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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.

169,181 papers · 148 categories

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53107160213 · Jun 202019922001200920182026
48 results for likelihood equations

Develops a method to identify nonproperness sets in likelihood-equation systems.

problem Classifying data based on the number of positive critical points of likelihood functions.
method Computes nonproperness sets using a novel method and proves its correctness.
result The method is more efficient than existing methods in the literature.

Study on likelihood functions, associative equations, and Frobenius manifolds.

problem Maximum likelihood estimation and associativity equations in statistical models.
method Analyzes the cone of concentration matrices, log-likelihood function, and Frobenius manifolds.
result Maximum likelihood degree is indexed by components of Frobenius residuals.

Study of maximum likelihood under biased constraints reveals novel degeneracies and anomalous statistical behavior.

problem Investigating maximum likelihood under biased estimating equations.
method Analyzing the behavior of optimal distributions and log-likelihood statistics under mis-specification.
result Degeneracies in optimal distributions and anomalous behavior of log-likelihood statistics under mis-specification.

DALTON improves ODE parameter estimation by learning from noisy data.

problem High sensitivity to parameters in ODEs produces unreliable parameter estimates.
method Data-adaptive probabilistic likelihood approximation for ODEs.
result DALTON produces more accurate parameter estimates than existing methods.

Efficient likelihood computation improves kernel learning accuracy for complex models.

problem Improving accuracy of kernel learning for complex models and sparse signals.
method Exact likelihood computation using Kalman filter and diagonalized state transition equation.
result Posterior mean with reference prior is more accurate for complex models and sparse sampling.

Novel approach for SEM in small samples with p>np>n.

problem Small sample size and p>np>n issues in factor-based SEM.
method Reformulates covariance structure into self-covariance and cross-covariance, defines a feasible set with relative error constraint.
result Improved stability and directional information in small-sample settings.

Stochastic normalizing flows use SDEs for efficient training and sampling.

problem Efficient maximum likelihood estimation and variational inference.
method Continuous normalizing flows extended with stochastic differential equations (SDEs) and rough path theory.
result Stochastic normalizing flows enable efficient training and sampling from complex distributions.

The study analyzes the convergence rates of Gaussian mixtures of experts.

problem Analyzing the convergence rates of Gaussian mixtures of experts.
method The study uses a novel notion of algebraic independence and optimal transport theory to establish convergence rates and minimax lower bounds.
result The study provides theoretical convergence rates for maximum likelihood estimation of over-specified Gaussian mixtures of experts.

Unified framework for Gaussian process methods in differential equations.

problem Fragmented approaches to Gaussian process methods in differential equations.
method Unified Bayesian perspective integrating differential equation constraints.
result Consolidation of existing methods and foundation for future research.

A new ABC method simplifies Bayesian inference for complex models.

problem Computational difficulty in Bayesian inference for models without analytical likelihoods.
method Empirical likelihood ABC method that requires only summary statistics and simulation.
result The posterior obtained is consistent and performs well across various examples.

New method uses SDEs for accurate non-uniformly sampled time series analysis.

problem Characterizing non-uniformly sampled time series with high accuracy.
method Stochastic Differential Equations (SDEs) for modeling, incremental estimation, and model truncation.
result Increased accuracy in characterizing non-uniformly sampled time series.

Proposes a method for valid inference in GPLSIMs with longitudinal data.

problem Challenges in longitudinal data inference due to within-subject correlation and unstable variance estimation.
method Profile estimating-equation approach using spline approximation and block empirical likelihood.
result Block empirical likelihood ratio statistic with Wilks-type chi-square limit for joint inference.

A new ABC method uses variational approximations for efficient inference.

problem Computational challenges in Bayesian inference for complex models.
method Variational approximation for log-posterior, empirical likelihood for estimating expected log-likelihood, differential entropy estimation.
result Posterior consistency established for the proposed method.

Model change points in time-series data with neural SDEs and variational autoencoders.

problem Modeling change points in time-series data with neural stochastic differential equations.
method Proposes a novel model formulation and training procedure based on the variational autoencoder framework, alternating between updating neural SDE parameters and change points.
result Demonstrates the expressive power of the proposed model in modeling both classical parametric SDEs and real datasets with distribution shifts.

New model forecasts long-memory series with time-varying parameters.

problem Forecasting long-memory series with dynamic parameters.
method Proposes a new long-memory model with a time-varying fractional parameter, driven by predictive likelihood score.
result Validated through Monte Carlo experiment and real data applications.

We solve the mean parametrization of von Mises-Fisher distribution.

problem No closed-form normalization function for mean parameters exists.
method Derived a second-order ODE for mean normalizer and provided approximations.
result Rapid evaluation of densities and natural parameters in terms of mean parameters.

We introduce a dynamic credit portfolio framework where optimal investment strategies are robust against misspecifications of the reference credit model. The risk-averse investor models his fear of credit risk misspecification by considering a set of plausible alternatives whose expected log likelihood ratios are penal…

2016-03-27abs ↗pdf ↗

SODEN uses neural networks and ODEs for scalable survival analysis.

problem Survival analysis with censored data and strong structural assumptions.
method Modeling survival distribution as an ODE, using adjoint sensitivity analysis for efficient optimization.
result Efficient estimation of survival models in large-scale applications.

Researchers develop a method for statistical inference in models with intractable likelihoods.

problem Statistical inference for models with intractable likelihoods.
method Minimum distance estimators using maximum mean discrepancy (MMD) in reproducing kernel Hilbert space.
result The estimators are consistent, asymptotically normal, and robust to model misspecification.

New method for conditional sampling using M-GANs, likely-free inference.

problem Conditional sampling of probability measures.
method Developed a novel computational approach called M-GANs based on block triangular transport.
result Accurate sampling of conditional measures in various applications.

New framework trains Schrödinger Bridge models using SDEs for generative tasks.

problem Unclear relation between SB optimization and modern generative model training.
method Forward-Backward SDEs theory for likelihood training of SB models.
result Training algorithm achieves comparable results on image generation datasets.

Parameters defined via general estimating equations (GEE) can be estimated by maximizing the empirical likelihood (EL). Newey and Smith [Econometrica 72 (2004) 219--255] have recently shown that this EL estimator exhibits desirable higher-order asymptotic properties, namely, that its O(n1)O(n^{-1}) bias is small and that …

2007-08-14abs ↗pdf ↗

Gaussian process regression helps approximate Bayesian inverse problems efficiently.

problem Computational intractability of Bayesian posterior distributions in inverse problems.
method Gaussian process regression to build a surrogate model for the likelihood.
result Error between true and approximate posterior can be bounded by weighted L2L^2-norm error between true and approximate likelihood.

This study proposes an efficient surrogate for Darcy flow inverse problems.

problem Efficiently constructing accurate surrogate models for high-dimensional complex inverse problems.
method Sequential Bayesian design strategy to acquire a locally accurate surrogate model focusing on high-probability regions.
result The proposed method accelerates inversion accuracy and computational speed.