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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.

169,051 papers · 148 categories

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59118177236 · Jun 202019922001200920182026
48 results for Probabilistic Matching

A novel 3D shape registration method using spectral graph embedding and probabilistic matching.

problem Challenges in 3D shape analysis and registration, especially with large variability.
method Combining spectral graph matching with Laplacian embedding for large graphs, using commute-time embedding and PCA.
result A method to register shapes with different samplings and isometric deformations.

New probability path model improves flow matching forecasting performance.

problem Impact of probability path model selection on flow matching forecasting performance.
method Proposed a novel probability path model designed to improve forecasting performance.
result Our model achieves faster convergence during training and improved predictive performance compared to existing models.

Increasing availability of vehicle GPS data has created potentially transformative opportunities for traffic management, route planning and other location-based services. Critical to the utility of the data is their accuracy. Map-matching is the process of improving the accuracy by aligning GPS data with the road netwo…

2016-11-29abs ↗pdf ↗

Birch automates probabilistic modeling using a Turing-complete language.

problem Automating the matching of probabilistic models with inference methods.
method Formally describes models as programs, revealing structure and form dynamically.
result Probabilistic programming languages can tailor inference methods based on model structure and form.

New method learns PDE solutions from low-fidelity data.

problem Challenges in learning PDE surrogates with scarce data.
method Flow matching in infinite-dimensional space with conditional neural operators.
result Accurately learns PDE solutions across different resolutions and fidelities.

CW-Gen models improve probabilistic time series forecasting by incorporating prior information.

problem Challenges in probabilistic forecasting of multivariate time series due to non-stationarity, inter-variable dependencies, and distribution shifts.
method CW-Gen framework that incorporates prior information through conditional whitening. JMCE learns conditional mean and covariance, improving sample quality.
result CW-Gen consistently enhances predictive performance, capturing non-stationary dynamics and inter-variable correlations more effectively than prior-free approaches.

High-quality image synthesis with diffusion models, achieving state-of-the-art FID score.

problem Generating high-quality images from latent variables.
method Training diffusion probabilistic models with a weighted variational bound, inspired by denoising score matching and Langevin dynamics.
result State-of-the-art FID score of 3.17 on CIFAR10 dataset.

Runge-Kutta methods are the classic family of solvers for ordinary differential equations (ODEs), and the basis for the state of the art. Like most numerical methods, they return point estimates. We construct a family of probabilistic numerical methods that instead return a Gauss-Markov process defining a probability d…

2014-06-10abs ↗pdf ↗

Fenrir uses probabilistic numerics to simplify solving initial value problems.

problem Solving initial value problems in ordinary differential equations.
method Probabilistic numerics and Gauss--Markov regression.
result The method simplifies parameter estimation in ODEs, making it easier and more robust.

The paper analyzes online learning with probabilistic graph feedback, matching regret bounds with high probability.

problem Online learning with probabilistic graph feedback, covering both one-step and cascade cases.
method Analyzed asymptotic lower bounds and designed algorithms for both cases, matching regret bounds with high probability.
result Regret upper bounds match asymptotic lower bounds with high probability.

Matching correlated VAR time series databases by recovering matching permutations.

problem Matching perturbed and permuted correlated VAR time series.
method Probabilistic framework modeling, maximum likelihood estimator (MLE), linear assignment, convex relaxations.
result Recovery guarantees for perfect or partial recovery of matching permutations, thresholds for σσ.

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.

U-Cast simplifies AI weather forecasting with a standard U-Net and efficient training.

problem Complex AI models limit accessibility and cost for weather forecasting.
method Simple U-Net backbone, deterministic pre-training, and probabilistic fine-tuning with Monte Carlo Dropout.
result U-Cast matches or exceeds state-of-the-art models in accuracy while reducing training and inference costs.

Proposes a new algorithm for Sparse Bayesian Learning connected to Stepwise Regression.

problem Sparse Bayesian Learning for probabilistic models.
method Coordinate ascent algorithm (RMP) for SBL, showing connection to Stepwise Regression.
result RMP's noise variance parameter limit connects to Stepwise Regression, with derived guarantees.

FDN improves probabilistic regressors' adaptability to distribution shifts.

problem Overconfidence in modern probabilistic regressors under distribution shift.
method FDN uses input-conditioned distributions over network weights, trained with a Monte Carlo beta-ELBO objective.
result FDN produces predictive mixtures whose dispersion adapts to the input, providing shift-aware uncertainty.

Develop a framework to evaluate the reliability of probabilistic emulation of physical systems.

problem Evaluating the reliability of probabilistic forecasts in physical systems.
method Developing a framework to assess the reliability of probabilistic emulation across diverse 2D spatiotemporal systems.
result CRPS-trained ensembles achieve more reliable uncertainties on single-step prediction and autoregressive rollouts.

Innovative PGMs match neural networks, revealing precise approximations during forward propagation.

problem Lack of precise semantics and probabilistic interpretation in neural networks.
method Constructing infinite tree-structured PGMs that correspond to neural networks.
result DNNs perform precise approximations of PGM inference during forward propagation.

ScoreGrad predicts multivariate time series with energy-based models, achieving state-of-the-art results.

problem Predicting multivariate time series with generative models while considering noise and distribution.
method ScoreGrad uses continuous energy-based generative models with a feature extraction and score matching module.
result ScoreGrad achieves state-of-the-art results on six real-world datasets.

New analysis shows FM learns underlying dynamical structure, not just trajectory replay.

problem Understanding whether flow matching models learn transferable dynamical structure or merely replay trajectories.
method Derived velocity field implied by FM objective, characterized as a continuous-time dynamical system.
result FM models can be seen as parametric surrogates of nonparametric solutions, providing strong probabilistic forecasts.

We introduce three novel semi-parametric extensions of probabilistic canonical correlation analysis with identifiability guarantees. We consider moment matching techniques for estimation in these models. For that, by drawing explicit links between the new models and a discrete version of independent component analysis …

2016-02-29abs ↗pdf ↗

Proposes using diffusion models for probabilistic stock market predictions.

problem Uncertainties in financial data make deterministic models ineffective for stock market predictions.
method Utilizes Denoising Diffusion Probabilistic Models (DDPM) and Masked Relational Transformer (MRT).
result Achieves state-of-the-art performance in stock movement prediction and portfolio management.

Simple quantile regression method wins GEFCom2017 probabilistic load forecasting competition.

problem Probabilistic load forecasting in electricity markets.
method Quantile regression applied to log-transformed hourly load data, considering seasonalities and long-term trend.
result Method placed second in open data track and fourth in definite data track.

We present a probabilistic variant of the recently introduced maxout unit. The success of deep neural networks utilizing maxout can partly be attributed to favorable performance under dropout, when compared to rectified linear units. It however also depends on the fact that each maxout unit performs a pooling operation…

2013-12-20abs ↗pdf ↗

Paper efficiently infers differential parameters in time-varying models using time score matching.

problem Efficiently inferring differential parameters in time-varying probabilistic models.
method Directly estimates the differential parameter using time score matching and proves consistency of the method.
result Consistent estimation of parameter derivatives in high-dimensional settings.

Paper develops probabilistic bounds for a stochastic gradient algorithm in non-convex problems.

problem Stochastic optimization in non-convex finite sum problems.
method Develops a new dimension-free Azuma-Hoeffding type bound for a martingale difference sequence.
result Empirical results show superior probabilistic performance of Prob-SARAH compared to other algorithms.

Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's assumptions and reality. We propose a way to systematically detect and mitigate mism…

2016-06-13abs ↗pdf ↗

Hearing Aid (HA) algorithms need to be tuned ("fitted") to match the impairment of each specific patient. The lack of a fundamental HA fitting theory is a strong contributing factor to an unsatisfying sound experience for about 20% of hearing aid patients. This paper proposes a probabilistic modeling approach to the de…

2016-02-03abs ↗pdf ↗

This paper proposes a probabilistic imputation method with uncertainty quantification.

problem Missing value imputation with uncertainty estimation for large datasets.
method Low Rank Gaussian Copula framework that augments PPCA with column-specific transformations.
result The method yields state-of-the-art imputation accuracy and well-calibrated uncertainty estimates.

Paper identifies tensor ranks via prior predictive matching, solving system of equations.

problem Determining the latent dimensions (ranks) in tensor factorization models.
method Prior predictive moment matching to transform moment matching conditions into a log-linear system of equations.
result Identifies which tensor models have identifiable ranks and derives rank estimators.