Research
On-device research index

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

Trend · papers per month

25.0%50.0%75.0%100.0% · Dec 199219922001200920172026
48 results for approximate fiducial computation

Proposes a new method for fiducial inference using autoencoders.

problem Computational difficulty in extracting generalized fiducial distributions.
method Designs a fiducial autoencoder (FAE) to generate generalized fiducial samples and applies approximate fiducial computation (AFC) to improve accuracy.
result Effective and accurate fiducial inference achieved through FAE and AFC.

EFI automates statistical inference for big data.

problem Statistical inference for model parameters based on observations.
method EFI uses stochastic gradient Markov chain Monte Carlo and sparse deep neural networks.
result EFI provides higher fidelity in parameter estimation and automates the inference process.

A new method uses deep neural networks for estimating individual treatment effects.

problem Estimating individual treatment effects in large models.
method Extended fiducial inference with Double Neural Network (Double-NN) method.
result The Double-NN method outperforms CQR in individual treatment effect estimation.

New method for PINNs uncertainty quantification without prior distribution.

problem Lack of reliable uncertainty quantification for PINNs.
method Extended fiducial inference with narrow-neck hyper-network.
result Construction of honest confidence sets based on observed data.

The paper analyzes the observability of relative pose estimation using dual quaternions.

problem Estimating relative pose in robotics applications.
method Lie algebraic nonlinear observability analysis on a dual quaternion system.
result Dual quaternion representation yields an observability matrix with a simple block triangular structure and full rank.

Study on rank 2 Higgs bundles on 5-punctured sphere, proving P=WP=W conjecture in lowest degree.

problem Proving the P=WP=W conjecture for rank 2 Higgs bundles on a 5-punctured sphere.
method Abelianization of Higgs bundles, fiducial solutions, and analysis of Fenchel--Nielsen co-ordinates.
result Proved the lowest degree weighted pieces of the P=WP=W conjecture.

Levy processes, which have stationary independent increments, are ideal for modelling the various types of noise that can arise in communication channels. If a Levy process admits exponential moments, then there exists a parametric family of measure changes called Esscher transformations. If the parameter is replaced w…

2012-07-17abs ↗pdf ↗

Study asymptotics of hyperkähler geometry on singular fibers of Hitchin moduli space.

problem Asymptotic hyperkähler geometry of SL2(C)\mathrm{SL}_2(\mathbb{C})-Hitchin moduli space over singular fibers.
method Extension of exponential convergence results to locally fiducial Higgs bundles and subintegrable systems.
result Hyperkähler metric converges exponentially to semi-flat metric on subintegrable systems.

Clarifies challenges in machine learning uncertainty quantification.

problem Inconsistent terminology and diverse technical requirements for trustworthy uncertainties.
method Examines estimation targets, uncertainty constructs, and problematic mappings.
result Advocates for alignment between intent and implementation in UQ.

Study shows genericity of singularities in spacetimes with weakly trapped submanifolds.

problem Ensuring nonspacelike geodesic incompleteness in spacetimes with weakly trapped submanifolds.
method Use strong Whitney topologies on spaces of Lorentzian metrics and Hilbert manifold structures on initial data sets to prove genericity of null geodesic incompleteness.
result The phenomenon of nonspacelike geodesic incompleteness is generic in a precise technical sense.

Nyström KPCA balances computational efficiency and statistical accuracy.

problem Computational burden in large sample situations for kernel methods.
method Theoretical analysis of Nyström approximate kernel principal component analysis (KPCA).
result Nyström approximate KPCA matches statistical performance of non-approximate KPCA while being computationally beneficial.

This Chapter, "Overview of Approximate Bayesian Computation", is to appear as the first chapter in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and concepts behind ABC methods with many examples and illustrations.

2018-02-27abs ↗pdf ↗

New method extracts cosmological information from dark matter halo catalogues using graph neural networks.

problem Quantifying cosmological information from large-scale structure data.
method Implicit likelihood approach with Information Maximising Neural Networks (IMNNs) on graph representations of dark matter halo catalogues.
result Graph neural network summaries can extract information from noisy catalogues and improve parameter constraints.

In this paper, we apply the method of approximate transformation groups proposed by Baikov, Gaziziv and Ibragimov, to compute the first-order approximate symmetry for the Gardner equations with the small parameters. We compute the optimal system and analyze some invariant solutions of These types of equations. Particul…

2012-12-14abs ↗pdf ↗

This work provides efficient algorithms for approximating ℓ_p sensitivities and related statistics.

problem Estimating the importance of datapoints in high-dimensional datasets.
method Efficient algorithms for computing α-approximation of ℓ_1 sensitivities and total sensitivity using importance sampling and sensitivity computations.
result Real-world datasets have significantly lower intrinsic effective dimensionality than theoretical predictions.

Develops a fast variational approximation for high-dimensional empirical Bayes posteriors.

problem Optimal posterior computation in high-dimensional settings with prior tails effect.
method Variational approximation of empirical Bayes posterior with data-driven centers and thin-tailed conjugate priors.
result Retains optimal concentration rate properties and superior performance compared to existing methods.

The paper proposes using path signatures for better inference in time series data.

problem Simulation models with time series data often lack tractable likelihood functions.
method Approximate Bayesian Computation with path signatures to handle sequential data.
result Theoretical guarantees on the resultant posteriors for Bayesian parameter inference.

Paper speeds up GP inference by reducing precision matrix computation.

problem High computational complexity in computing kernel precision matrices.
method Splitting precision matrix into Hankel-Toeplitz matrices and computing only unique entries.
result Precision matrix computation reduced from O(NM2)\mathcal{O}(NM^2) to O(NM)\mathcal{O}(NM).

TopoFisher learns topological summaries by maximizing Fisher information, improving parameter efficiency and inference quality.

problem Simulation-based inference misses key information in low-order statistics, especially for non-Gaussian fields.
method TopoFisher uses a differentiable persistent-homology pipeline that learns topological summaries by maximizing local Gaussian Fisher information.
result TopoFisher recovers much of the available information and outperforms fixed topological vectorizations in weak gravitational lensing.

Matrix multiplication is a fundamental building block for large scale computations arising in various applications, including machine learning. There has been significant recent interest in using coding to speed up distributed matrix multiplication, that are robust to stragglers (i.e., machines that may perform slower …

2019-05-16abs ↗pdf ↗

A methodology for resilience analysis of Capsule Networks under approximation errors.

problem Resilience of Capsule Networks under approximation errors.
method Modeling and analyzing approximation errors in Capsule Networks' inference.
result Capsule Networks are more resilient to errors during dynamic routing than other stages.

The paper examines how kernel approximations affect Gaussian process regression in large data applications.

problem Effect of kernel approximations on Gaussian process regression in large data applications.
method Unified framework to analyze Gaussian process regression under computational and epistemic misspecification.
result Theoretical analysis of Gaussian process regression under various misspecifications.

Markov chains and diffusion processes are indispensable tools in machine learning and statistics that are used for inference, sampling, and modeling. With the growth of large-scale datasets, the computational cost associated with simulating these stochastic processes can be considerable, and many algorithms have been p…

2016-05-20abs ↗pdf ↗

Bayesian inference requires approximation methods to become computable, but for most of them it is impossible to quantify how close the approximation is to the true posterior. In this work, we present a theorem upper-bounding the KL divergence between a log-concave target density f(θ)f\left(\boldsymbolθ\right) and its La…

2017-11-24abs ↗pdf ↗