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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.

168,742 papers · 148 categories

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204407611814 · Jun 202019922001200920172026
48 results for conditional computation

As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a universal computational procedure for probabilistic inference. We investigate the com…

2010-05-17abs ↗pdf ↗

Efficiently computes optimal transport maps and Wasserstein barycenters using conditional normalizing flows.

problem Computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces.
method Uses conditional normalizing flows to approximate distributions and solve the primal problem.
result Shows computational feasibility for hundreds of input distributions and yields accurate results.

Optimizes K inner simulations for least-square Monte Carlo to reduce computational cost.

problem Computing conditional expectation E[f (Y)|X] with limited samples.
method Determines optimal number of Y samples (K) for given computational budget.
result Computational gain is maximized when sampling Y given X is inexpensive.

Defines computable learning for binary classification over metric spaces.

problem Defines computable PAC learning for binary classification over computable metric spaces.
method Provides sufficient conditions for ERM learners to be computable and bounds the strong Weihrauch degree of an ERM learner.
result Gives a hypothesis class that does not admit any proper computable PAC learner with computable sample function.

This research simplifies computation of feature attribution methods under certain conditions.

problem Computational complexity of feature attribution methods, especially power indices.
method Identifying conditions for polynomial computation and introducing new indices.
result Conditions for efficient computation of feature attribution methods are identified.

Extends machine learning models for analytic boundary conditions in differential equations.

problem Inclusion of data in differential equations using symbolic algorithms.
method Combines computer algebra with Gaussian processes and extends to analytic boundary conditions using Gröbner and Janet bases of Weyl algebras.
result Describes divergence-free flow in domains bounded by analytic functions.

A method to compute divergences between decomposable models, useful in supervised learning.

problem Computing exact divergences between high-dimensional distributions is intractable.
method Proposes an approach to compute exact alpha-beta divergences between marginal and conditional distributions of decomposable models.
result Tractable computation of marginal and conditional alpha-beta divergences.

Ens-CGP synthesizes ensemble-based inference with Gaussian processes.

problem Ensemble-based inference and Gaussian process modeling.
method Formulates Ens-CGP as a conditional Gaussian process for ensemble moments.
result Ens-CGP provides a unified probabilistic foundation for Kalman-type methods.

FastKCI speeds up KCI tests for causal inference on large datasets.

problem Cubic computational complexity of kernel-based conditional independence tests.
method Mixture-of-experts approach with parallel Gaussian process inference.
result Substantial computational speedups with maintained statistical power.

Computational topology is a vibrant contemporary subfield and this article integrates knot theory and mathematical visualization. Previous work on computer graphics developed a sequence of smooth knots that were shown to converge point wise to a piecewise linear (PL) approximant. This is extended to isotopic convergenc…

2016-03-28abs ↗pdf ↗

Paper discusses gluing formula for zeta-determinants with Robin boundary condition.

problem Computing zeta-determinants with Robin boundary condition.
method Uses BFK type gluing formula and computes differences with Dirichlet boundary condition.
result Computes zeta-determinant on a cylinder with Robin boundary condition.

E-CIT framework reduces CITs' computational burden and improves causal discovery performance.

problem High computational cost of traditional CITs in causal discovery.
method E-CIT framework using divide-and-aggregate strategy with stable distribution p-value combination.
result Significant reduction in computational burden and competitive performance in causal discovery.

We introduce vine computational graphs for efficient ML integration of vine copulas.

problem Integrating vine copulas into modern machine learning pipelines.
method Developed vine computational graphs and algorithms for conditional sampling, scheduling, and structure construction.
result Gradient flow through vine copulas improves performance in machine learning models.

New symplectic structures found on complex manifolds without Kähler structures.

problem Finding symplectic structures on complex manifolds without Kähler structures.
method Constructing explicit lattices and cohomological computations.
result Compact complex manifolds with symplectic structures satisfying the Hard Lefschetz Condition.

The pricing of Bermudan options amounts to solving a dynamic programming principle, in which the main difficulty, especially in high dimension, comes from the conditional expectation involved in the computation of the continuation value. These conditional expectations are classically computed by regression techniques o…

2019-07-15abs ↗pdf ↗

This dissertation advances scalable Gaussian processes using iterative methods and pathwise conditioning.

problem The classical Gaussian process formulation is not scalable for large datasets and modern hardware.
method Combining iterative methods and pathwise conditioning to improve scalability.
result Significantly reduced memory requirements and facilitated application to larger datasets.

Enhances early-exit neural networks for anytime classification.

problem Lack of guaranteed prediction quality improvement with longer computation time.
method Post-hoc modification based on Product-of-Experts to enforce conditional monotonicity.
result Achieves conditional monotonicity in prediction quality, enabling anytime classification.

In an independence model, the triplets that represent conditional independences between singletons are called elementary. It is known that the elementary triplets represent the independence model unambiguously under some conditions. In this paper, we show how this representation helps performing some operations with in…

2016-12-04abs ↗pdf ↗

NGRC shows numerical instabilities with short lags and high-degree polynomials.

problem Numerical instabilities in NGRC feature matrix.
method Combining numerical linear algebra and dynamical systems theory, we study feature matrix conditioning. We evaluate different numerical algorithms for solving the regularized least-squares problem.
result SVD-based training achieves accurate forecasts without regularization, preferable for short lags and high-degree polynomials.

Integrates differentiable decision trees into neural networks for faster training and inference.

problem Combining differentiability and conditional computation in tree ensembles for neural networks.
method Sparse activation function and specialized forward/backward propagation algorithms for efficient training and inference.
result 10x speed-ups and 20x reduction in parameters compared to existing methods, while maintaining performance.

This work tackles regression on non-Euclidean spaces, specifically positive-definite matrices with the Bures-Wasserstein metric.

problem Regression on non-Euclidean spaces, specifically positive-definite matrices with the Bures-Wasserstein metric.
method Developed a sufficient condition for the existence of a minimizer of the conditional barycenter problem, characterized the optimization landscape, and developed a projection-free algorithm for approximate computation of first-order stationary points.
result The objective is free of local maxima under the sufficient condition, and the algorithm enables the use of stochastic Riemannian optimization methods for large-scale setups.

New method improves nonlinear filtering accuracy with reduced computation.

problem Complex nonlinear filtering with small system noise.
method Asymptotic expansion with ordinary differential equations and Edgeworth-type correction.
result Significantly lower computational cost with improved accuracy.

We consider supervised dimension reduction problems, namely to identify a low dimensional projection of the predictors $\-x$ which can retain the statistical relationship between $\-x$ and the response variable yy. We follow the idea of the sliced inverse regression (SIR) and the sliced average variance estimation (SA…

2019-06-19abs ↗pdf ↗

In this paper we consider Fourier transform techniques to efficiently compute the Value-at-Risk and the Conditional Value-at-Risk of an arbitrary loss random variable, characterized by having a computable generalized characteristic function. We exploit the property of these risk measures of being the solution of an ele…

2014-07-03abs ↗pdf ↗

CIR method constructs efficient prediction intervals with guaranteed coverage.

problem Efficiently constructing near-minimal prediction intervals with guaranteed coverage.
method Conditional Interquantile Regression (CIR) and CIR+ (enhanced version).
result Optimal balance between predictive accuracy and computational efficiency.

We present a novel tractable generative model that extends Sum-Product Networks (SPNs) and significantly boosts their power. We call it Sum-Product-Quotient Networks (SPQNs), whose core concept is to incorporate conditional distributions into the model by direct computation using quotient nodes, e.g. $P(A|B) = \frac{P(…

2017-10-12abs ↗pdf ↗

A method to select important experts for Gaussian processes to balance computational efficiency and uncertainty quantification.

problem Balancing computational efficiency and uncertainty quantification in Gaussian processes for big data.
method Using graphical models to select important experts and aggregate their predictions while ensuring uncertainty quantification.
result Substantially reduces computational cost of aggregating dependent experts while ensuring calibrated uncertainty quantification.

MIRA scores assess conditional distribution accuracy using joint samples.

problem Assessing the accuracy of candidate conditional distributions.
method Analytic expression for Mira score based on equal probability mass regions.
result Mira enables Bayesian model comparison by quantifying alignment with true process.

We consider the Yamabe invariant of a compact orbifold with finitely many singular points. We prove a fundamental inequality for the estimate of the invariant from above, which also includes a criterion for the non-positivity of it. Moreover, we give a sufficient condition for the equality in the inequality. In order t…

2010-09-18abs ↗pdf ↗

Study efficient interactive learning for structured outputs with reliable computation.

problem Interactive learning with noisy labels and structured output spaces.
method Identify and utilize CRISPs (probabilistic models) that guarantee reliable and efficient computation of probabilistic quantities.
result CRISPs enable robust and efficient active and skeptical learning in large structured output spaces.

Expectation propagation (EP) is a powerful approximate inference algorithm. However, a critical barrier in applying EP is that the moment matching in message updates can be intractable. Handcrafting approximations is usually tricky, and lacks generalizability. Importance sampling is very expensive. While Laplace propag…

2019-10-27abs ↗pdf ↗

Mathematical conditions and practical computations for adversarial robustness measures are established.

problem Existence, uniqueness, and scalability of adversarial robustness measures for AI classifiers.
method Formulated and proven mathematical conditions for existence, uniqueness, and explicit analytical computation of minimal adversarial paths and distances. Practical computation demonstrated on various AI tools and synthetic benchmarks.
result Explicit mathematical conditions and practical computations for adversarial robustness measures are established.

A new explicit scheme calculates XVA adjustments using neural networks and conditional expectations.

problem Calculating cross valuation adjustments (XVA) in realistic financial scenarios.
method Simulation/regression scheme for BSDEs, using neural networks and quantile regressions.
result The scheme outperforms Picard iterations in high-dimensional and hybrid market risks.