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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.

168,657 papers · 148 categories

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61122182243 · Jun 202019922001200920172026
48 results for fiducial inference

Proposes a new method for fiducial inference using autoencoders.

problem Computational difficulty in extracting generalized fiducial distributions.
method Designs a fiducial autoencoder (FAE) to generate generalized fiducial samples and applies approximate fiducial computation (AFC) to improve accuracy.
result Effective and accurate fiducial inference achieved through FAE and AFC.

EFI automates statistical inference for big data.

problem Statistical inference for model parameters based on observations.
method EFI uses stochastic gradient Markov chain Monte Carlo and sparse deep neural networks.
result EFI provides higher fidelity in parameter estimation and automates the inference process.

New method for PINNs uncertainty quantification without prior distribution.

problem Lack of reliable uncertainty quantification for PINNs.
method Extended fiducial inference with narrow-neck hyper-network.
result Construction of honest confidence sets based on observed data.

A new method uses deep neural networks for estimating individual treatment effects.

problem Estimating individual treatment effects in large models.
method Extended fiducial inference with Double Neural Network (Double-NN) method.
result The Double-NN method outperforms CQR in individual treatment effect estimation.

The paper analyzes the observability of relative pose estimation using dual quaternions.

problem Estimating relative pose in robotics applications.
method Lie algebraic nonlinear observability analysis on a dual quaternion system.
result Dual quaternion representation yields an observability matrix with a simple block triangular structure and full rank.

Clarifies challenges in machine learning uncertainty quantification.

problem Inconsistent terminology and diverse technical requirements for trustworthy uncertainties.
method Examines estimation targets, uncertainty constructs, and problematic mappings.
result Advocates for alignment between intent and implementation in UQ.

TopoFisher learns topological summaries by maximizing Fisher information, improving parameter efficiency and inference quality.

problem Simulation-based inference misses key information in low-order statistics, especially for non-Gaussian fields.
method TopoFisher uses a differentiable persistent-homology pipeline that learns topological summaries by maximizing local Gaussian Fisher information.
result TopoFisher recovers much of the available information and outperforms fixed topological vectorizations in weak gravitational lensing.

Study on rank 2 Higgs bundles on 5-punctured sphere, proving P=WP=W conjecture in lowest degree.

problem Proving the P=WP=W conjecture for rank 2 Higgs bundles on a 5-punctured sphere.
method Abelianization of Higgs bundles, fiducial solutions, and analysis of Fenchel--Nielsen co-ordinates.
result Proved the lowest degree weighted pieces of the P=WP=W conjecture.

New method extracts cosmological information from dark matter halo catalogues using graph neural networks.

problem Quantifying cosmological information from large-scale structure data.
method Implicit likelihood approach with Information Maximising Neural Networks (IMNNs) on graph representations of dark matter halo catalogues.
result Graph neural network summaries can extract information from noisy catalogues and improve parameter constraints.

Levy processes, which have stationary independent increments, are ideal for modelling the various types of noise that can arise in communication channels. If a Levy process admits exponential moments, then there exists a parametric family of measure changes called Esscher transformations. If the parameter is replaced w…

2012-07-17abs ↗pdf ↗

Study asymptotics of hyperkähler geometry on singular fibers of Hitchin moduli space.

problem Asymptotic hyperkähler geometry of SL2(C)\mathrm{SL}_2(\mathbb{C})-Hitchin moduli space over singular fibers.
method Extension of exponential convergence results to locally fiducial Higgs bundles and subintegrable systems.
result Hyperkähler metric converges exponentially to semi-flat metric on subintegrable systems.

Study shows genericity of singularities in spacetimes with weakly trapped submanifolds.

problem Ensuring nonspacelike geodesic incompleteness in spacetimes with weakly trapped submanifolds.
method Use strong Whitney topologies on spaces of Lorentzian metrics and Hilbert manifold structures on initial data sets to prove genericity of null geodesic incompleteness.
result The phenomenon of nonspacelike geodesic incompleteness is generic in a precise technical sense.

Inference models are a key component in scaling variational inference to deep latent variable models, most notably as encoder networks in variational auto-encoders (VAEs). By replacing conventional optimization-based inference with a learned model, inference is amortized over data examples and therefore more computatio…

2018-07-24abs ↗pdf ↗

This work frames active inference through control as inference, offering robust control algorithms.

problem Active inference framework lacks practical sensorimotor control algorithms.
method Frame active inference through control as inference, presenting trajectory optimization as inference.
result AI may be framed as partially-observed CaI when the cost function is defined in observation states.

SNVI combines likelihood estimation with variational inference for efficient Bayesian inference.

problem Bayesian inference in models with intractable likelihoods.
method Sequential Neural Variational Inference (SNVI) that combines likelihood-estimation with variational inference.
result SNVI is more computationally efficient than previous algorithms without sacrificing accuracy.

Paper introduces a diagnostic for approximate inference methods.

problem Estimating errors in probabilistic inference algorithms, especially for approximate methods.
method Repeatedly simulate datasets from the prior and perform inference on each, estimating a symmetric KL-divergence.
result A diagnostic for approximate inference methods can be estimated using symmetric KL-divergence.

Probabilistic inference procedures are usually coded painstakingly from scratch, for each target model and each inference algorithm. We reduce this effort by generating inference procedures from models automatically. We make this code generation modular by decomposing inference algorithms into reusable program-to-progr…

2016-03-06abs ↗pdf ↗

Recent efforts on combining deep models with probabilistic graphical models are promising in providing flexible models that are also easy to interpret. We propose a variational message-passing algorithm for variational inference in such models. We make three contributions. First, we propose structured inference network…

2018-03-15abs ↗pdf ↗

Variational inference provides a powerful tool for approximate probabilistic in- ference on complex, structured models. Typical variational inference methods, however, require to use inference networks with computationally tractable proba- bility density functions. This largely limits the design and implementation of v…

2016-11-30abs ↗pdf ↗

Paper shows how to infer hidden states in neural networks analytically.

problem Intractability of Bayesian inference for neural networks.
method Leverage tractable approximate Gaussian inference (TAGI) for hidden states inference.
result Demonstrates inference of hidden states through constraints for various applications.

Post-ADC inference corrects bias in statistical inference after active data collection.

problem Bias in inference after active data collection.
method Post-ADC inference framework that corrects bias from both ADC process and data-driven target construction.
result Valid inference for data collected by SMBO methods like GP-UCB and TPE.

A new particle algorithm improves mean-field variational inference.

problem Efficiently approximating nonparametric posterior distributions in machine learning.
method Introduces PArticle VI (PAVI), a novel particle-based algorithm for nonparametric mean-field approximation.
result Obtains non-asymptotic error bounds for PArticle VI, providing the first end-to-end guarantee for particle-based MFVI.

Meta-learn Bayesian inference for task-specific BNNs using amortised inference.

problem Efficiently learning Bayesian inference for small-scale probabilistic meta-learning.
method Replace global inducing points with actual data to create a set of approximate likelihoods, train a meta-model to learn these parameters across related datasets.
result Meta-learned inference can be applied to task-specific BNNs, improving efficiency and scalability.

Posterior inference in directed graphical models is commonly done using a probabilistic encoder (a.k.a inference model) conditioned on the input. Often this inference model is trained jointly with the probabilistic decoder (a.k.a generator model). If probabilistic encoder encounters complexities during training (e.g. s…

2019-12-19abs ↗pdf ↗

Exact selective inference with randomization for Gaussian regression models.

problem Exact selective inference in Gaussian regression models.
method Introduces a pivot for exact selective inference with randomization, reducing the problem to a bivariate truncated Gaussian distribution.
result Our pivot leads to exact inference and produces narrower confidence intervals than related methods.

Recent work used importance sampling ideas for better variational bounds on likelihoods. We clarify the applicability of these ideas to pure probabilistic inference, by showing the resulting Importance Weighted Variational Inference (IWVI) technique is an instance of augmented variational inference, thus identifying th…

2018-08-27abs ↗pdf ↗

BOED improves SBI by optimizing experimental designs and inference functions.

problem Efficiently use experimental resources for better inference on complex models.
method Link mutual information bounds between SBI and BOED, optimizing both design and inference.
result BOED improves inference in real-world simulators in epidemiology and biology.

UA-SABI uses surrogates to speed up Bayesian inference for expensive models.

problem Inference for computationally expensive models is slow and uncertain.
method Combines surrogate modeling with Amortized Bayesian Inference (ABI) to propagate uncertainties.
result Reliable, fast, and repeated Bayesian inference for expensive models is achieved.

Adversarial robustness of amortized Bayesian inference is studied, showing it can be improved.

problem Adversarial robustness of amortized Bayesian inference.
method Simulation-based estimation, regularization scheme based on Fisher information.
result Adversarial robustness can be improved with a regularization scheme.

Probabilistic models can handle causal inference without special tools.

problem Confusion over necessary tools for causal inference.
method Demonstrated through concrete examples that causal questions can be answered using standard probabilistic models.
result Causal questions can be addressed using standard probabilistic modelling and inference.

New method uses EKI for efficient Bayesian inference in high-dimensional problems.

problem Efficient inference for high-dimensional posterior distributions in physics-informed neural networks.
method Ensemble Kalman Inversion (EKI) for high-dimensional posterior inference.
result EKI-based inference provides comparable uncertainty estimates to HMC-based methods but with reduced computational cost.