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.
Capsule models enforce object pose relationships for robustness, explored with probabilistic generative and variational methods.
Type system captures CI relationships for probabilistic models.
We introduce the Locally Linear Latent Variable Model (LL-LVM), a probabilistic model for non-linear manifold discovery that describes a joint distribution over observations, their manifold coordinates and locally linear maps conditioned on a set of neighbourhood relationships. The model allows straightforward variatio…
CCs learn high-dimensional distributions from heterogeneous data.
We review recent probabilistic results on covariant Schrödinger operators on vector bundles over (possibly locally infinite) weighted graphs, and explain applications like semiclassical limits. We also clarify the relationship between these results and their formal analogues on smooth (possibly noncompact) Riemannian m…
Probabilistic deep learning uses neural networks and models to handle uncertainty.
Transforms distance-based outlier scores into interpretable probabilistic estimates.
TAGM models time-varying connections between variables.
Recent advances in statistical inference have significantly expanded the toolbox of probabilistic modeling. Historically, probabilistic modeling has been constrained to (i) very restricted model classes where exact or approximate probabilistic inference were feasible, and (ii) small or medium-sized data sets which fit …
PNNs model aleatoric uncertainty in scientific machine learning with high accuracy.
Multivariate count data are defined as the number of items of different categories issued from sampling within a population, which individuals are grouped into categories. The analysis of multivariate count data is a recurrent and crucial issue in numerous modelling problems, particularly in the fields of biology and e…
Progress in probabilistic generative models has accelerated, developing richer models with neural architectures, implicit densities, and with scalable algorithms for their Bayesian inference. However, there has been limited progress in models that capture causal relationships, for example, how individual genetic factor…
Proposes a deep probabilistic multi-view model for multi-view learning.
It is time-consuming and error-prone to implement inference procedures for each new probabilistic model. Probabilistic programming addresses this problem by allowing a user to specify the model and having a compiler automatically generate an inference procedure for it. For this approach to be practical, it is important…
The paper provides a uniform convergence bound for smooth calibration error and its relationship with functional gradient.
Applying machine learning in the health care domain has shown promising results in recent years. Interpretable outputs from learning algorithms are desirable for decision making by health care personnel. In this work, we explore the possibility of utilizing causal relationships to refine diagnostic prediction. We focus…
Survey of methods to recover CI graphs from feature relationships.
Active learning methods, like uncertainty sampling, combined with probabilistic prediction techniques have achieved success in various problems like image classification and text classification. For more complex multivariate prediction tasks, the relationships between labels play an important role in designing structur…
Proposes a deep learning model for probabilistic forecasting that is also interpretable.
We study the relationship between online Gaussian process (GP) regression and kernel least mean squares (KLMS) algorithms. While the latter have no capacity of storing the entire posterior distribution during online learning, we discover that their operation corresponds to the assumption of a fixed posterior covariance…
Defines diversification as a binary relationship between financial portfolios.
The increased usage of solar energy places additional importance on forecasts of solar radiation. Solar panel power production is primarily driven by the amount of solar radiation and it is therefore important to have accurate forecasts of solar radiation. Accurate forecasts that also give information on the forecast u…
New method uses entropy to generate multiple plausible causal maps.
In this paper, we propose a new method of Bayesian measurement for spectral deconvolution, which regresses spectral data into the sum of unimodal basis function such as Gaussian or Lorentzian functions. Bayesian measurement is a framework for considering not only the target physical model but also the measurement model…
This paper improves probabilistic latent models on hyperbolic spaces.
Develops a new method for optimizing with uncertain data.
Proposes a probabilistic framework for stationary topological signals on simplicial complexes.
Kernel Bayesian inference is a principled approach to nonparametric inference in probabilistic graphical models, where probabilistic relationships between variables are learned from data in a nonparametric manner. Various algorithms of kernel Bayesian inference have been developed by combining kernelized basic probabil…
Datasets with hundreds of variables and many missing values are commonplace. In this setting, it is both statistically and computationally challenging to detect true predictive relationships between variables and also to suppress false positives. This paper proposes an approach that combines probabilistic programming, …
Different types of training data have led to numerous schemes for supervised classification. Current learning techniques are tailored to one specific scheme and cannot handle general ensembles of training data. This paper presents a unifying framework for supervised classification with general ensembles of training dat…
Enhances load forecasting for multiple entities with dynamic similarities.
This paper aims to analyse adolescents' road accidents in Tuscany. The analysis is based on the Database Edit of Osservatorio di Epidemiologia della Toscana. Complexity and heterogeneity of Edit's data represet an interesting scope to apply Machine Learning methods. In particular, in this paper is proposed an analysis …
Sum-Product Networks (SPNs) are hierarchical, graphical models that combine benefits of deep learning and probabilistic modeling. SPNs offer unique advantages to applications demanding exact probabilistic inference over high-dimensional, noisy inputs. Yet, compared to convolutional neural nets, they struggle with captu…
Using the linear Gaussian latent variable model as a starting point we relax some of the constraints it imposes by deriving a nonparametric latent feature Gaussian variable model. This model introduces additional discrete latent variables to the original structure. The Bayesian nonparametric nature of this new model al…
Paper analyzes GCNN sensitivity to probabilistic graph perturbations.
Hybrid Bayesian neural networks use function uncertainty for probabilistic inference.
Study improves seasonal forecasts using deep learning.
Bayesian method models multivalued power data from wind farms.
Graph Neural Networks improve demand forecasting by considering article relationships.
In this paper, we propose a mixture of probabilistic partial canonical correlation analysis (MPPCCA) that extracts the Causal Patterns from two multivariate time series. Causal patterns refer to the signal patterns within interactions of two elements having multiple types of mutually causal relationships, rather than a…
Causal discovery algorithms can help generate legal arguments.
PRISM identifies simplex vertices from noisy data.
By representing words with probability densities rather than point vectors, probabilistic word embeddings can capture rich and interpretable semantic information and uncertainty. The uncertainty information can be particularly meaningful in capturing entailment relationships -- whereby general words such as "entity" co…
A new framework for robot block-stacking tasks using causal probabilistic models.
TTERGM models improve social network predictions by incorporating triadic relationships.
Boolean tensor decomposition approximates data of multi-way binary relationships as product of interpretable low-rank binary factors, following the rules of Boolean algebra. Here, we present its first probabilistic treatment. We facilitate scalable sampling-based posterior inference by exploitation of the combinatorial…
New probabilistic approaches offer recourse recommendations even when causal models are imperfect.
A Bayesian network is a graphical model that encodes probabilistic relationships among variables of interest. When used in conjunction with statistical techniques, the graphical model has several advantages for data analysis. One, because the model encodes dependencies among all variables, it readily handles situations…