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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.

169,341 papers · 148 categories

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87173260346 · Jun 202019922001200920182026
48 results for annealed approximation

We empirically evaluate a stochastic annealing strategy for Bayesian posterior optimization with variational inference. Variational inference is a deterministic approach to approximate posterior inference in Bayesian models in which a typically non-convex objective function is locally optimized over the parameters of t…

2015-05-25abs ↗pdf ↗

AdaAnn optimizes annealing for efficient probability density approximation.

problem Efficiently approximating complex probability distributions with multiple modes.
method AdaAnn is an adaptive annealing scheduler that adjusts temperature increments based on KL divergence.
result AdaAnn improves computational efficiency in variational inference and parameter estimation.

New method uses quantum annealing and VAN for better statistical mechanics calculations.

problem Difficulty in computing partition function in statistical mechanics.
method Combines quantum annealing samples with variational autoregressive networks.
result Enhanced accuracy in finite-size Sherrington-Kirkpatrick model.

AVO improves variational inference by encouraging exploration in latent space.

problem Biasing the true posterior to be unimodal limits the density learned in variational inference.
method Inspired by Annealed Importance Sampling, AVO incorporates energy tempering into the optimization objective.
result AVO facilitates learning by encouraging exploration in latent space, improving robustness and benefits.

The study optimizes simulated annealing's cooling schedule for better performance.

problem Designing optimal cooling schedules for simulated annealing to improve its performance.
method Analyzed the cooling schedule's impact on simulated annealing's performance and provided sample and simulation complexity results.
result Optimal cooling schedules can be found with a small number of samples, improving the algorithm's runtime or success rate.

Annealed Entropic Allocation improves ranking and selection by mitigating hard switching and improving finite-budget discrimination.

problem Sequential budget allocation in ranking and selection
method Annealed weighted soft-min framework
result Surrogate converges uniformly to the hard minimum, soft-min weights concentrate on active challengers, and target allocation map is continuous.

Variational inference (VI) combined with data subsampling enables approximate posterior inference over large data sets, but suffers from poor local optima. We first formulate a deterministic annealing approach for the generic class of conditionally conjugate exponential family models. This approach uses a decreasing te…

2014-11-07abs ↗pdf ↗

Paper proposes a new method for learning deep generative models using annealed importance sampling.

problem Learning deep generative models efficiently and accurately.
method Proposes annealed importance sampling as a bridge between variational inference and Markov chain Monte Carlo.
result Demonstrates improved density models and better trade-off between computation and model accuracy.

Study convergence of simulated annealing in continuous and discrete settings.

problem Analyzing convergence rate of simulated annealing methods.
method Apply Eyring-Kramers law to prove polynomial decay of tail probabilities.
result Explicit rate of convergence for continuous and discrete simulated annealing.

Annealed Langevin dynamics improves sampling from composite scores in SBI.

problem Irreducible bias in sampling from composite scores of SBI methods.
method Derive Wasserstein bounds and decision rules for hyperparameters.
result Explicit decision rules for hyperparameters guarantee prescribed sampling accuracy.

Paper analyzes Langevin dynamics for multimodal Gaussian mixtures, controlling errors across dimensions.

problem Challenges in obtaining stable diffusion-based samplers in high- and infinite-dimensional settings.
method Study of preconditioned Annealed Langevin Dynamics (ALD) for Gaussian mixtures, focusing on Euler-Maruyama (EM) and exponential-integrator schemes.
result Proves dimension-uniform KL bounds for the exponential-integrator scheme, allowing arbitrarily small divergence with dimension.

A new method combines AIS and SMCI for efficient evaluation of Ising models.

problem Efficiently evaluating expectations on Ising models under various temperatures.
method Combining Annealed Importance Sampling (AIS) and Spatial Monte Carlo Integration (SMCI).
result The proposed method performs efficiently in both high- and low-temperature regions.

AIS uses a suboptimal extended target distribution, which this paper improves using SGM.

problem Improving the efficiency of Annealed Importance Sampling for marginal likelihood estimation.
method Leveraging score-based generative modeling to approximate the optimal extended target distribution.
result Demonstrated novel, differentiable AIS procedures on synthetic and real-world data.

New theory explains how momentum SGD helps avoid saddle points in nonconvex optimization.

problem Understanding convergence properties of Momentum SGD in nonconvex optimization.
method Diffusion approximations for nonconvex optimization problems with strict saddle points and isolated local optima.
result Momentum helps escape from saddle points but hurts convergence near optima.

DPMC improves inverse problem solving with MCMC, reducing error in noisy conditions.

problem Inaccurate posterior approximation in inverse problems with high noise levels.
method DPMC uses Annealed MCMC to sample through a series of intermediate distributions, reducing accumulated error.
result DPMC outperforms DPS in various inverse problems, reducing error and evaluations.

New methods improve Monte Carlo estimation of partition functions.

problem Estimating the normalization constant of complex distributions.
method Annealing through paths of distributions to estimate partition functions.
result Optimal path for estimation is arithmetic, improving efficiency.

Quantum annealing outperforms classical in solving non-convex optimization problems crucial for machine learning.

problem Solving non-convex optimization problems efficiently.
method Designing a classical energy function and adding a quantum transverse field to facilitate tunneling.
result Quantum annealing converges efficiently to optimal solutions in a wide class of non-convex problems, unlike classical thermal annealing.

Optimized reverse quantum annealing speeds up portfolio optimization.

problem Optimizing portfolios using quantum and classical methods.
method Hybrid quantum-classical approach, including reverse quantum annealing.
result Optimized reverse quantum annealing is 100 times faster than forward quantum annealing.

Quantum computing optimizes ESG portfolios efficiently.

problem Optimizing investment portfolios with risk, return, and ESG considerations.
method Formulated discrete Markowitz portfolio theory (DMPT) for quantum annealers, incorporating ESG ratings.
result Discrete portfolios converge to continuous solutions as budgets increase, outperforming traditional methods.

aMCL uses annealing to improve hypothesis diversity in ambiguous tasks.

problem Limitations of Winner-takes-all in predicting plausible hypotheses.
method Combines simulated annealing with Multiple Choice Learning (MCL).
result Enhanced exploration of hypothesis space during training.

This paper presents studies on a deterministic annealing algorithm based on quantum annealing for variational Bayes (QAVB) inference, which can be seen as an extension of the simulated annealing for variational Bayes (SAVB) inference. QAVB is as easy as SAVB to implement. Experiments revealed QAVB finds a better local …

2014-08-09abs ↗pdf ↗

Mathematical analysis shows annealing prevents mode collapse in Gaussian mixtures.

problem Mode collapse in variational inference for multimodal distributions.
method Analyzed annealing strategies for Gaussian mixtures, derived formulas, and tested on neural networks.
result Appropriately chosen annealing schemes can robustly prevent mode collapse.

SKT improves EKI for Bayesian inverse problems with non-Gaussian targets.

problem Efficiently solving Bayesian inverse problems with expensive forward models and non-Gaussian posterior distributions.
method Embedding EKI and FAKI within a Bayesian annealing scheme to adapt tpCN sampler.
result Significant improvements in convergence rate compared to standard SMC and pCN.

This study improves uncertainty estimation in FWI using SVGD with annealing and PCA.

problem Uncertainty quantification in FWI solutions.
method Annealed Stein Variational Gradient Descent (SVGD) combined with multi-scale strategy and PCA.
result Improved uncertainty estimation in FWI solutions.

New algorithm uses quantum annealing to improve EM for Gaussian mixture models.

problem EM algorithm's sensitivity to initial values and local optima.
method Integrates quantum annealing into the EM algorithm to enhance stability.
result DQAEM algorithm is more stable and efficient in estimating Gaussian mixture models.