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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.

168,657 papers · 148 categories

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61122183244 · Jun 202019922001200920172026
48 results for joint prior

Proposes method for eliciting non-parametric joint priors using normalizing flows.

problem Learning complex non-parametric joint priors for model parameters.
method Expert elicitation combined with normalizing flows for generative modeling.
result Framework supports elicitation of both parametric and non-parametric priors.

Variational dropout (VD) is a generalization of Gaussian dropout, which aims at inferring the posterior of network weights based on a log-uniform prior on them to learn these weights as well as dropout rate simultaneously. The log-uniform prior not only interprets the regularization capacity of Gaussian dropout in netw…

2018-11-19abs ↗pdf ↗

Improves joint distribution learning for high-dimensional datasets with complex correlations.

problem Conditional independence assumption limitations in VAE decoders for high-dimensional datasets.
method Cramer-Wold distance regularization and two-step learning method for flexible prior modeling.
result Effective joint distributional learning for high-dimensional datasets with multiple categorical variables.

Method estimates joint probability density from samples using low-rank decomposition and random projections.

problem Estimating joint probability density from limited samples.
method Low-rank tensor decomposition, dictionaries, and Radon transforms.
result Algorithm outperforms previous methods in estimating synthetic probability densities.

New approach for open ad hoc teamwork using graph-based policy learning.

problem Designing autonomous agents to collaborate with changing teams without prior coordination.
method Graph-based policy learning to adapt to dynamic team compositions.
result Successfully models the effects of other agents, leading to robust adaptation and superior performance.

EB-VAE combines tumor growth and dropout data for personalized treatment response modeling.

problem Challenges in integrating longitudinal tumor measurements, dropout information, and genetic covariates.
method Extended EB-VAE framework to jointly model longitudinal and time-to-event data, incorporating dropout hazard and genetic covariates.
result Hybrid decoder formulation yields consistent treatment-effect parameters and prior predictive performance comparable to neural decoder.

A new framework CyGen models joint distributions using cyclic conditionals.

problem Modeling a joint distribution using only two conditional models without relying on an uninformative prior.
method Developed a general theory for operable equivalence criteria for compatibility and sufficient conditions for determinacy. Proposed CyGen framework and methods to achieve compatibility and determinacy.
result CyGen better fits data and captures more representative features compared to models using an uninformative prior.

New model learns from missing modalities and class labels.

problem Conflict between learning joint representations and modalities in multi-modal data.
method Introduces a novel conditional multi-modal discriminative model using an informative prior distribution and a likelihood-free objective function.
result Our model achieves state-of-the-art results in downstream classification, acoustic inversion, and image and annotation generation.

Bayesian models that mix multiple Dirichlet prior parameters, called Multi-Dirichlet priors (MD) in this paper, are gaining popularity. Inferring mixing weights and parameters of mixed prior distributions seems tricky, as sums over Dirichlet parameters complicate the joint distribution of model parameters. This paper s…

2017-08-17abs ↗pdf ↗

Traditionally, when generative models of data are developed via deep architectures, greedy layer-wise pre-training is employed. In a well-trained model, the lower layer of the architecture models the data distribution conditional upon the hidden variables, while the higher layers model the hidden distribution prior. Bu…

2014-05-06abs ↗pdf ↗

Variational Auto-Encoders (VAEs) have been widely applied for learning compact, low-dimensional latent representations of high-dimensional data. When the correlation structure among data points is available, previous work proposed Correlated Variational Auto-Encoders (CVAEs), which employ a structured mixture model as …

2019-06-14abs ↗pdf ↗

EB-PCA reduces noise in high-dimensional PCA by estimating a joint prior distribution.

problem High-dimensional PCA noise in samples comparable to or larger than data.
method Empirical Bayes PCA using Kiefer-Wolfowitz MLE, random matrix theory, and AMP algorithm.
result EB-PCA achieves Bayes-optimal accuracy in spiked models and significantly improves over PCA in simulations and real data.

We introduce a new method for training deep Boltzmann machines jointly. Prior methods require an initial learning pass that trains the deep Boltzmann machine greedily, one layer at a time, or do not perform well on classifi- cation tasks.

2012-12-12abs ↗pdf ↗

New algorithms for private generalized linear contextual bandits.

problem Private estimation and optimization for generalized linear models under differential privacy.
method Developed algorithms for stochastic and adversarial contexts under shuffle and joint differential privacy.
result Achieved private regret bounds for generalized linear models, differing from non-private rates by factors of d/ε\sqrt{d/\varepsilon} and d/ε\sqrt{d/\varepsilon} respectively.

Transfer learning has recently attracted significant research attention, as it simultaneously learns from different source domains, which have plenty of labeled data, and transfers the relevant knowledge to the target domain with limited labeled data to improve the prediction performance. We propose a Bayesian transfer…

2018-01-02abs ↗pdf ↗

Real music signals are highly variable, yet they have strong statistical structure. Prior information about the underlying physical mechanisms by which sounds are generated and rules by which complex sound structure is constructed (notes, chords, a complete musical score), can be naturally unified using Bayesian modell…

2016-06-03abs ↗pdf ↗

Cooperation information sharing is important to theories of human learning and has potential implications for machine learning. Prior work derived conditions for achieving optimal Cooperative Inference given strong, relatively restrictive assumptions. We relax these assumptions by demonstrating convergence for any disc…

2018-10-04abs ↗pdf ↗

Efficiently combines autoregressive and set-based models for joint distributions.

problem Joint distributions over multiple predictions from set-based models.
method Causal autoregressive buffer that caches context and captures dependencies.
result Up to 20x faster joint sampling and density evaluation, up to 7x lower memory usage.

Directed latent variable models that formulate the joint distribution as p(x,z)=p(z)p(xz)p(x,z) = p(z) p(x \mid z) have the advantage of fast and exact sampling. However, these models have the weakness of needing to specify p(z)p(z), often with a simple fixed prior that limits the expressiveness of the model. Undirected latent variabl…

2017-12-12abs ↗pdf ↗

The paper explores how prior functions and bootstrapping improve ensemble uncertainty estimation.

problem Improving uncertainty estimation in machine learning models.
method Investigates the benefits of prior functions and bootstrapping in ensemble models.
result Prior functions and bootstrapping enhance ensemble agents' uncertainty estimation across different inputs.

Bayesian transfer learning improves predictive performance with limited source data.

problem Improving statistical procedures with limited target and source datasets.
method Total risk prior for joint parameter distribution, Bayesian Lasso, model averaging, Gibbs sampling.
result Superior predictive performance compared to frequentist baseline, especially with limited source data.

A new prior is proposed for learning representations of high-level concepts of the kind we manipulate with language. This prior can be combined with other priors in order to help disentangling abstract factors from each other. It is inspired by cognitive neuroscience theories of consciousness, seen as a bottleneck thro…

2017-09-25abs ↗pdf ↗

Bayesian framework improves robustness in nonlinear regression models.

problem Measurement error, model misspecification, and distributional misspecification in regression analyses.
method Joint Dirichlet process prior on latent covariate-response distribution, updating with posterior pseudo-samples.
result Improved stability and consistency in estimators under increasing measurement error.

Encoding domain knowledge into the prior over the high-dimensional weight space of a neural network is challenging but essential in applications with limited data and weak signals. Two types of domain knowledge are commonly available in scientific applications: 1. feature sparsity (fraction of features deemed relevant)…

2020-02-24abs ↗pdf ↗

Dictionary learning algorithms have been successfully used for both reconstructive and discriminative tasks, where an input signal is represented with a sparse linear combination of dictionary atoms. While these methods are mostly developed for single-modality scenarios, recent studies have demonstrated the advantages …

2015-02-04abs ↗pdf ↗

New method certifies joint adversarial robustness of model ensembles.

problem Ensuring robustness of model ensembles against adversarial attacks.
method Proposes a novel technique to certify joint robustness, building on prior work on single-model robustness certification.
result Demonstrates the effectiveness of certifying joint robustness of ensembles, improving understanding of ensemble defenses.

Additive Bayesian networks are types of graphical models that extend the usual Bayesian generalized linear model to multiple dependent variables through the factorisation of the joint probability distribution of the underlying variables. When fitting an ABN model, the choice of the prior of the parameters is of crucial…

2018-09-18abs ↗pdf ↗

Bayesian approach improves sparse PCE for high-dimensional problems.

problem Sparse PCE struggles with high-dimensional uncertainty and underdetermined situations.
method Joint shrinkage priors and MCMC for sparse PCE with uncertainty estimation.
result Bayesian PCE achieves sparse representations with higher polynomial degrees.

Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior to event prediction, lack a principled mechanism to account for the uncertainty…

2017-08-16abs ↗pdf ↗

SiMLR reduces complex biomedical data into simpler, interpretable forms.

problem Handling high-dimensional biomedical data for better understanding and prediction.
method Similarity-driven multi-view linear reconstruction (SiMLR) with novel objective function and regularization.
result SiMLR outperforms other methods in various biomedical datasets.

Improves robustness of information bottleneck framework with sparsity-inducing prior.

problem Fixed-dimensional priors restrict flexibility and restrict robustness.
method Sparsity-inducing spike-slab categorical prior that learns dimension distribution per data point.
result Improves accuracy and robustness compared to traditional priors and other methods.

The framework of variational autoencoders allows us to efficiently learn deep latent-variable models, such that the model's marginal distribution over observed variables fits the data. Often, we're interested in going a step further, and want to approximate the true joint distribution over observed and latent variables…

2019-07-10abs ↗pdf ↗