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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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3517021,0521,403 · Jun 202019922001200920172026
48 results for likelihood-based models

New approach combines likelihood and adversarial losses for better precipitation predictions.

problem Spatially inconsistent precipitation projections from likelihood-based models.
method Fuses likelihood-based and adversarial losses for generative models.
result Improves spatial consistency in precipitation downscaling.

This paper shows how to perform likelihood inference for complex graphical models efficiently.

problem Intractable normalizing constants in fully and partially observed exponential family graphical models.
method Using a technique from Geyer (1991), the paper estimates the normalizing constant and its gradient.
result Full likelihood-based analysis is feasible and computationally efficient for these models.

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.

Proposes a model to generate 3D-aware images from 2D images.

problem Generating 3D-aware images from 2D images.
method Likelihood-based top-down model using Neural Radiance Fields and energy-based latent variables.
result Model can infer 3D object structures from 2D images and generate novel views.

Develops likelihood-based methods for trawl processes, improving forecasting accuracy.

problem Statistical modeling of trawl processes with heavy tails and long memory.
method Composite likelihood estimation as a stochastic optimization problem, using gradient descent methods.
result New gradient estimators with significantly reduced variance for trawl processes.

We study likelihood-based methods for distribution regression with deep generative models.

problem Distribution regression with high-dimensional responses concentrated on a low-dimensional manifold.
method Likelihood-based approach using conditional deep generative models.
result Convergence rates for estimating conditional distributions in Hellinger and Wasserstein metrics.

Improves sample quality of generative models using energy-based methods.

problem Low sample quality in generative models.
method Constructs an energy function on latent space, trains an energy-based model, and generates improved samples.
result Significant improvement in sample quality with minimal computational overhead.

Unified continuous diffusion model outperforms discrete alternatives in scalability and quality.

problem Continuous diffusion models were perceived as less scalable than discrete models.
method Reconstructed Plaid model and compared it with modern discrete DLMs, optimizing noise schedule and embeddings via likelihood.
result Unified continuous diffusion model (RePlaid) outperforms discrete models in compute efficiency and quality.

Supervised topic models utilize document's side information for discovering predictive low dimensional representations of documents. Existing models apply the likelihood-based estimation. In this paper, we present a general framework of max-margin supervised topic models for both continuous and categorical response var…

2009-12-30abs ↗pdf ↗

Study on deep learning for speckle noise reduction in imaging modalities.

problem Multiplicative speckle noise challenges conventional deep learning methods for speckle denoising.
method Likelihood-based deep neural network (DNN) estimators for nonparametric regression under speckle noise.
result Established minimax rates for speckle denoising, matching those for additive Gaussian noise alone.

This paper develops embeddings that preserve likelihood-based statistical inference.

problem Modern machine learning embeddings destroy the geometric structure required for likelihood-based inference.
method Developed a rigorous theory of likelihood-preserving embeddings and introduced the Likelihood-Ratio Distortion metric.
result Controlling the distortion ΔnΔ_n is necessary and sufficient for preserving inference.

We model leverage as stochastic but independent of return shocks and of volatility and perform likelihood-based inference via the recently developed iterated filtering algorithm using S&P500 data, contributing new evidence to the still slim empirical support for random leverage variation.

2013-12-19abs ↗pdf ↗

Develops diffusion models for time-varying correlation on the circle.

problem Time-varying correlation modeling on the circle.
method Stochastic processes on the unit circle, specifically Brownian motion and von Mises diffusion.
result Derives an accurate analytical approximation to the transition density of the von Mises diffusion.

New findings suggest deep generative models can misclassify outliers, requiring new evaluation methods.

problem Deep generative models often assign higher likelihood to outliers, challenging existing outlier detection methods.
method Analyzed the typical set and high-density region of DGMs, proposing a novel outlier test.
result Existing likelihood-based outlier tests may fail due to model calibration issues, not just misclassification.

Deep generative models for graph-structured data offer a new angle on the problem of chemical synthesis: by optimizing differentiable models that directly generate molecular graphs, it is possible to side-step expensive search procedures in the discrete and vast space of chemical structures. We introduce MolGAN, an imp…

2018-05-30abs ↗pdf ↗

We address the problem of likelihood based inference for correlated diffusion processes using Markov chain Monte Carlo (MCMC) techniques. Such a task presents two interesting problems. First, the construction of the MCMC scheme should ensure that the correlation coefficients are updated subject to the positive definite…

2007-11-10abs ↗pdf ↗

A deep Neyman-Scott process uses Poisson processes for efficient inference in complex point processes.

problem Efficient inference in complex hierarchical point processes.
method Developed an efficient posterior sampling via Markov chain Monte Carlo for likelihood-based inference.
result More hidden Poisson processes improve likelihood fitting and event prediction.

Class-conditional generative models hold promise to overcome the shortcomings of their discriminative counterparts. They are a natural choice to solve discriminative tasks in a robust manner as they jointly optimize for predictive performance and accurate modeling of the input distribution. In this work, we investigate…

2019-06-04abs ↗pdf ↗

Decoding strategies often exclude human-like tokens, creating a detectable gap in generated text.

problem Decoding strategies exclude contextually appropriate but statistically rare tokens, creating a detectable gap in generated text.
method Analysis of 1.8 million texts across 8 language models, 5 decoding strategies, and 53 hyperparameter configurations.
result 8-18% of human-selected tokens fall outside typical truncation boundaries, indicating a detectable gap.

Geometrically, high-likelihood regions in DGMs are unlikely to generate OOD data.

problem The paradox of high-likelihood OOD detection in deep generative models.
method Local intrinsic dimension estimation to identify high-likelihood regions that do not generate OOD data.
result A method pairing likelihoods and LID estimates for reliable OOD detection.

Paper develops methods for estimating and forecasting integer-valued trawl processes.

problem Estimation and forecasting of continuous-time integer-valued trawl processes.
method Composite likelihood methods, focusing on pairwise likelihood.
result Consistency and asymptotic normality of the estimator in the short memory case.

Paper proposes a surrogate model for efficient experience rating in large insurance portfolios.

problem Inexpensive and transparent computation of Bayesian premiums for large insurance portfolios.
method Surrogate modeling approach using likelihood-based summary statistics.
result Reduced computational burden and provided a transparent way of computing Bayesian premiums.

INK scores improve OOD detection for classifiers.

problem Detecting out-of-distribution inputs for classification models.
method INK scores operate on constrained latent embeddings modeled as a mixture of hyperspherical embeddings, optimizing in modern neural networks.
result INK establishes a new state-of-the-art in OOD detection.

Efficient neural Bayes estimators for censored peaks-over-threshold models improve inference speed and accuracy.

problem Computational burden in inference with spatial extremal dependence models due to intractable or censored likelihoods.
method Developed neural Bayes estimators using data augmentation techniques to encode censoring information.
result Significant gains in computational and statistical efficiency compared to traditional methods.

NVAE improves VAE performance on large image datasets.

problem Improving variational autoencoder performance for large image datasets.
method Deep hierarchical VAE with depth-wise separable convolutions and batch normalization, residual parameterization of Normal distributions, and spectral regularization.
result NVAE achieves state-of-the-art results on MNIST, CIFAR-10, CelebA 64, and CelebA HQ datasets.

EL framework certifies and flags bias in ML models without distributional assumptions.

problem Systematic performance disparities across sensitive subpopulations in ML models.
method Empirical likelihood-based approach for non-parametric fairness auditing.
result EL framework outperforms bootstrap methods in certification and subpopulation discovery.

Paper proposes methods to learn sub-manifolds and estimate densities in normalizing flows.

problem Normalizing flows struggle with finding sub-manifolds in high-dimensional data.
method Introduces per-pixel penalized log-likelihood and hierarchical training approaches.
result Validated superior performance in manifold learning and density estimation.

Accurate statistical models of neural spike responses can characterize the information carried by neural populations. But the limited samples of spike counts during recording usually result in model overfitting. Besides, current models assume spike counts to be Poisson-distributed, which ignores the fact that many neur…

2016-05-10abs ↗pdf ↗

Method recovers complex-valued signals from speckle-noised measurements.

problem Recovering complex-valued signals from speckle-noised measurements.
method Bagged Deep Image Priors integrated with projected gradient descent and Newton-Schulz algorithm.
result Achieves state-of-the-art performance in MSE reduction.

We describe a method for parameter estimation in bipartite probabilistic graphical models for joint prediction of clinical conditions from the electronic medical record. The method does not rely on the availability of gold-standard labels, but rather uses noisy labels, called anchors, for learning. We provide a likelih…

2016-08-02abs ↗pdf ↗