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.
Estimates joint causal effects using single-variable interventions on nonlinear models.
Better signal detection in undersampled data using joint and cross covariances.
The paper presents a method to estimate joint interventional distributions from marginal interventional data.
Paper identifies unobserved variables from observable data.
Study proposes a new model for joint survival annuity valuation.
Estimating the joint probability mass function (PMF) of a set of random variables lies at the heart of statistical learning and signal processing. Without structural assumptions, such as modeling the variables as a Markov chain, tree, or other graphical model, joint PMF estimation is often considered mission impossible…
A new generative adversarial network is developed for joint distribution matching. Distinct from most existing approaches, that only learn conditional distributions, the proposed model aims to learn a joint distribution of multiple random variables (domains). This is achieved by learning to sample from conditional dist…
Markov networks are extensively used to model complex sequential, spatial, and relational interactions in a wide range of fields. By learning the structure of independences of a domain, more accurate joint probability distributions can be obtained for inference tasks or, more directly, for interpreting the most signifi…
The paper bounds and identifies joint probabilities in causal inference with monotonicity assumptions.
New method models complex dynamics using a base variable.
Joint Models for longitudinal and time-to-event data have gained a lot of attention in the last few years as they are a helpful technique to approach common a data structure in clinical studies where longitudinal outcomes are recorded alongside event times. Those two processes are often linked and the two outcomes shou…
Improves joint distribution learning for high-dimensional datasets with complex correlations.
Probabilistic linear discriminant analysis (PLDA) is a method used for biometric problems like speaker or face recognition that models the variability of the samples using two latent variables, one that depends on the class of the sample and another one that is assumed independent across samples and models the within-c…
Maximizing high-dimensional, non-convex functions through noisy observations is a notoriously hard problem, but one that arises in many applications. In this paper, we tackle this challenge by modeling the unknown function as a sample from a high-dimensional Gaussian process (GP) distribution. Assuming that the unknown…
New method for LVEBMs using saddle-point optimization and Langevin updates.
Paper develops deep learning for metocean variable extremes.
This work proposes a new method to estimate joint probability from pairwise marginals, reducing sample complexity.
We propose a procedure for assigning a relevance measure to each explanatory variable in a complex predictive model. We assume that we have a training set to fit the model and a test set to check the out of sample performance. First, the individual relevance of each variable is computed by comparing the predictions in …
The problem of determining the joint probability distributions for correlated random variables with pre-specified marginals is considered. When the joint distribution satisfying all the required conditions is not unique, the "most unbiased" choice corresponds to the distribution of maximum entropy. The calculation of t…
CEBMs learn flexible latent mappings from data.
Novel approach for estimating joint probability densities using tensor decompositions and dictionaries.
New method selects features via tensor decomposition and submodular optimization.
Joint distributions over many variables are frequently modeled by decomposing them into products of simpler, lower-dimensional conditional distributions, such as in sparsely connected Bayesian networks. However, automatically learning such models can be very computationally expensive when there are many datapoints and …
Directed latent variable models that formulate the joint distribution as have the advantage of fast and exact sampling. However, these models have the weakness of needing to specify , often with a simple fixed prior that limits the expressiveness of the model. Undirected latent variabl…
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…
Researchers derived formulas for joint moments of elliptical distributions.
LSI enables joint learning of latent variables and generative models.
Generates counterfactuals in target domain from source domain observations.
New tree-structured Markov fields with Poisson marginals for counting variables.
Causal discovery predicts unobserved joint statistics from observed data.
Estimates effects of multiple interventions with hidden confounders using single-variable interventions.
An essential problem in domain adaptation is to understand and make use of distribution changes across domains. For this purpose, we first propose a flexible Generative Domain Adaptation Network (G-DAN) with specific latent variables to capture changes in the generating process of features across domains. By explicitly…
Proposes a copula-driven framework for multimodal learning.
We consider structural equation models in which variables can be written as a function of their parents and noise terms, which are assumed to be jointly independent. Corresponding to each structural equation model, there is a directed acyclic graph describing the relationships between the variables. In Gaussian structu…
RaSE screens variables via random subspaces, identifying joint effects.
A broad range of cross--domain generation researches boil down to matching a joint distribution by deep generative models (DGMs). Hitherto algorithms excel in pairwise domains while as increases, remain struggling to scale themselves to fit a joint distribution. In this paper, we propose a domain-scalable DGM, i…
New method uses joint stochastic approximation to improve learning of discrete latent models.
New method improves uncertainty quantification in latent variable models.
The matrix-based Renyi's α-order entropy functional was recently introduced using the normalized eigenspectrum of a Hermitian matrix of the projected data in a reproducing kernel Hilbert space (RKHS). However, the current theory in the matrix-based Renyi's α-order entropy functional only defines the entropy of a single…
A probabilistic query may not be estimable from observed data corrupted by missing values if the data are not missing at random (MAR). It is therefore of theoretical interest and practical importance to determine in principle whether a probabilistic query is estimable from missing data or not when the data are not MAR.…
The joint PLDA model, is a generalization of PLDA where the nuisance variable is no longer considered independent across samples, but potentially shared (tied) across samples that correspond to the same nuisance condition. The original work considered a single nuisance condition, deriving the EM and scoring formulas fo…
Inferring the causal structure of a set of random variables from a finite sample of the joint distribution is an important problem in science. Recently, methods using additive noise models have been suggested to approach the case of continuous variables. In many situations, however, the variables of interest are discre…
The most direct way to express arbitrary dependencies in datasets is to estimate the joint distribution and to apply afterwards the argmax-function to obtain the mode of the corresponding conditional distribution. This method is in practice difficult, because it requires a global optimization of a complicated function,…
Paper proposes a novel auto-encoder for latent density estimation.
Proposes a Structural Matrix Autoregressive model for joint analysis of asset returns, realized volatility, and trading volume.
We consider the problem of predicting several response variables using the same set of explanatory variables. This setting naturally induces a group structure over the coefficient matrix, in which every explanatory variable corresponds to a set of related coefficients. Most of the existing methods that utilize this gro…
The ability to estimate joint, conditional and marginal probability distributions over some set of variables is of great utility for many common machine learning tasks. However, estimating these distributions can be challenging, particularly in the case of data containing a mix of discrete and continuous variables. Thi…
We study the problem of identifying the causal relationship between two discrete random variables from observational data. We recently proposed a novel framework called entropic causality that works in a very general functional model but makes the assumption that the unobserved exogenous variable has small entropy in t…