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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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224447671894 · Jun 202019922001200920172026
48 results for latent feature estimation

Latent feature models (LFM)s are widely employed for extracting latent structures of data. While offering high, parameter estimation is difficult with LFMs because of the combinational nature of latent features, and non-identifiability is a particularly difficult problem when parameter estimation is not unique and ther…

2018-09-11abs ↗pdf ↗

The study uses pre-trained neural networks to adjust for confounding in non-tabular data.

problem Neglecting non-tabular data sources can lead to biased ATE estimates.
method Leverages latent features from pre-trained neural networks to adjust for confounding.
result Neural networks can achieve fast convergence rates for ATE estimation with latent features.

Bayesian non-linear latent variable modeling for complex data.

problem Inference for GPLVMs is computationally limited and often leads to overfitting or underestimates uncertainty.
method Approximate Gaussian process mappings with random Fourier features for MCMC inference.
result Generalized RFLVMs perform well on various data types and applications.

LIT-LVM improves linear predictors by estimating interaction terms with latent vectors.

problem Accurately estimating coefficients for interaction terms in linear predictors.
method Structured regularization using latent vectors to represent features.
result LIT-LVM achieves superior prediction accuracy compared to other methods.

Motivated by modern applications in which one constructs graphical models based on a very large number of features, this paper introduces a new class of cluster-based graphical models, in which variable clustering is applied as an initial step for reducing the dimension of the feature space. We employ model assisted cl…

2018-06-13abs ↗pdf ↗

A new VAE model identifies and estimates treatment effects with limited overlap.

problem Identifying and estimating treatment effects when subjects with certain features belong to a single treatment group.
method Developed a latent variable model to estimate a prognostic score, which is sufficient for treatment effects. The model is a new type of VAE called β-Intact-VAE.
result The model identifies individualized treatment effects and provides TE error bounds.

The paper optimizes hyperplanes for binary classification in high-dimensional data with latent Gaussian mixtures.

problem Binary classification in high-dimensional data with latent Gaussian mixtures.
method Generalized least squares estimator for estimating the direction of the optimal separating hyperplane. Simple correction for intercept estimation.
result The procedure is minimax optimal in many scenarios and can retain the interpolation property.

Method determines latent dimensionality in international trade flows.

problem Finding meaningful low-dimensional latent features in high-dimensional international trade data.
method Proposes a latent dimension determination method based on clustering of nonnegative RESCAL decompositions.
result Validates the latent features against empirical economic facts.

New method identifies causes in time series with latent variables.

problem Identifying direct and indirect causes in time series data with hidden variables.
method Proves necessary and sufficient conditions for causal feature selection using graph constraints and conditional independence tests.
result Method outperforms Granger causality in identifying causes with low false positives and false negatives.

Proposes a flexible feature allocation model for sparse factor analysis.

problem Sparse data and rigid assumptions in traditional exploratory tools.
method Adaptive latent feature sharing with control over feature sparsity.
result Derives a novel adaptive Factor analysis (aFA) and aPPCA for flexible dimensionality reduction.

Here, we present a novel approach to solve the problem of reconstructing perceived stimuli from brain responses by combining probabilistic inference with deep learning. Our approach first inverts the linear transformation from latent features to brain responses with maximum a posteriori estimation and then inverts the …

2017-05-19abs ↗pdf ↗

Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete variables or a combination of both continuous and discrete variables poses new cha…

2014-04-29abs ↗pdf ↗

A new method resolves permutation issues in shuffled linear regression for large-scale applications.

problem Estimating latent features through linear transformation with unknown permutations.
method Spectral matching method to align spectral components of measurement and feature covariances.
result Achieves accurate estimates in shuffled LS and LASSO settings with sufficient samples.

Jigsaw-VAE tackles feature imbalance in VAE latent variables, improving generalization across environments.

problem Feature imbalance in VAE latent variables leads to poor generalization and biased sample generation.
method Proposes a regularization scheme to balance features in VAE latent variables and introduces a metric to measure balance.
result The regularization scheme substantially addresses feature imbalance, leading to improved generalization and diverse sample generation.

To date, the instability of prognostic predictors in a sparse high dimensional model, which hinders their clinical adoption, has received little attention. Stable prediction is often overlooked in favour of performance. Yet, stability prevails as key when adopting models in critical areas as healthcare. Our study propo…

2016-09-28abs ↗pdf ↗

A new method for estimating probabilities and risks using Markov processes.

problem Computational difficulties in classical importance sampling for latent Markov models.
method Proposes a new importance sampling framework that minimizes estimator variance.
result Shows logarithmic efficiency of the proposed estimator.

This paper introduces a general Bayesian non- parametric latent feature model suitable to per- form automatic exploratory analysis of heterogeneous datasets, where the attributes describing each object can be either discrete, continuous or mixed variables. The proposed model presents several important properties. First…

2017-07-26abs ↗pdf ↗

A common strategy for sparse linear regression is to introduce regularization, which eliminates irrelevant features by letting the corresponding weights be zeros. However, regularization often shrinks the estimator for relevant features, which leads to incorrect feature selection. Motivated by the above-mentioned issue…

2015-09-03abs ↗pdf ↗

Latent feature modeling allows capturing the latent structure responsible for generating the observed properties of a set of objects. It is often used to make predictions either for new values of interest or missing information in the original data, as well as to perform data exploratory analysis. However, although the…

2017-06-12abs ↗pdf ↗

The high-dimensional data setting, in which p >> n, is a challenging statistical paradigm that appears in many real-world problems. In this setting, learning a compact, low-dimensional representation of the data can substantially help distinguish signal from noise. One way to achieve this goal is to perform subspace le…

2018-08-05abs ↗pdf ↗

Develops a new method for nonlinear dimension reduction using random features.

problem Statistical challenges in generalizing Gaussian process-based latent variable models to non-Gaussian data.
method Random feature latent variable models (RFLVMs) that approximate nonlinear relationships with linear functions of random features.
result RFLVMs produce comparable results to state-of-the-art methods on various data types.

We are often interested in explaining data through a set of hidden factors or features. When the number of hidden features is unknown, the Indian Buffet Process (IBP) is a nonparametric latent feature model that does not bound the number of active features in dataset. However, the IBP assumes that all latent features a…

2012-05-09abs ↗pdf ↗

ContextBench benchmarks methods for generating linguistically fluent inputs that activate specific latent features in language models.

problem Identifying inputs that trigger specific behaviours or latent features in language models.
method Context modification and benchmarking methods like Evolutionary Prompt Optimisation (EPO) with LLM-assistance and diffusion model inpainting.
result Enhanced methods achieve state-of-the-art performance in balancing elicitation effectiveness and fluency.

Matrix factorisation methods decompose multivariate observations as linear combinations of latent feature vectors. The Indian Buffet Process (IBP) provides a way to model the number of latent features required for a good approximation in terms of regularised reconstruction error. Previous work has focussed on latent fe…

2017-04-13abs ↗pdf ↗

BGM-IV uses AI to estimate causal effects in complex data.

problem Estimating causal effects in high-dimensional, nonlinear settings with endogeneity.
method Structured latent generative modeling for posterior inference in a causally structured latent space.
result BGM-IV outperforms existing methods in high-dimensional covariate regimes.

Proposes a method to derive knowledge graphs from EHR data.

problem Challenges in deriving generalizable knowledge from EHR data.
method Infer conditional dependency structure via a latent graphical block model (LGBM).
result Perfect recovery of block structure demonstrated.

New algorithm disentangles latent features without strict assumptions.

problem Disentangling complex data-generating mechanisms into causally interpretable latent features.
method Linear CRL algorithm with topological ordering, pruning, and disentanglement.
result Recovering latent causal features up to an equivalence class under weaker assumptions.

Latent features learned by deep learning approaches have proven to be a powerful tool for machine learning. They serve as a data abstraction that makes learning easier by capturing regularities in data explicitly. Their benefits motivated their adaptation to relational learning context. In our previous work, we introdu…

2017-05-16abs ↗pdf ↗

SPOT improves differentiable causal discovery by estimating skeleton posterior for latent confounders.

problem Scalable and accurate estimation of causal skeletons in the presence of latent confounders.
method SPOT (Skeleton Posterior-guided OpTimization) framework that estimates skeleton posterior and integrates it with differentiable causal discovery.
result SPOT enhances differentiable causal discovery by reducing the search space and improving accuracy.

A new tree-Wasserstein distance for high-dimensional data with latent feature hierarchy.

problem Finding meaningful distances between high-dimensional data samples with latent feature hierarchy.
method Proposes a new tree-Wasserstein distance (TWD) for high-dimensional data with a latent feature hierarchy, using diffusion geometry and tree decoding.
result The proposed TWD effectively recovers the latent feature hierarchy and is efficient and scalable.

A new method for linear regression using feature graphs and hierarchical shrinkage.

problem Estimating robust parameters for linear regression models.
method Hierarchical Feature Regression (HFR) estimator that constructs a supervised feature graph to shrink parameters towards group targets.
result Demonstrates good predictive accuracy and versatility compared to other regularization techniques.

We present a max-margin nonparametric latent feature model, which unites the ideas of max-margin learning and Bayesian nonparametrics to discover discriminative latent features for link prediction and automatically infer the unknown latent social dimension. By minimizing a hinge-loss using the linear expectation operat…

2012-06-18abs ↗pdf ↗

New method for high-dimensional manifold-based inference tackles latent responses.

problem Inference on latent right factor vectors in multi-task learning with large numbers of responses and features.
method SOFARI-R method with two variants: one for strongly orthogonal factors and another for weakly orthogonal factors.
result Bias-corrected estimators for latent right factor vectors with asymptotically normal distributions and justified asymptotic variance estimates.