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.
Proposes PG-DA for Bayesian MMNL estimation to handle non-conjugacy.
Let M be a possibly non compact smooth manifold. We study genericity in the C^k-topology (3<=k<=+infty) of nondegeneracy properties of semi-Riemannian geodesic flows on M. Namely, we prove a new version of the Bumpy Metric Theorem for a such M and also genericity of metrics that do not possess any degenerate geodesics …
Study on recovering Lorentzian metrics from scattering data.
A conjugate Bayesian method detects change points in Hawkes processes efficiently.
PABBO optimizes user utility learning from preferential feedback, significantly faster than traditional methods.
New method simplifies Bayesian analysis for categorical data.
The logistic normal distribution has recently been adapted via the transformation of multivariate Gaus- sian variables to model the topical distribution of documents in the presence of correlations among topics. In this paper, we propose a probit normal alternative approach to modelling correlated topical structures. O…
A faster Bayesian method for estimating spatial count data models.