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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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48 results for inference problems

A method for estimating signal distributions from inverse problems using normalizing flows.

problem Estimating the distribution of the underlying signal from observations in inverse problems.
method A framework for approximate inference on a pre-trained unconditional flow model, using a composition of two flow models for stable variational inference.
result Our method produces high-quality samples with uncertainty quantification and can be amortized for zero-shot inference.

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.

Improved diffusion sampling for inverse problems with faster and more robust inference.

problem High computational cost and lack of robustness in diffusion posterior sampling.
method Amortized variational inference with explicit likelihood guidance.
result Improved trade-off between inference speed and robustness to unseen degradations.

New method for debiased inference without assuming exact solutions in inverse problems.

problem Dealing with inverse problems where exact solutions may not exist.
method Nonparametric instrumental variable analysis without structural equations.
result Valid inference on functionals of inverse problems without assuming exact solutions.

WNVI solves inverse problems without forward models using neural networks.

problem Solving high-dimensional Bayesian inverse problems based on PDEs.
method WNVI uses weighted residuals and SVI with neural networks to infer state variables and unknowns.
result WNVI is more accurate and efficient than traditional methods and handles ill-posed problems.

Paper introduces variational inference for Bayesian inverse problems with gamma hyperpriors.

problem Bayesian inverse problems with sparse solutions.
method Variational iterative alternating scheme for hierarchical models with gamma hyperpriors.
result Accurate reconstruction and meaningful uncertainty quantification.

The paper tackles skeptical binary inferences in multi-label problems with sets of probabilities.

problem Making distributionally robust, skeptical inferences for multi-label problems.
method Study of distributionally robust, skeptical inferences for multi-label problems using Hamming loss.
result Skeptical inferences provide partial predictions for a sufficiently big set of probability distributions.

I consider two problems in machine learning and statistics: the problem of estimating the joint probability density of a collection of random variables, known as density estimation, and the problem of inferring model parameters when their likelihood is intractable, known as likelihood-free inference. The contribution o…

2019-10-29abs ↗pdf ↗

Paper tackles high-order inference in structured prediction tasks.

problem Maximizing a score function on the space of labels in high-order Markov random fields.
method Generative model approach with two-stage convex optimization algorithm.
result Success in general high-order inference problems driven by hyperedge expansion properties.

Cookbook transforms constrained statistical inference into unconstrained problems.

problem Transforming constrained statistical inference into unconstrained problems.
method Bijective and diffeomorphisms parametrizations.
result Maintains statistical inference properties like identifiability.

Researchers use GANs to infer physics-based inverse problems, quantifying uncertainty and promoting generalizability.

problem Quantifying uncertainty in physics-based inverse problems.
method Trained conditional Wasserstein GANs with U-Net architecture and conditional instance normalization.
result The approach effectively samples from the posterior and promotes generalizability with out-of-distribution samples.

Improved variational inference for geophysical inverse problems with data correction.

problem High computational cost and accuracy issues in Bayesian inference for geophysical inverse problems.
method Amortized variational inference with latent distribution correction using physics-based priors.
result Improved robustness of amortized variational inference under data distribution shifts.

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 ↗

One of the core problems in variational inference is a choice of approximate posterior distribution. It is crucial to trade-off between efficient inference with simple families as mean-field models and accuracy of inference. We propose a variant of a greedy approximation of the posterior distribution with tractable bas…

2019-05-20abs ↗pdf ↗

New algorithms improve likelihood of finding global optima in Bayesian inference.

problem Finding global optima in Bayesian inference is difficult due to nonconvexity.
method Developed two algorithms: consistent Laplace approximation (CLA) and consistent stochastic variational inference (CSVI).
result Both CSVI and CLA improve likelihood of obtaining global optima compared to standard methods.

Improved flow-based inference speeds up and boosts accuracy for complex simulations.

problem Challenging inverse problems in astronomy, such as modeling strong gravitational lens systems.
method Refines flow-based generative models with simulator feedback for posterior inference.
result Improves accuracy by 53% and speeds up inference by up to 67x.

Probabilistic inference procedures are usually coded painstakingly from scratch, for each target model and each inference algorithm. We reduce this effort by generating inference procedures from models automatically. We make this code generation modular by decomposing inference algorithms into reusable program-to-progr…

2016-03-06abs ↗pdf ↗

Proposes a method to infer ranking properties and top-K rankings with uncertainty quantification.

problem General uncertainty quantification in ranking problems.
method Combinatorial inference framework for the Bradley-Terry-Luce model, generalized to multiple testing.
result Minimax optimal method for inferring top-K rankings with FDR control.

Efficiently infers time-varying sparse MRFs with strong statistical guarantees.

problem Inference of time-varying sparse MRFs with strong statistical guarantees.
method Constrained optimization with exact 0\ell_0 regularization, near-linear time and memory complexity.
result Sharp statistical guarantees for sparsely-changing Gaussian MRFs with as few as one sample per time.

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.

We present Spectral Inference Networks, a framework for learning eigenfunctions of linear operators by stochastic optimization. Spectral Inference Networks generalize Slow Feature Analysis to generic symmetric operators, and are closely related to Variational Monte Carlo methods from computational physics. As such, the…

2018-06-06abs ↗pdf ↗

This paper introduces VI for physics-informed deep learning, enhancing uncertainty quantification.

problem Uncertainty quantification in physics-informed deep learning.
method Variational inference for generative and inverse problems.
result VI provides a flexible and scalable approach for physics-based inference.

Eryn is a versatile MCMC package for Bayesian inference.

problem Bayesian inference for parameter estimation and model selection.
method Markov Chain Monte Carlo (MCMC) algorithm integrated into a user-friendly toolbox.
result Eryn can handle a wide range of Bayesian inference problems, from simple to complex.

Unified framework for simulation-based inference learns a single model for multiple tasks.

problem Simulation-based inference for multiple tasks with limited model retraining.
method Unified flow-matching generative model with query-aware masking distribution.
result Competitive performance on various inference tasks and real-world problems.

AirRL uses RL to infer urban air quality from selected stations.

problem Inferring fine-grained urban air quality from limited monitoring stations.
method Reinforcement learning model with a dynamic station selector and air quality regressor.
result AirRL achieves highest performance in air quality inference experiments.

Cascading flows improve variational inference in structured programs.

problem Challenges in variational inference for complex probabilistic programs.
method Integrates normalizing flows and ASVI to create cascading flows, which embed the forward-pass of probabilistic programs.
result Cascading flows outperform normalizing flows and ASVI in structured inference problems.

Paper develops an online EM algorithm for graph signal inference from streaming data.

problem Joint inference and clustering of graph signals with non-white excitation.
method Mixture model with low-rank plus sparse prior, online EM algorithm.
result Proposed online EM algorithm converges to MAP solution.

New framework improves robust inference in HMMs under model misspecification.

problem Inference in general state-space HMMs under likelihood misspecification.
method Generalized Bayesian Inference (GBI) and Sequential Monte Carlo (SMC) methods.
result Improved performance in object tracking and Gaussian process regression.

ConDiSim uses diffusion models to approximate complex system posteriors efficiently.

problem Simulation-based inference of systems with intractable likelihoods.
method Conditional diffusion model with forward and reverse processes.
result Effective posterior approximation across various benchmark and real-world problems.

We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference in the absence of a likelihood function. The popular synthetic likelihood appro…

2016-11-30abs ↗pdf ↗

The paper explores how missing data problems are related to causal inference.

problem Missing data in experiments makes causal inference difficult.
method The paper reinterprets missing data as a form of causal inference by considering counterfactual variables.
result Identification assumptions in missing data can be encoded using graphical models of counterfactual and observed variables.

One of the core problems in statistical models is the estimation of a posterior distribution. For topic models, the problem of posterior inference for individual texts is particularly important, especially when dealing with data streams, but is often intractable in the worst case. As a consequence, existing methods for…

2015-12-10abs ↗pdf ↗

ASPIRE improves amortized posterior inference for Bayesian inverse problems.

problem Bayesian inverse problems are computationally challenging due to uncertainty quantification.
method Iterative refinement of amortized posteriors using physics-based and summary statistics.
result ASPIRE achieves better posterior approximations with minimal extra computations.