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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.

168,742 papers · 148 categories

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2515037541,005 · Jun 202019922001200920172026
48 results for frequentist neural networks

OOD-trained Bayesian neural networks perform similarly to frequentist methods in uncertainty quantification.

problem Bayesian neural networks struggle in out-of-distribution (OOD) detection tasks.
method Incorporated out-of-distribution data into Bayesian inference through four different methods.
result OOD-trained Bayesian neural networks are competitive with frequentist baselines.

Bayesian neural networks improve RUL estimation accuracy compared to frequentist methods.

problem Uncertainty in training data leads to poor RUL predictions in DL models.
method Apply Bayesian and frequentist neural networks to RUL estimation on the C-MAPSS dataset.
result Bayesian neural networks provide more reliable RUL predictions by quantifying parameter uncertainty.

Frequentist method estimates uncertainty in RNNs without altering architecture.

problem Uncertainty quantification in RNNs for decision-making.
method Jackknife resampling and influence functions to estimate variability.
result The method provides theoretical coverage guarantees on uncertainty intervals.

Neural networks can be simplified to linear regression for easier understanding by statisticians.

problem Introducing neural networks to statisticians who are not familiar with them.
method Describing neural networks that approximate linear regression and discussing customizations.
result Statisticians can now understand neural networks by focusing on linear regression.

The study compares Bayesian and frequentist approaches in deep learning.

problem Comparing Bayesian and frequentist inference in deep learning.
method Conducts a comparative analysis of point and posterior estimators across various settings.
result Amortized point estimators generally outperform posterior inference, though posterior inference remains competitive in some low-dimensional problems.

The paper analyzes distributed Bayesian inference and its Frequentist guarantees.

problem Analyzing large decentralized datasets with distributed Bayesian inference.
method Establishes Frequentist properties for distributed (non-)Bayesian inference.
result Distributed Bayesian inference retains parametric efficiency and enhances robustness.

Study evaluates quality of uncertainty estimates for neural networks.

problem Lack of principled assessment methods for evaluating uncertainty quality in deep learning.
method Statistical methods of frequentist interval coverage, interval width, and expected calibration error.
result Different UQ methods produce markedly different quality uncertainty estimates.

New algorithms for fast online decision making using neural networks and martingale posteriors.

problem Online sequential decision making under uncertainty.
method Martingale posterior neural networks for fast online learning and decision making.
result Achieves competitive performance-speed trade-offs in non-stationary contextual bandits and Bayesian optimization.

Bayesian neural networks improve SHD classification and uncertainty quantification.

problem Improving screening for structural heart disease using noninvasive ECG and echocardiography.
method Comparing frequentist and Bayesian neural network classifiers on the EchoNext dataset.
result Bayesian classifiers provide more robust uncertainty quantification.

Bayesian deep learning improves maintenance planning uncertainty quantification.

problem Estimating the remaining useful life of physical systems with uncertainty quantification.
method Stein variational gradient descent for training Bayesian neural networks.
result Bayesian deep learning models trained via Stein variational gradient descent outperform other methods in convergence speed and predictive performance.

Unified Bayesian framework for quantifying GNN uncertainty.

problem Quantifying uncertainty in GNN predictions due to modeling errors and measurement uncertainty.
method Unified Bayesian framework with aleatoric uncertainty from probabilistic links and feature noise, and epistemic uncertainty from model parameter distribution. Uses Assumed Density Filtering for aleatoric uncertainty and Monte Carlo dropout for model parameter uncertainty.
result Bayesian model performs similarly to frequentist model and provides additional uncertainty information.

Theoretical framework for M-posteriors connects Bayesian and frequentist statistics.

problem Connecting Bayesian and frequentist approaches in statistical inference.
method Developed a theoretical framework for M-posteriors, showing asymptotic normality and frequentist consistency.
result M-posteriors are robust and contract around M-estimators under mild conditions.

Proposes a new method to control FDR using frequentist-assisted horseshoe for high-dimensional testing.

problem Designing tests with frequentist false discovery rate control using horseshoe prior.
method Frequentist-assisted horseshoe procedure for high-dimensional normal means testing.
result Consistently achieves robust finite-sample FDR control in various sparse cases.

Bayesian neural networks use temperature adjustments to improve predictive performance.

problem Lack of theoretical generalization guarantees for Bayesian neural networks.
method Temperature adjustments to balance likelihood and prior regularization.
result Improved predictive performance through temperature adjustments.

This paper bridges statistical and machine learning approaches to variational inference.

problem Statisticians struggle to understand variational inference from a Frequentist perspective.
method Explains VI, VAEs, and DDMs from a Frequentist viewpoint, starting with EM.
result VI emerges as a scalable solution for intractable E-steps in VAEs and DDMs.

The paper addresses frequentist regret of Linear Thompson Sampling in stochastic linear bandits.

problem The frequentist regret of Linear Thompson Sampling (LinTS) is worse than its Bayesian counterpart.
method The paper proves the fundamental nature of the frequentist regret bound for LinTS and proposes a data-driven version of LinTS to achieve minimax optimal frequentist regret.
result The frequentist regret bound for LinTS is O~(ddT)\widetilde{\mathcal{O}}(d\sqrt{dT}), which is the best possible under certain conditions.

Bayesian neural networks improve uncertainty estimation in 3D point cloud segmentation for factory planning.

problem Improving uncertainty estimation in 3D point cloud segmentation for factory planning.
method Proposed fully Bayesian and approximate Bayesian neural networks for point cloud segmentation.
result Superior model performance and improved segmentation results with uncertainty incorporation.

Proposes a method to learn sparse deep neural networks with theoretical guarantees.

problem Over-parameterized deep neural networks cause training, prediction, and interpretation difficulties.
method Frequentist-like method for sparse DNNs under Bayesian framework.
result Consistent sparse DNNs with at most O(n/log(n))O(n/\log(n)) connections.

Develops a new method for sampling from Bayesian credible sets using deep generative quantile learning.

problem Sampling from posterior distributions in high-dimensional spaces with intractable likelihoods.
method Uses deep neural networks to implicitly sample from Bayesian credible sets via a push-forward mapping and Monge-Kantorovich depth.
result Demonstrates improved performance and theoretical consistency of the quantile learning framework.

Recent advances in computing power and the potential to make more realistic assumptions due to increased flexibility have led to the increased prevalence of simulation models in economics. While models of this class, and particularly agent-based models, are able to replicate a number of empirically-observed stylised fa…

2019-06-11abs ↗pdf ↗

New algorithm for competing influence spread in unknown networks.

problem Maximizing influence spread in a social network with unknown probabilities.
method Combinatorial multi-armed bandit (CMAB) framework, Triggering Probability Modulated (TPM) condition, OCIM-TS, OCIM-OFU, OCIM-ETC.
result Sublinear Bayesian and frequentist regret for OCIM-TS and OCIM-OFU, respectively.

A new algorithm reduces frequentist regret in multi-agent bandit problems with sparse hypergraphs.

problem Deriving a frequentist regret bound for Thompson sampling in multi-agent settings with sparse hypergraphs.
method Proposed εε-exploring Multi-Agent Thompson Sampling (εε-MATS) algorithm that combines exploration and exploitation strategies.
result Achieves a worst-case frequentist regret bound sublinear in time horizon and local arm size, optimal up to constants and logarithms for sparse hypergraphs.

This paper studies uncertainty quantification in deep spatiotemporal forecasting.

problem Uncertainty quantification in deep spatiotemporal forecasting models.
method Analysis of UQ methods from Bayesian and frequentist perspectives, including statistical decision theory.
result Different UQ methods have different strengths and weaknesses, with Bayesian methods being more robust in mean prediction and frequentist methods providing more extensive coverage.

Flexible DNN for survival data, avoiding proportional hazards assumption.

problem Survival analysis with complex interactions and non-proportional hazards.
method Partially linear DNN model with a flexible nonparametric component.
result FLEXI-Haz achieves optimal convergence rates and asymptotic efficiency.

Automatically differentiable estimation for BLP model reduces bias in demand estimation.

problem Estimating the BLP model with reduced bias and improved performance.
method Phrasing BLP as an automatically differentiable moment function, using CUE for estimation, and incorporating MCMC credible intervals.
result CUE estimation shows lower bias but higher MAE compared to 2S-GMM, with MCMC providing closest empirical coverage.

A key challenge for modern Bayesian statistics is how to perform scalable inference of posterior distributions. To address this challenge, variational Bayes (VB) methods have emerged as a popular alternative to the classical Markov chain Monte Carlo (MCMC) methods. VB methods tend to be faster while achieving comparabl…

2017-05-09abs ↗pdf ↗

Locally Valid and Discriminative prediction intervals for deep learning models.

problem Efficient and theoretically sound uncertainty quantification for deep learning models.
method Locally Valid and Discriminative prediction intervals (LVD) using kernel regression.
result Locally Valid and Discriminative prediction intervals (LVD) offer better performance and scalability compared to existing methods.

DBPA assesses LLM perturbations using frequentist hypothesis testing.

problem Quantifying input perturbation impacts on LLM outputs.
method DBPA reformulates perturbation analysis as frequentist hypothesis testing, using Monte Carlo sampling for empirical null and alternative distributions.
result DBPA provides interpretable p-values and scalar effect sizes for LLM perturbations.

New method for accurate uncertainty estimation in deep learning predictions.

problem Insufficient methods for assessing prediction uncertainty in deep learning.
method Valid non-parametric bootstrap method for deep neural networks.
result Accurate confidence intervals and simultaneous confidence bands for survival data.

Improved Thompson Sampling reduces regret in contextual bandits and reinforcement learning.

problem Thompson Sampling's exploration is insufficient in some contexts.
method Developed Feel-Good Thompson Sampling to address exploration issues.
result Feel-Good Thompson Sampling reduces regret compared to standard Thompson Sampling.