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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.

169,291 papers · 148 categories

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137273410546 · Jun 202019922001200920182026
48 results for exponential-family distributions

Paper develops EP algorithm for t-exponential family using q-algebra.

problem Efficient learning algorithm for t-exponential family distributions.
method Borrowing q-algebra from statistical physics, develop EP algorithm.
result Demonstrates performance of EP algorithm on Bayes point machine and Student-t process classification.

New Thompson sampling algorithm reduces regret for exponential family bandits.

problem Minimizing regret in multi-armed bandit problems with exponential family rewards.
method Proposes ExpTS and ExpTS+^+ algorithms using novel sampling distributions.
result Minimizes both finite-time and asymptotic regret for exponential family rewards.

Extends likelihood ratio exponential families to analyze various optimization methods.

problem Analyzing optimization methods like rate-distortion and information bottleneck.
method Linking geometric mixture paths to exponential families and using hypothesis testing.
result Provides a common mathematical framework for understanding these methods.

A two-network architecture learns intractable exponential family models.

problem Learning a model itself, not just optimizing parameters of a single distribution.
method Two-network architecture and optimization procedure for exponential family models.
result Accurately learns exponential family models, enabling generic operations.

Classifies 1D exponential families with constant Hessian curvature.

problem Classifying 1D exponential families with constant Hessian curvature.
method Complete classification through mathematical analysis.
result If an exponential family has constant Hessian curvature, it must have curvature λ=2kλ = \frac{2}{k} for some integer kmk \leq m.

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 …

2013-01-30abs ↗pdf ↗

The paper introduces a new method for graph embedding using exponential family distributions.

problem Representing networks in a low dimensional latent space for various applications.
method Introduces the exponential family graph embedding model, generalizing random walk-based techniques to exponential family conditional distributions.
result The proposed techniques outperform existing methods in link prediction and node classification tasks.

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 …

2013-07-12abs ↗pdf ↗

Kernel conditional exponential family generalizes conditional distributions.

problem Modeling conditional distributions with flexibility and consistency.
method Introduces a nonparametric family using RKHS and functional parameters, with an algorithm for learning the natural parameter.
result Consistency of the estimator in well-specified cases, and superior performance in experiments.

NatPN provides fast, accurate uncertainty estimation for exponential family distributions.

problem Uncertainty in machine learning models.
method NatPN uses Normalizing Flows to fit a single density in a latent space, updating predictions based on likelihood.
result NatPN delivers competitive performance in classification, regression, and count prediction tasks.

Improves variational inference for sparse models using mixtures of exponential families.

problem Intractability of posterior distributions in Bayesian sparse models.
method Flexible mean field variational inference using mixtures of non-overlapping exponential families.
result Mixtures of exponential families with non-overlapping support form an exponential family, enabling analytical updates.

New method for robust PCA with exponential family distributions.

problem Recovering low-rank structure from data matrices with outliers.
method Alternating Direction Method of Multipliers for eextRPCAe^{ ext{RPCA}}.
result Demonstrated effectiveness in steel sheet defect detection and crime activity monitoring.

Estimates exponential family distributions using a novel doubly dual embedding technique.

problem Estimating exponential family distributions with smoothness and efficiency.
method Doubly dual embedding for avoiding partition function computation and flexible sampling.
result Improves memory and time efficiency while offering stronger statistical properties.

Extends diffusion models to handle exponential family distributions for inverse problems.

problem Intractability of likelihood score for non-Gaussian observations.
method Evidence trick to approximate likelihood score for exponential family distributions.
result Effective Bayesian inference on complex Poisson processes and malaria prevalence prediction.

Extends Stein's lemma to exponential-family mixtures for gradient computation.

problem Computing gradients for complex distributions with weak assumptions.
method Generalizes Stein's lemma to exponential-family mixtures and applies it to reparameterization trick.
result Derives new gradient identities for various distributions.

Efficiently learns exponential family distributions with i.i.d. samples.

problem Learning natural parameters of truncated exponential families efficiently.
method Proposes a novel loss function and computationally efficient estimator.
result Achieves optimal sample complexity and asymptotic normality.

We extend natural-gradient methods to mixtures of exponential-family distributions, improving inference speed.

problem Complex, multimodal posterior distributions are difficult to approximate with simple exponential-family distributions.
method We use minimal conditional-EF representations and derive simple natural-gradient updates.
result Our natural-gradient method converges faster than black-box methods with reparameterization gradients.

New method constructs exponential families from representation theory.

problem Constructing and understanding exponential families from representations.
method Using representation theory to construct exponential families on homogeneous spaces.
result The correspondence θ → p_θ is injective under certain conditions.

A simple framework predicts unseen classes using exponential family distributions.

problem Learning to predict previously unseen classes.
method Estimating class-attribute-gated class-conditional distributions modeled as exponential families.
result Natural representation of classes as probability distributions, leveraging unlabeled data.

Inference for normal and Monte Carlo distributions using minimum relative entropy.

problem Inference from partial information on expectations and covariances.
method Minimum relative entropy sub-manifolds, analytical formulas, Monte Carlo simulations.
result Improved numerical implementation for inference from partial information.

We consider the design of prediction market mechanisms known as automated market makers. We show that we can design these mechanisms via the mold of \emph{exponential family distributions}, a popular and well-studied probability distribution template used in statistics. We give a full development of this relationship a…

2014-02-22abs ↗pdf ↗

EFDA extends LDA to non-Gaussian models using exponential families.

problem Classifying non-Gaussian data with LDA's limitations.
method EFDA uses exponential families to derive closed-form estimators for natural parameters and a linear decision rule.
result EFDA matches LDA's accuracy while reducing ECE by 2-6x, proving asymptotic calibration and efficiency.

Efficient method for learning continuous exponential families beyond Gaussian.

problem Learning continuous exponential families with unbounded support.
method Interaction Screening approach for scalable learning of continuous graphical models.
result Our estimator maintains similar accuracy and sample complexity scalings compared to alternative approaches, while improving run-time.

Undirected graphical models, or Markov networks, are a popular class of statistical models, used in a wide variety of applications. Popular instances of this class include Gaussian graphical models and Ising models. In many settings, however, it might not be clear which subclass of graphical models to use, particularly…

2013-01-17abs ↗pdf ↗

New method uses neural exponential families for likelihood-free inference.

problem Bayesian Likelihood-Free Inference with intractable likelihood.
method Score Matching neural conditional exponential families for approximate likelihood.
result State-of-the-art performance in posterior sampling for intractable likelihood models.

We present Vector-Space Markov Random Fields (VS-MRFs), a novel class of undirected graphical models where each variable can belong to an arbitrary vector space. VS-MRFs generalize a recent line of work on scalar-valued, uni-parameter exponential family and mixed graphical models, thereby greatly broadening the class o…

2015-05-19abs ↗pdf ↗

New LVMs optimize any exponential family distribution without specific assumptions.

problem Optimizing latent variable models with non-Gaussian observables.
method Generic optimization using EM approach for exponential family distributions.
result Concise parameter update equations applicable to various data types.

We propose a novel approach for density estimation with exponential families for the case when the true density may not fall within the chosen family. Our approach augments the sufficient statistics with features designed to accumulate probability mass in the neighborhood of the observed points, resulting in a non-para…

2012-06-22abs ↗pdf ↗

Exponential family extensions of principal component analysis (EPCA) have received a considerable amount of attention in recent years, demonstrating the growing need for basic modeling tools that do not assume the squared loss or Gaussian distribution. We extend the EPCA model toolbox by presenting the first exponentia…

2012-03-15abs ↗pdf ↗

MLE and CVE are equivalent under exponential families, leading to faster and more stable EM algorithms.

problem Finding maximum likelihood estimators (MLE) efficiently and stably.
method Proved equivalence between MLE and CVE under exponential families, leading to an EM algorithm.
result EM algorithm achieves the same asymptotic variance as MLE and is faster and more stable.

The paper classifies statistical Einstein manifolds in exponential families.

problem Classifying statistical Einstein manifolds in exponential families.
method Deriving partial differential equations for potential functions, obtaining special and group-invariant solutions.
result Special and group-invariant solutions of the equations for potential functions of exponential families.

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…

2015-05-17abs ↗pdf ↗

New insights into natural exponential families improve regret bounds for bandit problems.

problem Improving regret bounds for bandit problems with subexponential tails.
method Proving self-concordance for natural exponential families and applying to bandits.
result Optimistic algorithms for generalized linear bandits have second-order regret bounds that are free of an exponential dependence on problem parameters.

Enhances text generation interpretability with a mixture of exponential family distributions.

problem Limited interpretability in text generation models.
method Introduced Dispersed Exponential Family Mixture VAEs (DEM-VAE) with a mixture of exponential family distributions and an extra dispersion term to train the model.
result Demonstrated improved interpretability and generation quality compared to strong baselines.

Paper explores robust estimators for kernel exponential families using smoothed total variation distances.

problem Outliers can severely impact classical estimators in statistical inference.
method Proposes smoothed total variation (STV) distance as a class of IPMs for robust estimation of kernel exponential families.
result STV-based estimators are robust against distribution contamination for kernel exponential families.

EM algorithm converges in KL divergence for exponential families via mirror descent.

problem Lack of understanding of EM's non-asymptotic convergence properties.
method Viewing EM as a mirror descent algorithm, showing convergence rates in KL divergence.
result KL divergence rates for EM in exponential families, invariant to parametrization.

Paper defines ε-Safe Decision Regions for exponential family distributions and approximates them for unbalanced data.

problem Need probabilistic guarantees for reliable predictions in machine learning.
method Formalizes ε-Safe Decision Regions, proves their form for exponential family distributions, and develops Multi Cost SVM for unbalanced data.
result Formal definition and analytical determination of ε-Safe Decision Regions for exponential family distributions.

Exponential families are a particular class of statistical manifolds which are particularly important in statistical inference, and which appear very frequently in statistics. For example, the set of normal distributions, with mean μ and deviation σ, form a 2-dimensional exponential family. In this paper, we show that …

2012-03-09abs ↗pdf ↗