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.
Develops a method for learning proposals in nested importance samplers.
Deep Gaussian processes provide a flexible approach to probabilistic modelling of data using either supervised or unsupervised learning. For tractable inference approximations to the marginal likelihood of the model must be made. The original approach to approximate inference in these models used variational compressio…
VCSMC improves efficiency in Bayesian phylogenetic inference.
Bayesian approach for policy search in stochastic domains.
We develop a nested hierarchical Dirichlet process (nHDP) for hierarchical topic modeling. The nHDP is a generalization of the nested Chinese restaurant process (nCRP) that allows each word to follow its own path to a topic node according to a document-specific distribution on a shared tree. This alleviates the rigid, …
New method uses hyperbolic space for faster phylogenetic tree inference.
There is an increasing interest in estimating expectations outside of the classical inference framework, such as for models expressed as probabilistic programs. Many of these contexts call for some form of nested inference to be applied. In this paper, we analyse the behaviour of nested Monte Carlo (NMC) schemes, for w…
Nested Slice Sampling accelerates Nested Sampling for GPU acceleration.
Gradient-guided nested sampling improves posterior inference efficiency.
New model clusters cells and individuals, revealing genetic influences on cell types.
We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior distribution, and the increase of the number of unknown latent variables as the number of target classes grows. Expecta…
New methods for estimating complex causal effects in econometrics.
We propose doubly nested network(DNNet) where all neurons represent their own sub-models that solve the same task. Every sub-model is nested both layer-wise and channel-wise. While nesting sub-models layer-wise is straight-forward with deep-supervision as proposed in \cite{xie2015holistically}, channel-wise nesting has…
Hidden variables are ubiquitous in practical data analysis, and therefore modeling marginal densities and doing inference with the resulting models is an important problem in statistics, machine learning, and causal inference. Recently, a new type of graphical model, called the nested Markov model, was developed which …
Many problems in machine learning and statistics involve nested expectations and thus do not permit conventional Monte Carlo (MC) estimation. For such problems, one must nest estimators, such that terms in an outer estimator themselves involve calculation of a separate, nested, estimation. We investigate the statistica…
Deep learning and genetic algorithms speed up cosmological Bayesian inference.
NeVI-Cut uses neural networks to efficiently propagate uncertainty without feedback.
EENNs improve inference efficiency but need nested prediction sets for reliable uncertainty estimates.
We show that deliberately introducing a nested simulation stage can lead to significant variance reductions when comparing two stopping times by Monte Carlo. We derive the optimal number of nested simulations and prove that the algorithm is remarkably robust to misspecifications of this number. The method is applied to…
New discrete cobordism category for nested manifolds and relations to algebraic structures.
A novel stepwise VI method using vine copulas for complex latent dependence.
We propose Dirichlet Simplex Nest, a class of probabilistic models suitable for a variety of data types, and develop fast and provably accurate inference algorithms by accounting for the model's convex geometry and low dimensional simplicial structure. By exploiting the connection to Voronoi tessellation and properties…
We develop nested automatic differentiation (AD) algorithms for exact inference and learning in integer latent variable models. Recently, Winner, Sujono, and Sheldon showed how to reduce marginalization in a class of integer latent variable models to evaluating a probability generating function which contains many leve…
We accelerate Bayesian inference for neutrino physics experiments by 100-60x.
Nested sampling improved for arbitrary priors.
Nested Chinese Restaurant Process (nCRP) topic models are powerful nonparametric Bayesian methods to extract a topic hierarchy from a given text corpus, where the hierarchical structure is automatically determined by the data. Hierarchical Latent Dirichlet Allocation (hLDA) is a popular instance of nCRP topic models. H…
We formalize the notion of nesting probabilistic programming queries and investigate the resulting statistical implications. We demonstrate that while query nesting allows the definition of models which could not otherwise be expressed, such as those involving agents reasoning about other agents, existing systems take …
Method estimates Bayesian evidence from posterior samples using normalizing flows.
Parallelizes active learning for Bayesian inference using Nested Sampler.
The Tait-Kneser theorem states that the osculating circles of a plane curve with monotonic curvature are pairwise disjoint and nested. We discuss this theorem and a number of its variations.
This work improves Gaussian process inference using mixtures of experts and nested SMC samplers.
NestedVAE isolates common factors from paired images without additional supervision.
Study compares MCMC and nested sampling for high-dimensional physics problems.
We present the nested Chinese restaurant process (nCRP), a stochastic process which assigns probability distributions to infinitely-deep, infinitely-branching trees. We show how this stochastic process can be used as a prior distribution in a Bayesian nonparametric model of document collections. Specifically, we presen…
Parallelized Bayesian quadrature improves sample efficiency and inference.
This paper uses Nested Sampling to improve Gaussian Process uncertainty quantification.
Dirichlet Process(DP) is a Bayesian non-parametric prior for infinite mixture modeling, where the number of mixture components grows with the number of data items. The Hierarchical Dirichlet Process (HDP), is an extension of DP for grouped data, often used for non-parametric topic modeling, where each group is a mixtur…
When simulating a complex stochastic system, the behavior of output response depends on input parameters estimated from finite real-world data, and the finiteness of data brings input uncertainty into the system. The quantification of the impact of input uncertainty on output response has been extensively studied. Most…
In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If such time-varying smoothness is not accounted for, one can obtain misleading inf…
Sequential Monte Carlo (SMC) methods comprise one of the most successful approaches to approximate Bayesian filtering. However, SMC without good proposal distributions struggle in high dimensions. We propose nested sequential Monte Carlo (NSMC), a methodology that generalises the SMC framework by requiring only approxi…
Unified Bayesian framework for PTA data analysis tackles hierarchical model issues.
A tree-based dictionary learning model is developed for joint analysis of imagery and associated text. The dictionary learning may be applied directly to the imagery from patches, or to general feature vectors extracted from patches or superpixels (using any existing method for image feature extraction). Each image is …
Simplified identification methods for causal inference with arbitrary interventional distributions.
Study cobordisms of nested manifolds and their invariants.
Study quantifies information borrowing in hierarchical Bayesian models.
Proof of Tait-Kneser theorem and related variations using Lorentzian geometry.
In this paper we present an algorithm for rapid Bayesian analysis that combines the benefits of nested sampling and artificial neural networks. The blind accelerated multimodal Bayesian inference (BAMBI) algorithm implements the MultiNest package for nested sampling as well as the training of an artificial neural netwo…
New algorithm reduces costs and latency for large language model inference.