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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.

169,291 papers · 148 categories

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10213141 · May 202619922001200920182026
48 results for Von Mises Expansion

We solve the mean parametrization of von Mises-Fisher distribution.

problem No closed-form normalization function for mean parameters exists.
method Derived a second-order ODE for mean normalizer and provided approximations.
result Rapid evaluation of densities and natural parameters in terms of mean parameters.

Develops diffusion models for time-varying correlation on the circle.

problem Time-varying correlation modeling on the circle.
method Stochastic processes on the unit circle, specifically Brownian motion and von Mises diffusion.
result Derives an accurate analytical approximation to the transition density of the von Mises diffusion.

Researchers analyze SGD dynamics using von Mises-Fisher distributions.

problem Understanding the dynamics of stochastic gradient descent in high-dimensional spaces.
method Geometric analysis of minibatch gradient norms and directions through von Mises-Fisher distribution.
result Directional uniformity of minibatch gradients increases over SGD iterations.

Deep Bayesian neural networks effectively select variables with rigorous uncertainty quantification.

problem High-dimensional variable selection with uncertainty.
method Developed new Bayesian non-parametric theorems for deep BNNs.
result BNNs can learn variable importance effectively in high dimensions and rigorously quantify uncertainty.

Introduces a new method for computing gradients of continuous distributions.

problem Inability of classic reparameterization trick to compute gradients for certain distributions.
method Implicit differentiation for computing reparameterization gradients.
result Proposed method is faster and more accurate for Gamma, Beta, Dirichlet, and von Mises distributions.

New method generates molecular conformations efficiently.

problem Generating accurate molecular conformations efficiently.
method Variational approximation of rotatable bond torsion angles as a mixture of von Mises distributions.
result VonMisesNet generates conformations orders of magnitude faster than existing methods.

New method uses fractional posteriors for semiparametric inference with improved uncertainty quantification.

problem Semiparametric inference with nonparametric priors and fractional posteriors.
method Established a general Bernstein--von Mises theorem for fractional posterior distributions, proposed shifted-and-rescaled credible sets.
result Fractional posterior credible sets provide reliable uncertainty quantification but have inflated size; shifted-and-rescaled set is an efficient confidence set.

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.

New autoencoder improves latent space learning by optimizing sliced Gromov-Wasserstein discrepancies.

problem Improving inner discrepancy between prior and posterior distributions in autoencoders.
method Proposed spherical sliced fused Gromov Wasserstein (SSFG) and variants (MSSFG, PSSFG) to find important directions.
result New autoencoders achieve favorable performance in latent manifold learning, image generation, and reconstruction.

A new method for few-shot learning using directional statistics.

problem Few-shot classification with limited training data.
method Generates class representatives using a mixture of von Mises-Fisher distributions to capture inter-class correlation.
result Outperforms other methods in miniImageNet and tieredImageNet datasets.

A scalable method for accurate inference of low-dimensional parameters in high-dimensional linear regression.

problem Statistical inference for low-dimensional parameters in high-dimensional linear regression models.
method Mean-field variational Bayes approach, focusing on nuisance parameters and conditional distributions.
result Competitive numerical performance and theoretical guarantees for estimation and uncertainty quantification.

A drone-based MOT algorithm tracks vehicles using neural network detections and TPMBM filter.

problem Tracking multiple vehicles from drone-mounted cameras.
method Neural network for object detection, TPMBM filter for trajectory estimation, von-Mises Fisher distribution for DOA.
result TPMBM filter optimally estimates vehicle trajectories.

A new VAE model captures hyperspherical data better than the standard Gaussian model.

problem Standard VAEs fail to model data with a latent hyperspherical structure.
method Proposes using a von Mises-Fisher (vMF) distribution for the latent space, leading to a hyperspherical latent space.
result Hyperspherical VAEs outperform standard VAEs in capturing data with a hyperspherical latent structure.

A new distance metric for vMF distributions simplifies spherical data analysis.

problem Intractability of normalization constants and lack of suitable geometric metrics for comparing vMF distributions.
method Proposes a Wasserstein-like distance that decomposes vMF distribution discrepancies into angular and concentration components.
result The proposed distance metric induces a latent geometric structure on the space of non-degenerate vMF distributions.

Solves parameter non-identifiability in Bayesian LTI system identification.

problem Parameter non-identifiability in standard Bayesian approaches for LTI system identification.
method Embedding canonical forms of LTI systems within the Bayesian framework.
result Unlocking the use of meaningful priors and robust uncertainty estimates.

Researchers identify valid auxiliary functions for extreme value distributions and their max-domains of attraction.

problem Characterize valid auxiliary functions for extreme value distributions and their max-domains of attraction.
method Introduced 'universal' auxiliary functions valid for both VR and vMR representations, identified sets of valid auxiliary functions, and proposed a method for finding appropriate auxiliary functions.
result Characterized valid auxiliary functions for both VR and vMR representations for the entire MDA distribution families.

Improves Laplace approximation for Bayesian inference on Riemannian manifolds.

problem Inaccurate Gaussian approximations for complex targets and finite-data posteriors.
method Develops alternative variants of the Laplace approximation using a Riemannian metric.
result Exact approximations at the limit of infinite data, improving practical performance.

Optimized α\alpha-posteriors reduce KL divergence from true posterior in parametric misspecification.

problem Reduction of KL divergence from true posterior in parametric model misspecification.
method Derivation of Bernstein-von Mises theorem and optimization of α\alpha-posteriors.
result Optimized α\alpha-posteriors minimize KL divergence from true posterior, especially in severe misspecification.

Proposes vMF distribution for skewed elliptical distributions.

problem Skewed distributions not adequately modeled by symmetric distributions.
method Introduces von-Mises-Fisher (vMF) distribution to represent skewed elliptical distributions.
result vMF distribution provides an explicit and simple probability representation of skewed elliptical distributions.

A new method for speaker recognition on hyperspheres improves on PLDA's limitations.

problem Improving speaker recognition on hyperspheres with PLDA's limitations.
method Probabilistic Spherical Discriminant Analysis (PSDA) using Von Mises-Fisher distributions.
result PSDA scores are closed-form and can handle various trials, improving over PLDA.

Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number nn of individual data points, also known as tall datasets. In scenarios where data are assumed independent, various…

2015-05-11abs ↗pdf ↗

Study improves sample complexity for distinguishing continuous distributions and causal relationships.

problem Distinguishing continuous distributions and causal relationships in the presence of unobserved confounding.
method Proposed an estimator of KL divergence based on von Mises expansion for closeness testing.
result Established sample complexity guarantees for causal discovery in non-linear models with continuous variables and unobserved confounding.

A new loss function speeds up sequence-to-sequence models for continuous outputs.

problem Slow and memory-intensive softmax layer limits vocabulary size and translation quality.
method Proposes a probabilistic loss and continuous embedding layer training/inference procedure.
result Models achieve up to 2.5x speed-up in training time with similar translation quality.

We propose a family of multivariate Gaussian process models for correlated outputs, based on assuming that the likelihood function takes the generic form of the multivariate exponential family distribution (EFD). We denote this model as a multivariate generalized Gaussian process model, and derive Taylor and Laplace al…

2013-11-02abs ↗pdf ↗

New method estimates causal effects with multi-valued, time-varying treatments.

problem Estimating causal effects with complex time-varying exposures.
method Combines machine learning and semiparametric efficiency theory.
result Proposes an efficient, asymptotically normal estimator for marginal structural models.

Paper analyzes frequentist coverage and convergence rates in Gaussian process regression.

problem Understanding frequentist coverage and convergence rates in Gaussian process regression.
method Develops a Bernstein von-Mises type result and compares posterior distributions to population level GPs.
result Frequentist coverage probabilities of Bayesian credible intervals and bands converge to a non-degenerate value.

Bayesian model selection via mean-field variational approximation improves efficiency and accuracy.

problem Bayesian model selection under model mis-specification and latent variables.
method Mean-field variational approximation with non-asymptotic properties and geometric convergence.
result ELBO tends to select models closer to the true model than BIC as sample size increases.

RSI uses Bayesian inference to monitor compliance in rule-governed domains.

problem Structural obstacles in compliance monitoring, including unlabeled outcomes and selective withholding of evidence.
method Rule-State Inference (RSI) treats formalized rules as Bayesian priors and infers compliance states through mean-field variational inference.
result RSI delivers formal guarantees of adaptability, consistency, and convergence, validated on a synthetic enterprise benchmark.

New method resolves causal heterogeneity by defining a resolution profile.

problem Causal subgroup analyses often oversimplify heterogeneity into a small number of groups.
method Introduces a resolution profile as a functional of the causal feature law, using Bayesian-bootstrap inference.
result Shows that the resolution profile is a continuous path with discontinuities at knots, providing integer-valued subgroup numbers.

A new method improves estimation of COVID-19 vaccine effectiveness.

problem Estimating vaccine effectiveness under the test-negative design.
method A doubly robust estimator (TNDDR) using cross-fitting and machine learning.
result The TNDDR estimator is n\sqrt{n}-consistent, asymptotically normal, and doubly robust.

The paper develops methods for causal inference from single-cell RNA sequencing data with multiple outcomes.

problem Causal inference from single-cell RNA sequencing data with multiple heterogeneous outcomes.
method Generic semiparametric inference framework for doubly robust estimation with multiple derived outcomes.
result Demonstrates the use of semiparametric inferential results for estimating causal effects in genomics.