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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.

168,742 papers · 148 categories

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15.6%31.1%46.7%62.3% · Jun 202019922001200920172026
48 results for learned summary statistics

Paper uses learned summary statistics for Bayesian inference with difficult likelihood functions.

problem Difficult to obtain exact likelihood function for observation data and simulation model.
method Simulation-based inference with learned summary statistics, using Cressie-Read discrepancy criterion.
result Effective inference performed over selected sample sets of observation data.

Flexible multi-task learning framework using summary statistics.

problem Data-sharing constraints in healthcare settings.
method Proposes a flexible multi-task learning framework utilizing summary statistics and adaptive parameter selection.
result Systematic non-asymptotic analysis and simulations demonstrate the method's performance.

The paper proposes using Autoencoders to learn summary statistics for Bayesian inference.

problem Approximating posterior distributions for models with intractable likelihood functions.
method Using Autoencoders to extract summary statistics that retain parameter information and cancel noise.
result The approach effectively learns summary statistics that improve posterior approximation.

Unified approach for selecting summary statistics in ABC.

problem Efficient inference from large datasets in likelihood-free methods.
method Characterizing and unifying three classes of summary statistics, minimizing expected posterior entropy.
result EPE-minimizing summaries lead to competitive posterior inference.

Convolutional neural networks learn effective summary statistics for ABC inference.

problem Selecting high-quality summary statistics for accurate ABC inference in complex systems.
method Proposes a CNN architecture to automatically learn informative summary statistics from time series data.
result CNNs can effectively circumvent the statistics selection problem in ABC inference.

Develops methods to learn centre groupings from summary statistics in multi-centre studies.

problem Violation of homogeneity of parameters across centres in multi-centre studies.
method Clusters-of-Centres (CoC) algorithm that merges centres based on multivariate Cochran-type tests.
result Golden-partition recovery as the number of rounds grows with sample size.

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the curse of dimensionality when the number of summary statistics is increased. Here w…

2008-09-24abs ↗pdf ↗

Improved likelihood-free inference by localizing and refining low-dimensional approximations.

problem Poor performance of common likelihood-free methods in high-dimensional models.
method Localisation followed by refinement of low-dimensional summaries.
result Improved accuracy in marginal posteriors through localized and refined approximations.

A new method improves likelihood-free Bayesian inference by transforming summary statistics and using efficient Variational Bayes.

problem Incorrectly assuming normally distributed summary statistics in likelihood-free Bayesian inference.
method Wasserstein Gaussianization transformation combined with robust BSL and efficient Variational Bayes.
result Highly efficient and reliable approximate Bayesian inference for likelihood-free problems.

Develops methods for GWAS of high dimensional phenotypes using summary statistics.

problem Lack of methods to model pleiotropy in multi-phenotype GWAS.
method Bayesian inference model using summary statistics, fast computation, and biologically informed priors.
result Demonstrates utility in metabolite GWAS with interpretable pathway-level inference.

We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference in the absence of a likelihood function. The popular synthetic likelihood appro…

2016-11-30abs ↗pdf ↗

TopoFisher learns topological summaries by maximizing Fisher information, improving parameter efficiency and inference quality.

problem Simulation-based inference misses key information in low-order statistics, especially for non-Gaussian fields.
method TopoFisher uses a differentiable persistent-homology pipeline that learns topological summaries by maximizing local Gaussian Fisher information.
result TopoFisher recovers much of the available information and outperforms fixed topological vectorizations in weak gravitational lensing.

Develops a method to estimate personalized treatment regimes from summary statistics.

problem Estimating optimal treatment regimes for a target population when individual-level data is unavailable.
method A weighting framework that tailors a treatment regime for the target population using summary statistics.
result Consistent and asymptotically normal estimator for optimal treatment regimes.

Active learning method for ABC statistics selection reduces expert work and improves posterior estimates.

problem Handling intractable likelihood functions in models with domain knowledge.
method Active learning method for selecting summary statistics in ABC.
result Better posterior estimates than existing methods, especially with limited simulation budget.

FLUID uses flows to unify filtering and smoothing for complex systems.

problem Bayesian filtering and smoothing for high-dimensional nonlinear systems.
method FLUID encodes observation histories into a fixed summary statistic, using flows for filtering and smoothing.
result FLUID provides accurate approximations of filtering and smoothing distributions.

Complicated generative models often result in a situation where computing the likelihood of observed data is intractable, while simulating from the conditional density given a parameter value is relatively easy. Approximate Bayesian Computation (ABC) is a paradigm that enables simulation-based posterior inference in su…

2015-02-09abs ↗pdf ↗

This paper introduces depth functions for ranking data, improving statistical summaries.

problem Lack of comprehensive statistical summaries for ranking data.
method Metric-based depth functions on symmetric group to define rankings, depths, and procedures.
result Novel depth functions provide a more informative summary of ranking data.

Parametric statistical models that are implicitly defined in terms of a stochastic data generating process are used in a wide range of scientific disciplines because they enable accurate modeling. However, learning the parameters from observed data is generally very difficult because their likelihood function is typica…

2018-10-23abs ↗pdf ↗

New mechanism for pure differential privacy on functional summaries using Laplace-like process.

problem Challenges in achieving differential privacy for complex, structured functional summaries.
method Independent Component Laplace Process (ICLP) mechanism for infinite-dimensional Hilbert space.
result Effective enhancement of utility of private summaries through oversmoothing.

FedLog reduces communication in federated learning by sharing data summaries.

problem Significant communication overhead in federated learning with large model parameters.
method Shares minimal sufficient statistics via Bayesian inference and differential privacy.
result High learning accuracy with low communication overhead.

Proposes φφ-table for statistical SHAP explanations in regression models.

problem Lack of clear directional summaries, uncertainty, and fidelity in SHAP feature importance.
method SHAP importance selection, fitting a standardized linear surrogate, reporting coefficients, uncertainty, fidelity, and stability.
result Extends SHAP into a statistical global explanation with direction, uncertainty, fidelity, and stability.

New method learns chaotic dynamics from single noisy trajectory.

problem Chaos in complex systems is hard to model accurately with machine learning.
method Adversarial optimal transport objectives to learn summary statistics and emulator from single noisy data.
result Emulators trained with proposed objectives have significantly improved long-term statistical fidelity.

Consider observing an undirected network that is `noisy' in the sense that there are Type I and Type II errors in the observation of edges. Such errors can arise, for example, in the context of inferring gene regulatory networks in genomics or functional connectivity networks in neuroscience. Given a single observed ne…

2013-10-01abs ↗pdf ↗

New method for analyzing compositional data, addressing biases in summary statistics.

problem Inadequate effect measures for compositional data, especially in high-dimensionality and sparsity.
method Perturbation-based effect measures, average perturbation effects.
result Proposed estimators efficiently estimate average perturbation effects, outperforming existing techniques.

A model learns causal graphs from summary statistics of synthetic data.

problem Causal discovery algorithms are brittle with large sets of variables and limited data.
method A supervised model trained on synthetic data predicts causal graphs from summary statistics.
result The model generalizes well beyond its training set and runs on large graphs.

Stochastic gradient descent converges to universal limits in high dimensions.

problem Statistical tasks in high dimensions with specific data projections.
method Stochastic gradient descent applied to mixture distributions, proving universality of limits.
result The ODE limits are universal for mixtures of arbitrary product distributions.

New methods compare neural network models using geometric and topological summaries.

problem Comparing deep representations of complex networks in models and brains.
method Develops inference methods based on topological data analysis (TDA) and graph-based techniques.
result New statistical methods enable better model comparison and inference.

Likelihood-free methods are an established approach for performing approximate Bayesian inference for models with intractable likelihood functions. However, they can be computationally demanding. Bayesian synthetic likelihood (BSL) is a popular such method that approximates the likelihood function of the summary statis…

2019-09-11abs ↗pdf ↗

Sig-PCA integrates model outputs and observations to correct model biases.

problem Improving model accuracy and reliability by correcting biases and numerical approximations.
method Sig-PCA framework that combines summary statistics from model outputs with localized observations via a neural network.
result Corrects model outputs to align closely with observational data, preserving essential statistical information.

ABC method uses machine learning for likelihood-free inference.

problem Statistical inference in simulator-based models with intractable likelihoods.
method Direct comparison of empirical distributions via KL divergence estimator and contrastive learning.
result Asymptotic normality of ABC posterior distributions with properly scaled exponential kernel.

A new method for analyzing latent space models without reference configurations.

problem Posterior summaries of latent coordinates in Euclidean latent space models are not canonical due to likelihood invariance.
method Quotient-based posterior analysis using the centered Gram map.
result Intrinsic posterior summaries of mean structure and uncertainty can be computed directly from posterior samples.

A new method improves fitting neural data with spiking network models.

problem Fitting spiking network models to neural activity does not produce realistic data.
method Augment log-likelihood with dissimilarity terms measured by summary statistics and optimized via back-propagation.
result The new method generates more realistic neural activity statistics and improves network connectivity inference.