Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

229459688917 · Jun 202019922001200920172026
48 results for Probabilistic approach

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.

Hybrid approach improves probabilistic forecasts for electricity trading.

problem Improving probabilistic forecasts for electricity trading markets.
method Combines QRA and factor-based averaging for probabilistic forecasting.
result The hybrid approach outperforms benchmarks in statistical measures and economic value.

We introduce and demonstrate a new approach to inference in expressive probabilistic programming languages based on particle Markov chain Monte Carlo. Our approach is simple to implement and easy to parallelize. It applies to Turing-complete probabilistic programming languages and supports accurate inference in models …

2015-07-03abs ↗pdf ↗

Study improves probabilistic circuits using transformations for better predictions.

problem Predictive limitations of probabilistic circuits in robotic scenarios.
method Integrates transformations into joint probability trees, extending their capabilities.
result Achieves higher likelihoods with fewer parameters on various data sets.

Unified approach to non-standard classification tasks.

problem Non-standard classification tasks like semi-supervised, positive-unlabelled, multi-positive-unlabelled and noisy-label learning.
method Probabilistic, unified approach training a classifier to predict label-distributions, then inferring class-distributions.
result Unified model for various non-standard classification tasks.

Bayesian approach models neurodegenerative diseases without clinical labels.

problem Personalized, predictive modeling of neurodegenerative diseases.
method Probabilistic programmed deep kernel learning combining Gaussian processes and neural networks.
result Surpasses deep learning in accuracy and timeliness of predicting neurodegeneration.

Adaptive volatility method improves probabilistic financial forecasting.

problem Probabilistic forecasting in financial markets.
method Adapts classical time-varying volatility models with online stochastic optimization.
result Ranked 5th in M6 financial forecasting competition.

Probabilistic modeling enables combining domain knowledge with learning from data, thereby supporting learning from fewer training instances than purely data-driven methods. However, learning probabilistic models is difficult and has not achieved the level of performance of methods such as deep neural networks on many …

2017-05-15abs ↗pdf ↗

End-to-end deep model for coherent probabilistic forecasts in hierarchical time series.

problem Hierarchical probabilistic forecasting for coherent predictions.
method Dirichlet proportions model for learning root and child distributions.
result Significant improvements over state-of-the-art baselines (up to 26%).

New approach combines geometric and probabilistic methods to estimate manifold dimension in high-dimensional data.

problem Estimating the dimension of manifolds in high-dimensional data.
method Combines a modified box-counting algorithm (geometric) and a new probabilistic method (nearest neighbor distance analysis).
result The combined method is robust, fast, and effective in estimating manifold dimension.

Bayesian symbolic regression automates model discovery from data.

problem Learning closed-form mathematical models from data using heuristic methods.
method Probabilistic approach to symbolic regression, connecting to information theory and statistical physics.
result Probabilistic approach provides model plausibility and performance guarantees.

Paper proposes a probabilistic method to handle missing data in decision trees.

problem Handling missing data in decision trees.
method At deployment time, use density estimators to compute expected predictions. At learning time, fine-tune tree parameters to minimize expected prediction loss.
result Effective compared to baselines in experiments.

This paper introduces a probabilistic framework for k-shot image classification. The goal is to generalise from an initial large-scale classification task to a separate task comprising new classes and small numbers of examples. The new approach not only leverages the feature-based representation learned by a neural net…

2017-06-01abs ↗pdf ↗

A novel probabilistic approach forecasts imbalance prices in Belgium.

problem Forecasting imbalance prices in short-term energy markets.
method Two-step approach: compute net regulation volume state transition probabilities, then infer imbalance prices.
result The probabilistic approach outperforms deterministic and Gaussian Process models.

The paper studies the concepts of hedging and arbitrage in a non probabilistic framework. It provides conditions for non probabilistic arbitrage based on the topological structure of the trajectory space and makes connections with the usual notion of arbitrage. Several examples illustrate the non probabilistic arbitrag…

2011-03-05abs ↗pdf ↗

Two new methods generate probabilistic forecasts of individual treatment effects.

problem Generating probabilistic forecasts of individual treatment effects for risk-aware decision-making.
method Proposes CCT and CMC meta-learners combining conformal predictive systems with analytic convolution or Monte Carlo sampling.
result Achieve probabilistically calibrated predictive distributions and performant continuous ranked probability scores.

The choice of constellations largely affects the performance of communication systems. When designing constellations, both the locations and probability of occurrence of the points can be optimized. These approaches are referred to as geometric and probabilistic shaping, respectively. Usually, the geometry of the const…

2019-06-18abs ↗pdf ↗

Probabilistic modeling is a powerful approach for analyzing empirical information. We describe Edward, a library for probabilistic modeling. Edward's design reflects an iterative process pioneered by George Box: build a model of a phenomenon, make inferences about the model given data, and criticize the model's fit to …

2016-10-31abs ↗pdf ↗

A new probabilistic approach improves deep metric learning by considering image uncertainties and class-specific variances.

problem Proxy-based deep metric learning struggles with image uncertainties and class-specific structures.
method Introduces non-isotropic probabilistic proxy-based deep metric learning using directional von Mises-Fisher distributions.
result Improves generalization performance and competitive on standard benchmarks.

Paper presents a probabilistic framework for diffusion synchronization.

problem Improper application of heuristics leads to suboptimal results in diffusion synchronization.
method Develops a probabilistic framework to analyze and adapt correlation models for each specific task.
result Achieves better results by identifying optimal correlation models per task.

Deep learning improves probabilistic PPDE solution accuracy.

problem Approximating solutions to path-dependent PDEs with limited basis selection.
method Deep learning for conditional expectation estimation with error bounds.
result Deep learning yields more accurate PPDE solutions, especially in high dimensions.

This paper tackles Bayesian system identification with probabilistic numerical methods.

problem Accurately modeling nonlinear dynamic systems from noisy data.
method Probabilistic Sequential Monte Carlo (SMC) combined with probabilistic numerical integration.
result Efficient identification of latent states and system parameters from noisy measurements.

The PARAFAC2 is a multimodal factor analysis model suitable for analyzing multi-way data when one of the modes has incomparable observation units, for example because of differences in signal sampling or batch sizes. A fully probabilistic treatment of the PARAFAC2 is desirable in order to improve robustness to noise an…

2018-06-21abs ↗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.

Probabilistic techniques are central to data analysis, but different approaches can be difficult to apply, combine, and compare. This paper introduces composable generative population models (CGPMs), a computational abstraction that extends directed graphical models and can be used to describe and compose a broad class…

2016-08-18abs ↗pdf ↗

New bound on partition function proves Kähler-Einstein stability.

problem Proving Kähler-Einstein metrics on complex manifolds.
method Quantitative bound on partition function, connecting probabilistic and quantization approaches.
result Direct analytic proof of Kähler-Einstein stability for uniformly Gibbs stable manifolds.

Study introduces TeMoP model for better stock market predictions.

problem Decreasing prediction errors and robustness across datasets in machine learning models.
method Probabilistic multiple lag order model based on trend encoding.
result TeMoP model outperforms machine learning models in accuracy and stability across different stock indexes.

Geometric approach improves probabilistic robustness in neural networks.

problem Widespread lack of robustness in deep neural networks to adversarial examples.
method Geometric view on Probabilistically Robust Learning (PRL) and introduction of new perimeters.
result Existence of solutions and properties of modified PRL models.

PICLE uses probabilistic models to efficiently evaluate and compose modules for continual learning.

problem Challenging search space of module compositions in continual learning.
method Probabilistic framework to cheaply compute module compositions' fitness.
result First modular CL algorithm to achieve perceptual, few-shot, and latent transfer.

This work combines recurrent models with diffusion for probabilistic time series forecasting.

problem Scalability and capturing high-dimensional distributions and cross-feature dependencies in time series forecasting.
method Combines recurrent neural networks' efficiency with diffusion models' probabilistic modeling, using stochastic interpolants and conditional generation.
result Offers scalable probabilistic time series forecasting methods.

The paper presents a novel approach to multi-output regression using probabilistic circuits.

problem Capturing correlations between multiple output dimensions in large-scale regression problems.
method Employing a mixture of single-output Gaussian process experts encoded via a probabilistic circuit.
result The method can capture correlations between output dimensions and often outperforms other approaches.