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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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48 results for conditional density estimation

MCD reformulates conditional density estimation into binary classification.

problem Conditional density estimation in statistical and machine learning.
method Marginal Contrastive Discrimination, reformulating into marginal and ratio density functions for binary classification.
result Significantly outperforms existing methods on most density models and regression datasets.

Paper proposes a new method for estimating conditional densities using logistic regressions.

problem Estimating conditional densities for complex distributions.
method Parametric conditional density estimation via weighted logistic regressions.
result Maximum likelihood estimates can be obtained efficiently via a block-wise alternating maximization scheme and local case-control sampling.

Partition Tree estimates conditional densities for mixed continuous and categorical variables.

problem Estimating conditional densities for mixed data types.
method Tree-based framework modeling conditional distributions as piecewise-constant densities on adaptive partitions, minimizing conditional negative log-likelihood.
result Improved probabilistic prediction compared to CART-style trees and state-of-the-art methods.

We introduce a novel conditional density estimation model termed the conditional density operator (CDO). It naturally captures multivariate, multimodal output densities and shows performance that is competitive with recent neural conditional density models and Gaussian processes. The proposed model is based on a novel …

2019-05-27abs ↗pdf ↗

Transforms conditional density estimation into a nonparametric regression problem.

problem Conditional density estimation in high dimensions.
method Introduces auxiliary samples to transform into nonparametric regression.
result Estimator converges to true conditional density in data limit.

Paper develops estimators for unbounded density ratios with applications in error control.

problem Estimating density ratios with unbounded domains and ranges.
method Least squares and logistic regression loss functions for density ratio estimation.
result Established upper bounds on estimation errors with optimal rates for unbounded density ratios.

Conditional density estimation is a general framework for solving various problems in machine learning. Among existing methods, non-parametric and/or kernel-based methods are often difficult to use on large datasets, while methods based on neural networks usually make restrictive parametric assumptions on the probabili…

2018-06-05abs ↗pdf ↗

Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals. Though fundamental and widely applicable, nonparametric conditional density estimat…

2012-06-20abs ↗pdf ↗

Modeling complex conditional distributions is critical in a variety of settings. Despite a long tradition of research into conditional density estimation, current methods employ either simple parametric forms or are difficult to learn in practice. This paper employs normalising flows as a flexible likelihood model and …

2018-02-14abs ↗pdf ↗

The ratio of two probability densities can be used for solving various machine learning tasks such as covariate shift adaptation (importance sampling), outlier detection (likelihood-ratio test), and feature selection (mutual information). Recently, several methods of directly estimating the density ratio have been deve…

2009-12-15abs ↗pdf ↗

GGMPs improve non-Gaussian conditional density estimation.

problem Multimodality, heteroscedasticity, and strong non-Gaussianity in conditional density estimation.
method GGMP combines local Gaussian mixture fitting, cross-input component alignment, and per-component heteroscedastic GP training.
result GGMPs improve distributional approximation on synthetic and real-world datasets.

SLS optimizes minimum-volume regions for conditional quantiles, bypassing density estimation.

problem Constructing minimum-volume prediction regions that satisfy conditional coverage.
method Super-level-set regression (SLS) directly optimizes geometric boundaries of conditional level sets.
result SLS optimizes regions directly, capturing complex conditional structures end-to-end.

Conditional Density Estimation (CDE) models deal with estimating conditional distributions. The conditions imposed on the distribution are the inputs of the model. CDE is a challenging task as there is a fundamental trade-off between model complexity, representational capacity and overfitting. In this work, we propose …

2018-10-30abs ↗pdf ↗

Tabular foundation models outperform other methods in conditional density estimation across various datasets.

problem Estimating the full conditional distribution of a response given tabular covariates, especially in settings with heteroscedasticity, multimodality, or asymmetric uncertainty.
method Benchmarked three tabular foundation model variants (TabPFN and TabICL) against six CDE baselines on 39 real-world datasets.
result Tabular foundation models achieve the best CDE loss, log-likelihood, and CRPS across all sample sizes, outperforming other methods.

We propose an estimation method for the conditional mode when the conditioning variable is high-dimensional. In the proposed method, we first estimate the conditional density by solving quantile regressions multiple times. We then estimate the conditional mode by finding the maximum of the estimated conditional density…

2017-12-23abs ↗pdf ↗

The paper tackles video prediction by estimating conditional densities implicitly.

problem Temporal prediction uncertainty and high-dimensional probabilistic inference in natural scenes.
method Score-based conditional density estimation using sequence-to-image networks trained on a resilience-to-noise objective.
result The method handles occlusion boundaries and weights predictive evidence by reliability.

Paper proposes approximate Stein classes for efficient truncated density estimation.

problem Difficulties in estimating truncated density models due to intractable normalising constants and boundary conditions.
method Adapts score matching to solve the problem, introduces approximate Stein classes and a novel discrepancy measure, TKSD.
result TKSD does not require a fixed weighting function and can be evaluated using only boundary samples, leading to improved accuracy.

Most conventional Reinforcement Learning (RL) algorithms aim to optimize decision-making rules in terms of the expected returns. However, especially for risk management purposes, other risk-sensitive criteria such as the value-at-risk or the expected shortfall are sometimes preferred in real applications. Here, we desc…

2012-03-15abs ↗pdf ↗

Paper connects contrastive learning to MI maximization and establishes robust methods for nonlinear ICA and subspace estimation.

problem Understanding and improving unsupervised representation learning and density ratio estimation.
method The paper connects contrastive learning to MI maximization, establishes new recovery conditions for nonlinear ICA, and proposes a practical outlier-robust method for nonlinear subspace estimation.
result The proposed methods can be seen as maximizing MI, performing nonlinear ICA, or estimating nonlinear subspaces, and are robust to outliers.

We introduce a new framework for training deep generative models for high-dimensional conditional density estimation. The Bottleneck Conditional Density Estimator (BCDE) is a variant of the conditional variational autoencoder (CVAE) that employs layer(s) of stochastic variables as the bottleneck between the input xx a…

2016-11-25abs ↗pdf ↗

Study shows robust method for estimating density ratios even with heavy contamination.

problem Estimating density ratios in the presence of heavy contamination.
method Weighted density ratio estimation (DRE) with doubly strong robustness.
result Weighted DRE achieves sparse consistency under heavy contamination.

New algorithm for robust density estimation in corrupted data.

problem Density estimation in the presence of adversarial corruption.
method Proposes an algorithm for constructing a density estimator within a star-shaped density class, derived minimax bounds for estimation.
result Obtained minimax upper and lower bounds for density estimation under adversarial corruption.

DDN models flexible free-form conditional distributions.

problem Difficulty in explicitly approximating arbitrary conditional distributions.
method Deconvolutional neural network framework for discretizing continuous domains.
result DDN outperforms other density-estimation methods on various tasks.

The paper analyzes kNN density estimation's convergence rates under different conditions.

problem Analyzing convergence rates of kNN density estimation under bounded and unbounded support conditions.
method Examined two cases: bounded support with known and unknown support sets, and unbounded support with smooth density function.
result kNN density estimation is minimax optimal under certain conditions and better than kernel density estimation in some cases.

We propose two nonparametric statistical tests of goodness of fit for conditional distributions: given a conditional probability density function p(yx)p(y|x) and a joint sample, decide whether the sample is drawn from p(yx)rx(x)p(y|x)r_x(x) for some density rxr_x. Our tests, formulated with a Stein operator, can be applied to any…

2020-02-24abs ↗pdf ↗

GCAE uses density estimation to achieve reliable disentanglement in latent space.

problem Disentangled learning representations suffer from reliability issues.
method GCAE uses Gaussian Channel Autoencoder with Dual Total Correlation (DTC) to avoid the curse of dimensionality.
result GCAE achieves highly competitive and reliable disentanglement scores.

Paper tackles unbounded density ratio estimation for covariate shift adaptation.

problem Understudied challenge in statistical learning: unbounded density ratios.
method Three-step estimation method: relative density ratio, truncation, and transformation.
result Established rigorous convergence guarantees for density ratio and regression estimators.

We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from classical MM-estimation. We interpret the KDE based on a radial, positive semi-definite ke…

2011-07-15abs ↗pdf ↗

Proposes a neural density estimator that adapts to low-dimensional structures and integrates into generative models.

problem Challenges in implementing neural density estimators and lack of theoretical understanding.
method Structure-agnostic neural density estimator that is easy to implement and provably adaptive.
result Adapts to low-dimensional structures and achieves faster convergence rates.

EMDE efficiently estimates manifold densities for diverse recommendation systems.

problem Efficiently estimating manifold densities for multi-modal recommendation systems.
method EMDE (Efficient Manifold Density Estimator) framework for arbitrary vector representations.
result Established new state-of-the-art results in top-k and session-based recommendation settings.

The paper improves boundary detection and density estimation on noisy data.

problem Detecting boundary points and estimating density on noisy data from compact manifolds.
method Doubly stochastic scaling of the Gaussian heat kernel via Sinkhorn iterations.
result The new estimates of boundary points and density outperform standard methods, especially under noise.

Paper proposes an alternative to set losses for predicting unordered variables without imposing structure.

problem Learning unordered variables with unknown interrelations without imposing structure.
method Viewing set prediction as conditional density estimation and using deep energy-based models with gradient-guided sampling.
result Empirically demonstrates capability to learn multi-modal densities and produce different plausible predictions.