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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.

169,341 papers · 148 categories

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48 results for Log likelihood

A new VIS approach improves log-likelihood estimation in latent variable models.

problem Challenges in achieving high log-likelihood with VI for complex posterior distributions.
method Uses forward χ2χ^2 divergence to optimize proposal distribution for better log-likelihood estimation.
result Consistently outperforms state-of-the-art baselines in log-likelihood and parameter estimation.

Derives M2^2VAE objective from marginal joint log-likelihood.

problem Training Multi-Modal Variational Autoencoders (M2^2VAEs).
method Derives trainable evidence lower bound from marginal joint log-likelihood.
result Derives M2^2VAE objective from marginal joint log-likelihood.

Log-concavity proven for multinomial likelihoods under specific constraints.

problem Log-concavity of multinomial likelihoods under interval censoring constraints.
method Proved log-concavity by showing M-convex subsets of the discrete simplex.
result Likelihood function is completely log-concave.

Maximum likelihood training improves the performance of score-based diffusion models.

problem Training score-based diffusion models with maximum likelihood.
method Trained by minimizing a weighted combination of score matching losses, with a specific weighting scheme that bounds negative log-likelihood.
result Maximum likelihood training improves the log-likelihood of score-based diffusion models across multiple datasets.

The Restricted Boltzmann Machines (RBM) can be used either as classifiers or as generative models. The quality of the generative RBM is measured through the average log-likelihood on test data. Due to the high computational complexity of evaluating the partition function, exact calculation of test log-likelihood is ver…

2015-10-08abs ↗pdf ↗

A new method normalizes EBM training by introducing a learnable parameter.

problem Training energy-based models with maximum likelihood is challenging due to intractable normalisation constants.
method Proposes a self-normalised log-likelihood (SNL) objective that introduces a learnable parameter representing the normalisation constant.
result The SNL objective is a lower bound of the log-likelihood and can be directly optimised using stochastic gradient techniques.

The study uses information theory to set lower bounds on model likelihoods.

problem Improving latent variable models by optimizing priors or likelihoods.
method Applying rate-distortion theory to find lower bounds on negative log likelihood.
result Rate-distortion theory can be used to optimize priors and likelihoods in latent variable models.

Deep learning compresses and quantizes log-likelihood ratios for fading channels.

problem Efficiently compress and quantize log-likelihood ratios for fading channels.
method Trains a deep autoencoder network to map log-likelihood ratios to a latent space and reconstruct them.
result Achieves a compression factor of nearly three times with minimal performance loss.

Improved Gaussian process regression with tighter log marginal likelihood bounds.

problem Improving predictive performance in Gaussian process regression models.
method Lower bound on log marginal likelihood using conjugate gradients.
result Improved predictive performance compared to other conjugate gradient based approaches.

Parallel Gaussian process surrogate for noisy likelihood evaluations in Bayesian inference.

problem Bayesian inference with limited noisy log-likelihood evaluations from complex models.
method Hierarchical Gaussian process surrogate model for log-likelihood, batch-sequential design strategies.
result Robust, highly parallelizable, and sample-efficient method.

We explain SSL objectives as log-likelihoods in a data curation model.

problem Lack of understanding of SSL objectives as log-likelihoods.
method Formulate SSL objectives as a log-likelihood in a generative model of data curation.
result SSL methods can be understood as lower-bounds on a principled log-likelihood.

Proposes a new loss function for deep neural networks.

problem Deep neural networks lack a direct method to discriminate between correct and competing classes.
method Introduces a discriminative loss function based on negative log likelihood ratio.
result Significantly outperforms cross-entropy loss on image classification tasks.

SUMO provides unbiased log marginal likelihood estimation for latent variable models.

problem Biased estimates of log marginal likelihood in latent variable models.
method Randomized truncation of infinite series for unbiased estimation.
result Models trained with SUMO give better test-set likelihoods than standard methods.

Estimates log-likelihood of interacting particle systems using virtual particles.

problem Inconsistent estimation of finite-particle log-likelihood in large particle systems.
method Stochastic gradient estimate using continuous trajectory and virtual particle systems.
result Convergence to stationary points of limiting mean-field system's log-likelihood.

Study detects signals in spiked Wigner models using log likelihood ratio.

problem Detecting signals in rank-one spiked Wigner models with non-Gaussian noise.
method Proved asymptotic normality of log likelihood ratio and computed error thresholds.
result Optimal signal-to-noise ratio threshold for reliable detection.

Noise-Contrastive Estimation improves efficiency for estimating log-likelihood of complex point processes.

problem Estimating log-likelihood of complex multivariate point processes is computationally expensive.
method Noise-Contrastive Estimation adapted for multivariate point processes, with provable guarantees.
result Our method achieves similar log-likelihood with fewer evaluations and less time.

The MAP estimate's log-likelihood sub-optimality is hard to bound in general.

problem Bounding the expected log-likelihood sub-optimality of MAP for exponential families.
method Interpreting MAP as stochastic mirror descent and analyzing convergence rates.
result Current convergence results do not apply to standard examples of exponential families.

Proposes a new multi-scale architecture for generative flows to improve log-likelihood and sampling quality.

problem Challenges of high-dimensional latent space in flow models.
method Data-dependent dimension factorization based on likelihood contribution heuristic.
result Improvements in log-likelihood score and sampling quality on image benchmarks.

A method to approximate posterior distributions using Monte Carlo and variational inference.

problem Lack of systematic understanding of how optimizing different objectives relates to approximating the posterior distribution.
method Divide and couple procedure to identify augmented proposal and target distributions.
result Maximizing the VI objective leads to an augmented variational distribution that approximates the posterior distribution.

This work evaluates deep generative models using RD curves, providing a more comprehensive quality assessment.

problem Quantitative evaluation of deep generative models is challenging, especially for implicit models.
method Proposes using rate distortion (RD) curves to evaluate and compare deep generative models, approximating the entire curve with similar computations to log-likelihood estimation.
result Approximating the entire RD curve provides a more comprehensive quality assessment than scalar-valued metrics.

The log-likelihood loss in heteroscedastic neural networks can lead to poor parameter estimates.

problem Capturing aleatoric uncertainty in deep learning models.
method Examine the log-likelihood loss in conjunction with gradient-based optimizers and propose an alternative formulation, ββ-NLL.
result Using an appropriate ββ largely mitigates the issue of poor parameter estimates.

A new DC programming approach improves RBM training efficiency.

problem Improving the training efficiency of Restricted Boltzmann Machines (RBMs).
method Formulated a stochastic DC programming approach to minimize RBM log-likelihood.
result The new algorithm achieves higher log-likelihood more rapidly with the same computational budget.

Sparse matrices simplify computation of GP variances and likelihoods.

problem Efficient computation of posterior variance and log-likelihood for additive Matérn GPs.
method Represented posterior mean, variance, log-likelihood, and gradient using sparse matrices.
result Efficient computation of posterior mean, variance, log-likelihood, and gradient in O(nlogn)O(n \log n) time.

PresGANs improve GANs by mitigating mode collapse and enhancing log-likelihood.

problem GANs struggle with mode collapse and lack a reliable way to evaluate generalization.
method PresGANs add noise to density networks and use entropy regularization to stabilize training and capture all modes.
result PresGANs reduce the gap in predictive log-likelihood between GANs and VAEs.

Bayesian models use marginal likelihood; non-Bayesian use cross-validation, shown equivalent.

problem Comparing Bayesian and non-Bayesian models for evaluation.
method Showed marginal likelihood is equivalent to leave-p-out cross-validation, with log posterior predictive as scoring rule.
result Marginal likelihood and cross-validation are formally equivalent under data exchangeability.

A new method for estimating random utility models using rank-breaking and composite marginal likelihood.

problem Estimating random utility models efficiently and accurately.
method Rank-breaking-then-composite-marginal-likelihood (RBCML) framework.
result RBCML achieves better statistical efficiency and computational efficiency than existing methods.

Proves error bounds for PGD, extending log-Sobolev and Talagrand inequalities.

problem Maximum likelihood estimation of large latent variable models.
method Extending log-Sobolev and Talagrand inequalities to models with strongly concave log-likelihoods.
result Non-asymptotic error bounds for PGD in models satisfying LSI and PŁI.

Link between PAC-Bayesian bounds and Bayesian marginal likelihood.

problem Understanding the connection between frequentist and Bayesian approaches in risk minimization.
method Exhibit a strong link between PAC-Bayesian risk bounds and Bayesian marginal likelihood, especially for the negative log-likelihood loss function.
result PAC-Bayesian minimization maximizes Bayesian marginal likelihood, providing an alternative to Bayesian Occam's razor.

Framework for Bayesian inference using GP emulated MH sampler for noisy likelihoods.

problem Approximate Bayesian inference with limited noisy log-likelihood evaluations.
method Gaussian process emulates MH sampler for log-likelihood evaluations; sequential experimental design selects evaluation points.
result Approximate sampler is sample-efficient and robust to GP assumptions.

This paper improves SNN training by using multiple sample compartments.

problem Training SNNs with single-sample estimators leads to inaccurate log-likelihood estimates.
method Proposes a GEM-based online learning algorithm that uses multiple independent spiking signals.
result Significant improvements in log-likelihood, accuracy, and calibration with multiple compartments.