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.
The heuristic identification of peaks from noisy complex spectra often leads to misunderstanding of the physical and chemical properties of matter. In this paper, we propose a framework based on Bayesian inference, which enables us to separate multipeak spectra into single peaks statistically and consists of two steps.…
Unified empirical and variational Bayes for unnormalized densities.
problem Approximating unnormalized densities using latent variable models.
method Formulate a latent variable model for Y=X+N(0,σ2Id), use ELBO as parametrization of Y's energy function, and estimate X with empirical Bayes least-squares.
result UVB has higher capacity to approximate energy functions than MLPs in DEEN.
Dual-T method improves transition matrix estimation in noisy label learning.
problem Large estimation error in noisy class posterior leads to poor transition matrix estimation.
method Introducing an intermediate class to avoid direct estimation of noisy class posterior, factorizing the transition matrix into two easier-to-estimate matrices.
result The dual-T estimator leads to better classification performances.
We study the misclassification error for community detection in general heterogeneous stochastic block models (SBM) with noisy or partial label information. We establish a connection between the misclassification rate and the notion of minimum energy on the local neighborhood of the SBM. We develop an optimally weighte…
We investigate the problem of estimating a given real symmetric signal matrix C from a noisy observation matrix M in the limit of large dimension. We consider the case where the noisy measurement M comes either from an arbitrary additive or multiplicative rotational invariant perturbati…
Spectral estimation (SE) aims to identify how the energy of a signal (e.g., a time series) is distributed across different frequencies. This can become particularly challenging when only partial and noisy observations of the signal are available, where current methods fail to handle uncertainty appropriately. In this c…
Optimization with noisy gradients has become ubiquitous in statistics and machine learning. Reparameterization gradients, or gradient estimates computed via the "reparameterization trick," represent a class of noisy gradients often used in Monte Carlo variational inference (MCVI). However, when these gradient estimator…
Neural density estimators are flexible families of parametric models which have seen widespread use in unsupervised machine learning in recent years. Maximum-likelihood training typically dictates that these models be constrained to specify an explicit density. However, this limitation can be overcome by instead using …
We address the problem of estimating the parameters of a time-homogeneous Markov chain given only noisy, aggregate data. This arises when a population of individuals behave independently according to a Markov chain, but individual sample paths cannot be observed due to limitations of the observation process or the need…
Accelerometer measurements are the prime type of sensor information most think of when seeking to measure physical activity. On the market, there are many fitness measuring devices which aim to track calories burned and steps counted through the use of accelerometers. These measurements, though good enough for the aver…
Study of charged scalar fields on Reissner-Nordström spacetimes via energy estimates.
problem Understanding the behavior and stability of charged scalar fields on near-extremal Reissner-Nordström spacetimes.
method Global integrated energy decay and boundedness estimates for solutions to the charged scalar field equation.
result Established global, weighted integrated energy decay and boundedness estimates for solutions on (near-)extremal Reissner-Nordström(--de Sitter) spacetimes.
Training energy-based probabilistic models is confronted with apparently intractable sums, whose Monte Carlo estimation requires sampling from the estimated probability distribution in the inner loop of training. This can be approximately achieved by Markov chain Monte Carlo methods, but may still face a formidable obs…