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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.

169,181 papers · 148 categories

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4182122163 · Jun 202019922001200920182026
48 results for Probabilistic Mixture

Probabilistic FastText captures multiple word senses and sub-word structures.

problem Capturing multiple word senses and sub-word structures in word embeddings.
method Probabilistic FastText uses Gaussian mixture densities to represent words, sharing statistical strength across sub-word structures and capturing different word senses.
result Probabilistic FastText outperforms existing models on word-similarity benchmarks and discerning different meanings.

New insights into risk aversion for complex decision models.

problem Understanding risk aversion in non-monotone decision models.
method Characterization of probabilistic risk aversion for generalized rank-dependent functions.
result Probabilistic risk aversion is determined by the distortion function, which is convex or scaled quantile-spread mixtures.

Proposes deep mixture models for probabilistic price movement forecasting in high-frequency trading.

problem Probabilistic forecasting of price movements in high-frequency trading.
method Deep recurrent neural networks with probabilistic mixture models.
result Outperforms benchmark models in both metric-based and simulated trading scenarios.

Paper uses GMM and MAF for probabilistic classification, outperforming simpler models.

problem Classifying data with complex distributions.
method Density estimation using Gaussian Mixture Model and Masked Autoregressive Flow.
result Proposed classifiers outperform simpler models like linear discriminant analysis.

MD-CGAN models forecast time series with probabilistic posterior distributions.

problem Limited applications of GANs in time series forecasting, especially with probabilistic predictions.
method Mixture Density Conditional Generative Adversarial Model (MD-CGAN) using Gaussian mixture output.
result MD-CGAN outperforms benchmarks, especially in noisy time series.

A new probabilistic polygonal curve representation using Gaussian Mixture Models.

problem Capturing curves with uncertainty in both tangent and normal directions.
method Probabilistic polygonal approximation with Gaussian Mixture Model (GMM).
result The GMM accurately captures the local geometry and uncertainty of curves.

Paper introduces MPPGA for integrating multiple PGA models on Riemannian manifolds.

problem Challenges in dimensionality reduction on Riemannian manifolds with multiple modalities.
method Develops a mixture probabilistic principal geodesic analysis (MPPGA) model.
result Demonstrates improved clustering and shape analysis using MPPGA.

New GMM models fit high-dimensional data with fewer parameters.

problem Overparameterization and lack of flexibility in GMMs for high-dimensional data.
method Piecewise-constant covariance eigenvalue profiles, EM and penalized EM algorithms.
result Superior likelihood-parsimony tradeoffs in density fitting, clustering, and denoising.

Paper improves classification accuracy using synthetic data and probabilistic models.

problem Low classification accuracy in supervised learning algorithms.
method Using probabilistic mixture models to identify sub-labels and generate synthetic data.
result Better classification accuracy achieved through synthetic data generation.

DeRegiME forecasts with regime structure, improving probabilistic predictions across various time series.

problem Probabilistic forecasting discards residual uncertainty, and distribution shifts are hard to capture.
method DeRegiME uses a sparse variational Gaussian process with a nonstationary regime-mixing kernel to separate latent uncertainty regimes.
result DeRegiME improves NLPD by 20.3% on average across benchmarks, with gains on CRPS and MSE.

Low-rank MPPCA improves importance sampling in high dimensions.

problem Estimating full-rank GMM covariance matrices in high dimensions is numerically unstable.
method Use MPPCA mixtures as low-rank proposals for importance sampling in high-dimensional spaces.
result Consistent gains in sample efficiency and quality of failure distribution characterization.

A new sampling method accelerates inference in discrete probabilistic models.

problem Slow convergence of Markov chain Monte Carlo algorithms in discrete probabilistic models.
method Proposes a mixture of product distributions using semigradient information to accelerate convergence.
result Combining the new sampler with existing ones improves inference in various models.

A method for identifying NPWARX models with arbitrary domains using probabilistic mixture models.

problem Identifying hybrid system models with discontinuous maps.
method Probabilistic mixture model with a neural network for nonlinear partitioning and Expectation Maximization for parameter estimation.
result Demonstrated on a nonlinear piece-wise problem with discontinuous maps.

This work links SOMs and GMMs, providing a mathematical basis for their use.

problem Understanding the relationship between SOMs and GMMs.
method Mathematical treatment showing SOMs as gradient descent on a GMM log-likelihood.
result SOMs can be interpreted as probabilistic models, justifying their use in various applications.

Proposes a VAE with Student-tt mixture model for authorship attribution.

problem Traditional authorship attribution in closed-set scenarios.
method Extends variational autoencoder with embedded Student-tt mixture model.
result Superior performance over existing methods on Amazon review dataset.

The Perona-Malik model has been very successful at restoring images from noisy input. In this paper, we reinterpret the Perona-Malik model in the language of Gaussian scale mixtures and derive some extensions of the model. Specifically, we show that the expectation-maximization (EM) algorithm applied to Gaussian scale …

2016-12-19abs ↗pdf ↗

Gradient-free method improves predictive accuracy for probabilistic models.

problem Balancing computational efficiency and robust predictive performance in deep learning.
method CAVI-CMN, a gradient-free variational method for conditional mixture networks.
result CAVI-CMN achieves competitive and often superior predictive accuracy compared to MLE with backpropagation.

Develops a neural framework for probabilistic forecasting of dynamical systems.

problem Uncertainty quantification in dynamical systems using trajectory-oriented approaches.
method D2D neural probabilistic forecasting framework using kernel mean embeddings and mixture density networks.
result The D2D model captures distributional evolution in chaotic systems and produces skillful probabilistic forecasts.

A new model for Gaussian process experts tackles scalability and uncertainty issues.

problem Scalability and excessive number of experts degrade predictive performance and increase uncertainty.
method Nested partitioning scheme infers the number of components, a generalised GP framework accommodates multiple response types, and a factorised exponential family structure handles multiple input types.
result Effectiveness demonstrated on synthetic data and an Alzheimer's challenge dataset.

Probabilistic deep learning uses neural networks and models to handle uncertainty.

problem Handling uncertainty in deep learning models.
method Two approaches: probabilistic neural networks and deep probabilistic models.
result TensorFlow Probability library supports both approaches.

Study on Dirichlet process mixtures for clustering consistency.

problem Consistency of clustering with Dirichlet process mixtures.
method Analysis of posterior distribution as sample size increases, focusing on consistency for the number of clusters.
result Consistency for the number of clusters can be achieved with a properly adapted concentration parameter in a Bayesian setting.

The paper introduces a new method for multivariate density estimation using deep neural mixture models.

problem Multivariate density estimation is a fundamental but underexplored task in machine learning.
method The paper extends Neural Mixture Densities (NMMs) to multivariate Deep Neural Mixture Models (DNMMs) using maximum-likelihood algorithm.
result The DNMMs can model any probability density function to any degree of precision and outperform traditional statistical estimation techniques.

New method predicts activity coefficients for binary mixtures without using physical descriptors.

problem Predicting activity coefficients for unexplored binary mixtures.
method Probabilistic matrix factorization model.
result Method outperforms state-of-the-art models requiring less training effort.

We propose a probabilistic modeling framework for learning the dynamic patterns in the collective behaviors of social agents and developing profiles for different behavioral groups, using data collected from multiple information sources. The proposed model is based on a hierarchical Bayesian process, in which each obse…

2016-06-24abs ↗pdf ↗

A new model combines normalizing flows with mixture components for better density estimation.

problem Lack of explicit probability density functions in deep generative models.
method Variational mixture of normalizing flows, using variational inference and neural network parameters.
result The model can perform density estimation, semi-supervised learning, and clustering.

New framework explains leading digit patterns without probabilistic assumptions.

problem Explaining leading digit distributions without relying on probabilistic models.
method Shift-invariant functional equation and affine-plus-periodic formulas.
result Unified mathematical foundation for understanding digit distributions.

A new method detects outliers using ensembles of Dirichlet process mixtures.

problem Challenges in unsupervised outlier detection using Dirichlet process mixtures.
method Ensembles of Dirichlet process Gaussian mixtures with random subspace and subsampling.
result Empirically outperforms existing approaches in unsupervised outlier detection.

The paper presents a probabilistic method to discover daily human mobility patterns from mobile data.

problem Discovering daily human mobility patterns from mobile data.
method A non-parameter Bayesian modeling method, Infinite Gaussian Mixture Model, combined with Kullback-Leibler divergence for automatic clustering.
result The IGMM-based algorithm outperforms the GMM-based algorithm in discovering mobility patterns.

Proposes unbiased estimators for training mixture of experts models.

problem Efficiently training large-scale mixture of experts models on modern hardware.
method Two unbiased estimators based on principled stochastic assignment procedures.
result Both estimators are more effective and robust than biased alternatives.