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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.

168,742 papers · 148 categories

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52104156208 · Jun 202019922001200920172026
48 results for Variational EM

Clarifies EM algorithm and variational Bayesian inference concepts.

problem Gaps in AI literature understanding of EM and variational concepts.
method Tutorial presentation of EM algorithm, variational Bayesian inference, and autoencoded variational Bayes.
result Establishes clear links between EM and variational methods.

In the classical Lagrangian approach to conservation laws of gauge-natural field theories a suitable (vector) density is known to generate the so--called {\em conserved Noether currents}. It turns out that along any section of the relevant gauge--natural bundle this density is the divergence of a skew--symmetric (tenso…

2003-11-19abs ↗pdf ↗

We derive a novel variational expectation maximization approach based on truncated posterior distributions. Truncated distributions are proportional to exact posteriors within subsets of a discrete state space and equal zero otherwise. The treatment of the distributions' subsets as variational parameters distinguishes …

2016-10-10abs ↗pdf ↗

This paper models time-series data with a mixture of Markov chains, automatically determining the number of components.

problem Tackles the inability of common Markov state modeling frameworks to discern heterogeneities in complex data.
method Uses a mixture of Markov chains and variational expectation-maximization algorithm for automatic component selection.
result Achieves performance consistent with theoretically optimal error scaling, identifying meaningful heterogeneities in various data sets.

MLE and CVE are equivalent under exponential families, leading to faster and more stable EM algorithms.

problem Finding maximum likelihood estimators (MLE) efficiently and stably.
method Proved equivalence between MLE and CVE under exponential families, leading to an EM algorithm.
result EM algorithm achieves the same asymptotic variance as MLE and is faster and more stable.

When a gauge-natural invariant variational principle is assigned, to determine {\em canonical} covariant conservation laws, the vertical part of gauge-natural lifts of infinitesimal principal automorphisms -- defining infinitesimal variations of sections of gauge-natural bundles -- must satisfy generalized Jacobi equat…

2004-06-04abs ↗pdf ↗

New EM algorithm improves deep generative network training.

problem Training deep generative networks with complex posterior and likelihood distributions.
method Derive analytical posterior and marginal distributions using CPA property, derive analytical EM algorithm.
result EM training yields higher likelihood than Variational Autoencoders (VAEs).

GFlowNet-EM learns complex latent variable models with discrete structures.

problem Challenges in modeling posteriors over discrete compositional latents with expectation-maximization.
method Uses GFlowNets to learn stochastic policies for sampling from complex posterior distributions.
result GFlowNet-EM enables training expressive LVMs with discrete compositional latents.

Survey of factor analysis, PCA, variational inference, and VAE.

problem Dimensionality reduction and generative modeling of data.
method Variational inference, factor analysis, probabilistic PCA, and VAE.
result Derivation and explanation of ELBO, EM, and closed-form solutions.

In classical Hawkes process, the baseline intensity and triggering kernel are assumed to be a constant and parametric function respectively, which limits the model flexibility. To generalize it, we present a fully Bayesian nonparametric model, namely Gaussian process modulated Hawkes process and propose an EM-variation…

2019-05-29abs ↗pdf ↗

Inference and learning for probabilistic generative networks is often very challenging and typically prevents scalability to as large networks as used for deep discriminative approaches. To obtain efficiently trainable, large-scale and well performing generative networks for semi-supervised learning, we here combine tw…

2017-02-07abs ↗pdf ↗

We present a family of expectation-maximization (EM) algorithms for binary and negative-binomial logistic regression, drawing a sharp connection with the variational-Bayes algorithm of Jaakkola and Jordan (2000). Indeed, our results allow a version of this variational-Bayes approach to be re-interpreted as a true EM al…

2013-05-31abs ↗pdf ↗

Marginal MAP problems are notoriously difficult tasks for graphical models. We derive a general variational framework for solving marginal MAP problems, in which we apply analogues of the Bethe, tree-reweighted, and mean field approximations. We then derive a "mixed" message passing algorithm and a convergent alternati…

2012-02-14abs ↗pdf ↗

We study inference and learning based on a sparse coding model with `spike-and-slab' prior. As in standard sparse coding, the model used assumes independent latent sources that linearly combine to generate data points. However, instead of using a standard sparse prior such as a Laplace distribution, we study the applic…

2012-11-15abs ↗pdf ↗

Training deep generative models with maximum likelihood remains a challenge. The typical workaround is to use variational inference (VI) and maximize a lower bound to the log marginal likelihood of the data. Variational auto-encoders (VAEs) adopt this approach. They further amortize the cost of inference by using a rec…

2019-06-13abs ↗pdf ↗

Cryo-electron microscopy (cryo-EM) is capable of producing reconstructed 3D images of biomolecules at near-atomic resolution. As such, it represents one of the most promising imaging techniques in structural biology. However, raw cryo-EM images are only highly corrupted - noisy and band-pass filtered - 2D projections o…

2019-11-19abs ↗pdf ↗

In this paper, we provide an information-theoretic interpretation of the Vector Quantized-Variational Autoencoder (VQ-VAE). We show that the loss function of the original VQ-VAE can be derived from the variational deterministic information bottleneck (VDIB) principle. On the other hand, the VQ-VAE trained by the Expect…

2018-08-02abs ↗pdf ↗

We show that kk-means (Lloyd's algorithm) is obtained as a special case when truncated variational EM approximations are applied to Gaussian Mixture Models (GMM) with isotropic Gaussians. In contrast to the standard way to relate kk-means and GMMs, the provided derivation shows that it is not required to consider Gau…

2017-04-16abs ↗pdf ↗

This paper tackles unsupervised speech enhancement using RVAE and proposes efficient sampling methods.

problem Unsupervised speech enhancement with high computational complexity.
method Recurrent variational autoencoder (RVAE) combined with Langevin dynamics and Metropolis-Hasting sampling.
result Sampling-based algorithms outperform VEM and achieve robust generalization.

This paper represents a preliminary (pre-reviewing) version of a sublinear variational algorithm for isotropic Gaussian mixture models (GMMs). Further developments of the algorithm for GMMs with diagonal covariance matrices (instead of isotropic clusters) and their corresponding benchmarking results have been published…

2018-10-01abs ↗pdf ↗

We introduce incremental variational inference and apply it to latent Dirichlet allocation (LDA). Incremental variational inference is inspired by incremental EM and provides an alternative to stochastic variational inference. Incremental LDA can process massive document collections, does not require to set a learning …

2015-07-17abs ↗pdf ↗

We introduce the variational filtering EM algorithm, a simple, general-purpose method for performing variational inference in dynamical latent variable models using information from only past and present variables, i.e. filtering. The algorithm is derived from the variational objective in the filtering setting and cons…

2018-11-13abs ↗pdf ↗

Given a C1C^1 planes distribution PTP_T on all Rm{\mathbb R}^m we consider {\em horizontal αα-harmonic maps}, α1/2α\ge 1/2, with respect to such a distribution. These are maps uHα(Rk,Rm)u\in H^α({\mathbb R}^k,{\mathbb R}^m) satisfying PTu=uP_T\nabla u=\nabla u and PT(u)(Δ)αu=0P_T(u)(-Δ)^αu=0 in D(Rk).{\mathcal D}'({\mathbb R}^k). If the distrib…

2016-04-19abs ↗pdf ↗

Cryo-EM reconstruction is reformulated as a stochastic inverse problem to handle structural heterogeneity.

problem Handling structural heterogeneity in cryo-EM 3D reconstruction.
method Formulated as a stochastic inverse problem over probability measures, using variational discrepancy and Wasserstein gradient flow.
result Validated approach using synthetic examples, demonstrating recovery of continuous structural distributions.

The Extreme Deconvolution method fits a probability density to a dataset where each observation has Gaussian noise added with a known sample-specific covariance, originally intended for use with astronomical datasets. The existing fitting method is batch EM, which would not normally be applied to large datasets such as…

2019-11-26abs ↗pdf ↗