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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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226451677902 · Jun 202019922001200920172026
48 results for amortized neural operator

This paper introduces a neural operator for probabilistic conditioning.

problem Probabilistic conditioning of random variables XX given YY.
method Develops a single operator that maps any joint density to its conditional, approximated by neural operators.
result Neural operators can approximate the conditioning operator to arbitrary accuracy.

Develops inference combinators for probabilistic programs using neural networks.

problem Creating efficient proposals for probabilistic program inference.
method Inference combinators using neural network parameterization of proposals.
result Correct by construction variational methods tailored to specific models.

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.

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.

Neural processes approximate Gaussian process inference, revealing three key costs.

problem Approximating Gaussian process inference with neural processes.
method Bounding KL divergence into three components: label contamination, information bottleneck, and amortization error.
result Characterization of three costs of amortizing Gaussian process inference with neural processes.

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.

A new machine learning method for Bayesian inverse problems in function spaces.

problem Bayesian inverse problems in function spaces with incompatibility of white noise sources.
method One-step generative transport with amortized neural operator and prior-aligned Gaussian random field.
result Generative operator trained on prior samples and noisy observations generates posterior samples efficiently.

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 ↗

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.

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.

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.

A new framework designs experiments for better decision-making.

problem Suboptimal experimental designs for downstream decision-making.
method Amortized decision-aware Bayesian Experimental Design (BED) with Transformer Neural Decision Process (TNDP).
result TNDP effectively designs experiments and facilitates accurate decision-making.

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 ↗

NOs can learn any finite collection of classes in functional data.

problem Learning finite collections of classes in infinite-dimensional spaces.
method Proved sample-based neural operators can learn any finite collection of classes in an infinite-dimensional reproducing kernel Hilbert space.
result NOs can learn any finite collection of classes in an infinite-dimensional reproducing kernel Hilbert space, even when the classes are not convex or connected.

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.

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.

PABBO optimizes user utility learning from preferential feedback, significantly faster than traditional methods.

problem Computational inefficiency in Preferential Bayesian Optimization (PBO) methods.
method Amortized Bayesian Optimization (PABBO) using transformer neural processes and reinforcement learning.
result Significantly faster performance compared to traditional Gaussian process-based methods.

Study improves posterior inference in neural processes with limited data.

problem Improving posterior predictive inference in probabilistic models with scarce conditioning data.
method Examined effects of pooling operators and variational families on posterior quality in neural processes.
result Novel neural process architectures lead to superior posterior predictive samples in image completion/in-painting tasks.

Neural clustering learns time series affinity from statistical features.

problem Challenging time series clustering with unknown cluster shapes and structures.
method Amortized neural inference using statistical features.
result Competitive clustering accuracy without manual specification of cluster shapes.

We develop amortized population Gibbs (APG) samplers, a class of scalable methods that frames structured variational inference as adaptive importance sampling. APG samplers construct high-dimensional proposals by iterating over updates to lower-dimensional blocks of variables. We train each conditional proposal by mini…

2019-11-04abs ↗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 ↗

We consider the problem of inference in a causal generative model where the set of available observations differs between data instances. We show how combining samples drawn from the graphical model with an appropriate masking function makes it possible to train a single neural network to approximate all the correspond…

2017-11-02abs ↗pdf ↗

This paper designs a new on-chain option that amortizes perpetual options for blockchain environments.

problem No equivalent standard for on-chain options exists, leading to high-frequency oracles and liquidation engines failures.
method Develops an amortizing perpetual option contract tailored to blockchain constraints, introducing a decentralized market framework.
result Demonstrates that the new contract functions as a risk primitive for DeFi, enabling applications like endogenous collateralization and de-peg insurance.

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.

The paper corrects Bayesian neural network approximations to improve decision quality.

problem Inaccurate posterior approximations in Bayesian neural networks lead to suboptimal decisions.
method Develops methods to calibrate approximate posterior predictive distributions for better decision making.
result Empirically produces higher quality decisions compared to previous methods.

This paper tackles real-time Bayesian inverse problems using neural networks.

problem Real-time inference of posterior distributions from experimental data.
method Amortized variational inference with Gaussian and Flow guides.
result The approach provides posterior estimates in real-time at the cost of a forward pass.

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.

UDA improves ABI robustness but fails under certain prior misspecifications.

problem Robustness of ABI in noisy real-world data.
method Systematic evaluation of UDA across various misspecification scenarios.
result UDA aligns summary spaces but can fail under prior misspecifications.

Improved variational inference for geophysical inverse problems with data correction.

problem High computational cost and accuracy issues in Bayesian inference for geophysical inverse problems.
method Amortized variational inference with latent distribution correction using physics-based priors.
result Improved robustness of amortized variational inference under data distribution shifts.

New method speeds up galaxy analysis from hours to seconds.

problem Infeasibility of state-of-the-art SED analyses for large surveys.
method Amortized Neural Posterior Estimation (ANPE) for scalable Bayesian inference.
result Posterior distributions of 12 model parameters estimated in seconds per galaxy.

New method learns spatiotemporal dynamics from random point process observations.

problem Challenges in modeling spatiotemporal dynamics from randomly collected data.
method Integration of neural differential equations, neural point processes, implicit neural representations, and amortized variational inference.
result Significant improvements in predictive accuracy and computational efficiency compared to existing methods.