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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.

168,694 papers · 148 categories

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3236459681,290 · Jun 202019922001200920172026
48 results for inference methods

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 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.

ParKCa combines multiple causal inference methods to infer new causes from known and unknown factors.

problem Causal inference from observational data when randomized experiments are not feasible.
method ParKCa uses a stacking approach to combine results from multiple causal inference methods.
result ParKCa infers more causes than existing methods in real-world and simulated datasets.

New method speeds up inference for non-conjugate Gaussian processes.

problem Inference for non-conjugate Gaussian processes is slow and unreliable.
method Automated augmented conjugate inference method that constructs auxiliary variables to make the model conditionally conjugate.
result Our method is up to two orders of magnitude faster and more robust than existing methods.

Type inference refers to the task of inferring the data type of a given column of data. Current approaches often fail when data contains missing data and anomalies, which are found commonly in real-world data sets. In this paper, we propose ptype, a probabilistic robust type inference method that allows us to detect su…

2019-11-22abs ↗pdf ↗

New method for efficient inference over complex parameter spaces.

problem Challenges in Bayesian inference for high-dimensional, intractable likelihoods.
method Arbitrary Marginal Neural Ratio Estimation (AMNRE) for simulation-based inference.
result Efficient inference over arbitrary subsets of parameters without numerical integration.

We analyze a family of methods for statistical causal inference from sample under the so-called Additive Noise Model. While most work on the subject has concentrated on establishing the soundness of the Additive Noise Model, the statistical consistency of the resulting inference methods has received little attention. W…

2013-12-19abs ↗pdf ↗

Proposes TAGI for efficient Gaussian inference in Bayesian neural networks.

problem Efficient inference in Bayesian neural networks with complex architectures.
method Analytical method for tractable approximate Gaussian inference (TAGI).
result Matches performance of gradient-based methods with O(n)\mathcal{O}(n) computational complexity.

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.

A new method combines scores of individual observations to efficiently approximate posterior distributions.

problem Handling posterior distributions conditioned on multiple observations with neural methods.
method Conditional score modeling to combine learned scores from individual observations.
result Sample-efficient method that can aggregate multiple observations at inference time.

New method speeds up Bayesian inference for complex simulators.

problem Challenges in Bayesian inference for complex stochastic simulators with intractable likelihood functions.
method Optimization Monte Carlo framework reformulated as deterministic optimization problems with gradient-based methods.
result Accurate posterior inference with reduced runtimes compared to existing methods.

New methods for inferring, predicting, and estimating continuous-time, discrete-event processes.

problem Inferring, predicting, and estimating entropy rate of continuous-time, discrete-event processes.
method Bayesian structural inference extended with neural networks.
result Methods are competitive for prediction and entropy-rate estimation with state-of-the-art.

Exact inference method for Wasserstein distance with finite-sample coverage.

problem Asymptotic approximation methods for Wasserstein distance lack finite-sample validity.
method Selective Inference inspired approach for exact inference.
result Valid confidence interval for Wasserstein distance with finite-sample coverage.

A new method combines Laplace and Variational Bayes for scalable inference.

problem Complex models and large datasets make exact inference infeasible.
method Low-Rank Variational Bayes Correction (VBC) using Laplace method and Variational Bayes correction in a lower dimension.
result The method ensures scalability in both model complexity and data size.

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 ↗

The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal inference studies may require unobserved high-level information which needs to be …

2017-03-13abs ↗pdf ↗

Most structure inference methods either rely on exhaustive search or are purely data-driven. Exhaustive search robustly infers the structure of arbitrarily complex data, but it is slow. Data-driven methods allow efficient inference, but do not generalize when test data have more complex structures than training data. I…

2019-06-17abs ↗pdf ↗

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.

Machine learning and deep learning infer surface/groundwater exchange from temperature data.

problem Inferring surface/groundwater exchange from temperature data with high temporal resolution.
method Application of machine learning and deep learning algorithms to infer surface/groundwater exchange flux from subsurface temperature observations.
result DL methods outperform ML methods in interpreting noisy temperature data, especially with a smoothing filter.

Valid inference method for DTW distance for abnormal time-series detection.

problem Statistical inference on DTW distance under uncertain conditions.
method Conditional selective inference framework to derive valid p-values.
result First method to provide valid p-values for DTW distance.

A new method interpolates between sampling and variational inference using stochastic mixtures.

problem Combining the strengths of sampling and variational inference methods.
method Develops a framework using stochastic mixtures of simple component distributions to interpolate between sampling and variational inference.
result Improves on both sampling and variational inference methods by reducing bias and variance.

New method for valid and exact statistical inference of multi-dimensional change-points.

problem Statistical inference of change-points in multi-dimensional sequences.
method Proposes a method to guarantee the statistical reliability of both location and components of detected changes.
result Demonstrates the effectiveness of the method in genomic abnormality identification and human behavior analysis.

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.

We introduce a method for using deep neural networks to amortize the cost of inference in models from the family induced by universal probabilistic programming languages, establishing a framework that combines the strengths of probabilistic programming and deep learning methods. We call what we do "compilation of infer…

2016-10-31abs ↗pdf ↗

Paper develops robust methods for panel data with latent groups, improving inference under group separation violations.

problem Inference in latent group panel models under group separation violations.
method Selective conditional inference approach to derive conditional distribution of coefficients given estimated group structure.
result Valid inference under violations of group separation, superior to traditional asymptotic methods.

New method for efficient Bayesian inference in GPSSMs.

problem Challenges in inference for Gaussian process state-space models.
method Free-form variational inference with stochastic gradient Hamiltonian Monte Carlo.
result Our method learns transition dynamics and latent states more accurately than competing methods.

Many computationally-efficient methods for Bayesian deep learning rely on continuous optimization algorithms, but the implementation of these methods requires significant changes to existing code-bases. In this paper, we propose Vprop, a method for Gaussian variational inference that can be implemented with two minor c…

2017-12-04abs ↗pdf ↗

Deep generative priors are a powerful tool for reconstruction problems with complex data such as images and text. Inverse problems using such models require solving an inference problem of estimating the input and hidden units of the multi-layer network from its output. Maximum a priori (MAP) estimation is a widely-use…

2019-03-01abs ↗pdf ↗

Proposes a method to improve SBI under model misspecification.

problem Unreliable inference from SBI methods under model misspecification.
method Introduces a regularized loss function to penalize statistics that increase model-data mismatch.
result Demonstrates superior performance and robust inference in misspecified scenarios.