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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.

168,695 papers · 148 categories

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130259389518 · Jun 202019922001200920172026
48 results for empirical Bayesian

Bayesian networks with latent variables are characterized and their likelihoods compared.

problem Characterizing and comparing likelihoods of Bayesian networks with latent variables.
method Characterized likelihood function and empirical Bayesian network. Proved dominance of global maximum likelihood from empirical model.
result The global maximum likelihood of the original Bayesian network is attained if and only if parameters are consistent with empirical model.

Bayesian predictive inference analyzes a dataset to make predictions about new observations. When a model does not match the data, predictive accuracy suffers. We develop population empirical Bayes (POP-EB), a hierarchical framework that explicitly models the empirical population distribution as part of Bayesian analys…

2014-11-02abs ↗pdf ↗

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised when selecting samples in kernel herding is equivalent to the posterior varianc…

2014-08-09abs ↗pdf ↗

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised when selecting samples in kernel herding is equivalent to the posterior varianc…

2012-04-07abs ↗pdf ↗

A new clustering method using Bayesian techniques improves robustness and interpretability.

problem Improving clustering techniques for better robustness and interpretability.
method The paper proposes a novel Bayesian clustering method using the proper Bayesian bootstrap, which combines k-means clustering and ensemble clustering.
result The method provides clear indication on the optimal number of clusters and a better representation of the clustered data.

Adaptive Bayesian quadrature (ABQ) is a powerful approach to numerical integration that empirically compares favorably with Monte Carlo integration on problems of medium dimensionality (where non-adaptive quadrature is not competitive). Its key ingredient is an acquisition function that changes as a function of previou…

2019-05-24abs ↗pdf ↗

FP-BMA improves generalization by encouraging flat posteriors in Bayesian Model Averaging.

problem Lack of flat posterior in approximate Bayesian inference methods hinders effective Bayesian Model Averaging.
method Proposes Flat Posterior-aware Bayesian Model Averaging (FP-BMA) and Flat Posterior-aware Bayesian Transfer Learning schemes.
result FP-BMA successfully captures flat posteriors, improving generalization performance.

Study examines dependence properties of Bayesian neural network units in finite-width networks.

problem Understanding dependence properties of hidden units in practical finite-width Bayesian neural networks.
method Theoretical analysis and empirical evaluation of depth and width impacts.
result Hidden units in finite-width Bayesian neural networks are dependent, contrary to the infinite-width limit assumption.

metabeta uses neural networks to speed up Bayesian mixed-effects regression.

problem Bayesian mixed-effects regression is computationally expensive.
method metabeta is a neural network model that pre-trains to estimate posterior distributions.
result metabeta achieves comparable performance to MCMC at a fraction of the time.

Study improves Bayesian optimisation with ensemble transfer learning.

problem Improving sample efficiency in Bayesian optimisation of expensive functions.
method Empirical analysis of ensemble-based transfer learning methods and pipeline components.
result Two components (warm start initialisation and positive weight constraint) improve transfer learning Bayesian optimisation performance.

Bayesian optimization improves molecule design by addressing three pitfalls.

problem Bayesian optimization pitfalls cause poor performance in molecule design.
method Identified and addressed three pitfalls: incorrect prior width, over-smoothing, and inadequate acquisition function maximization.
result Basic BO setup achieves highest performance on PMO benchmark.

Transformer pretraining yields strong EB performance without explicit adaptation.

problem Empirical Bayes problems with unknown test distributions.
method Indirect analysis of pretrained transformer's performance under universal priors.
result Near-optimal regret bound of O~(1n)\widetilde{O}(\frac{1}{n}) for arbitrary test distributions.

Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics for comparing the performance of Bayesian optimization methods and propose a ran…

2016-03-31abs ↗pdf ↗

We study the problem of learning Bayesian network structures from data. We develop an algorithm for finding the k-best Bayesian network structures. We propose to compute the posterior probabilities of hypotheses of interest by Bayesian model averaging over the k-best Bayesian networks. We present empirical results on s…

2012-03-15abs ↗pdf ↗

This paper improves learning uncertain Bayesian networks from incomplete data.

problem Learning conditional probabilities in Bayesian networks with limited data.
method Develops methods to estimate and quantify uncertainty in conditional probabilities with incomplete data.
result Improves state-of-the-art approaches for handling uncertain Bayesian networks with incomplete data.

We prove semi-empirical concentration inequalities for random variables which are given as possibly nonlinear functions of independent random variables. These inequalities describe concentration of random variable in terms of the data/distribution-dependent Efron-Stein (ES) estimate of its variance and they do not requ…

2019-09-04abs ↗pdf ↗

Empirical study compares finite- and infinite-width BNNs, revealing performance differences under model mismatch.

problem Comparing BNNs with different widths due to conflicting model properties and inference intractability.
method Empirical comparison of finite- and infinite-width BNNs, analyzing performance under model mismatch.
result Increasing width can hurt BNN performance when the model is mis-specified, and finite-width BNNs generalize better under model mismatch.

Bayesian neural networks can be partially stochastic without losing predictive power.

problem The necessity of fully stochastic parameters in Bayesian neural networks.
method Theoretical and empirical investigation of partially stochastic networks compared to fully stochastic ones.
result Expressive predictive distributions require only small amounts of stochasticity, and partially stochastic networks can match or outperform fully stochastic networks.

Proposes a new generalization bound for Bayesian deep nets without strict assumptions.

problem Lack of generalization bounds for Bayesian deep nets without strict assumptions.
method Exploits contractivity of Log-Sobolev inequalities to add a loss-gradient norm term to the generalization bound.
result Introduces a new generalization bound for Bayesian deep nets that avoids strict assumptions.

Bayesian Empirical Bayes extends EB to complex structures using probabilistic symmetry.

problem Improving simultaneous inference in complex settings like arrays and graphs.
method Generalized empirical Bayes approach based on probabilistic symmetry.
result BEB outperforms existing methods in denoising arrays and spatial data.

IDS improves sparse linear bandits by balancing information and regret.

problem Sparse linear bandits in high-dimensional decision-making.
method Information-directed sampling (IDS) with Bayesian regret bounds and empirical Bayesian sparse posterior sampling.
result IDS nearly matches existing lower bounds and significantly reduces regret.

Bayesian network structure learning is often performed in a Bayesian setting, by evaluating candidate structures using their posterior probabilities for a given data set. Score-based algorithms then use those posterior probabilities as an objective function and return the maximum a posteriori network as the learned mod…

2016-05-12abs ↗pdf ↗

This work introduces a new data-driven estimator for the Bayesian Cramér-Rao bound using score matching.

problem Benchmarking the performance of statistical estimators and providing a principled metric for system design and optimization.
method Score matching technique to estimate the Bayesian Cramér-Rao bound from training data.
result Developed novel non-asymptotic bounds on the score matching error and the Bayesian CRB estimator.

This paper connects masked pre-training to Bayesian model selection.

problem Understanding the success of masked pre-training and its generalization.
method The paper shows masked pre-training corresponds to maximizing the marginal likelihood.
result Masked pre-training with a suitable scoring function maximizes the marginal likelihood.

Novel hybrid method for Bayesian network structure learning reduces computational time without sacrificing accuracy.

problem Bayesian network structure learning efficiency and accuracy trade-off.
method Partitioned PC (pPC), pp-value adjacency thresholding (PATH), hybrid greedy initialization (HGI).
result pHGS achieves significant computational reductions compared to the PC algorithm without sacrificing structure learning accuracy.

We show that the multi-class support vector machine (MSVM) proposed by Lee et. al. (2004), can be viewed as a MAP estimation procedure under an appropriate probabilistic interpretation of the classifier. We also show that this interpretation can be extended to a hierarchical Bayesian architecture and to a fully-Bayesia…

2012-06-27abs ↗pdf ↗

Bayesian principles improve neural additive models for better feature selection and uncertainty.

problem Lack of calibrated uncertainties and feature selection in neural additive models.
method Augmenting NAMs with Bayesian principles to provide credible intervals, feature selection, and interaction ranking.
result Improved performance on tabular datasets and real-world medical tasks.