (LMC) and convolution frameworks cannot effectively…
Traditional non-life reserving models largely neglect the vast amount of information collected over the lifetime of a claim. This information includes covariates describing the policy, claim cause as well as the detailed history collected during a claim's development over time. We present the hierarchical reserving mod…
We introduce a hierarchical Bayesian approach to tackle the challenging problem of size recommendation in e-commerce fashion. Our approach jointly models a size purchased by a customer, and its possible return event: 1. no return, 2. returned too small 3. returned too big. Those events are drawn following a multinomial…
Method learns hierarchical representations of samples and features simultaneously.
Combines geometry and topology for analyzing hierarchical datasets.
Proposes a new neural network architecture inspired by biology to improve learning and information flow.
AI-enabled precision medicine promises a transformational improvement in healthcare outcomes by enabling data-driven personalized diagnosis, prognosis, and treatment. However, the well-known "curse of dimensionality" and the clustered structure of biomedical data together interact to present a joint challenge in the hi…
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…
This paper computes exact posterior distributions of mixture weights in hierarchical Bayesian models.
Proposes a method to estimate and infer networks from multiple high-dimensional point processes.
Posterior Matching enables VAEs to model arbitrary conditional densities.
Importance weighted variational inference (Burda et al., 2015) uses multiple i.i.d. samples to have a tighter variational lower bound. We believe a joint proposal has the potential of reducing the number of redundant samples, and introduce a hierarchical structure to induce correlation. The hope is that the proposals w…
A scalable Bayesian linear regression framework for spatial data.
Develops a method for probabilistic simulation of renewable energy production at grid scale.
The benefits of diversifying risks are difficult to estimate quantitatively because of the uncertainties in the dependence structure between the risks. Also, the modelling of multidimensional dependencies is a non-trivial task. This paper focuses on one such technique for portfolio aggregation, namely the aggregation o…
New neural network models speed up Bayesian multilevel modeling.
A fundamental issue for statistical classification models in a streaming environment is that the joint distribution between predictor and response variables changes over time (a phenomenon also known as concept drifts), such that their classification performance deteriorates dramatically. In this paper, we first presen…
This study compares hierarchical and non-hierarchical models for open-domain multi-turn dialog generation.
Modern vehicles are equipped with increasingly complex sensors. These sensors generate large volumes of data that provide opportunities for modeling and analysis. Here, we are interested in exploiting this data to learn aspects of behaviors and the road network associated with individual drivers. Our dataset is collect…
The Hierarchical Mixture of Experts (HME) is a well-known tree-based model for regression and classification, based on soft probabilistic splits. In its original formulation it was trained by maximum likelihood, and is therefore prone to over-fitting. Furthermore the maximum likelihood framework offers no natural metri…
A new metric tensor improves Riemann manifold Monte Carlo for Bayesian models.