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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.

168,695 papers · 148 categories

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3517021,0531,404 · Jun 202019922001200920172026
48 results for amortized model

A new method optimizes projection directions for sliced Wasserstein distances.

problem Finding informative projecting directions for sliced Wasserstein distances is computationally expensive.
method Amortized projection optimization to predict directions efficiently.
result Proposed amortized models improve generative modeling performance.

The variational autoencoder (VAE) is a popular model for density estimation and representation learning. Canonically, the variational principle suggests to prefer an expressive inference model so that the variational approximation is accurate. However, it is often overlooked that an overly-expressive inference model ca…

2018-05-23abs ↗pdf ↗

This paper reviews recent advancements in amortized Variational Inference.

problem Scalability and efficiency issues in traditional Variational Inference.
method Systematic review of various Variational Inference techniques, focusing on amortized approaches.
result Amortized Variational Inference improves scalability and efficiency for generative modeling tasks.

Improves point-cloud reconstruction by optimizing projections with self-attention.

problem Inefficient and non-metric projection methods for sliced Wasserstein distances.
method Proposes distributional sliced Wasserstein distance with self-attention for permutation-invariant and metric optimization.
result Self-attention amortized distributional projection optimization achieves better performance in point-cloud reconstruction.

JANA trains networks to approximate Bayesian models efficiently.

problem Intractable likelihood functions and posterior densities in Bayesian models.
method End-to-end training of three networks: summary, posterior, and likelihood networks.
result JANA provides accurate amortized marginal likelihood and posterior predictive estimation.

This paper examines how neural architectures support amortized Bayesian inference and its performance under varying conditions.

problem Understanding and evaluating amortized inference under signal-to-noise variation and distribution shift.
method Statistical analysis of neural architectures including feedforward networks, Deep Sets, and Transformers.
result Neural architectures support amortized Bayesian inference, offering controlled generalization error and robustness under varying conditions.

Self-consistency improves the accuracy of model comparison methods.

problem Improving the accuracy of model comparison methods when simulation models are misspecified.
method Supplement traditional simulation-based training with a self-consistency loss on unlabeled real data.
result Self-consistency training improves model comparison accuracy, especially in open-world scenarios.

Efficiently predicts optimal transport plans using sliced potentials.

problem Predicting optimal transport plans across multiple measure pairs efficiently.
method Regression-based and objective-based amortization strategies using sliced optimal transport potentials.
result Efficient and accurate prediction of optimal transport plans for various tasks.

Improved diffusion sampling for inverse problems with faster and more robust inference.

problem High computational cost and lack of robustness in diffusion posterior sampling.
method Amortized variational inference with explicit likelihood guidance.
result Improved trade-off between inference speed and robustness to unseen degradations.

Improved community detection in graphs with probabilistic models.

problem Lack of probabilistic formulation and fixed number of communities in GNN-based methods.
method Combines GNNs with amortized clustering for variable numbers of clusters.
result Improved performance on synthetic and real datasets compared to previous methods.

This paper tackles sampling issues in latent space EBMs by introducing diffusion-based amortization.

problem Degenerate MCMC sampling quality hinders latent space EBM learning and generation quality.
method Introduces diffusion-based amortization for long-run MCMC sampling.
result The learned amortization of MCMC is a valid long-run MCMC sampler.

The paper tackles efficient computation of optimal transport by approximating conjugates with amortized optimization.

problem Efficient computation of convex conjugates in optimal transport is challenging and limits the quality of transport maps.
method The approach combines amortized approximations of conjugates with a fine-tuning solver to improve transport map quality.
result The method significantly improves the quality of transport maps for the Wasserstein-2 benchmark and models many 2D couplings and flows.

Classical approaches for approximate inference depend on cleverly designed variational distributions and bounds. Modern approaches employ amortized variational inference, which uses a neural network to approximate any posterior without leveraging the structures of the generative models. In this paper, we propose Amorti…

2019-06-06abs ↗pdf ↗

Current approaches to amortizing Bayesian inference focus solely on approximating the posterior distribution. Typically, this approximation is, in turn, used to calculate expectations for one or more target functions - a computational pipeline which is inefficient when the target function(s) are known upfront. In this …

2019-07-18abs ↗pdf ↗

SurvivalPFN simplifies survival analysis through amortized Bayesian inference.

problem Selecting appropriate survival analysis methods requires expertise and can be time-consuming.
method SurvivalPFN uses a prior-data fitted network for in-context Bayesian inference.
result SurvivalPFN achieves strong predictive performance across diverse datasets.

Adversarial robustness of amortized Bayesian inference is studied, showing it can be improved.

problem Adversarial robustness of amortized Bayesian inference.
method Simulation-based estimation, regularization scheme based on Fisher information.
result Adversarial robustness can be improved with a regularization scheme.

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 ↗

Probabilistic programming languages (PPLs) are a powerful modeling tool, able to represent any computable probability distribution. Unfortunately, probabilistic program inference is often intractable, and existing PPLs mostly rely on expensive, approximate sampling-based methods. To alleviate this problem, one could tr…

2016-10-18abs ↗pdf ↗

UA-SABI uses surrogates to speed up Bayesian inference for expensive models.

problem Inference for computationally expensive models is slow and uncertain.
method Combines surrogate modeling with Amortized Bayesian Inference (ABI) to propagate uncertainties.
result Reliable, fast, and repeated Bayesian inference for expensive models is achieved.

ASPIRE improves amortized posterior inference for Bayesian inverse problems.

problem Bayesian inverse problems are computationally challenging due to uncertainty quantification.
method Iterative refinement of amortized posteriors using physics-based and summary statistics.
result ASPIRE achieves better posterior approximations with minimal extra computations.

CogFormer trains a transformer to estimate parameters across various cognitive models.

problem Difficulty in fitting complex cognitive models and iterating over varying assumptions.
method Meta-amortized framework using a transformer to estimate parameters across multiple models.
result CogFormer accurately estimates parameters across different model families with minimal retraining.

Amortized Causal Discovery learns to infer causal graphs from time-series data, improving performance.

problem Inference of causal graphs from time-series data is inefficient due to fitting new models for each sample.
method Proposes Amortized Causal Discovery, a variational model that leverages shared dynamics across samples with different causal graphs.
result Significant improvements in causal discovery performance demonstrated experimentally.

Recent efforts on combining deep models with probabilistic graphical models are promising in providing flexible models that are also easy to interpret. We propose a variational message-passing algorithm for variational inference in such models. We make three contributions. First, we propose structured inference network…

2018-03-15abs ↗pdf ↗

Improved state estimation in nonlinear models using amortized backward variational inference.

problem State estimation in general state-space models.
method Amortized backward variational inference with neural network parameters.
result Linear growth of variational approximation error in number of observations.

New method uses neural networks to efficiently approximate Bayesian inference for complex models.

problem Efficiently approximating Bayesian inference for complex models with varying temperatures.
method Fully amortized neural posterior estimator trained on a single forward pass.
result Achieves competitive posterior approximations across various temperatures and benchmarks.

FalconBC improves patient-specific cardiovascular modeling by estimating boundary conditions efficiently.

problem Efficiently estimating boundary conditions in patient-specific cardiovascular models, especially in open-loop models and anatomies with lesions.
method A general amortized inference framework based on probabilistic flow that treats clinical targets and anatomies as conditioning variables.
result Demonstrated on two patient-specific models, FalconBC improves efficiency and accuracy in estimating boundary conditions.

LazyDINO efficiently solves high-dimensional Bayesian inverse problems with fast and scalable solutions.

problem High-dimensional nonlinear Bayesian inverse problems with expensive parameter-to-observable maps.
method LazyDINO combines derivative-informed neural surrogates and lazy map variational inference for efficient posterior approximation.
result Significant cost reduction in amortized Bayesian inversion, achieving one to two orders of magnitude improvement.

Amortized variational inference (AVI) replaces instance-specific local inference with a global inference network. While AVI has enabled efficient training of deep generative models such as variational autoencoders (VAE), recent empirical work suggests that inference networks can produce suboptimal variational parameter…

2018-02-07abs ↗pdf ↗

Inference models are a key component in scaling variational inference to deep latent variable models, most notably as encoder networks in variational auto-encoders (VAEs). By replacing conventional optimization-based inference with a learned model, inference is amortized over data examples and therefore more computatio…

2018-07-24abs ↗pdf ↗

A new method learns causal structure from data using amortized inference.

problem Causal structure learning is a combinatorial search problem that is costly and difficult to design suitable scores or tests.
method Train a variational inference model to predict causal structure from data.
result Our inference model generalizes well to larger problem instances and outperforms existing algorithms, especially in genomics.