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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.

168,932 papers · 148 categories

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147293440586 · Jun 202019922001200920172026
48 results for estimate sequence

This research tackles uncertainty estimation in autoregressive structured prediction tasks.

problem Ensuring safety and robustness of AI systems through accurate uncertainty estimation.
method Develops a unified probabilistic ensemble-based framework for token-level and sequence-level uncertainty estimation.
result Provides baselines for error and out-of-domain detection on translation and speech recognition datasets.

We discuss algorithms for estimating the Shannon entropy h of finite symbol sequences with long range correlations. In particular, we consider algorithms which estimate h from the code lengths produced by some compression algorithm. Our interest is in describing their convergence with sequence length, assuming no limit…

2002-03-21abs ↗pdf ↗

Non-parametric estimators improve quickest changepoint detection under irregular sequence lengths.

problem Limited and irregular sequence lengths hinder application of ARL and ADD in QCD.
method Analogies with survival analysis to model detection probabilities under truncation.
result KM-ARL and KM-ADD non-parametric estimators are asymptotically unbiased.

This paper compares log-likelihood and BLEU scores for sequence generation tasks.

problem The discrepancy between density estimation and sequence generation performance.
method Comparing several density estimators on five machine translation tasks.
result The correlation between log-likelihood and BLEU varies depending on model families.

The study finds counterexamples to curvature estimates for minimizing surfaces.

problem Curvature estimates for minimizing surfaces in metric convergence.
method Constructing sequences of smooth minimizing surfaces in metrics converging to Euclidean.
result Found counterexamples with diverging L2L^2 norm of second fundamental form.

Paper optimizes change-point detection using learned distributions from training sequences.

problem Optimal change-point detection with unknown pre- and post-change distributions.
method Designs a change-point estimator using training sequences and test sequences.
result Optimal confidence width characterized as a function of undetected error.

Optimizes sliding window approach for tracking Gaussian densities.

problem Improving tracking performance of Gaussian density estimation.
method Theoretical analysis of sliding window Gaussian Kernel Density Estimators.
result Empirical evidence shows improved tracking performance with optimal weight sequence.

Eye Movement analysis with Hidden Markov Models (EMHMM) is a method for modeling eye fixation sequences using hidden Markov models (HMMs). In this report, we run a simulation study to investigate the estimation error for learning HMMs with variational Bayesian inference, with respect to the number of sequences and the …

2018-10-17abs ↗pdf ↗

Reduces change detection to estimation using confidence sequences.

problem Detecting changes in data streams with minimal delay and false alarms.
method Reduction from sequential change detection to sequential estimation using confidence sequences.
result Change detection scheme with minimal structural assumptions and strong guarantees.

Develops a new point process model for detecting neural spike sequences.

problem Detecting sparse sequences of neural spikes in high-dimensional spike trains.
method A point process model that represents sequence occurrences as marked events in continuous time, with learnable time warping parameters.
result Demonstrates improved detection and modeling of neural spike sequences.

Transformers can simulate MLE for Bayesian network sequences.

problem Understanding transformers' capabilities in Bayesian network sequence generation.
method In-context maximum likelihood estimation (MLE) for autoregressive sequence generation.
result A simple transformer model can estimate Bayesian network probabilities and generate new samples.

In this thesis we describe how to estimate the distance spanned in the pants graph by a train track splitting sequence on a surface, up to multiplicative and additive constants. If some moderate assumptions on a splitting sequence are satisfied, each vertex set of a train track in it will represent a vertex of a graph …

2016-09-30abs ↗pdf ↗

Paper shows how online betting algorithms' regret can be used to create tight confidence sequences.

problem Estimating the expectation of random variables from samples and creating time-uniform confidence sequences.
method Converts the regret guarantee of universal portfolio algorithms into time-uniform concentration inequalities and confidence sequences.
result Numerically obtained confidence sequences are never vacuous and satisfy the law of iterated logarithm.

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.

A new method optimizes neural sequence models for better task performance.

problem Training neural sequence models with maximum likelihood estimation ignores task losses.
method Maximum likelihood guided parameter search (MGS) in the parameter space.
result MGS optimizes sequence-level losses, reducing repetition and non-termination.

Empirical Bayes method improves Gaussian sequence model inference.

problem Estimating parameters in correlated Gaussian sequence models.
method Maximum Composite Marginal Likelihood (CML) estimator, leveraging geometric Brascamp-Lieb inequality.
result CML estimator converges at rate \( n_*^{-1/2} \) in weighted Hellinger distance.

We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a single parameter characterizing the common correlation. We study the parameter estimation problem under such one-parameter models. We demonstrate…

2017-12-27abs ↗pdf ↗

CRN model estimates treatment effects over time using adversarial balancing.

problem Estimating treatment effects over time in medical settings.
method Adversarial domain balancing to remove time-varying confounders.
result CRN achieves lower error in estimating counterfactuals and treatment timing.

LMC improves sampling from complex distributions using quasi-random sequences.

problem Sampling from complex high-dimensional distributions with high accuracy.
method Using completely uniformly distributed (CUD) sequences in Langevin Monte Carlo (LMC) to generate Gaussian perturbations.
result LMC with low-discrepancy CUD sequences achieves smaller estimation error than standard LMC.

ATS2S model predicts RUL of industrial equipment using attention mechanism.

problem Accurate estimation of RUL for industrial equipment to improve maintenance schedules and reduce costs.
method ATS2S model that optimizes reconstruction and RUL prediction losses, uses attention mechanism, and integrates encoder and decoder features.
result ATS2S model achieves superior performance over 13 state-of-the-art methods on four real datasets.

Sequence-to-Sequence (seq2seq) modeling has rapidly become an important general-purpose NLP tool that has proven effective for many text-generation and sequence-labeling tasks. Seq2seq builds on deep neural language modeling and inherits its remarkable accuracy in estimating local, next-word distributions. In this work…

2016-06-09abs ↗pdf ↗

Deep generative models have been successfully used to learn representations for high-dimensional discrete spaces by representing discrete objects as sequences and employing powerful sequence-based deep models. Unfortunately, these sequence-based models often produce invalid sequences: sequences which do not represent a…

2017-12-05abs ↗pdf ↗

A new method improves text generation quality and diversity.

problem Exposure bias in Maximum Likelihood Estimation for text generation.
method ψ-MLE, a new training scheme based on density ratio estimation.
result ψ-MLE outperforms Maximum Likelihood Estimation and other models in text generation quality and diversity.

Transformers handle infinite dimensional inputs effectively by feature extraction and dynamic feature selection.

problem Understanding the approximation and estimation ability of Transformers with infinite dimensional inputs.
method Anisotropic smoothness analysis and feature extraction properties of Transformers.
result Transformers avoid the curse of dimensionality and dynamically select important features.

The paper estimates variance of random sections on complex manifolds.

problem Estimating variance of random holomorphic sections on compact Kahler manifolds.
method Analyzes a sequence of smooth Hermitian holomorphic line bundles on a compact Kahler manifold X, considering specific probability measures.
result Provides variance estimates for various measures including Gaussian and Fubini-Study measures.

Spectral regularization simplifies sequence models by focusing on grammatical simplicity.

problem Sequence modeling challenges in learning tasks.
method Introduces spectral regularization based on Hankel matrices and trace norm, addressing bi-infinite matrices with an unbiased estimator.
result Demonstrates spectral regularization's potential benefits on Tomita grammars.

Efficient inference method for adaptive experiments with tighter confidence sequences.

problem Efficient inference of Average Treatment Effect in a changing policy sequential experiment.
method Semiparametric efficient inference using Adaptive Augmented Inverse-Probability Weighted estimator and asymptotic confidence sequences.
result Derives tighter confidence sequences for adaptive experiments under data-dependent stopping times.

The paper proposes a method to construct confidence sets using likelihood ratios for sequential decision-making.

problem Constructing valid uncertainty estimates for unknown quantities in sequential decision-making.
method The method uses likelihood ratios to create any-time valid confidence sequences without specialized treatment for each application.
result The proposed confidence sets maintain the prescribed coverage in a model-agnostic manner and their size depends on the choice of estimator sequence.

We present a theoretical analysis of Maximum a Posteriori (MAP) sequence estimation for binary symmetric hidden Markov processes. We reduce the MAP estimation to the energy minimization of an appropriately defined Ising spin model, and focus on the performance of MAP as characterized by its accuracy and the number of s…

2009-06-10abs ↗pdf ↗

New tools evaluate and optimize conditional sequence models in bioinformatics.

problem Evaluating and optimizing conditional sequence models in bioinformatics.
method Kernel-based discrepancy measure (ACMMD) to estimate model fit and tune hyperparameters.
result Rejects the hypothesis that ProteinMPNN fits its data for various protein families and optimizes model temperature.

Generative Adversarial Networks (GANs) have seen steep ascension to the peak of ML research zeitgeist in recent years. Mostly catalyzed by its success in the domain of image generation, the technique has seen wide range of adoption in a variety of other problem domains. Although GANs have had a lot of success in produc…

2018-05-08abs ↗pdf ↗

A new framework predicts links in time-dependent networks using Bernoulli autoregression.

problem Predicting links in time-dependent networks with additional auxiliary information.
method A Bernoulli autoregressive model with regularization for link discovery.
result The model can discover new links not present in the data.

Study LASSO for high-dimensional VAR models with weakly dependent innovations.

problem Understanding sparse regularization in high-dimensional VAR models with weakly dependent innovations.
method LASSO estimation for weakly sparse VAR models with heavy tailed innovations, under L1L^1 mixingale condition.
result Oracle properties of LASSO estimation in high-dimensional VAR models with weakly dependent innovations.

Study improves regularity estimates for harmonic maps into ellipsoids.

problem Independence of regularity estimates on harmonic maps with varying target dimensions.
method Analyzes harmonic maps into ellipsoids, uses Palais-Smale sequences, and critical metrics.
result Enhanced regularity estimates for Laplace harmonic eigenmaps.

New method accelerates gradient descent on curved spaces.

problem Optimizing functions on curved Riemannian manifolds.
method Developed a novel geometric inequality to control metric distortion, enabling a Riemannian accelerated gradient method.
result Proposed the first global accelerated gradient method for Riemannian manifolds.