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.
Researchers derived formulas for joint moments of elliptical distributions.
Survey on closed-form Fisher-Rao distance expressions.
The study examines the limitations of bi-Lipschitz Normalizing Flows in approximating certain distributions.
In this paper, we describe the "implicit autoencoder" (IAE), a generative autoencoder in which both the generative path and the recognition path are parametrized by implicit distributions. We use two generative adversarial networks to define the reconstruction and the regularization cost functions of the implicit autoe…
New method infers co-expression networks robustly from multiple studies.
New framework explains normalizing flows' power and limitations.
Exact 1-Wasserstein distance between location-scale distributions derived, with privacy effects studied.
Cataloging the neuronal cell types that comprise circuitry of individual brain regions is a major goal of modern neuroscience and the BRAIN initiative. Single-cell RNA sequencing can now be used to measure the gene expression profiles of individual neurons and to categorize neurons based on their gene expression profil…
The paper derives risk measures for metalog distributions.
Learning algorithms need bias to generalize and perform better than random guessing. We examine the flexibility (expressivity) of biased algorithms. An expressive algorithm can adapt to changing training data, altering its outcome based on changes in its input. We measure expressivity by using an information-theoretic …
The paper develops flows for tori and spheres, addressing complex geometries.
Under a generalized skew normal distribution we consider the problem of European option pricing. Existence of the martingale measure is proved. An explicit expression for a given European option price is presented in terms of the cumulative distribution function of the univariate skew normal and the bivariate standard …
AdaCat improves density estimation and planning in autoregressive models.
PNCs balance tractability and expressiveness in probabilistic modeling.
We propose a probabilistic model for interpreting gene expression levels that are observed through single-cell RNA sequencing. In the model, each cell has a low-dimensional latent representation. Additional latent variables account for technical effects that may erroneously set some observations of gene expression leve…
Obtaining a non-parametric expression for an interventional distribution is one of the most fundamental tasks in causal inference. Such an expression can be obtained for an identifiable causal effect by an algorithm or by manual application of do-calculus. Often we are left with a complicated expression which can lead …
We propose a probabilistic model for interpreting gene expression levels that are observed through single-cell RNA sequencing. In the model, each cell has a low-dimensional latent representation. Additional latent variables account for technical effects that may erroneously set some observations of gene expression leve…
Study of Gaussian distributions using entropic Gromov-Wasserstein and inner product Gromov-Wasserstein.
Deep Gaussian Processes (DGPs) combine the expressiveness of Deep Neural Networks (DNNs) with quantified uncertainty of Gaussian Processes (GPs). Expressive power and intractable inference both result from the non-Gaussian distribution over composition functions. We propose interpretable DGP based on approximating DGP …
Improved portfolio optimization using VaR and CVaR with NMVM models.
Understanding the power of depth in feed-forward neural networks is an ongoing challenge in the field of deep learning theory. While current works account for the importance of depth for the expressive power of neural-networks, it remains an open question whether these benefits are exploited during a gradient-based opt…
We stabilize the Kumaraswamy distribution for efficient sampling and differentiation.
A novel MCMC method clusters data faster and more accurately.
The scaled complex Wishart distribution is a widely used model for multilook full polarimetric SAR data whose adequacy has been attested in the literature. Classification, segmentation, and image analysis techniques which depend on this model have been devised, and many of them employ some type of dissimilarity measure…
We describe a new method for visualizing topics, the distributions over terms that are automatically extracted from large text corpora using latent variable models. Our method finds significant -grams related to a topic, which are then used to help understand and interpret the underlying distribution. Compared with …
The abstract discusses extending learning objectives to measure theory for better generalization.
Next-generation sequencing technologies provide a revolutionary tool for generating gene expression data. Starting with a fixed RNA sample, they construct a library of millions of differentially abundant short sequence tags or "reads", which constitute a fundamentally discrete measure of the level of gene expression. A…
VFlow enhances generative flows by augmenting data dimensions for better expressiveness.
Variational Inference is a powerful tool in the Bayesian modeling toolkit, however, its effectiveness is determined by the expressivity of the utilized variational distributions in terms of their ability to match the true posterior distribution. In turn, the expressivity of the variational family is largely limited by …
We find the explicit expression for the equilibrium wealth distribution of the Directed Random Market process, recently introduced by Martínez-Martínez and López-Ruiz, which turns out to be a Gamma distribution with shape parameter . We also prove the convergence of the discrete-time process describing the…
Neural-Kernel CME tackles scalability and expressiveness challenges in conditional distribution representation.
RBMs model binary interactions with hidden node activation effects.
Normalizing flows provide a general mechanism for defining expressive probability distributions, only requiring the specification of a (usually simple) base distribution and a series of bijective transformations. There has been much recent work on normalizing flows, ranging from improving their expressive power to expa…
This paper identifies drift Lipschitz budget K as key to diffusion policy expressivity and statistical trade-offs.
We derive a new Bayesian Information Criterion (BIC) by formulating the problem of estimating the number of clusters in an observed data set as maximization of the posterior probability of the candidate models. Given that some mild assumptions are satisfied, we provide a general BIC expression for a broad class of data…
EBPs model exchangeable data with flexible distributions.
A basic question in learning theory is to identify if two distributions are identical when we have access only to examples sampled from the distributions. This basic task is considered, for example, in the context of Generative Adversarial Networks (GANs), where a discriminator is trained to distinguish between a real-…
The paper proposes a new probability distribution for rooted trees.
This paper calculates the exact probability distribution of hypervolume improvement for bi-objective problems.
The paper derives formulas for moments of a Student t distribution and applies them to quantify -quantiles.
A new framework for generative modeling using controlled vector fields.
Learning suitable latent representations for observed, high-dimensional data is an important research topic underlying many recent advances in machine learning. While traditionally the Gaussian normal distribution has been the go-to latent parameterization, recently a variety of works have successfully proposed the use…
Unified method for deriving ridgelet transforms for various neural network architectures.
Transformers model contextual relations using probabilistic measures, revealing their expressive power.
A novel method selects genes for high-dimensional gene expression data with class imbalance.
This paper stidies the first passage times to constant boundaries for mixed-exponential jump diffusion processes. Explicit solutions of the Laplace transforms of the distribution of the first passage times, the joint distribution of the first passage times and undershoot (overshoot) are obtained. As applications, we pr…
Improved multimodal variational models capture more complex joint distributions.
Combines adversarial and interventional robustness for machine learning models.