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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.

168,982 papers · 148 categories

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244489733977 · Jun 202019922001200920172026
48 results for Training Inference Discrepancy

Sliced kernelized Stein discrepancy improves goodness-of-fit tests and model learning in high dimensions.

problem The curse-of-dimensionality in kernelized Stein discrepancy (KSD).
method Sliced Stein discrepancy and its scalable variants using optimal one-dimensional projections.
result Significantly outperforms KSD and baselines in goodness-of-fit tests and improves model learning.

Improves NMT by sampling context from predicted sequence during training.

problem Error accumulation and overcorrection in NMT due to mismatched training and inference contexts.
method Samples context words from both ground truth and predicted sequences during training.
result Significant improvements on multiple datasets, including Chinese->English and WMT'14 English->German.

This work investigates how GCNs should handle local structure discrepancies in testing nodes.

problem GCNs assume homophily but real graphs often have discrepancies in local structure.
method Using causal graph analysis, the study intervenes the graph structure to assess the local structure's impact on predictions.
result The method effectively enhances GCN predictions by eliminating local structure discrepancies.

Computable Stein discrepancies have been deployed for a variety of applications, ranging from sampler selection in posterior inference to approximate Bayesian inference to goodness-of-fit testing. Existing convergence-determining Stein discrepancies admit strong theoretical guarantees but suffer from a computational co…

2018-06-20abs ↗pdf ↗

A new method bridges explicit and implicit deep generative models using Stein discrepancy.

problem Limitations of explicit and implicit deep generative models.
method Joint training framework that combines an explicit density estimator and an implicit sample generator via Stein discrepancy.
result The method improves the accuracy of density estimation and quality of generated samples.

Improved MMD estimator for likelihood-free inference.

problem Computational challenges in estimating MMD for likelihood-free inference.
method Optimally-weighted MMD estimator with improved sample complexity.
result Significantly improved sample complexity for accurate MMD estimation.

New method estimates model discrepancy without sampling for unnormalized models.

problem Evaluating and training unnormalized density models efficiently.
method Estimate Stein discrepancy using neural network parameterized vector function.
result Method outperforms existing goodness-of-fit tests and training methods.

EVI-MMD approximates target distributions via MMD minimization with adaptive kernel.

problem Approximating target distributions using kernel discrepancy methods.
method EVI-MMD uses Maximum Mean Discrepancy (MMD) to minimize kernel discrepancy, solving ODEs with implicit Euler scheme and L-BFGS optimization.
result EVI-MMD with adaptive bandwidth selection significantly improves performance in sampling problems.

Improves spatio-temporal forecasting by reducing errors between training and inference.

problem Accumulation of small errors in Seq2Seq models during inference due to different distributions of training and inference phases.
method Curriculum learning based on Temporal Progressive Growing Sampling to replace some ground-truth context with generated predictions.
result Better models long-term dependencies and outperforms baseline approaches on two datasets.

NOVI improves deep Gaussian process inference with neural generators and regularized Stein discrepancy.

problem Intractable exact inference in deep Gaussian processes.
method NOVI uses a neural generator to approximate the posterior distribution and minimizes Regularized Stein Discrepancy.
result NOVI achieves 93.56% classification accuracy on CIFAR10, outperforming state-of-the-art methods.

Improved likelihood-free inference for high-dimensional models.

problem Challenges in likelihood-free inference for high-dimensional parameter spaces.
method Bayesian optimization-based approach with misspecification-robust characterisation.
result Efficient inference in 100-dimensional space with real data application.

New method for adaptive estimation and inference in econometric models without knowing smoothness.

problem Adaptive estimation and inference in ill-posed linear inverse problems with unknown smoothness.
method Discrepancy principle-based framework for adaptive hyperparameter selection.
result Achieves optimal rates in weak and strong metrics for linear functionals.

A new method improves Bayesian inference for multimodal posteriors.

problem Insensitivity to well-separated modes in multimodal posteriors.
method Weighted Kernel Stein Discrepancy method.
result Significantly improved mode sensitivity compared to standard KSD-Bayes.

Generative adversarial network for probabilistic forecasting of random systems.

problem Forecasting random dynamical systems without distributional assumptions.
method Recurrent neural network and generative adversarial network (GAN) with regularization based on maximum mean discrepancy (MMD).
result The proposed model successfully forecasts complex stochastic processes with multiple-step predictions.

AMF-VI uses adaptive mixtures of flows for robust VI across diverse distributions.

problem Inconsistent behavior of single-flow models across different distributions.
method Sequential expert training of individual flows and adaptive global weight estimation via likelihood-driven updates.
result AMF-VI achieves lower negative log-likelihood and stable gains in transport metrics across various posterior families.

New algorithm tunes SGMCMC hyperparameters for scalable Bayesian inference.

problem Tuning hyperparameters for SGMCMC is challenging due to lack of principled methods.
method Proposes a bandit-based algorithm using Stein discrepancies to tune hyperparameters.
result The method effectively tunes SGMCMC hyperparameters for various applications.

Researchers develop a method for statistical inference in models with intractable likelihoods.

problem Statistical inference for models with intractable likelihoods.
method Minimum distance estimators using maximum mean discrepancy (MMD) in reproducing kernel Hilbert space.
result The estimators are consistent, asymptotically normal, and robust to model misspecification.

A new method for assessing Bayesian sampling quality, PSD, is proposed and shown to be more powerful and efficient.

problem Scalability and convergence assessment of Bayesian sampling algorithms, especially for high-dimensional problems.
method Polynomial Stein Discrepancy (PSD) for measuring discrepancy between samples and posterior distributions.
result PSD detects differences in the first r moments for Gaussian targets and is more powerful and efficient than competitors.

Biases in observational data of treatments pose a major challenge to estimating expected treatment outcomes in different populations. An important technique that accounts for these biases is reweighting samples to minimize the discrepancy between treatment groups. We present a novel reweighting approach that uses bi-le…

2018-10-17abs ↗pdf ↗

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by finding the values which yield simulated data that resemble the observed data. Thi…

2015-02-19abs ↗pdf ↗

This thesis improves kernel-based distances for statistical inference and integration.

problem Efficiently measuring distances between probability distributions for robust and smooth modeling.
method Kernel-based distances, focusing on maximum mean discrepancy (MMD) and novel kernel quantile discrepancies.
result Improved MMD estimators for simulation-based inference and conditional expectations.

A new embedding method extracts dataset-scale metric distribution into vectorial representation for graph data.

problem Classifying graph-structured data based on overall dataset-scale discrepancies.
method MetricDistribution2vec embedding strategy.
result Significant improvement in supervised prediction tasks on real-world graph datasets.

Increasingly complex generative models are being used across disciplines as they allow for realistic characterization of data, but a common difficulty with them is the prohibitively large computational cost to evaluate the likelihood function and thus to perform likelihood-based statistical inference. A likelihood-free…

2014-07-18abs ↗pdf ↗

"Which Generative Adversarial Networks (GANs) generates the most plausible images?" has been a frequently asked question among researchers. To address this problem, we first propose an \emph{incomplete} U-statistics estimate of maximum mean discrepancy MMDinc\mathrm{MMD}_{inc} to measure the distribution discrepancy betwee…

2018-02-15abs ↗pdf ↗

This work proposes a new method to train models with deep latent hierarchies using Optimal Transport.

problem Training models with deep latent hierarchies using VAEs often leads to the 'latent variable collapse' issue.
method Proposes a novel approach based on Optimal Transport to train models with deep latent hierarchies.
result The method avoids the 'latent variable collapse' issue and provides better sample generations and latent representation.

Two methods using low-discrepancy points improve data compression for neural networks.

problem Efficiently compress large datasets for neural network training.
method Two methods based on low-discrepancy points: digital nets with averaging and clustering.
result Second method outperforms supercompress in compression error and neural network accuracy.

RecoBERT uses a language model to recommend items from catalogs.

problem Harnessing language models for text-based item recommendations.
method RecoBERT is a BERT-based approach that learns specialized language models for item recommendations without requiring labeled data.
result RecoBERT outperforms other techniques in inferring item similarities from textual catalogs.

Paper proposes D3M to improve anti-spoofing detection by balancing loss function and using complementary features.

problem Improving automatic speaker verification systems against high-quality playback attacks.
method D3M uses a balanced focal loss function to dynamically scale loss based on sample traits, and combines three feature types for robust detection.
result D3M systems outperform conventional methods significantly, achieving min-tDCF of 0.0124 and EER of 0.55%.

Kernel semi-implicit variational inference improves variational inference without additional optimization.

problem Intractability of hierarchical semi-implicit distributions in variational inference.
method Kernel semi-implicit variational inference (KSIVI) using kernel methods to eliminate lower-level optimization.
result KSIVI reduces variational inference to kernel Stein discrepancy (KSD) optimization, improving expressiveness and tractability.