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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.

168,695 papers · 148 categories

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65130194259 · Jun 202019922001200920172026
48 results for grouped posterior

Label switching is a phenomenon arising in mixture model posterior inference that prevents one from meaningfully assessing posterior statistics using standard Monte Carlo procedures. This issue arises due to invariance of the posterior under actions of a group; for example, permuting the ordering of mixture components …

2019-11-05abs ↗pdf ↗

New method estimates grouping loss in neural networks to improve confidence scores.

problem Improving confidence scores in neural networks to reflect true posterior probabilities.
method Proposed an estimator to approximate the grouping loss.
result Modern neural networks exhibit grouping loss, especially in distribution shifts.

GNPE improves inference for astrophysical systems.

problem Efficiently incorporating geometric properties like equivariances in neural density estimation.
method GNPE integrates equivariances into neural posterior estimation, standardizing data pose while estimating parameters.
result GNPE achieves state-of-the-art accuracy in astrophysical binary black hole inference, reducing inference times by 3 orders of magnitude.

The study quantifies decision-making risks from suboptimal classifiers and proposes methods to reduce these risks.

problem Excess risk in decision-making from suboptimal probabilistic classifiers.
method Analytical expressions and upper/lower bounds for excess risk, calibration curve estimation, grouping loss estimator.
result Identifies regimes where recalibration alone or post-training is more effective.

In many domains, scientists build complex simulators of natural phenomena that encode their hypotheses about the underlying processes. These simulators can be deterministic or stochastic, fast or slow, constrained or unconstrained, and so on. Optimizing the simulators with respect to a set of parameter values is common…

2014-12-09abs ↗pdf ↗

The paper extends entropy maximization to multiscale settings and applies it to neural networks.

problem Achieving optimal risk bounds in neural networks using multiscale entropy.
method Generalizing maximum entropy to multiscale settings and applying it to neural networks.
result The multiscale Gibbs posterior can achieve a smaller excess risk than the single-scale Gibbs posterior in a teacher-student scenario.

This work explains how tempering improves Bayesian neural networks by reducing the impact of data augmentation.

problem Improper sharpening of Bayesian neural networks leads to suboptimal performance.
method Theoretical analysis and empirical evaluations of simplified settings and group convolutions.
result Tempering reduces the misspecification due to modeling augmentations as independent and identically distributed (i.i.d.) data.

FP-BMA improves generalization by encouraging flat posteriors in Bayesian Model Averaging.

problem Lack of flat posterior in approximate Bayesian inference methods hinders effective Bayesian Model Averaging.
method Proposes Flat Posterior-aware Bayesian Model Averaging (FP-BMA) and Flat Posterior-aware Bayesian Transfer Learning schemes.
result FP-BMA successfully captures flat posteriors, improving generalization performance.

The hierarchical Dirichlet process (HDP) has become an important Bayesian nonparametric model for grouped data, such as document collections. The HDP is used to construct a flexible mixed-membership model where the number of components is determined by the data. As for most Bayesian nonparametric models, exact posterio…

2012-01-08abs ↗pdf ↗

Paper proposes a new method for more accurate group testing of infected patients.

problem Identifying infected patients efficiently with reduced tests and corrected errors.
method Adaptive design of pools based on Bayesian posterior prediction using belief propagation algorithm.
result The proposed method results in more accurate identification of infected patients.

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.

New method improves generative model performance by fully conditioning variational posteriors.

problem Inaccurate inference due to partial conditioning of variational posteriors in sequential LVMs.
method Introduces fully-conditioned approximate posteriors to improve generative model performance.
result Improves generative modelling and multi-step prediction performance.

PVI seeks a posterior that makes predictions closer to true data, not approximating the Bayesian posterior.

problem Finding meaningful posterior distributions under model misspecification.
method Predictive variational inference (PVI) seeks an optimal posterior density for close predictive matching to true data.
result PVI learns a posterior that is not the same as the Bayesian posterior, but is closer to the true data generating process.

Optimized α\alpha-posteriors reduce KL divergence from true posterior in parametric misspecification.

problem Reduction of KL divergence from true posterior in parametric model misspecification.
method Derivation of Bernstein-von Mises theorem and optimization of α\alpha-posteriors.
result Optimized α\alpha-posteriors minimize KL divergence from true posterior, especially in severe misspecification.

This work explores how overparametrization and priors affect Bayesian neural network posteriors.

problem Symmetries, non-identifiabilities, and weight-space priors fragment and inflate BNN posteriors.
method We study the interplay between overparametrization and priors in BNN posteriors, deriving key phenomena and validating through experiments.
result Overparametrization induces structured, prior-aligned weight posterior distributions.

The representation of the approximate posterior is a critical aspect of effective variational autoencoders (VAEs). Poor choices for the approximate posterior have a detrimental impact on the generative performance of VAEs due to the mismatch with the true posterior. We extend the class of posterior models that may be l…

2019-01-11abs ↗pdf ↗

New decision-theoretic characterization separates belief and decision posteriors.

problem Understanding the conditions under which loss-based updating coincides with Bayesian updating.
method Decision-theoretic approach to distinguish belief and decision posteriors.
result Generalized Bayes coincides with ordinary Bayesian updating only if the loss is proportional to negative log-likelihood.

New methods for scalable inference in modular models with misspecified sub-models.

problem Model misspecification in multi-modular models complicates evidence combination.
method Variational methods for approximating Cut and SMI posteriors, and Variational Meta-Posterior.
result Feasibility of analysis with multiple cuts using a single set of variational parameters.

New method controls posterior collapse in VAEs without network architecture constraints.

problem Posterior collapse in VAEs reduces diversity of generated samples.
method Introduces Latent Reconstruction (LR) loss to control posterior collapse.
result Controls posterior collapse on various datasets without architectural constraints.

This paper explores Bayesian Neural Network posteriors, uncovering symmetries and their impact.

problem Understanding the complex posterior distribution of deep Bayesian Neural Networks.
method Investigates optimal approaches for approximating posteriors, analyzes modes, and explores visualizations.
result Uncovered weight-space symmetries and their impact on the posterior, particularly scaling symmetries.

We use neural networks to estimate complex model posteriors efficiently.

problem Intractable likelihood functions in complex models.
method Train a neural network to map data to posterior distributions of model parameters.
result Our method converges to true posteriors in Kullback-Leibler divergence.

Bayesian nonparametric models get better posterior estimates via SPDE methods.

problem Estimating posterior distributions in nonparametric Bayesian models.
method Extending diffusion methods to SPDEs on Hilbert spaces for posterior contraction and Laplace approximation.
result Derivation of posterior contraction rates and finite-sample Bernstein von Mises results.

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.

New perspective on federated learning as posterior inference, improving optimization.

problem Optimizing global models in distributed learning settings.
method Formulated as posterior inference problem, using MCMC for approximate inference and federated averaging for refinement.
result Federated posterior averaging (FedPA) outperforms existing methods on benchmarks.

Estimates high-dimensional posterior densities by marginal distributions and neural networks.

problem High-dimensional probability density estimation for inference is difficult.
method Direct estimation of lower-dimensional marginal distributions, using Moment Networks for fast computation of moments.
result Demonstrates estimation of gravitational wave time series and applications in cosmology.

During the past five years the Bayesian deep learning community has developed increasingly accurate and efficient approximate inference procedures that allow for Bayesian inference in deep neural networks. However, despite this algorithmic progress and the promise of improved uncertainty quantification and sample effic…

2020-02-06abs ↗pdf ↗

Meta-learning improves Bayesian causal discovery by sampling from the posterior.

problem Difficulty in estimating the full posterior over causal structures due to large number of possible graphs and functional relationships.
method Proposes a Bayesian meta-learning model that encodes key properties of the posterior and allows for sampling causal structures.
result Meta-Bayesian causal discovery allows for reliable sampling from the posterior over causal structures.

New method uses fractional posteriors for semiparametric inference with improved uncertainty quantification.

problem Semiparametric inference with nonparametric priors and fractional posteriors.
method Established a general Bernstein--von Mises theorem for fractional posterior distributions, proposed shifted-and-rescaled credible sets.
result Fractional posterior credible sets provide reliable uncertainty quantification but have inflated size; shifted-and-rescaled set is an efficient confidence set.

Study compares chi-squared divergence and KL-divergence posteriors for PAC-Bayesian bounds.

problem Investigates optimal posteriors for PAC-Bayesian bounds using chi-squared divergence.
method Analyzes bounds for three distance functions, derives FP equations for computation.
result Chi-squared divergence based posteriors have weaker bounds and worse test errors.