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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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61122182243 · Jun 202019922001200920172026
48 results for data-driven priors

The MEM method uses data-driven priors for linear inverse problems, proving convergence and estimating differences.

problem Linear inverse problems with approximate priors.
method Maximum Entropy on the Mean (MEM) method with data-driven priors.
result Empirical mean convergence and estimates for prior differences based on epigraphical distance.

Bayesian imaging uses neural networks to learn prior knowledge from data.

problem Performing Bayesian inference in imaging problems with limited prior knowledge.
method Constructs a data-driven prior on a sub-manifold of the image space using neural networks, and performs Bayesian computation on this manifold.
result Established the existence and well-posedness of the posterior distribution and moments, and demonstrated superior performance compared to existing methods.

Paper introduces a method to generate physically feasible dynamics with physical priors.

problem Challenges in generating physically feasible dynamics under physical priors.
method Seamlessly incorporates physical priors into diffusion-based generative models.
result Efficient generation of physically realistic dynamics across various physical phenomena.

Hybridizes physical and data-driven methods for predicting physicochemical properties.

problem Predicting physicochemical properties accurately using limited data.
method Distills physical method predictions into a prior model and combines with sparse experimental data using Bayesian inference.
result Significant improvements in predicting activity coefficients at infinite dilution compared to baselines and ensemble methods.

Most of Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) algorithms in existing probabilistic programming systems suboptimally use only model priors as proposal distributions. In this work, we describe an approach for training a discriminative model, namely a neural network, in order to approximate the …

2015-12-14abs ↗pdf ↗

BI-EqNO improves Bayesian inference with flexible neural operators.

problem Inaccurate estimation of marginal likelihoods in approximate Bayesian methods.
method Equivariant neural operator framework for generalized approximate Bayesian inference.
result BI-EqNO enhances both deterministic and stochastic approaches to Bayesian inference.

The paper proposes a method to improve Bayesian inference for periodic data using data-driven priors.

problem Efficiency in approximating posterior distribution in models with periodicity.
method Construct a prior distribution from data using a Gaussian process with a periodic kernel, approximated using adaptive importance sampling.
result The proposed method improves the marginal posterior distribution of the period parameter.

Optimal data-driven formulations are found for learning and decision-making with historical data.

problem Designing optimal learning and decision-making formulations from historical data.
method Define a yardstick for measuring formulation quality, then construct an optimal formulation that is uniformly closer to the true cost.
result Existence of three distinct out-of-sample performance regimes with corresponding optimal formulations.

Generative models improve inverse problems by providing tailored priors.

problem Analyzing the error in inverse problems solved with generative priors.
method Quantitative error bounds for minimum Wasserstein-2 generative models.
result The error in the posterior due to the generative prior is bounded by the prior's error in Wasserstein-1 distance.

Proposes FOAGP for efficient orthogonal effect decomposition of black-box computer experiments.

problem Challenges in sensitivity analysis of black-box computer experiments with complex, nonlinear functional outputs.
method Functional-output orthogonal additive Gaussian process (FOAGP) with conditional orthogonality constraint.
result Demonstrates effectiveness in orthogonal effect decomposition and variance decomposition through simulations and real-world application.

A new method learns priors for Bayesian optimisation to improve performance.

problem Bayesian optimisation tasks often assume strong similarity, which is violated in many cases.
method Replace strong similarity assumption with shape similarity, learn priors for hyperparameters.
result PLeBO and prior transfer find good inputs in fewer evaluations.

We propose a physics-based method to learn environmental fields (EFs) using a mobile robot. Common purely data-driven methods require prohibitively many measurements to accurately learn such complex EFs. Alternatively, physics-based models provide global knowledge of EFs but require experimental validation, depend on u…

2018-12-10abs ↗pdf ↗

Framework evaluates the impact of prior knowledge in deep learning models.

problem Mitigating data-driven model shortcomings like data dependence and generalization ability.
method Model-agnostic framework inspired by interpretable machine learning, assessing data volume and estimation range effects.
result Complex relationship between data and knowledge, including dependence, synergistic, and substitution effects.

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.

Blade uses diffusion priors to accurately and calibratedly infer complex systems.

problem Derivative-free Bayesian inversion for high-dimensional, nonlinear problems with costly forward models.
method Blade employs an ensemble of interacting particles and diffusion models as priors, querying forward models only through evaluations.
result Blade produces well-calibrated posterior samples that existing methods cannot, improving with more iterations and particles.

New data-driven Cartan connection tracks complex vascular structures.

problem Tracking complex vascular structures in multi-orientation images.
method Formulated a data-driven Cartan connection on M2\mathbb{M}_2 for geodesic tracking.
result Improved geodesic tracking of vascular trees with globally optimal curves.

Automated digital twin discovery from biological data improves drug discovery and personalized medicine.

problem Developing reliable digital twins from noisy, incomplete biological data.
method Symbolic and sparse regression, Bayesian frameworks, deep learning, and large language models.
result Sparse regression generally outperforms symbolic regression, especially with Bayesian frameworks.

Bayesian approach to portfolio selection reduces pessimism in frequent trading.

problem Tackling the challenge of estimating drift in Merton's portfolio selection model.
method Bayesian distributionally robust control with nonlinear Wasserstein projections.
result Reduced pessimism and improved performance in frequent rebalancing compared to existing methods.

A new method maps high-dimensional Bayesian inverse problems to lower dimensions.

problem High-dimensional Bayesian inverse problems with complex prior information.
method Data-driven VAE prior and KRnet map for posterior approximation in latent space.
result Efficiently reduces computational cost and approximates posterior distributions.

Q-SAVI model improves drug discovery accuracy with prior knowledge of chemical space.

problem Challenges in drug discovery due to covariate shift and limited labeled data.
method Probabilistic model with domain-informed prior distributions over functions.
result Q-SAVI outperforms state-of-the-art techniques in predictive accuracy and calibration.

Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification ('posterior credible sets'). We investigate Bayesian inference for average treatment effects from observational data, which is a challenging…

2019-09-26abs ↗pdf ↗

Framework augments physical models with deep learning for complex dynamics forecasting.

problem Forecasting complex dynamical phenomena with partial knowledge.
method APHYNITY framework: decomposes dynamics into physical and data-driven components.
result Framework accurately forecasts system evolution and identifies relevant parameters.

Bayesian Cox model identifies biomarkers from multi-omics data.

problem Produce interpretable survival prognosis from multi-omics data.
method Penalized semiparametric Bayesian Cox model with graph-structured selection priors.
result Model identifies new biomarkers and improves survival prediction.

Deep models memorize training data in geophysical inversion, leading to biased posterior distributions.

problem Memorization of training data biases learned priors in geophysical inverse problems.
method Casting generative models' training as maximum likelihood, we show memorization results in a reweighted empirical distribution for diffusion models, leading to Gaussian mixture priors and posteriors.
result Memorization leads to posterior distributions that are likelihood-weighted lookup among stored training examples, affecting full waveform inversion outcomes.

MaxEnt framework recovers standard model selection procedures and identifies the most generalizable model.

problem Model selection and characterization in data-scientific approaches.
method Starting from linear system of phenomenological constraints, asymptotically derive the distribution over all viable distributions.
result MaxEnt distribution is the most typical among all viable distributions and supports hypothesis testing in a fully-data driven manner.