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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.

168,657 papers · 148 categories

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1345 · Jul 201819922001200920172026
48 results for PCS

Dual PC algorithm improves structure learning of Bayesian networks.

problem Learning the structure of Bayesian networks from observational data.
method Dual PC algorithm, leveraging covariance and precision matrices, and partial correlations.
result The dual PC algorithm outperforms the classic PC algorithm in structure recovery, even with non-Gaussian data.

AutoPC optimizes hyperparameters for the PC algorithm to improve its performance.

problem The unsupervised nature of the PC algorithm makes it difficult to tune the Type I αα level.
method AutoPC optimizes αα directly for a chosen metric and ensures stability through a second run.
result AutoPC consistently outperforms state-of-the-art methods across multiple metrics.

Quasi-conformal (QC) theory is an important topic in complex analysis, which studies geometric patterns of deformations between shapes. Recently, computational QC geometry has been developed and has made significant contributions to medical imaging, computer graphics and computer vision. Existing computational QC theor…

2015-10-17abs ↗pdf ↗

PCS-UQ framework improves uncertainty quantification for machine learning models.

problem Ensuring trustworthy uncertainty quantification for machine learning models in high-stakes domains.
method PCS-UQ framework based on Predictability, Computability, and Stability principles, integrating prediction-checking, bootstrap samples, and multiplicative calibration.
result PCS-UQ maintains target coverage while outperforming or matching conformal methods in interval width and subgroup coverage.

Building and expanding on principles of statistics, machine learning, and scientific inquiry, we propose the predictability, computability, and stability (PCS) framework for veridical data science. Our framework, comprised of both a workflow and documentation, aims to provide responsible, reliable, reproducible, and tr…

2019-01-23abs ↗pdf ↗

The paper improves PCS approximation for ranking and selection under limited simulation budgets.

problem Improving finite sample performance in Ranking and Selection.
method Develops a Bahadur-Rao type expansion for PCS, proposes a novel FCBA policy.
result FCBA policy achieves superior PCS performance compared to traditional methods.

It was shown recently that the KK L1-norm principal components (L1-PCs) of a real-valued data matrix XRD×N\mathbf X \in \mathbb R^{D \times N} (NN data samples of DD dimensions) can be exactly calculated with cost O(2NK)\mathcal{O}(2^{NK}) or, when advantageous, O(NdKK+1)\mathcal{O}(N^{dK - K + 1}) where $d=\mathrm{rank}(\mathbf …

2016-10-06abs ↗pdf ↗

Enhanced PC2^2 improves surrogate modeling for high-dimensional problems.

problem Degrading performance and efficiency of PC2^2 in high-dimensional parameter spaces.
method Integrates SULM solver and D-optimal sampling strategy into PC2^2 framework.
result Enhanced PC2^2 demonstrates better comprehensive capability and efficiency.

Predictive coding networks are shown to be stable, robust, and converge faster than backpropagation.

problem Stability, robustness, and convergence of predictive coding networks.
method Dynamical systems theory and Lyapunov stability analysis.
result Predictive coding networks are Lyapunov stable and converge faster than backpropagation.

A new measure PC allows fair comparison of AIWP and NWP models.

problem Fair comparison of AIWP and NWP model outputs.
method Postprocessing deterministic model outputs with isotonic distributional regression (IDR) and calculating PC as mean CRPS of postprocessed forecasts.
result The GraphCast model outperforms the ECMWF HRES model in WeatherBench 2 data.

New theory shows predictive coding makes learning landscape easier to navigate.

problem Understanding the impact of predictive coding's inference procedure on learning efficiency.
method Analyzed the geometry of the energy landscape of deep linear networks, proving many non-strict saddles become strict in the equilibrated energy.
result All highly degenerate (non-strict) saddles of the loss become strict in the equilibrated energy, suggesting a more robust learning landscape.

Study embeds PC matrices into Grassmannian manifold for geometric interpretation.

problem Understanding algebraic consistency of pairwise comparisons matrices.
method Leverages Plücker coordinates and geometric interpretation of Grassmannian manifold.
result Algebraic consistency condition is equivalent to geometric consistency in G(2,n)G(2, n).

The study analyzes and mitigates errors in PC-based causal discovery methods.

problem Errors in PC-based causal discovery methods can lead to incorrect graphs.
method The study introduces coherency scores to detect assumption violations and small sample errors in PC-based methods.
result The coherency scores can detect errors that other methods cannot, bridging between global and local error detection.

Bayesian Predictive Coding improves deep learning uncertainty quantification.

problem Limitations of maximum a posteriori and maximum likelihood estimates in predictive coding.
method Developed Bayesian Predictive Coding (BPC) that estimates a posterior distribution over network parameters.
result BPC offers comparable uncertainty quantification to existing methods in Bayesian deep learning and improves convergence properties.

Bayesian scores improve structure learning in probabilistic circuits.

problem Improper structure learning in probabilistic circuits based on heuristics.
method Developed Bayesian structure scores for deterministic PCs, using them in a greedy cutset algorithm.
result Effective protection against overfitting and fast, almost hyper-parameter-free structure learner.

Regularized MFPCA smooths multivariate functional data for clearer patterns.

problem Challenges in controlling roughness of multivariate functional PCs.
method ReMFPCA incorporates a roughness penalty in a penalized framework to smooth PCs.
result Smoothed multivariate functional PCs reveal clearer patterns.

PC-PG balances exploration and exploitation in reinforcement learning.

problem Local policy gradient methods struggle with exploration.
method PC-PG uses an ensemble of learned policies (policy cover) to balance exploration and exploitation.
result PC-PG provides strong theoretical guarantees and empirical validation.

We address the problem of finding a minimal separator in an Andersson-Madigan-Perlman chain graph (AMP CG), namely, finding a set Z of nodes that separates a given nonadjacent pair of nodes such that no proper subset of Z separates that pair. We analyze several versions of this problem and offer polynomial-time algorit…

2020-02-24abs ↗pdf ↗

Generative Adversarial Networks (GAN) can achieve promising performance on learning complex data distributions on different types of data. In this paper, we first show a straightforward extension of existing GAN algorithm is not applicable to point clouds, because the constraint required for discriminators is undefined…

2018-10-13abs ↗pdf ↗

New PCstar algorithm discovers causal structure of max-linear Bayesian networks.

problem Discovering causal structure in max-linear Bayesian networks due to non-faithfulness.
method PC algorithm modified with CC^\ast-separation assumptions.
result PCstar algorithm can orient additional edges not possible with standard PC algorithm.

A new neural network model predicts inflation and output gap more accurately.

problem Traditional Phillips curves struggle with unobserved inflation expectations and output gaps.
method Hemisphere Neural Network (HNN) that estimates latent states for inflation and output gap.
result HNN accurately forecasts inflation and identifies a large positive output gap starting from late 2020.

We take steps towards understanding the "posterior collapse (PC)" difficulty in variational autoencoders (VAEs),~i.e. a degenerate optimum in which the latent codes become independent of their corresponding inputs. We rely on calculus of variations and theoretically explore a few popular VAE models, showing that PC alw…

2019-07-23abs ↗pdf ↗

We consider constraint-based methods for causal structure learning, such as the PC-, FCI-, RFCI- and CCD- algorithms (Spirtes et al. (2000, 1993), Richardson (1996), Colombo et al. (2012), Claassen et al. (2013)). The first step of all these algorithms consists of the PC-algorithm. This algorithm is known to be order-d…

2012-11-14abs ↗pdf ↗

A method predicts posterior PCs for faster uncertainty quantification in imaging.

problem Uncertainty visualization in image restoration models is limited by per-pixel variances.
method Neural Posterior Principal Components (NPPC) method for predicting PCs in a single forward pass.
result Orders of magnitude faster uncertainty quantification compared to posterior samplers.

Bio-inspired neural networks use predictive coding for efficient weight updates.

problem Training artificial neural networks efficiently and biologically plausibly.
method Predictive Coding (PC) updates weights locally using only local information.
result PC provides theoretical advantages like automatic gradient scaling.

SymCircuit learns PC structure via entropy-regularized RL, improving inference efficiency and accuracy.

problem Greedy algorithms in PC structure learning lead to suboptimal solutions.
method Entropy-regularized reinforcement learning to train a learned generative policy for PC structure inference.
result SymCircuit learns the optimal policy as a tempered Bayesian posterior, improving inference efficiency and accuracy.

Tackles the computational hardness of HPC detection, conjecturing equivalence to PC detection.

problem Computational hardness of hypergraphic planted clique detection.
method No specific method mentioned; focuses on conjecturing equivalence.
result Equivalence of computational hardness between HPC and PC detection.

Study characterizes cryospheric spectral feature space using joint PC+t-SNE approach.

problem Characterize cryospheric spectral feature space for remote sensing applications.
method Compare and contrast two approaches for identifying feature space basis vectors via dimensionality reduction (PCA and t-SNE).
result Joint characterization reveals distinct continua and clusters of ice reflectance properties.

FMCIT accelerates CI tests for causal discovery, maintaining power and efficiency.

problem High computational complexity in CI tests limits practical applicability of causal discovery methods.
method Flow Matching-based Conditional Independence Test (FMCIT) that leverages flow matching for fast CI tests.
result FMCIT effectively controls type-I error and maintains high testing power under the alternative hypothesis.

A new algorithm infers causal networks from data using topological thresholds.

problem Inferring causal networks from data.
method Two methods for determining topological thresholds: one to leave no disconnected nodes, the other to find a causal large connected component.
result The novel algorithm is faster and more accurate than the PC algorithm.