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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.

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167335502669 · Jun 202019922001200920172026
48 results for Prior Distributions

We derive and approximate the conjugate prior of Dirichlet and beta distributions.

problem Intractability of conjugate prior for Dirichlet and beta distributions.
method Derive conjugate prior, define closed-form approximation, and provide algorithm.
result Closed-form approximation enables fully tractable Bayesian treatment.

Two EM algorithms estimate prior distributions in mixture of linear regressions.

problem Estimating prior distributions in mixture of linear regressions.
method Two EM algorithms: one for continuous priors, one for discrete priors.
result Both algorithms accurately estimate prior distributions and the number of clusters.

We consider the stochastic multi-armed bandit problem with a prior distribution on the reward distributions. We are interested in studying prior-free and prior-dependent regret bounds, very much in the same spirit as the usual distribution-free and distribution-dependent bounds for the non-Bayesian stochastic bandit. B…

2013-04-21abs ↗pdf ↗

Study explores geometric structure and prior for beta-logistic distribution.

problem Understanding the geometric structure and prior distributions of the beta-logistic distribution.
method Exploring dual geometric structure and uncovering α\alpha-parallel prior.
result The beta-logistic distribution admits an α\alpha-parallel prior for any real number α\alpha.

BNNpriors library improves Bayesian neural network inference with various prior distributions.

problem Challenges in choosing good prior distributions for Bayesian neural networks.
method State-of-the-art Markov Chain Monte Carlo inference with a wide range of predefined priors.
result Facilitates foundational discoveries on the nature of the cold posterior effect.

The paper proposes a method to improve Bayesian inference for periodic data using data-driven priors.

problem Efficiency in approximating posterior distribution in models with periodicity.
method Construct a prior distribution from data using a Gaussian process with a periodic kernel, approximated using adaptive importance sampling.
result The proposed method improves the marginal posterior distribution of the period parameter.

The paper reinterprets Bayesian priors and posteriors using Riemannian manifolds.

problem The dependence of maximum a posteriori estimates on parametrization.
method Assuming a Riemannian manifold with Fisher metric, the paper reinterprets priors and posteriors as distributions over probability distributions, making estimates independent of parametrization.
result A maximum a posteriori estimate independent of parametrization is defined.

Bayesian neural networks' performance varies with prior choice, affecting their ability to identify unknowns.

problem The impact of prior choice on Bayesian neural networks' ability to identify unknowns.
method Evaluation of different prior distributions on classification tasks using BNNs and NNs with Monte Carlo dropout.
result Prior choice significantly impacts BNNs' ability to identify unknowns, affecting true and false positive rates.

Extends Gaussian Process regression for handling multiple prior distributions.

problem Handling multiple prior distributions in Bayesian Machine Learning models.
method Mixtures of Gaussian Processes with analytical and Sparse Variational approaches.
result Effective in accounting for prior misspecification in functional regression problems.

The paper deals with learning probability distributions of observed data by artificial neural networks. We suggest a so-called gradient conjugate prior (GCP) update appropriate for neural networks, which is a modification of the classical Bayesian update for conjugate priors. We establish a connection between the gradi…

2018-02-07abs ↗pdf ↗

Bayesian inference is known to provide a general framework for incorporating prior knowledge or specific properties into machine learning models via carefully choosing a prior distribution. In this work, we propose a new type of prior distributions for convolutional neural networks, deep weight prior (DWP), that exploi…

2018-10-16abs ↗pdf ↗

Posterior sampling estimator achieves near-optimal recovery guarantees for signals from any prior distribution.

problem Characterizing measurement complexity for signals from any prior distribution, including the entire space.
method Characterization of measurement complexity using posterior sampling estimator for Gaussian measurements and any prior distribution.
result Posterior sampling estimator achieves near-optimal recovery guarantees for signals from any prior distribution, robust to model mismatch.

In this paper, we introduce a new sparsity-promoting prior, namely, the "normal product" prior, and develop an efficient algorithm for sparse signal recovery under the Bayesian framework. The normal product distribution is the distribution of a product of two normally distributed variables with zero means and possibly …

2017-08-24abs ↗pdf ↗

Regression Prior Networks improve ensemble performance on regression tasks.

problem Improving ensemble performance on regression tasks.
method Extending Prior Networks and Ensemble Distribution Distillation (EnD2^2) to regression tasks using the Normal-Wishart distribution.
result Regression Prior Networks yield performance competitive with ensemble approaches on regression tasks.

Residual Prior Diffusion integrates coarse latent priors with diffusion models for better generative tasks.

problem Diffusion models struggle with representing both large-scale and fine-scale details in data distributions.
method Two-stage framework: first a coarse prior model captures large-scale structure, then a diffusion model represents the residual.
result RPD accurately captures fine-scale details while preserving large-scale structure, outperforming standard diffusion models.

The study finds that memorization is necessary or harmful depending on the prior distribution and noise level.

problem The impact of memorization on generalization in overparameterized models.
method An overparameterized linear model with general priors in a Bayesian setup.
result Explicit conditions for optimal generalization based on the prior distribution and noise level.

This work tackles the challenge of Bayesian deep learning by proposing a new framework for matching Gaussian process priors with neural network parameters.

problem The challenge of specifying priors over neural network parameters, which affects the induced functional prior and is uncontrolled.
method The approach involves defining functional priors using Gaussian processes and matching these priors with the functional prior of neural networks through the minimization of Wasserstein distance.
result The proposed framework offers systematic performance improvements over alternative priors and approximate Bayesian deep learning approaches.

The Probably Approximately Correct (PAC) Bayes framework (McAllester, 1999) can incorporate knowledge about the learning algorithm and (data) distribution through the use of distribution-dependent priors, yielding tighter generalization bounds on data-dependent posteriors. Using this flexibility, however, is difficult,…

2018-02-26abs ↗pdf ↗

In this paper we propose a class of prior distributions on decomposable graphs, allowing for improved modeling flexibility. While existing methods solely penalize the number of edges, the proposed work empowers practitioners to control clustering, level of separation, and other features of the graph. Emphasis is placed…

2010-05-27abs ↗pdf ↗

Develops a simulation-based method to translate expert knowledge into prior distributions for Bayesian models.

problem Effective incorporation of expert knowledge into prior distributions for diverse model structures.
method Simulation-based stochastic gradient descent to learn hyperparameters of parametric priors from expert knowledge.
result Method is adaptable to various elicitation techniques and independent of model structure.

Fast Bayesian inference with adaptable priors for real-time applications.

problem Intractable exact posterior computation limits Bayesian inference's adoption.
method Distribution Transformer architecture that learns mappings between priors and posteriors.
result Significant reduction in computation time from minutes to milliseconds.

We use diffusion models to sample from complex GP priors in climate data.

problem Sampling from non-stationary Gaussian process priors is computationally hard.
method Replace GP prior with a diffusion model surrogate and use training-free guidance algorithms.
result Generated distributions are close to GP priors and can be fine-tuned.

We study convergence rates of variational posterior distributions for nonparametric and high-dimensional inference. We formulate general conditions on prior, likelihood, and variational class that characterize the convergence rates. Under similar "prior mass and testing" conditions considered in the literature, the rat…

2017-12-07abs ↗pdf ↗

Improves robustness of information bottleneck framework with sparsity-inducing prior.

problem Fixed-dimensional priors restrict flexibility and restrict robustness.
method Sparsity-inducing spike-slab categorical prior that learns dimension distribution per data point.
result Improves accuracy and robustness compared to traditional priors and other methods.

A new Weyl prior is proposed for Bayesian statistics, offering a more canonical choice for parameter α.

problem Choosing a prior distribution for Bayesian inference.
method Proposed a new Weyl prior based on the Weyl structure on a statistical manifold.
result The Weyl prior is a special case of the α-parallel prior with α = -n, where n is the dimension of the statistical manifold.

New method uses KL-divergence to create non-informative priors for multivariate Gaussian.

problem Handling hyperparameters for non-informative limits in multivariate Gaussian conjugate priors.
method Using scaled KL-divergence between multivariate Gaussians to construct Wishart and normal-Wishart conjugate priors.
result Forming non-informative priors without violating Wishart shape parameter restrictions.

Develops methods for constructing parameter priors in DAG models.

problem Constructing parameter priors for model choice among DAG models.
method Introduces assumptions and methods for parameter priors construction and marginal likelihood computation.
result The only parameter prior for complete Gaussian DAG models that satisfies assumptions is the normal-Wishart distribution.

Bayesian models use hyperparameters to indirectly assign priors, and this work shows how these priors can be derived from maximum entropy principles.

problem Understanding the assumptions and dependencies in Bayesian hierarchical models.
method Demonstrates how canonical distributions and maximum entropy principles can be used to derive marginal priors in hierarchical models.
result Marginal priors in hierarchical models derived from maximum entropy principles have different constraints compared to the original priors.

TSFlow uses Gaussian processes to match priors for better time series forecasting.

problem Difficulties in aligning generative models' priors with time series data.
method Conditional flow matching (CFM) with Gaussian processes, optimal transport, and data-dependent priors.
result TSFlow produces high-quality unconditional samples and competitive forecasting results.

Paper formulates mutual information optimal control for discrete-time systems.

problem Optimal control of discrete-time linear systems with mutual information.
method Formulates MIOCP as an extension of MEOCP, derives optimal policy and prior, proposes alternating minimization algorithm.
result Proposes an alternating minimization algorithm for MIOCP.

Bayesian models that mix multiple Dirichlet prior parameters, called Multi-Dirichlet priors (MD) in this paper, are gaining popularity. Inferring mixing weights and parameters of mixed prior distributions seems tricky, as sums over Dirichlet parameters complicate the joint distribution of model parameters. This paper s…

2017-08-17abs ↗pdf ↗

We focus on generative autoencoders, such as variational or adversarial autoencoders, which jointly learn a generative model alongside an inference model. Generative autoencoders are those which are trained to softly enforce a prior on the latent distribution learned by the inference model. We call the distribution to …

2016-10-28abs ↗pdf ↗

Bayesian priors for neural networks are improved by incorporating weight correlations and tail behavior.

problem Improving Bayesian priors for neural networks to better reflect true beliefs and performance.
method Analyzed summary statistics of neural network weights in different architectures and incorporated these observations into new priors.
result Improved performance on image classification datasets by using new priors that account for weight correlations and tail behavior.

Bayesian deep learning uses function-space priors to improve model uncertainty and robustness.

problem Bayesian deep learning struggles with model-specific weight-space priors that are hard to interpret and specify.
method Apply a Dirichlet prior in predictive space and perform approximate function-space variational inference.
result The approach improves uncertainty quantification, scalability, and adversarial robustness in large-scale image classification.