This note investigates a conjugate class for the Dirichlet distribution class in the exponential family.
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.
Trend · papers per month
We present a general method for deriving collapsed variational inference algo- rithms for probabilistic models in the conjugate exponential family. Our method unifies many existing approaches to collapsed variational inference. Our collapsed variational inference leads to a new lower bound on the marginal likelihood. W…
Conjugate pairs of distributions over infinite dimensional spaces are prominent in statistical learning theory, particularly due to the widespread adoption of Bayesian nonparametric methodologies for a host of models and applications. Much of the existing literature in the learning community focuses on processes posses…
Extends likelihood ratio exponential families to analyze various optimization methods.
We characterize conjugate nonparametric Bayesian models as projective limits of conjugate, finite-dimensional Bayesian models. In particular, we identify a large class of nonparametric models representable as infinite-dimensional analogues of exponential family distributions and their canonical conjugate priors. This c…
The study identifies conjugate and cut points in ideal fluid motion configurations.
The MAP estimate's log-likelihood sub-optimality is hard to bound in general.
Study the geometry of hydrodynamics equations using diffeomorphism groups.
Locally, isoperimetric problems on Riemannian surfaces are sub-Riemannian problems in dimension 3. The particular case of Dido problems corresponds to a class of singular contact sub-Riemannian metrics : metrics which have the charateristic vertor field as symmetry. We give a classification of the generic conjugate loc…
In a range of fields including the geosciences, molecular biology, robotics and computer vision, one encounters problems that involve random variables on manifolds. Currently, there is a lack of flexible probabilistic models on manifolds that are fast and easy to train. We define an extremely flexible class of exponent…
Improves variational inference for sparse models using mixtures of exponential families.
New method uses exponential family priors to handle shuffled data problems.
Improved SVI with adjustable annealing for better optimization.
We introduce overdispersed black-box variational inference, a method to reduce the variance of the Monte Carlo estimator of the gradient in black-box variational inference. Instead of taking samples from the variational distribution, we use importance sampling to take samples from an overdispersed distribution in the s…
BayesPy is an open-source Python software package for performing variational Bayesian inference. It is based on the variational message passing framework and supports conjugate exponential family models. By removing the tedious task of implementing the variational Bayesian update equations, the user can construct model…
Study on conjugate points in a -algebra's Grassmann manifold.
The exponential map fails to be injective near critical points in sub-Riemannian geometry.
Given two conjugate mapping classes f and g, we produce a conjugating element w such that |w| < K(|f|+|g|), where |.| denotes the word metric with respect to a fixed generating set, and K is a constant depending only on the generating set. As a consequence, the conjugacy problem for mapping class groups is exponentiall…
We define a functor from the category of multiple conjugation biquandles to that of multiple conjugation quandles. We show that for any multiple conjugation biquandle , there is a one-to-one correspondence between the set of -colorings and that of -colorings diagrammatically for any …
We study the singularities of the exponential map in semi Riemannian locally symmetric manifolds. Conjugate points along geodesics depend only on real negative eigenvalues of the curvature tensor, and their contribution to the Maslov index of the geodesic is computed explicitly. We prove that degeneracy of conjugate po…
The intimate relationship between coherent states and geodesics is pointed out. For homogenous manifolds on which the exponential from the Lie algebra to the Lie group equals the geodesic exponential, and in particular for symmetric spaces, it is proved that the cut locus of the point is equal to the set of coheren…
We provide a generalization of Bianchi's triply conjugate systems containing a family of deformations of 2-dimensional quadrics together with its Bäcklund transformation to higher dimensions.
The conjugate locus of a point in a surface will have a certain number of cusps. As the point is moved in the surface the conjugate locus may spontaneously gain or lose cusps. In this paper we explain this `bifurcation' in terms of the vanishing of higher derivatives of the exponential map; we der…
Paper introduces kernel deformed exponential families for sparse continuous attention.
A new method for efficiently computing derivatives of skew-symmetric matrix exponentials.
Fast approximate inference for non-Gaussian data.
In this paper we study the reduction curves of a braid, and how they can be used to decompose the braid into simpler ones in a precise way, which does not correspond exactly to the decomposition given by Thurston theory. Then we study how a cyclic sliding (which is a particular kind of conjugation) affects the normal f…
The fundamental group of the complement of a hyperplane arrangement plays an important role in studying the corresponding arrangements. In particular, for large families of hyperplane arrangements, this fundamental group, being isomorphic to the fundamental group of a complement of a line arrangement, has some remarkab…
Making inferences from data streams is a pervasive problem in many modern data analysis applications. But it requires to address the problem of continuous model updating and adapt to changes or drifts in the underlying data generating distribution. In this paper, we approach these problems from a Bayesian perspective c…
Classifies good involutions in conjugation subquandles and racks.
We study the Chabauty compactification of two families of closed subgroups of . The first family is the set of all parahoric subgroups of . Although the Chabauty compactification of parahoric subgroups is well studied, we give a different and more geometric proof using various Le…
Proves properties of sub-Riemannian exponential map, showing it's not injective.
Exponential family distributions are highly useful in machine learning since their calculation can be performed efficiently through natural parameters. The exponential family has recently been extended to the t-exponential family, which contains Student-t distributions as family members and thus allows us to handle noi…
In this short note, we propose an unified method to derive formulas for derivations conjugated by exponential functions on an almost complex manifold. In v3, we corrected some mistakes in previous versions.
Upper bound on Stiefel manifold's injectivity radius found.
Bayesian hierarchical clustering (BHC) is an agglomerative clustering method, where a probabilistic model is defined and its marginal likelihoods are evaluated to decide which clusters to merge. While BHC provides a few advantages over traditional distance-based agglomerative clustering algorithms, successive evaluatio…
We study the sub-Riemannian exponential for contact distributions on manifolds of dimension greater or equal to 5. We compute an approximation of the sub-Riemannian Hamiltonian flow and show that the conjugate time can have multiplicity 2 in this case. We obtain an approximation of the first conjugate locus for small r…
The study explores generalized divergences and exponential families with a focus on sufficient conditions and laws of large numbers.
Generalizes moment-matching for exponential families with conditioning or hidden data.
Correspondence found between exponential families and affine Grassmannians.
Using symplectic techniques and spectral analysis of smooth paths of self-adjoint operators, we characterize the set of conjugate instants along a geodesic in an infinite dimensional Riemannian Hilbert manifold.
We provide the first explicit examples of deformations of higher dimensional quadrics: a straightforward generalization of Peterson's explicit 1-dimensional family of deformations in of 2-dimensional general quadrics with common conjugate system given by the spherical coordinates on the complex sphere $\…
The goal of this thesis is to study the singularities of the exponential map of Riemannian and Finsler manifolds (a concept related to caustics and catastrophes), and the object known as the cut locus (aka ridge, medial axis or skeleton), to improve existing results about its structure, to look at it in new ways, and t…
We provide a classification of graphical models according to their representation as subfamilies of exponential families. Undirected graphical models with no hidden variables are linear exponential families (LEFs), directed acyclic graphical models and chain graphs with no hidden variables, including Bayesian networks …
Constructing exponential families from statistical manifolds.
We exploit an ansatz in order to construct power series expansions for pairs of conjugate functions defined on domains of Euclidean --space. Convergence properties of the resulting series are investigated. Entire solutions which are not harmonic are found as well as a -parameter family of examples which contains …
Andersen, Masbaum and Ueno conjectured that certain quantum representations of surface mapping class groups should send pseudo-Anosov mapping classes to elements of infinite order (for large enough level ). In this paper, we relate the AMU conjecture to a question about the growth of the Turaev-Viro invariants $TV_r…
Thompson Sampling has been demonstrated in many complex bandit models, however the theoretical guarantees available for the parametric multi-armed bandit are still limited to the Bernoulli case. Here we extend them by proving asymptotic optimality of the algorithm using the Jeffreys prior for 1-dimensional exponential …