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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.

168,932 papers · 148 categories

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59118177236 · Jun 202019922001200920172026
48 results for latent density

Adaptive multi-stage density ratio estimation improves learning of latent space EBM.

problem Learning energy-based models in latent space is computationally expensive and challenging.
method Adaptive multi-stage density ratio estimation using NCE to bridge the gap between prior and posterior densities.
result The method enables more expressive prior models and sharpens the latent space EBM.

GCAE uses density estimation to achieve reliable disentanglement in latent space.

problem Disentangled learning representations suffer from reliability issues.
method GCAE uses Gaussian Channel Autoencoder with Dual Total Correlation (DTC) to avoid the curse of dimensionality.
result GCAE achieves highly competitive and reliable disentanglement scores.

Paper proposes a novel auto-encoder for latent density estimation.

problem Challenges of learning generative probabilistic models due to curse of dimensionality.
method Joint dimensionality reduction and non-parametric density estimation framework using a novel estimator.
result Proposed model achieves promising results on various datasets.

Density modeling is notoriously difficult for high dimensional data. One approach to the problem is to search for a lower dimensional manifold which captures the main characteristics of the data. Recently, the Gaussian Process Latent Variable Model (GPLVM) has successfully been used to find low dimensional manifolds in…

2010-06-18abs ↗pdf ↗

Improved disentangled representation learning using a non-parametric latent density model.

problem Limited disentanglement in VAE due to constraints on latent density independence and complexity.
method Utilized the Indian Buffet Process (IBP) as a non-parametric latent density model to allow richer modeling capacity.
result IBP-VAE outperformed state-of-the-art VAEs in disentangling latent factors across various datasets.

Refines deep generative models to improve data density precision.

problem Achieving precise representation of data probability density in deep models.
method Iterated generative modeling to refine latent space, addressing topological obstructions.
result Latent Space Refinement (LaSeR) protocol improves generative model precision.

Estimates the ratio of posterior distributions of latent variables.

problem Comparing posterior distributions of latent variables inferred from observations.
method Parametric model approximation and estimation using observed and prior samples.
result Consistent and asymptotically normal estimation of posterior ratio parameters.

Improves GANs by sampling from an energy-based model induced by discriminator scores.

problem Improving the quality of images generated by GANs.
method DDLS (Discriminator Driven Latent Sampling) using the sum of latent prior log-density and discriminator output score.
result Significantly improves Inception Score on CIFAR-10 dataset.

The variational autoencoder (VAE) is a powerful generative model that can estimate the probability of a data point by using latent variables. In the VAE, the posterior of the latent variable given the data point is regularized by the prior of the latent variable using Kullback Leibler (KL) divergence. Although the stan…

2018-09-14abs ↗pdf ↗

L-HNNs improve Bayesian inference by reducing gradient requirements and improving ESS.

problem Efficient Bayesian inference with complex target densities.
method Latent Hamiltonian Neural Networks (L-HNNs) with NUTS, incorporating online error monitoring.
result L-HNNs in NUTS with online error monitoring required 1--2 orders of magnitude fewer numerical gradients and improved ESS by an order of magnitude.

We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent Pólya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's Gaussian process prior. The augmented posterior allows for efficient inference by Gi…

2018-05-29abs ↗pdf ↗

It can be difficult to tell whether a trained generative model has learned to generate novel examples or has simply memorized a specific set of outputs. In published work, it is common to attempt to address this visually, for example by displaying a generated example and its nearest neighbor(s) in the training set (in,…

2017-05-25abs ↗pdf ↗

This paper compares log-likelihood and BLEU scores for sequence generation tasks.

problem The discrepancy between density estimation and sequence generation performance.
method Comparing several density estimators on five machine translation tasks.
result The correlation between log-likelihood and BLEU varies depending on model families.

Enhances GPLVM for multi-view data with scalable latent representation learning.

problem Limited kernel expressiveness and computational inefficiency in multi-view GPLVM.
method Introduces a new duality between spectral density and kernel function, uses NG-SM kernel, and applies random Fourier feature approximation for scalability.
result Consistently outperforms state-of-the-art models in learning meaningful latent representations across diverse datasets.

The manifold hypothesis states that many kinds of high-dimensional data are concentrated near a low-dimensional manifold. If the topology of this data manifold is non-trivial, a continuous encoder network cannot embed it in a one-to-one manner without creating holes of low density in the latent space. This is at odds w…

2018-07-12abs ↗pdf ↗

Neural samplers such as variational autoencoders (VAEs) or generative adversarial networks (GANs) approximate distributions by transforming samples from a simple random source---the latent space---to samples from a more complex distribution represented by a dataset. While the manifold hypothesis implies that the densit…

2017-11-03abs ↗pdf ↗

In this paper, we treat the image generation task using an autoencoder, a representative latent model. Unlike many studies regularizing the latent variable's distribution by assuming a manually specified prior, we approach the image generation task using an autoencoder by directly estimating the latent distribution. To…

2019-02-12abs ↗pdf ↗

The paper proposes a method to estimate latent structures in multivariate data without assuming their existence.

problem Estimating latent structures in multivariate distributions that are difficult to identify and reflect the data generating mechanism.
method A model-free approach using a multiscale nonparametric maximum likelihood estimator.
result The method captures meaningful discrete structure at different scales and integrates them to yield an interpretable discrete representation.

Temporal aggregation reveals latent default correlation from monthly data.

problem Understanding effective default correlation from monthly default data.
method Temporal coarse-graining of latent default-probability paths.
result Temporal coarse-graining improves identifiability and reduces over-allocation of long-horizon fluctuations.

DIF extends NF with stochastic discrete latent variables for better density estimation.

problem Improving density estimation with discontinuities and fine details.
method Discretely indexed flows as an extension of Normalizing Flows with stochastic latent variables.
result DIF inherit good computational behavior of NF and can capture distributions with discontinuities.

Temporal coarse-graining of latent default paths explains effective correlation in corporate defaults.

problem Understanding effective default correlation in corporate defaults.
method Temporal coarse-graining of latent default-probability paths, applied to corporate default-count data.
result Temporal coarse-graining provides a scale-consistent baseline that improves identifiability and reduces over-allocation of long-horizon fluctuations.

Bayesian approach learns nonparametric mixture components from heterogeneous data.

problem Realistic modeling of heterogeneous data populations with nonparametric mixture components.
method Bayesian nonparametric modeling using Dirichlet process mixture priors.
result Posterior contraction rates for component densities are nearly polynomial, improving over deconvolution methods.

Variational inference for latent variable models is prevalent in various machine learning problems, typically solved by maximizing the Evidence Lower Bound (ELBO) of the true data likelihood with respect to a variational distribution. However, freely enriching the family of variational distribution is challenging since…

2017-11-20abs ↗pdf ↗

We develop a novel "decouple-recouple" dynamic predictive strategy and contribute to the literature on forecasting and economic decision making in a data-rich environment. Under this framework, clusters of predictors generate different latent states in the form of predictive densities that are later synthesized within …

2018-03-18abs ↗pdf ↗

Paper introduces a new histogram estimator for nonparametric density estimation that improves performance.

problem Smoothness-based nonparametric density estimators are not optimal for all types of data.
method Incorporates a multi-view latent variable model into histogram-style estimators.
result A new histogram estimator converges faster to multi-view models in L1L^1 error.

Improved Monte-Carlo models by constraining mutual information between latent and observable variables.

problem Training density models leads to latent variables being useless.
method Weave tighter Monte-Carlo bounds with mutual information constraints.
result Improved training of models with continuous and discrete latent variables.