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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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54107161214 · Jun 202019922001200920172026
48 results for iterative quantification

Study wSAA for contextual decisions, improving uncertainty quantification under computational constraints.

problem Uncertainty quantification limitations in wSAA for contextual stochastic optimization.
method Establish central limit theorems and asymptotic-normality-based confidence intervals for optimal costs.
result Over-optimizing can mitigate misspecification and preserve asymptotic normality, albeit at a slower convergence rate.

This work tackles uncertainty quantification in tomography reconstruction.

problem Ill-posed nature of tomographic reconstruction leading to no unique solution.
method Gaussian process modeling to incorporate prior knowledge and experimental noises.
result Efficient uncertainty quantification in tomographic reconstruction.

New method improves uncertainty quantification for large batch sizes and misspecified models.

problem Challenges in tuning algorithms for accurate uncertainty quantification in large batch sizes and misspecified models.
method Proposes new discrete-time approximations to SGD and SGLD, proving error bounds for practical tuning.
result Quantitative, non-asymptotic error bounds for accurate predictions of covariance and autocorrelation time.

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.

Paper analyzes iterates in high-dimensional linear models and proposes estimators for their generalization error.

problem Analyzing iterates in high-dimensional linear models with comparable feature and sample sizes.
method Novel estimators for generalization error, debiasing corrections, and valid confidence intervals.
result Estimators are n\sqrt{n}-consistent and can be used for early stopping.

We introduce Fisher consistency in the sense of unbiasedness as a desirable property for estimators of class prior probabilities. Lack of Fisher consistency could be used as a criterion to dismiss estimators that are unlikely to deliver precise estimates in test datasets under prior probability and more general dataset…

2017-01-19abs ↗pdf ↗

ADS explains object differences by quantifying and removing underlying properties.

problem Explaining differences between two object images.
method Align-Deform-Subtract (ADS) framework that uses semantic alignments and iterative quantification/removal of differences.
result ADS provides disentangled error measures explaining object differences in terms of underlying properties.

Bayesian Deep Noise Neural Network (B-DeepNoise) estimates predictive densities and uncertainty.

problem Estimating predictive densities and uncertainty in deep neural networks.
method Extends random noise to all hidden layers, using Gibbs sampling for posterior computation.
result Superior performance in prediction accuracy and uncertainty quantification.

Bayesian neural networks learn graph structure with interpretable parameters.

problem Learning graph structure from nodal observations in data with uncertainty.
method Introduces novel iterations with independently interpretable parameters and Bayesian neural networks.
result Bayesian neural networks provide well-calibrated uncertainty quantification on graph structure.

Bayesian ptychography method reduces overlap for faster imaging.

problem Reduced overlap leads to large data volumes and long acquisition times.
method Generative model combined with MCMC for posterior sampling.
result Framework consistently outperforms iterative reconstruction methods with reduced overlap.

Unified framework for arbitrary conditional inference using AI and Bayesian methods.

problem Limited flexibility in existing conditional inference methods.
method Bayesian generative modeling with stochastic iterative algorithm.
result Single learned model for universal conditional prediction with uncertainty quantification.

This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling with Bayesian formulations. The key departure from existing works is the use of i…

2008-08-25abs ↗pdf ↗

Paper proposes an efficient online Newton method with Nesterov's acceleration for streaming data.

problem Efficient inference of online Newton methods with robustness to noise and ill-conditioning.
method Online Newton method with Hessian averaging and Nesterov's accelerated sketch-and-project solver.
result Global almost-sure convergence and asymptotic normality of the last iterate with non-asymptotic convergence guarantees.

Efficient method for tensor linear form inference with noisy incomplete data.

problem Statistical inference of tensor linear forms with incomplete and noisy observations.
method Initial estimate + debiasing + one-step power iteration.
result Optimal uncertainty quantification and statistical-to-computational gaps examined.

BBNN improves neural network accuracy and uncertainty quantification.

problem Overfitting and lack of interpretability in probabilistic neural networks.
method Boosted Bayesian Neural Networks (BBNN) using Boosting Variational Inference (BVI).
result BBNN achieves ~5% higher accuracy and superior uncertainty quantification.

Spectral clustering algorithms typically require a priori selection of input parameters such as the number of clusters, a scaling parameter for the affinity measure, or ranges of these values for parameter tuning. Despite efforts for automating the process of spectral clustering, the task of grouping data in multi-scal…

2019-02-06abs ↗pdf ↗

Coherent uncertainty quantification is a key strength of Bayesian methods. But modern algorithms for approximate Bayesian posterior inference often sacrifice accurate posterior uncertainty estimation in the pursuit of scalability. This work shows that previous Bayesian coreset construction algorithms---which build a sm…

2018-02-05abs ↗pdf ↗

A new MCMC method combines low and high-fidelity models to reduce computation.

problem Inefficient computation of expensive target densities in scientific applications.
method Pseudo-marginal MCMC approach using a telescoping series of low-fidelity models.
result Asymptotically exact multi-fidelity MCMC algorithms for reduced computational cost.

DIN framework directly models hydraulic conductivity and uncertainty.

problem Modeling hydraulic conductivity and uncertainty in groundwater flow.
method DIN utilizes DDPM as a prior learner, incorporating observational data through conditional injection mechanisms.
result DIN generates multiple constraint-satisfying realizations and accurate uncertainty quantification.

Wasserstein gradient boosting predicts probability distributions for supervised learning.

problem Distribution-valued supervised learning where outputs are probability distributions.
method Fits a new weak learner to Wasserstein gradients of loss functionals of probability distributions.
result Superior performance in probabilistic prediction compared to existing methods.

Quantification is a supervised learning task that consists in predicting, given a set of classes C and a set D of unlabelled items, the prevalence (or relative frequency) p(c|D) of each class c in C. Quantification can in principle be solved by classifying all the unlabelled items and counting how many of them have bee…

2018-09-04abs ↗pdf ↗

Deep Learning (DL) methods have emerged as one of the most powerful tools for functional approximation and prediction. While the representation properties of DL have been well studied, uncertainty quantification remains challenging and largely unexplored. Data augmentation techniques are a natural approach to provide u…

2019-03-22abs ↗pdf ↗

\emph{Sentiment Quantification} (i.e., the task of estimating the relative frequency of sentiment-related classes -- such as \textsf{Positive} and \textsf{Negative} -- in a set of unlabelled documents) is an important topic in sentiment analysis, as the study of sentiment-related quantities and trends across a populati…

2019-04-16abs ↗pdf ↗

A framework for navigating environments with spatially correlated obstacles and uncertain blockage status.

problem Navigation in environments with spatially correlated obstacles of uncertain blockage status.
method Modeling spatial correlation with Gaussian Random Field, developing Bayesian belief updates, proposing a two-stage learning framework with offline and online phases.
result Consistent performance gains over baselines in environments with adversarial interruptions or clustered natural hazards.

Bayesian meta learning improves uncertainty quantification in regression.

problem Trusting uncertainty quantification in Bayesian regression.
method Trust-Bayes framework for Bayesian meta learning, optimizing for trustworthy uncertainty quantification.
result Lower bounds and sample complexity for trustworthy uncertainty quantification are characterized.

Generative models help make decisions under changing data distributions.

problem Making decisions based on historical data when the actual data distribution changes.
method Flow- and score-based generative models to represent and transform distributions.
result Generative models can learn nominal uncertainty, create stressed distributions, and produce conditional distributions.

Paper proposes a distributed sampling method for Bayesian inference.

problem Privacy and communication constraints in spatially distributed datasets.
method Alternating Direction Method of Multipliers for distributed sampling.
result Algorithm converges to target distribution in Wasserstein distance.

Bayesian uncertainty quantification is flawed, according to new research.

problem Flawed interpretation of Bayesian uncertainty quantification.
method Discussion of Bayesian updating and optimization-based perspective, proposing measures of quality.
result Bayesian uncertainty quantification is not coherent with optimization-based perspective.

New CLT for SGD in high-dimensional regression provides online inference.

problem Quantifying uncertainty in SGD for high-dimensional regression.
method Established a high-dimensional CLT for online SGD iterates.
result Developed an online approach for estimating variance in CLT.

Geometry-aware KDE model improves multiclass quantification.

problem Accurately estimating class prevalence for label shift adaptation.
method Log-ratio representations and Aitchison geometry for compositional data, shrinkage regularization.
result Competitive with state-of-the-art quantifiers, often improving over standard KDE-based baselines.

New bounds for SGD in high dimensions improve inference efficiency.

problem Quantifying uncertainty in high-dimensional SGD.
method Established non-asymptotic Berry--Esseen bounds for online least-squares SGD.
result Gaussian Central Limit Theorem holds for td1+δt \gtrsim d^{1+δ}, extending dimensional scaling.

New GP-based method improves uncertainty quantification for causal functions.

problem Challenges in quantifying uncertainty for causal effects, especially for entire functions.
method GP-based approach using inner-product of observational functions in RKHS, with tractable posterior moments and calibration.
result Improves uncertainty quantification while maintaining causal effect estimation performance.

Bayesian neural network models improve uncertainty quantification in multivariate regression.

problem Uncertainty quantification in multivariate regression models with heteroscedastic noise.
method Proposes Bayesian Last Layer neural network models and EM algorithms for parameter learning.
result Capable of disentangling aleatoric and epistemic uncertainty.