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.
Recent studies have suggested that the cognitive process of the human brain is realized as probabilistic inference and can be further modeled by probabilistic graphical models like Markov random fields. Nevertheless, it remains unclear how probabilistic inference can be implemented by a network of spiking neurons in th…
Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact solution is NP-hard even for a restricted class of Gaussian Markov random fields, calle…
The aim of this short note is to draw attention to a method by which the partition function and marginal probabilities for a certain class of random fields on complete graphs can be computed in polynomial time. This class includes Ising models with homogeneous pairwise potentials but arbitrary (inhomogeneous) unary pot…
Loopy belief propagation (LBP), which is equivalent to the Bethe approximation in statistical mechanics, is a message-passing-type inference method that is widely used to analyze systems based on Markov random fields (MRFs). In this paper, we propose a message-passing-type method to analytically evaluate the quenched a…
This is a technical report which explores the estimation methodologies on hyper-parameters in Markov Random Field and Gaussian Hidden Markov Random Field. In first section, we briefly investigate a theoretical framework on Metropolis-Hastings algorithm. Next, by using MH algorithm, we simulate the data from Ising model…
Reconstructing signature features from randomized vector fields in differential equations.
problem Reconstructing signature features from controlled differential equations with random vector fields.
method Using controlled ordinary differential equations driven by continuous bounded variation curves, the study explores the extent to which signature features can be reconstructed from the non-linear flow of these equations.
result The number of signature features that can be reconstructed from the non-linear flow of controlled ordinary differential equations with random vector fields is exponential in the hidden dimension, under certain conditions.
Consider a random smooth Gaussian field G(x):F→R, where F is a compact in Rd. We derive a formula for average area of a surface generated by the equation G(x)=0 and give some applications. As an auxiliary result we obtain an integral expression for area of a surface induced by zeros of a \e…
The dominant language models (LMs) such as n-gram and neural network (NN) models represent sentence probabilities in terms of conditionals. In contrast, a new trans-dimensional random field (TRF) LM has been recently introduced to show superior performances, where the whole sentence is modeled as a random field. In thi…
In this note, we consider a fixed vector field V on S2 and study the distribution of points which lie on the nodal set (of a random spherical harmonic) where V is also tangent. We show that the expected value of the corresponding counting function is asymptotic to the eigenvalue with a leading coefficient that i…
In this paper we model the loss function of high-dimensional optimization problems by a Gaussian random field, or equivalently a Gaussian process. Our aim is to study gradient descent in such loss functions or energy landscapes and compare it to results obtained from real high-dimensional optimization problems such as …
We describe the first known mean-field study of landing probabilities for random walks on hypergraphs. In particular, we examine clique-expansion and tensor methods and evaluate their mean-field characteristics over a class of random hypergraph models for the purpose of seed-set community expansion. We describe paramet…
Motivated by a sampling problem basic to computational statistical inference, we develop a nearly optimal algorithm for a fundamental problem in spectral graph theory and numerical analysis. Given an n×n SDDM matrix M, and a constant −1≤p≤1, our algorithm gives efficient access to a…
We study pathwise invariances of centred random fields that can be controlled through the covariance. A result involving composition operators is obtained in second-order settings, and we show that various path properties including additivity boil down to invariances of the covariance kernel. These results are extended…
We consider the structure learning problem for graphical models that we call loosely connected Markov random fields, in which the number of short paths between any pair of nodes is small, and present a new conditional independence test based algorithm for learning the underlying graph structure. The novel maximization …