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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.

168,657 papers · 148 categories

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51102153204 · Jun 202019922001200920172026
48 results for class-posterior probability

Focal loss improves classification but not class-posterior probability estimation.

problem Improving class-posterior probability estimation from focal loss.
method Proved classification-calibration and derived a transformation to recover true class-posterior probabilities.
result A transformation of the confidence score from focal loss minimization allows recovery of true class-posterior probabilities.

One of the central themes in the classification task is the estimation of class posterior probability at a new point x\bf{x}. The vast majority of classifiers output a score for x\bf{x}, which is monotonically related to the posterior probability via an unknown relationship. There are many attempts in the literature …

2019-09-12abs ↗pdf ↗

Method estimates noise transition matrix from noisy labels without relying on unreliable class-posterior estimation.

problem Estimating noise transition matrix from noisy data.
method Total variation regularization to encourage distinguishable predicted probabilities.
result Consistent estimator of the noise transition matrix under mild assumptions.

Implied posterior probability of a given model (say, Support Vector Machines (SVM)) at a point x\bf{x} is an estimate of the class posterior probability pertaining to the class of functions of the model applied to a given dataset. It can be regarded as a score (or estimate) for the true posterior probability, which ca…

2019-09-30abs ↗pdf ↗

Dual-T method improves transition matrix estimation in noisy label learning.

problem Large estimation error in noisy class posterior leads to poor transition matrix estimation.
method Introducing an intermediate class to avoid direct estimation of noisy class posterior, factorizing the transition matrix into two easier-to-estimate matrices.
result The dual-T estimator leads to better classification performances.

In this work, dynamic Bayesian multinets are introduced where a Markov chain state at time t determines conditional independence patterns between random variables lying within a local time window surrounding t. It is shown how information-theoretic criterion functions can be used to induce sparse, discriminative, and c…

2013-01-16abs ↗pdf ↗

We develop a new method for regularising neural networks. We learn a probability distribution over the activations of all layers of the model and then insert imputed values into the network during training. We obtain a posterior for an arbitrary subset of activations conditioned on the remainder. This is a generalisati…

2019-09-25abs ↗pdf ↗

In label-noise learning, \textit{noise transition matrix}, denoting the probabilities that clean labels flip into noisy labels, plays a central role in building \textit{statistically consistent classifiers}. Existing theories have shown that the transition matrix can be learned by exploiting \textit{anchor points} (i.e…

2019-06-01abs ↗pdf ↗

A novel method for classification with rejection using ensemble of cost-sensitive classifiers.

problem Avoid risky misclassification in error-critical applications.
method Learning an ensemble of cost-sensitive classifiers.
result Improved classification accuracy and flexibility in loss selection.

Exact learning improves naive Bayes classifier performance for small samples.

problem Improving naive Bayes classifier performance with small sample sizes.
method Proposes an exact learning augmented naive Bayes classifier (ANB) that ensures a class variable with no parents.
result The proposed ANB method outperforms other methods in comparison experiments.

A similarity label indicates whether two instances belong to the same class while a class label shows the class of the instance. Without class labels, a multi-class classifier could be learned from similarity-labeled pairwise data by meta classification learning. However, since the similarity label is less informative …

2020-02-16abs ↗pdf ↗

This work compares and evaluates various sampling methods for neural language models.

problem Lack of systematic comparison and myths about sampling methods.
method Monte Carlo sampling, importance sampling, compensated partial summation, noise contrastive estimation.
result All sampling methods can perform equally well if posterior probabilities are corrected.

A method to approximate instance-dependent label noise using instance-confidence embedding.

problem Real-world label noise that depends on individual instances.
method Variational approximation with instance embedding to capture instance-specific label corruption.
result ICE method effectively approximates instance-dependent noise and detects ambiguous instances.

New concept of attitude towards probability introduced in risk sharing problems.

problem Risk sharing problems and attitudes towards probability.
method Generalized definition of probability premium, local approximation, rank-dependent utility model, dual theory.
result Attitude towards probability can be first-order or second-order, depending on the model.

Identifies conditions for multiple invariant probabilities in Markov kernels.

problem Global irreducibility and recurrence do not guarantee uniqueness of invariant probabilities.
method Uses Jordan decomposition of the difference of two invariant probabilities.
result A Markov kernel has more than one invariant probability if and only if it admits a visible absorbing decomposition.

This work improves deep neural network probability estimation methods.

problem Estimating probabilities from high-dimensional data with inherent uncertainty.
method Investigates and compares methods for probability estimation using deep neural networks, proposing a new method that promotes consistent probabilities.
result The new method outperforms existing approaches on most metrics on simulated and real-world data.

This work presents a new classifier that is specifically designed to be fully interpretable. This technique determines the probability of a class outcome, based directly on probability assignments measured from the training data. The accuracy of the predicted probability can be improved by measuring more probability es…

2017-10-27abs ↗pdf ↗

Investigates statistical properties of perturb-softmax and perturb-argmax distributions.

problem Underexplored statistical properties of Gumbel-Softmax and Gumbel-Argmax distributions.
method Investigates convexity and differentiability to determine completeness and minimality of these distributions.
result Identifies parameters that admit complete and minimal representation of probability distributions.

Paper constructs unfaithful probability distributions in binary causal graphs.

problem Unfaithful probability distributions in binary causal graphs.
method Constructs unfaithful probability distributions in binary causal graphs.
result Examples of unfaithful probability distributions in binary causal graphs.

The study examines Fisher-Riemann geodesics for nonparametric probability densities.

problem Understanding nonparametric probability densities using Fisher-Riemann geometry.
method Obtaining Fisher-Riemann geodesics as a limit of parametric cases with increasing parameters.
result The weak limit approach for nonparametric probability densities.

Quantum probability metrics improve distribution comparison in high dimensions.

problem Challenges in comparing probability distributions, especially in high-dimensional and non-compact domains.
method Quantum probability metrics (QPMs) derived from quantum state spaces, overcoming limitations of MMD.
result QPMs offer enhanced sensitivity to subtle distributional differences in high dimensions and improve performance in generative modeling.

Bayesian approach approximates probability functions of Gaussian mixtures.

problem Approximating probability functions of non-spherical Gaussian mixtures.
method Bayesian decomposition, spherical radial decomposition, random sampling.
result Established differentiability and integral representation of gradient for probability functions.

We describe a Groebner basis of relations among conditional probabilities in a discrete probability space, with any set of conditioned-upon events. They may be specialized to the partially-observed random variable case, the purely conditional case, and other special cases. We also investigate the connection to generali…

2008-08-08abs ↗pdf ↗

The problem of categorical data analysis in high dimensions is considered. A discussion of the fundamental difficulties of probability modeling is provided, and a solution to the derivation of high dimensional probability distributions based on Bayesian learning of clique tree decomposition is presented. The main contr…

2017-08-23abs ↗pdf ↗

Obtaining accurate and well calibrated probability estimates from classifiers is useful in many applications, for example, when minimising the expected cost of classifications. Existing methods of calibrating probability estimates are applied globally, ignoring the potential for improvements by applying a more fine-gra…

2018-07-31abs ↗pdf ↗

Paper simplifies calculating causation probabilities and ranks root causes.

problem Computational challenges in assessing causal relationships.
method Algorithmic simplifications and novel methodological framework for Root Cause Analysis.
result Significantly reduces computational complexity for calculating causation probabilities.