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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.

169,291 papers · 148 categories

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2655307941,059 · Jun 202019922001200920182026
48 results for kernel mixture network

Kernel mixture network estimates complex conditional densities.

problem Nonparametric estimation of complex conditional densities.
method Neural network with kernel mixture model.
result Kernel mixture network outperforms existing methods in filtering and generative modeling.

Conditional diffusion models can approximate target distributions well with Gaussian-mixture reverse kernels.

problem Approximating target distributions in conditional diffusion models.
method Using finite Gaussian mixtures with ReLU-network logits as reverse kernels, reducing the problem to static conditional density approximation.
result The resulting neural reverse-kernel class is dense in conditional KL divergence under exact terminal matching.

Neural non-stationary spectral kernels improve performance on benchmark datasets.

problem Learning and discovering complex patterns in data.
method Generalized spectral mixture kernels with input-dependent functions modeled as Gaussian processes and hyperparameter functions as neural networks.
result Neural non-stationary spectral kernels achieve the best performance on benchmark datasets.

Neural networks outperform kernel methods in classifying high-dimensional Gaussian mixtures.

problem Classifying high-dimensional Gaussian mixtures using kernel methods and neural networks.
method Theoretical analysis and derivation of learning dynamics for 2LNN and comparison with kernel methods.
result 2LNN can achieve near-optimal performance on high-dimensional Gaussian mixture classification tasks, surpassing kernel methods.

DEQs and explicit networks are nearly equivalent for Gaussian mixtures.

problem Understanding the equivalence between DEQs and explicit neural networks.
method Random matrix theory and analysis of kernel matrices.
result A shallow explicit network can mimic the kernel of a DEQ.

Study spectral properties of radial kernels for high-dimensional mixtures.

problem Understanding spectral properties of radial kernels for high-dimensional mixtures.
method High-dimensional analysis focusing on concentration properties of components in mixtures.
result Kernel PCA can successfully cluster mixtures with common means but different covariances, even in high dimensions.

EnEMF uses Epanechnikov kernel for high-dimensional filtering, improving accuracy and robustness.

problem Suboptimal Gaussian mixture kernel density estimates in high-dimensional settings.
method Ensemble Epanechnikov mixture filter (EnEMF) using optimal Epanechnikov kernel.
result EnEMF reduces error per particle on high-dimensional systems like Lorenz '96.

New kernel HMK improves Gaussian process expressiveness and supports harmonizable covariances.

problem Improving the expressiveness of Gaussian processes with non-stationary kernels.
method Proposed harmonizable mixture kernel (HMK) and variational Fourier features.
result HMK interpolates between local patterns and offers robust kernel learning.

Study provides guarantees for kernel clustering under non-parametric mixtures.

problem Statistical guarantees for kernel-based clustering without strong assumptions.
method Non-parametric mixture models, kernel-based clustering, consistency guarantees.
result Necessary and sufficient separability conditions for consistent clustering recovery.

We study the mixtures of factorizing probability distributions represented as visible marginal distributions in stochastic layered networks. We take the perspective of kernel transitions of distributions, which gives a unified picture of distributed representations arising from Deep Belief Networks (DBN) and other netw…

2012-11-05abs ↗pdf ↗

New techniques model related samples using kernel mixtures, addressing shared and varying components with misalignments.

problem Modeling related samples with shared and varying components, accounting for misalignments.
method Introduces ψψ-stick breaking for mixing weights and kernel perturbation for misalignment.
result Efficient Bayesian inference for models incorporating these techniques.

A new kernel for multi-output Gaussian processes reduces undesirable scale effects.

problem Predicting multiple output variables simultaneously with Gaussian processes.
method Design a new kernel (MOCSM) using convolution in the spectral domain to model cross channel dependencies.
result MOCSM kernel reduces undesirable scale effects compared to the Multi-Output Spectral Mixture kernel.

The paper explores the identifiability and interpretability of Gaussian process models using different kernel structures.

problem Identifiability and interpretability issues in Gaussian process models.
method The paper examines both single-output and multi-output Gaussian process models using additive and multiplicative mixtures of Matérn kernels.
result The smoothness of a mixture of Matérn kernels is determined by the least smooth component, and none of the mixing weights or parameters are identifiable.

Paper uses a mix of deep and kernel learning to personalize sepsis treatment.

problem Managing sepsis in ICU patients due to individual variability.
method A mixture-of-experts framework combining kernel-based and deep reinforcement learning.
result The mixture-based approach outperforms individual methods on a large sepsis patient cohort.

Improves training speed of CNNs by separating batch statistics into sub-populations.

problem Training deep CNNs is slow and requires careful normalization.
method Proposes Mixture Normalization (MN) to improve BN by separating mini-batch statistics into sub-populations.
result MN accelerates training of CNNs and produces higher quality models.

New spectral mixture representation for isotropic kernels simplifies random Fourier features.

problem Applying Random Fourier Features to complex kernels.
method Decompose isotropic kernels into scale mixtures of α-stable random vectors.
result Constructive spectral sampling formula for various kernels.

New kernel models multi-output Gaussian processes accurately.

problem Challenges in modelling cross-covariances for multiple-output Gaussian processes.
method Replaced Gaussian components with block components of finite bandwidth in spectral mixture kernel.
result First multi-output generalization of spectral mixture kernel that can approximate any stationary multi-output kernel to arbitrary precision.

Improves learning of spectral mixture kernels with approximate Bayesian inference.

problem Difficult optimization of large number of SM kernel parameters.
method Approximate Bayesian inference using variational distribution of spectral points and random Fourier features.
result Accelerates convergence and leads to better optimal parameters.

Numerous kinds of uncertainties may affect an economy, e.g. economic, political, and environmental ones. We model the aggregate impact by the uncertainties on an economy and its associated financial market by randomised mixtures of Lévy processes. We assume that market participants observe the randomised mixtures only …

2011-12-09abs ↗pdf ↗

Algorithm estimates nonparametric mixtures from grouped data.

problem Estimating identifiable nonparametric mixture models from grouped observations.
method Oracle inequality for weighted kernel density estimators and general consistency result.
result Consistent estimation of mixture components from grouped observations.

Paper advances sparse regularisation theory for measures with new kernel insights.

problem Estimating sparse measures from noisy observations using continuous sparse regularisation.
method Develops new continuous sparse regularisation theory on measures with Beurling-LASSO, introduces kernel switch analysis.
result Proves the ``sinc-4'' kernel satisfies a technical LPC assumption for error bounds.

Optimal mixtures of generative models outperform individual models on image datasets.

problem Selecting the best single model from a group of trained generative models.
method Formulated a quadratic optimization problem and proposed the Mixture-UCB algorithm for efficient selection.
result Mixture of generative models achieves better evaluation scores than individual models on benchmark datasets.

A new model DKMPP integrates covariates and uses an integration-free method for spatio-temporal point processes.

problem Training intractable deep spatio-temporal point processes with multimodal covariates.
method DKMPP uses a deep kernel to model complex relationships and an integration-free score matching method.
result DKMPP and score-based estimators outperform baseline models in spatio-temporal point processes.

Paper compresses SM kernels with time-phase modulated dependency structures for better GP performance.

problem Improving the expressiveness and generalization of Gaussian processes with complex patterns.
method Introducing time-phase modulated dependency structures and a novel structure adaptation algorithm to compress SM kernels.
result The proposed SMD kernel shows improved performance on both synthetic and real-life applications.

Efficiently marginalizes over Gaussian Process kernels for better model flexibility and uncertainty.

problem Inefficient marginalization over Gaussian Process kernels for large datasets.
method Bayesian Quadrature scheme with maximum mean discrepancies and invariances between Spectral Mixture kernels.
result Achieves more accurate predictions and better calibrated uncertainty than state-of-the-art baselines.

Clustering of data sets is a standard problem in many areas of science and engineering. The method of spectral clustering is based on embedding the data set using a kernel function, and using the top eigenvectors of the normalized Laplacian to recover the connected components. We study the performance of spectral clust…

2014-04-29abs ↗pdf ↗

The paper proposes a Gaussian mixture model for Hilbert-space-valued data.

problem Challenges in characterizing probability measures for infinite-dimensional random objects.
method Gaussian mixture framework based on kernel mean embeddings.
result The proposed algorithm yields a dense class of approximations in infinite-dimensional spaces.

Lossless compression of deep neural networks using NTK and RMT.

problem Compressing large-scale deep neural networks for low-power devices.
method High-dimensional neural tangent kernel approach.
result Asymptotic spectral equivalence between NTK matrices of wide DNNs enables lossless compression.

Study shows mixtures of nonlinearities can improve deep learning performance.

problem Improving deep learning performance with large datasets and complex models.
method Analyzed random feature regression with features F=f(WX+B)F=f(WX+B) for a random weight matrix WW and random bias vector BB.
result Mixture of nonlinearities can improve both training and test errors over a single nonlinearity.

The thesis evaluates and compares extreme mixture models in finance and insurance.

problem Estimating tail risk measures in finance and insurance.
method Extreme mixture models and methods, including kernel density estimation and GARCH preprocessing.
result Kernel density estimation-based models do not outperform others in tail risk estimation.

A new HMM model captures kernel dependencies using context-specific Bayesian networks.

problem Traditional HMMs struggle with non-Gaussian data and independence assumptions.
method Kernel density estimation with context-specific Bayesian networks.
result The proposed model outperforms related HMMs in likelihood and classification accuracy.

Appropriately designing the proposal kernel of particle filters is an issue of significant importance, since a bad choice may lead to deterioration of the particle sample and, consequently, waste of computational power. In this paper we introduce a novel algorithm adaptively approximating the so-called optimal proposal…

2011-08-14abs ↗pdf ↗

Generative model on manifolds reduces divergence computation and improves scalability.

problem Difficulties in modeling data on non-Euclidean spaces due to expensive divergence computation and approximations of heat kernel.
method Riemannian Diffusion Mixture, a principled framework using a mixture of bridge processes.
result Achieves superior performance on diverse manifolds with reduced simulation steps.

Improved Gaussian process experts model for complex data.

problem Limitations of standard Gaussian processes: scalability and predictive performance.
method Proposes a new mixture model of Gaussian process experts based on kernel stick-breaking processes.
result Improved predictive performance compared to existing models.

This work investigates a mixture of LMC and RMHMC with MMALA for geometric ergodicity.

problem Lack of geometric ergodicity study in Riemannian manifold and Lagrangian Monte Carlo methods.
method Investigates a mixture of LMC and RMHMC with MMALA to achieve geometric ergodicity.
result Demonstrates geometric ergodicity in the mixture of LMC and RMHMC with MMALA.

Two EM algorithms estimate prior distributions in mixture of linear regressions.

problem Estimating prior distributions in mixture of linear regressions.
method Two EM algorithms: one for continuous priors, one for discrete priors.
result Both algorithms accurately estimate prior distributions and the number of clusters.