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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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120240359479 · Jun 202019922001200920172026
48 results for global inducing points

Global inducing points improve Bayesian neural network performance.

problem Improving Bayesian neural network performance.
method Adapting correlated approximate posterior to all layers in a Bayesian neural network and deep Gaussian processes using learned global inducing points.
result State-of-the-art performance on CIFAR-10 (86.7%) without data augmentation or tempering.

Local GP approach improves simulation efficiency for large datasets.

problem High computational cost of traditional Gaussian processes for large-scale simulations.
method Hybridizes global and local GP approximations with strategic placement of inducing points.
result Local inducing points enhance accuracy and computational efficiency.

Learning new representations of input observations in machine learning is often tackled using a factorization of the data. For many such problems, including sparse coding and matrix completion, learning these factorizations can be difficult, in terms of efficiency and to guarantee that the solution is a global minimum.…

2016-04-17abs ↗pdf ↗

A new method selects inducing points to optimize high-throughput Bayesian optimisation.

problem Current inducing point selection methods sacrifice high-fidelity modeling of promising regions.
method Information-theoretic criterion to select inducing points maximizing global and maximum value uncertainties.
result Surrogate models support high-precision high-throughput Bayesian optimisation.

Study investigates induced geometry on surfaces in 3D contact manifolds.

problem Understanding the metric structure on surfaces embedded in 3D contact sub-Riemannian manifolds.
method Defined a coefficient to characterize characteristic points and identified global conditions for finite induced distance.
result Proved induced distance finite for certain surfaces with isolated characteristic points.

New method optimizes Gaussian process allocation for BO.

problem Existing methods for inducing point allocation in BO hinder performance.
method Proposes a new allocation strategy using quality-diversity decomposition.
result Demonstrates improved BO performance through local high-fidelity modeling.

In this note, we focus on smooth nonconvex optimization problems that obey: (1) all local minimizers are also global; and (2) around any saddle point or local maximizer, the objective has a negative directional curvature. Concrete applications such as dictionary learning, generalized phase retrieval, and orthogonal ten…

2015-10-21abs ↗pdf ↗

Given a compact Kähler manifold, we prove that all global isometries of the space of Kähler metrics are induced by biholomorphisms and anti-biholomorphisms of the manifold. In particular, there exist no global symmetries for Mabuchi's metric. Moreover, we show that the Mabuchi completion does not even admit local symme…

2019-02-16abs ↗pdf ↗

WSFN overcomes saddle points for non-convex functionals in Wasserstein space.

problem Minimizing non-convex functionals over the Wasserstein space with saddle point avoidance.
method WSFN is a second-order method that preconditions the Wasserstein gradient to avoid saddle points.
result WSFN escapes saddle regions and reaches a global minimizer in polynomial time.

Bayesian optimization is a sample-efficient method for finding a global optimum of an expensive-to-evaluate black-box function. A global solution is found by accumulating a pair of query point and its function value, repeating these two procedures: (i) modeling a surrogate function; (ii) maximizing an acquisition funct…

2019-01-24abs ↗pdf ↗

This paper explores how local behavior of meromorphic connections on the projective line determines the global connection.

problem Determining the global meromorphic connection based on specified local behavior at singular points.
method Expository discussion of various problems related to meromorphic connections with specified local behavior, including Deligne-Simpson and rigidity problems.
result The existence and nonemptiness of moduli spaces of meromorphic connections with specified local behavior.

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.

The paper introduces a method to probabilistically select inducing points in sparse Gaussian processes.

problem The challenge is selecting the optimal number of inducing points in sparse Gaussian processes.
method A point process prior is applied to the inducing points, and the posterior is approximated using stochastic variational inference.
result The model learns which and how many inducing points to use, leading to fewer inducing points being preferred as they become less informative.

In the present paper a global conformal invariant YY of a closed initial data set is constructed. A spacelike hypersurface ΣΣ in a Lorentzian spacetime naturally inherits from the spacetime metric a differentiation De{\cal D}_e, the so-called real Sen connection, which turns out to be determined completely by the ini…

1997-06-26abs ↗pdf ↗

We examine how the structure of the world trade network has been shaped by globalization and recessions over the last 40 years. We show that by treating the world trade network as an evolving system, theory predicts the trade network is more sensitive to evolutionary shocks and recovers more slowly from them now than i…

2010-10-03abs ↗pdf ↗

We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to depend on a set of globally relevant inducing variables which factorize the model …

2013-09-26abs ↗pdf ↗

In order to better model high-dimensional sequential data, we propose a collaborative multi-output Gaussian process dynamical system (CGPDS), which is a novel variant of GPDSs. The proposed model assumes that the output on each dimension is controlled by a shared global latent process and a private local latent process…

2019-06-09abs ↗pdf ↗

Consider a Riemannian symmetric space X=G/KX= G/K of non-compact type, where GG denotes a connected, real, semi-simple Lie group with finite center, and KK a maximal compact subgroup of GG. Let X~\widetilde X be its Oshima compactification, and (π,C(X~))(π,\mathrm{C}(\widetilde X)) the regular representation of GG on $\widet…

2011-06-02abs ↗pdf ↗

A parametrization of hypergraphs based on the geometry of points in Rd\mathbf{R}^d is developed. Informative prior distributions on hypergraphs are induced through this parametrization by priors on point configurations via spatial processes. This prior specification is used to infer conditional independence models or M…

2009-12-18abs ↗pdf ↗

Gaussian process modulated Poisson processes provide a flexible framework for modelling spatiotemporal point patterns. So far this had been restricted to one dimension, binning to a pre-determined grid, or small data sets of up to a few thousand data points. Here we introduce Cox process inference based on Fourier feat…

2018-04-03abs ↗pdf ↗

Let ΓΓ be a finitely generated group and GG be a noncompact semisimple connected real Lie group with finite center. We consider the space X\mathcal X of conjugacy classes of reductive representations of ΓΓ into GG. We define the {\it translation vector} of an element gg in GG, with values in a Weyl chamber, as a…

2010-03-04abs ↗pdf ↗

Combines global and local search for efficient global optimization with Gaussian processes.

problem Difficulties in building accurate GP models and getting stuck in suboptimal regions.
method Adopting AGLGP model combining global and local GP models, dividing space into regions, and switching between global and local searches.
result Efficiently locates the global optimum with benefits of both global and local search.

Many problems in statistical learning, imaging, and computer vision involve the optimization of a non-convex objective function with singularities at the boundary of the feasible set. For such challenging instances, we develop a new interior-point technique building on the Hessian-barrier algorithm recently introduced …

2019-11-04abs ↗pdf ↗

HIP-GP improves GP inference for inter-domain observations with millions of inducing points.

problem Inference for Gaussian Processes across different domains.
method Hierarchical inducing point Gaussian process with grid structure and stationary kernel assumption.
result Improved approximation accuracy through increased number of inducing points.

This research bridges Killing vectors and Lie algebras through induced vector fields.

problem Understanding the relationship between Killing vector fields and Lie algebras.
method Defining and exploring induced vector fields to connect Killing vector fields with isometry Lie groups.
result Established a new connection between Killing vector fields and Lie algebras.

This is a survey paper on the topic of Weil-Petersson geometry of Teichmuller spaces. Even though historically the subject has been developed as a branch of complex analysis, the treatment here is from the view-point of differential geometry, much influenced by the works of Eells, Earle, Fischer, Tromba and Wolpert ove…

2012-06-11abs ↗pdf ↗

Sparse Gaussian Processes improve scalability by learning inducing points from data.

problem Scaling issues in Gaussian Processes due to cubic computational cost.
method Amortized learning of inducing points and variational posterior parameters using neural networks.
result Significant reduction in the number of inducing points, improving scalability.

Gradient descent with geometrically adapted metrics drives L2\mathcal{L}^2 cost to global minimum at uniform rate.

problem Minimizing L2\mathcal{L}^2 cost in deep learning networks.
method Adapting gradient descent to output layer metric in deep learning.
result Uniform exponential convergence to global minimum in L2\mathcal{L}^2 cost.

New method DDVI improves posterior inference for deep Gaussian processes.

problem Inference of inducing points in DGPs is challenging and biased.
method DDVI uses denoising diffusion SDE and score matching for posterior approximation.
result Empirically shows DDVI outperforms baseline methods in inducing point inference.

Kernel methods on discrete domains have shown great promise for many challenging data types, for instance, biological sequence data and molecular structure data. Scalable kernel methods like Support Vector Machines may offer good predictive performances but do not intrinsically provide uncertainty estimates. In contras…

2018-10-24abs ↗pdf ↗

Sparse optimization refers to an optimization problem involving the zero-norm in objective or constraints. In this paper, nonconvex approximation approaches for sparse optimization have been studied with a unifying point of view in DC (Difference of Convex functions) programming framework. Considering a common DC appro…

2014-07-01abs ↗pdf ↗