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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.

169,051 papers · 148 categories

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9.2%18.4%27.6%36.8% · May 202619922001200920172026
48 results for latent variable mixture sampling

Discover causal structure from mixtures of DAGs using latent variable algorithms.

problem Discover causal structure from distributions arising from mixtures of DAGs.
method Causal structure discovery algorithms such as FCI for latent variables.
result Recover a 'union' of the component DAGs and identify varying conditional distributions.

Spectral methods have greatly advanced the estimation of latent variable models, generating a sequence of novel and efficient algorithms with strong theoretical guarantees. However, current spectral algorithms are largely restricted to mixtures of discrete or Gaussian distributions. In this paper, we propose a kernel m…

2013-11-13abs ↗pdf ↗

A new neural sequence prediction method using error-correcting codes improves accuracy and convergence.

problem Improving neural sequence prediction accuracy and speed.
method Error-correcting output codes, separable code maximization, latent variable mixture sampling.
result Consistent improvements on language modeling datasets and text generation tasks.

New method uses subtractive mixture models for approximate inference.

problem How to effectively use subtractive mixture models for approximate inference.
method Design expectation estimators for IS and learning schemes for VI with SMMs.
result Empirical evaluation shows SMMs can approximate distributions effectively.

Paper presents a reparameterized DP-DLGMM for clustering.

problem Non-parametric DP priors in DLGMM are hard to couple with variational inference.
method Closed-form updates for DP-DLGMM's variational posterior.
result Model generates realistic samples and performs competitively in semi-supervised settings.

Two neural network-based mixture models with E-M learning for efficient likelihood computation.

problem Efficiently computing likelihood in mixture models with complex structures.
method Explicit mixture models with flow-based neural networks, E-M algorithm for parameter learning.
result Demonstrated efficiency in generating samples and maximum likelihood classification.

A new VIS approach improves log-likelihood estimation in latent variable models.

problem Challenges in achieving high log-likelihood with VI for complex posterior distributions.
method Uses forward χ2χ^2 divergence to optimize proposal distribution for better log-likelihood estimation.
result Consistently outperforms state-of-the-art baselines in log-likelihood and parameter estimation.

Method identifies latent variables from high-dimensional data with piecewise affine mixing.

problem Identifying latent variables from high-dimensional observations with dependencies and piecewise affine transformations.
method Proposes a two-stage method with sparsity and Gaussianity regularization.
result Effectively recovers ground-truth latent variables from synthetic and image data.

Generative models with both discrete and continuous latent variables are highly motivated by the structure of many real-world data sets. They present, however, subtleties in training often manifesting in the discrete latent being under leveraged. In this paper, we show that such models are more amenable to training whe…

2018-06-12abs ↗pdf ↗

We present a novel analysis of the dynamics of tensor power iterations in the overcomplete regime where the tensor CP rank is larger than the input dimension. Finding the CP decomposition of an overcomplete tensor is NP-hard in general. We consider the case where the tensor components are randomly drawn, and show that …

2014-11-06abs ↗pdf ↗

Model disentangles timbre and pitch for musical instruments.

problem Learning disentangled representations of musical instrument sounds.
method Gaussian mixture variational autoencoders with two separate encoders for timbre and pitch.
result Model successfully disentangles timbre and pitch, enabling controllable synthesis and transfer.

Corrected whitening restores orthogonality in high-dimensional spherical Gaussian mixtures.

problem In high-dimensional data, standard whitening fails to preserve orthogonality of mixture means.
method Derived exact limits for whitened means dot products using random matrix theory, constructed a corrected whitening matrix.
result Corrected whitening allows for improved estimation of spherical Gaussian mixtures in the large-dimensional regime.

Novel connections between Neyman-Scott processes and Bayesian nonparametric mixture models enable scalable inference.

problem Efficiently modeling and detecting clusters in spatiotemporal data.
method Adapting collapsed Gibbs sampling for Neyman-Scott processes via connections to mixture of finite mixture models.
result Demonstrated scalability and effectiveness on neural spike trains and document streams.

A new method for categorical variational inference using discrete normalizing flows.

problem Challenges in optimizing variational approximations for discrete latent variables.
method Differentiable reparameterization using a mixture of discrete normalizing flows.
result Improves optimization of evidence lower bound and reduces sensitivity to hyperparameters.

Framework LiLY recovers latent causal variables from time-series data under distribution shifts.

problem Learning and correcting models under unknown distribution shifts in time-series data.
method LiLY framework that recovers latent causal variables and identifies their relations from temporal data under different distribution shifts.
result The framework reliably identifies time-delayed latent causal influences from observed variables under different distribution changes.

This paper presents a new model called infinite mixtures of multivariate Gaussian processes, which can be used to learn vector-valued functions and applied to multitask learning. As an extension of the single multivariate Gaussian process, the mixture model has the advantages of modeling multimodal data and alleviating…

2013-07-26abs ↗pdf ↗

The paper improves EM for clustering in a mixture of linear regression models.

problem Improving EM for clustering in a mixture of linear regression models with clustered data.
method Employed Expectation-Maximization (EM) method to estimate parameters from dependent samples.
result EM on structured data requires only O(1) iterations for statistical accuracy, compared to O(log(mn/d)) for unstructured data.

LEAP identifies latent causal variables from temporal data.

problem Recovering time-delayed latent causal variables from general temporal data.
method Proposes LEAP, a framework that extends VAEs with constraints for temporally causal latent processes.
result Successfully identifies temporally causal latent processes from observed variables under various dependency structures.

This work considers the problem of learning the structure of multivariate linear tree models, which include a variety of directed tree graphical models with continuous, discrete, and mixed latent variables such as linear-Gaussian models, hidden Markov models, Gaussian mixture models, and Markov evolutionary trees. The …

2011-07-07abs ↗pdf ↗

We present an integrated approach for structure and parameter estimation in latent tree graphical models. Our overall approach follows a "divide-and-conquer" strategy that learns models over small groups of variables and iteratively merges onto a global solution. The structure learning involves combinatorial operations…

2014-06-18abs ↗pdf ↗

StepMix estimates mixture models with covariates for social science applications.

problem Estimating latent classes with covariates in social science models.
method Pseudo-likelihood estimation using one-, two-, and three-step approaches.
result Unified framework for expectation-maximization subroutines.

An efficient way to learn deep density models that have many layers of latent variables is to learn one layer at a time using a model that has only one layer of latent variables. After learning each layer, samples from the posterior distributions for that layer are used as training data for learning the next layer. Thi…

2012-06-18abs ↗pdf ↗

Proposes a new prior for deep generative models to capture latent properties.

problem Complex non-linear relationships between data and latent properties.
method Factorial mixture prior with Gaussian mixture models for quantization.
result Empirically evaluated method for learning discrete properties in unsupervised or semi-supervised settings.

We develop a framework for approximating collapsed Gibbs sampling in generative latent variable cluster models. Collapsed Gibbs is a popular MCMC method, which integrates out variables in the posterior to improve mixing. Unfortunately for many complex models, integrating out these variables is either analytically or co…

2018-07-19abs ↗pdf ↗

Proposes an exact slice sampler for HDP and its mixture models.

problem Challenges in sampling from Hierarchical Dirichlet Process (HDP) models.
method Bayesian variable augmentation to address hierarchical nature of HDPs, resulting in a full factorization of the joint distribution suitable for slice sampling.
result Fast mixing and natural truncation of infinite measures without ad-hoc modifications.

Finite mixture models have become a popular tool for clustering. Amongst other uses, they have been applied for clustering longitudinal data and clustering high-dimensional data. In the latter case, a latent Gaussian mixture model is sometimes used. Although there has been much work on clustering using latent variables…

2018-04-13abs ↗pdf ↗

Discriminative latent-variable models are typically learned using EM or gradient-based optimization, which suffer from local optima. In this paper, we develop a new computationally efficient and provably consistent estimator for a mixture of linear regressions, a simple instance of a discriminative latent-variable mode…

2013-06-17abs ↗pdf ↗

Deep learning is a hierarchical inference method formed by subsequent multiple layers of learning able to more efficiently describe complex relationships. In this work, Deep Gaussian Mixture Models are introduced and discussed. A Deep Gaussian Mixture model (DGMM) is a network of multiple layers of latent variables, wh…

2017-11-18abs ↗pdf ↗

Mixture components improve VAE performance by increasing latent flexibility.

problem Improving variational autoencoder (VAE) performance through more flexible latent representations.
method Modeling mixture components with separate encoder networks and analyzing their impact on ELBO.
result Increasing the number of mixture components improves VAE performance on various datasets.

Bayesian active learning reduces data needed for latent variable models.

problem Active learning for latent variable models, especially mixtures of linear regressions and HMMs with GLM observations.
method Maximum-mutual-information input selection for discrete latent variable regression models.
result Active learning can achieve large gains for mixtures of linear-Gaussian models and substantially reduces data needed for GLM-HMM.

A new method detects changes in mixture models quickly and accurately.

problem Detecting changes in mixture models with heavy-tailed components.
method Change-point methods based on robust and quick approach.
result The method is up to 500 times faster and more accurate than existing methods.