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.
New method optimizes 3D training data generation for deep networks.
Graphical physics network learns intuitive physics using deep reinforcement learning with intrinsic motivation.
Potential games, originally introduced in the early 1990's by Lloyd Shapley, the 2012 Nobel Laureate in Economics, and his colleague Dov Monderer, are a very important class of models in game theory. They have special properties such as the existence of Nash equilibria in pure strategies. This note introduces graphical…
Advances in deep generative networks have led to impressive results in recent years. Nevertheless, such models can often waste their capacity on the minutiae of datasets, presumably due to weak inductive biases in their decoders. This is where graphics engines may come in handy since they abstract away low-level detail…
Graphical models are widely used in scienti fic and engineering research to represent conditional independence structures between random variables. In many controlled experiments, environmental changes or external stimuli can often alter the conditional dependence between the random variables, and potentially produce s…
This essay examines how what is considered to be artificial intelligence (AI) has changed over time and come to intersect with the expertise of the author. Initially, AI developed on a separate trajectory, both topically and institutionally, from pattern recognition, neural information processing, decision and control …
High dimensional piecewise stationary graphical models represent a versatile class for modelling time varying networks arising in diverse application areas, including biology, economics, and social sciences. There has been recent work in offline detection and estimation of regime changes in the topology of sparse graph…
We introduce Dimple, a fully open-source API for probabilistic modeling. Dimple allows the user to specify probabilistic models in the form of graphical models, Bayesian networks, or factor graphs, and performs inference (by automatically deriving an inference engine from a variety of algorithms) on the model. Dimple a…
Inference and learning of graphical models are both well-studied problems in statistics and machine learning that have found many applications in science and engineering. However, exact inference is intractable in general graphical models, which suggests the problem of seeking the best approximation to a collection of …
Inference and learning of graphical models are both well-studied problems in statistics and machine learning that have found many applications in science and engineering. However, exact inference is intractable in general graphical models, which suggests the problem of seeking the best approximation to a collection of …
BASS efficiently learns time-varying graphs with low complexity and automatic tuning.
Sobol method applied to probabilistic networks for sensitivity analysis.
In an effort to overcome the data deluge in computational biology and bioinformatics and to facilitate bioinformatics research in the era of big data, we identify some of the most influential algorithms that have been widely used in the bioinformatics community. These top data mining and machine learning algorithms cov…
We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any graphical model, can be optimized with respect to an arbitrary subset of its sampled …
Computer vision is hard because of a large variability in lighting, shape, and texture; in addition the image signal is non-additive due to occlusion. Generative models promised to account for this variability by accurately modelling the image formation process as a function of latent variables with prior beliefs. Baye…
Visual design improves financial data classification accuracy.
Seq2Seq models perform well in generating If-Then programs from natural language.
Graphical lasso may fail to fit models when data points are insufficient.
Study on rigidity of translating hypersurfaces not in graphical direction.
This is a short description of graphic lambda calculus, with special emphasis on a duality suggested by the two different appearances of knot diagrams, in lambda calculus and emergent algebra sectors of the graphic lambda calculus respectively. This duality leads to the introduction of the dual of the graphic beta move…
funcGNN uses graph neural networks to estimate program similarity efficiently.
Method for generating new curves from plane curves on cylinders.
We consider the problem of learning high-dimensional Gaussian graphical models. The graphical lasso is one of the most popular methods for estimating Gaussian graphical models. However, it does not achieve the oracle rate of convergence. In this paper, we propose the graphical nonconvex optimization for optimal estimat…
New method for tuning Graphical Lasso hyperparameters.
Consider a mean curvature flow of hypersurfaces in Euclidean space, that is initially graphical inside a cylinder. There exists a period of time during which the flow is graphical inside the cylinder of half the radius. Here we prove a lower bound on this period depending on the Lipschitz-constant of the initial graphi…
Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to incomplete/finite information about the continuous mathematical problem being approxi…
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…
Bayesian method for estimating functional graphical models from neuroimaging data.
Paper introduces a nonparametric functional graphical model for random functions.
Graphical models improve portfolio optimization for financial time series.
Paper estimates non-causal graphical models using covariance extension and transportation distance.
In this paper, we prove a generalization of Rado's Theorem, a fundamental result of minimal surface theory, which says that minimal surfaces over a convex domain with graphical boundaries must be disks which are themselves graphical. We will show that, for a minimal surface of any genus, whose boundary is "almost graph…
Probabilistic graphical models combine the graph theory and probability theory to give a multivariate statistical modeling. They provide a unified description of uncertainty using probability and complexity using the graphical model. Especially, graphical models provide the following several useful properties: - Graphi…
rags2ridges simplifies graphical modeling of high-dimensional data.
We consider the task of estimating a Gaussian graphical model in the high-dimensional setting. The graphical lasso, which involves maximizing the Gaussian log likelihood subject to an l1 penalty, is a well-studied approach for this task. We begin by introducing a surprising connection between the graphical lasso and hi…
Efficient algorithms solve joint graphical lasso problems.
The study proves stability of various graphical translators in mean curvature flow.
Nonparametric undirected graphical model selection using diffusion models
Graphical notation simplifies tensor operations and decompositions.
New framework models complex spatial data with basis functions and graphical vectors.
Method solves Gaussian graphical models on ladder graphs efficiently.
New graphical criteria for efficient covariate adjustment in non-parametric causal models.
Graphically discrete groups have strong rigidity properties.
This paper addresses the problem of neighborhood selection for Gaussian graphical models. We present two heuristic algorithms: a forward-backward greedy algorithm for general Gaussian graphical models based on mutual information test, and a threshold-based algorithm for walk summable Gaussian graphical models. Both alg…
The paper proposes a method to learn continuous-action graphical games from perturbed equilibria.
In many structured prediction problems, complex relationships between variables are compactly defined using graphical structures. The most prevalent graphical prediction methods---probabilistic graphical models and large margin methods---have their own distinct strengths but also possess significant drawbacks. Conditio…
A new graphical model for discrete data without parametric restrictions.
New method aggregates nodes in sparse graphical models.