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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.

169,341 papers · 148 categories

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63125188250 · Jun 202019922001200920182026
48 results for degree prior

Proposes a method to infer networks using node-specific degree priors.

problem Network inference from partially observed edges.
method Formulates network inference as a matrix completion problem regularized by a node-specific degree prior derived from observed edges.
result Improves network recovery error bound compared to previous methods.

Learning the network structure underlying data is an important problem in machine learning. This paper introduces a novel prior to study the inference of scale-free networks, which are widely used to model social and biological networks. The prior not only favors a desirable global node degree distribution, but also ta…

2015-03-07abs ↗pdf ↗

No regularization needed for InLDL, achieving efficient and effective model.

problem InLDL struggles with performance degradation due to missing degrees.
method Proposes a model that uses label distribution as a prior, implicitly regularizing the learning process.
result Achieves competitive performance without explicit regularization.

Bayesian optimisation for expensive experiments with shape prior.

problem Expensive experiments with time-varying control variables.
method Developed a novel Bayesian optimisation framework using Bernstein polynomial basis and dynamic polynomial degree adjustment.
result Demonstrated effectiveness on polymer fibre design and learning rate optimisation.

Bayesian method corrects for model selection multiplicity in regression.

problem Model selection multiplicity in regression analysis.
method Developed a Bayesian prior distribution based on Holm procedure analogy.
result Adequate multiplicity correction requires sparsity not provided by recommended priors.

Algorithm adapts to non-stationary rewards without prior knowledge.

problem Optimizing decisions in non-stationary environments without prior knowledge of changes.
method Optimization-based algorithm that restarts when non-stationarity is detected.
result Achieves tighter dynamic regret bound and is nearly minimax optimal.

GCNs favor high-degree nodes, leading to biased performance; a new method mitigates this.

problem Degree-related biases in GCNs, especially for low-degree nodes.
method Developed a novel SL-DSGC that reduces model and data biases.
result SL-DSGC improves GCN accuracy significantly for low-degree nodes.

CSNE embeds signed networks by separating structural and fine-grained information.

problem Improving sign prediction in signed networks using inaccurate or incomplete balance theories.
method Conditional Signed Network Embedding (CSNE) models structural and fine-grained information separately, integrating them rigorously.
result CSNE outperforms state-of-the-art on sign prediction tasks, and MaxEnt priors are competitive in resource-constrained settings.

New Bayesian method for estimating portfolio VaR and CVaR that adapts to volatility changes.

problem Estimating VaR and CVaR of portfolios in volatile markets.
method Volatility-sensitive Bayesian estimation using conjugate priors and rolling window sizes.
result The new method provides better risk estimation, especially during turbulent periods.

A new filter adapts to heavy-tailed data without tuning, improving performance in challenging conditions.

problem Degraded performance of Kalman and EnKF in heavy-tailed distributions.
method Generalizes EnKF using t-distributions, estimating parameters via EM algorithm.
result Improves performance on challenging filtering problems with heavy-tailed noise.

Choosing appropriate architectures and regularization strategies for deep networks is crucial to good predictive performance. To shed light on this problem, we analyze the analogous problem of constructing useful priors on compositions of functions. Specifically, we study the deep Gaussian process, a type of infinitely…

2014-02-24abs ↗pdf ↗

New method uses KL-divergence to create non-informative priors for multivariate Gaussian.

problem Handling hyperparameters for non-informative limits in multivariate Gaussian conjugate priors.
method Using scaled KL-divergence between multivariate Gaussians to construct Wishart and normal-Wishart conjugate priors.
result Forming non-informative priors without violating Wishart shape parameter restrictions.

The paper proves existence of horo-convex hypersurfaces in hyperbolic space with specific curvature conditions.

problem Existence of horo-convex hypersurfaces with prescribed shifted Gauss curvatures in hyperbolic space.
method Existence result obtained via standard degree theory based on a prior estimates for solutions to the prescribed shifted Gauss curvature equations.
result Existence of horo-convex hypersurfaces in hyperbolic space under certain conditions.

New method explains computational barriers in high-dimensional statistical models.

problem Understanding detection-recovery gaps in high-dimensional inference.
method Combining algorithmic contiguity and cross-validation reduction to obtain conditional computational lower bounds.
result Mild control of low-degree advantage is sufficient to explain computational barriers for recovery.

New method calculates degrees of freedom for sparse estimation in continuous models.

problem Quantifying effective parameters in over-parameterized models with large continuous parameter spaces.
method Develops a continuous Lasso method for sparsity-inducing optimization over measure spaces.
result Proof of a continuous degrees of freedom formula for Beurling Lasso.

In this paper, we present a multi-period trading model by assuming that traders face not only asymmetric information but also heterogenous prior beliefs, under the requirement that the insider publicly disclose his stock trades after the fact. We show that there is an equilibrium in which the irrational insider camoufl…

2011-05-12abs ↗pdf ↗

Three-layer neural networks learn hierarchical polynomial functions efficiently.

problem Learning hierarchical polynomial functions with three-layer neural networks.
method Layerwise gradient descent on square loss, focusing on feature learning.
result Achieves optimal sample complexity for learning hierarchical polynomials.

Bayesian approach improves sparse PCE for high-dimensional problems.

problem Sparse PCE struggles with high-dimensional uncertainty and underdetermined situations.
method Joint shrinkage priors and MCMC for sparse PCE with uncertainty estimation.
result Bayesian PCE achieves sparse representations with higher polynomial degrees.

New unsupervised image translation method detects changes without labeled data.

problem Detecting changes in images without labeled data.
method Affinity-based change priors and weighted loss functions trained on convolutional neural networks.
result Proposed method outperforms state-of-the-art algorithms in detecting changes.

We define the information threshold in Bayesian decision-making.

problem Understanding the optimal amount of information for reliable classification.
method Defining the information threshold as the point of maximum curvature in the prior vs. posterior curve.
result At the information threshold, additional evidence does not significantly improve posterior probability.

New approach turns optimal stationary RL into non-stationary RL without prior knowledge.

problem Optimal RL in non-stationary environments without prior knowledge of non-stationarity.
method Black-box reduction of optimal stationary RL algorithms to non-stationary RL.
result Achieves optimal dynamic regret bounds in various RL settings.

We prove the correspondence between the information geometry of a signal filter and a Kähler manifold. The information geometry of a minimum-phase linear system with a finite complex cepstrum norm is a Kähler manifold. The square of the complex cepstrum norm of the signal filter corresponds to the Kähler potential. The…

2014-04-08abs ↗pdf ↗

Improved graph neural network bounds using graph diffusion matrix.

problem Empirical performance of graph neural networks on real-world graphs.
method Unified model of graph neural networks, focusing on feature diffusion matrix stability.
result Generalization bounds scale with largest singular value of feature diffusion matrix, smaller than prior bounds.

Proposes a new framework for detecting overlapping and non-overlapping communities.

problem Lack of methods for both overlapping and non-overlapping community detection.
method Integrated framework based on primary node criteria of internal and external association degrees.
result Outperforms existing methods on evaluation criteria.

Incorporating domain knowledge into the modeling process is an effective way to improve learning accuracy. However, as it is provided by humans, domain knowledge can only be specified with some degree of uncertainty. We propose to explicitly model such uncertainty through probabilistic constraints over the parameter sp…

2012-05-09abs ↗pdf ↗

Improves online learning with expert demonstrations, quality matters.

problem Improving online learning through offline demonstration data.
method Thompson sampling applied to a multi-armed bandit model, informed by expert demonstrations and Bayes' rule.
result Substantial empirical regret reduction with expert demonstrations, improving online performance.

SURF simplifies distribution estimation with simple, robust, and fast algorithms.

problem Efficient and accurate distribution estimation in statistics and machine learning.
method Piecewise polynomial approximation using empirical probability interpolation and divide-and-conquer merging.
result Surpassing state-of-the-art algorithms in efficiency and accuracy, SURF estimates distributions robustly and quickly.

New findings on tensor decomposition complexity, showing polynomial functions can estimate the largest component under certain conditions.

problem The complexity of tensor decomposition, especially for low-degree polynomials.
method Modeling a slightly larger component in a random tensor decomposition and using polynomial functions to estimate it.
result Polynomial functions can accurately estimate the largest component when rn3/2r \ll n^{3/2} but fail when rn3/2r \gg n^{3/2}.