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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.

169,051 papers · 148 categories

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6.3%12.5%18.8%25.0% · Oct 199319922001200920182026
48 results for Multivalued Hidden Variables

Study proposes an RBM with multivalued hidden variables to improve generalization.

problem Improving generalization in RBMs to prevent overfitting.
method Introduced an RBM with multivalued hidden variables as a simple extension of conventional RBMs.
result The proposed model outperforms conventional RBMs in contrastive divergence learning and MNIST classification.

We outline a cohomological treatment for multivalued (classical) action functionals. We point out that an application of Takens' theorem, after Zuckerman, Deligne and Freed, allows to conclude that multivalued functionals yield globally defined variational equations.

2001-12-15abs ↗pdf ↗

Paper constructs multivalued harmonic functions on R^3 using twistor methods.

problem Constructing multivalued harmonic functions on R^3.
method Twistor methods to construct multivalued harmonic functions.
result Found a family of multivalued harmonic functions with branching sets as ellipses and quadratic growth at infinity.

This article is a survey of the Novikov problem of the structure of leaves of the foliations induced by a collection of closed 1-forms in a compact manifold MM. Equivalently, this is to the study of the level sets of multivalued functions on MM. To date, this problem was thoroughly investigated only for M=TnM=\Bbb T^n

2017-11-06abs ↗pdf ↗

This survey covers in our opinion the most important results in the theory of continuous selections of multivalued mappings (approximately) from 2002 through 2012. It extends and continues our previous such survey which appeared in Recent Progress in General Topology, II, which was published in 2002. In comparison, our…

2014-01-10abs ↗pdf ↗

A serious problem in learning probabilistic models is the presence of hidden variables. These variables are not observed, yet interact with several of the observed variables. Detecting hidden variables poses two problems: determining the relations to other variables in the model and determining the number of states of …

2013-01-10abs ↗pdf ↗

Two accelerated extragradient methods converge at O(1/k)O(1/k) rate for co-hypomonotone inclusions.

problem Solving co-hypomonotone inclusions with sum of Lipschitz and multivalued operators.
method Developed two Nesterov's accelerated extragradient methods for co-hypomonotone inclusions.
result Achieve O(1/k)\mathcal{O}(1/k) last-iterate convergence rates on the residual norm.

Paper introduces MLRH, a probabilistic model for multilabel classification.

problem Multilabel classification challenges in various domains.
method Introduces hidden variables to relax one-hot-encoding in logistic regression.
result Probabilistic model achieves competitive performance compared to other algorithms.

Framework for universal graph function approximators outperforms existing methods.

problem Graph classification and separation of graph classes.
method Inspired by persistent homology, dependency parsing, and multivalued functions, the framework constructs universal approximators on graph isomorphism classes.
result Achieves state-of-the-art performance on four graph datasets.

This work presents entropic constraints from DAGs with hidden variables.

problem Characterizing causal relations in systems with hidden variables.
method Entropic inequality constraints derived from ee-separation relations.
result These constraints can learn about true causal models from observed data.

We introduce the problem of reconstructing a sequence of multidimensional real vectors where some of the data are missing. This problem contains regression and mapping inversion as particular cases where the pattern of missing data is independent of the sequence index. The problem is hard because it involves possibly m…

2011-09-15abs ↗pdf ↗

We provide a classification of graphical models according to their representation as subfamilies of exponential families. Undirected graphical models with no hidden variables are linear exponential families (LEFs), directed acyclic graphical models and chain graphs with no hidden variables, including Bayesian networks …

2013-01-30abs ↗pdf ↗

This paper extends stable blanket theory to models with hidden variables and causal cycles.

problem Identifying stable predictors in models with hidden variables and causal cycles.
method Use acyclic directed mixed graphs (ADMGs) and directed graphs (DGs) with mm-separation and σσ-separation to characterize and construct intervention-stable predictor sets.
result Graphical characterizations of Markov blankets, stable frontiers, and stable blankets in models with hidden variables and cycles.

Study optimal adjustment sets for causal policies with hidden variables.

problem Estimating dynamic treatment regimes with hidden variables.
method Developed criteria for graphs without hidden variables to compare estimators, extended to dynamic policies and hidden variables.
result Existence and computation of optimal minimal and globally optimal adjustment sets.

We extend the Bayesian Information Criterion (BIC), an asymptotic approximation for the marginal likelihood, to Bayesian networks with hidden variables. This approximation can be used to select models given large samples of data. The standard BIC as well as our extension punishes the complexity of a model according to …

2013-02-13abs ↗pdf ↗

Paper tackles causal effect estimation in observational data with hidden variables.

problem Estimating causal effects in observational data with hidden confounders.
method Developed a theorem for local search to find superset of adjustment variables, proposing a data-driven algorithm.
result Proposed algorithm produces more accurate causal effect estimates than existing methods.

In recent years, there is a growing interest in learning Bayesian networks with continuous variables. Learning the structure of such networks is a computationally expensive procedure, which limits most applications to parameter learning. This problem is even more acute when learning networks with hidden variables. We p…

2012-07-11abs ↗pdf ↗

Estimates effects of multiple interventions with hidden confounders using single-variable interventions.

problem Estimating effects of multiple interventions in the presence of hidden confounders.
method Identifiability under nonlinear structural causal model with additive Gaussian noise; pooling and joint likelihood maximization.
result Proven identifiability and superior performance compared to baseline.

EDML is a recently proposed algorithm for learning MAP parameters in Bayesian networks. In this paper, we present a number of new advances and insights on the EDML algorithm. First, we provide the multivalued extension of EDML, originally proposed for Bayesian networks over binary variables. Next, we identify a simplif…

2012-10-16abs ↗pdf ↗

Polynomial delay algorithm tests causal models with hidden variables.

problem Testing causal models with hidden variables in polynomial delay.
method c-component local Markov property (C-LMP) and polynomial delay algorithm.
result First algorithm for poly-delay testing of CIs in causal graphs with hidden variables.

This work restricts hidden cardinality in causal models to infer causal relations.

problem Causal relations between variables with a common unobserved cause cannot be directly inferred.
method Derive inequality constraints from d-separation in causal models with known cardinalities of unobserved variables.
result Inference of causal relations is possible with additional assumptions about cardinalities.

Many widely studied graphical models with latent variables lead to nontrivial constraints on the distribution of the observed variables. Inspired by the Bell inequalities in quantum mechanics, we refer to any linear inequality whose violation rules out some latent variable model as a "hidden variable test" for that mod…

2011-06-08abs ↗pdf ↗

QT improves inference in complex PGMs with hidden variables.

problem Intractable learning and prediction errors in undirected PGMs with hidden variables.
method Query training (QT) learns a worse model to improve marginal inference.
result QT produces better marginals for a given inference algorithm than the original model.

The Gauss Image Measure uniquely identifies dual convex bodies up to dilation.

problem Identifying dual convex bodies based on their Gauss Image Measure.
method Analyzing the Gauss Image Measure and its properties to establish the uniqueness of dual bodies.
result Dual convex bodies are equal up to a dilation on each path-connected component of the support of the measure.

New methods for estimating causal effects with limited overlap, using Stable Probability Weighting.

problem Estimating causal effects with limited overlap in multivalued treatments.
method Stable Probability Weighting (SPW) and Finite-Sample Stable Probability Weighting (FPW) methods.
result SPW and FPW provide practical solutions for estimating and inferring causal effects with limited overlap.

The muti-layer information bottleneck (IB) problem, where information is propagated (or successively refined) from layer to layer, is considered. Based on information forwarded by the preceding layer, each stage of the network is required to preserve a certain level of relevance with regards to a specific hidden variab…

2017-11-14abs ↗pdf ↗

We use the score function for causal discovery, tackling challenges with hidden variables.

problem Causal discovery from observational data with hidden variables.
method Fine-tuning identifiability results, establishing conditions for inferring causal relations from the score, proposing a flexible algorithm.
result Empirical validation of the proposed algorithm for causal discovery on linear, nonlinear, and latent variable models.

Algorithm BGLM-OFU minimizes regret in combinatorial causal bandits with binary models.

problem Minimizing expected regret in combinatorial causal bandits with binary generalized linear models.
method BGLM-OFU algorithm based on maximum likelihood estimation for Markovian BGLMs, and causal inference techniques for linear models with hidden variables.
result Achieves O(TlogT)O(\sqrt{T}\log T) regret for binary generalized linear models.

RBMs model binary interactions with hidden node activation effects.

problem Understanding how RBM hidden node activation affects binary variable distributions.
method Investigated RBM marginal distributions with different hidden node activation functions.
result Found exact expressions for RBM marginals as interacting binary variables.

DAG models with hidden variables present many difficulties that are not present when all nodes are observed. In particular, fully observed DAG models are identified and correspond to well-defined sets ofdistributions, whereas this is not true if nodes are unobserved. Inthis paper we characterize exactly the set of dist…

2013-01-10abs ↗pdf ↗

New estimators for causal effects in DAGs with hidden variables, addressing computational and statistical challenges.

problem Estimating causal effects in DAGs with hidden variables beyond traditional criteria.
method Introduces novel one-step corrected plug-in and targeted minimum loss-based estimators for causal effects in DAGs with hidden variables.
result Root-n consistent causal effect estimates with desirable statistical properties.

In this work, we propose the marginal structured SVM (MSSVM) for structured prediction with hidden variables. MSSVM properly accounts for the uncertainty of hidden variables, and can significantly outperform the previously proposed latent structured SVM (LSSVM; Yu & Joachims (2009)) and other state-of-art methods, espe…

2014-09-04abs ↗pdf ↗

This paper enhances LSTM neural networks for multi-variable time series data, providing interpretable insights.

problem Accurate prediction of multi-variable time series data with interpretable insights.
method Variable-wise hidden states and a mixture attention mechanism to model the generative process of the target variable.
result Enhanced prediction performance by capturing the dynamics of different variables.

New method learns differential equations from data with hidden variables.

problem Learning differential equations from data with hidden variables.
method Sparse linear regression optimization problem with higher order time derivatives and dictionary of functions.
result High quality short-term forecasts with orders of magnitude faster than competing methods.

Modified asymmetric hidden Markov models for time series with autoregressive components.

problem Dynamic relationships between variables in time series data.
method Introducing an asymmetric autoregressive component to recent asymmetric hidden Markov models.
result The model can choose the optimal autoregressive order for better likelihood.

CgNN uses network structure as IVs to estimate causal effects in networks.

problem Hidden confounders complicate causal effect estimation in network data.
method CgNN combines GNNs and attention mechanisms to leverage network structure as IVs.
result CgNN effectively mitigates hidden confounder bias and improves causal effect estimation.

In this paper, we propose multi-variable LSTM capable of accurate forecasting and variable importance interpretation for time series with exogenous variables. Current attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To …

2018-06-17abs ↗pdf ↗