Research
On-device research index

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

Trend · papers per month

52105157209 · Jun 202019922001200920172026
48 results for multinomial probabilities

To model categorical response variables given their covariates, we propose a permuted and augmented stick-breaking (paSB) construction that one-to-one maps the observed categories to randomly permuted latent sticks. This new construction transforms multinomial regression into regression analysis of stick-specific binar…

2016-12-30abs ↗pdf ↗

The paper develops approximations for Pearson's chi-square statistic and applies them to confidence intervals.

problem Finding confidence intervals for strictly convex functions of discrete distribution weights.
method Non-asymptotic local normal approximation for multinomial probabilities, deriving bounds and coupling inequalities.
result Developed methods to find confidence intervals for negative entropy of discrete distributions.

We improve random forest consistency and performance with DMRF, a new variant.

problem Improving the consistency and performance of random forest models.
method Developed DMRF, a data-driven multinomial random forest, by modifying proof methods and improving data utilization.
result DMRF achieves strong consistency with probability 1, surpassing previous models in classification tasks.

Beam search improves UQ in LLMs by reducing duplicates and variance.

problem Peaked distributions in multinomial sampling lead to duplicates and high variance in uncertainty estimates.
method Employ beam search to generate candidates for consistency-based UQ, providing a theoretical lower bound and empirical evaluation.
result Beam search achieves smaller error than multinomial sampling, leading to state-of-the-art UQ performance.

Dropout has been witnessed with great success in training deep neural networks by independently zeroing out the outputs of neurons at random. It has also received a surge of interest for shallow learning, e.g., logistic regression. However, the independent sampling for dropout could be suboptimal for the sake of conver…

2016-02-06abs ↗pdf ↗

Paper introduces a new text clustering model using Beta-Liouville priors.

problem Clustering short text data.
method Develops a hierarchical mixture model with Beta-Liouville priors for short text clustering.
result The Beta-Liouville distribution offers a more flexible correlation structure for short text clustering.

New CPS model tackles conditional probability shift in machine learning.

problem Discrepancy between source and target distributions in machine learning.
method Conditional Probability Shift Model (CPSM) using multinomial regression and EM algorithm.
result Superior balanced classification accuracy on target data compared to existing methods.

Efficient RL algorithm for multinomial logistic MDPs with provable guarantees.

problem Model-based RL for episodic MDPs with unknown transition probabilities.
method Upper confidence bound-based algorithm for exploration-exploitation balance.
result Achieves ildeO(dH3T) ilde{O}(d \sqrt{H^3 T}) regret bound for multinomial logistic models.

New conjugate priors improve Bayesian inference for multinomial probit models.

problem Lack of tractable conjugate priors for efficient Bayesian inference in multinomial probit models.
method Unified skew-normal (SUN) distributions as conjugate priors, leading to improved posterior inference and classification.
result Improved computational methods for posterior inference and classification, especially in high dimensions.

Efficiently models categorical data with low to medium class overlap, improving accuracy over standard distributions.

problem Poor parameter estimates and accuracy in multinomial and Dirichlet multinomial distributions when assumptions are violated.
method Introduces Beta-Liouville multinomial distribution and efficient estimation methods.
result Beta-Liouville multinomial outperforms standard distributions on two out of four datasets.

DMNL bandits optimize assortment choices balancing relevance and diversity.

problem Balancing relevance-driven choice with within-assortment diversity.
method Augments MNL choice probabilities with a submodular diversity function, proposing a white-box UCB-based algorithm.
result Achieves at least a (11e+1)(1-\frac{1}{e+1})-approximate regret bound of $ ilde{O}\left(d \sqrt{T/K} ight)$.

We improve MoE models for classification with rigorous guarantees and practical methods.

problem Limited guarantees for stable maximum-likelihood training and model selection in softmax-gated MoE models.
method Derived a batch MM algorithm with closed-form updates, proved finite-sample rates, and developed a dendrogram selector.
result Achieved near-parametric optimal rates for parameter recovery and improved accuracy over baselines.

Develops a measure for checking cluster quality using multinomial distribution.

problem Determining the true number of clusters in a sample.
method Applying multinomial distribution to distances of data members from their cluster representatives.
result Demonstrates the capability to identify if a sample has inherent clusters.

PIANO speeds up multinomial logistic regression solving.

problem Handling large datasets and many classes in logistic regression.
method Parallel iterative algorithm based on Majorization Minimization.
result PIANO converges to a stationary point of Multinomial and Sparse Multinomial Logistic Regression.

The paper proposes a method to test properties of the optimal assortment in multinomial logit models.

problem Uncertainty quantification for the optimal assortment in multinomial logit models.
method The paper proposes a novel inferential framework to test properties of the optimal assortment in multinomial logit models, reducing the problem to detecting the sign change point of marginal revenue gaps.
result The asymptotic normality of the marginal revenue gap estimator and the construction of a maximum statistic to detect the sign change point.

Log-concavity proven for multinomial likelihoods under specific constraints.

problem Log-concavity of multinomial likelihoods under interval censoring constraints.
method Proved log-concavity by showing M-convex subsets of the discrete simplex.
result Likelihood function is completely log-concave.

PQMass assesses generative model quality using chi-squared tests.

problem Assessing the quality of generative models without density assumptions.
method Divides sample space into regions, applies chi-squared tests to p-values.
result Effectively assesses generative model quality, novelty, and diversity.

The sparse group lasso optimization problem is solved using a coordinate gradient descent algorithm. The algorithm is applicable to a broad class of convex loss functions. Convergence of the algorithm is established, and the algorithm is used to investigate the performance of the multinomial sparse group lasso classifi…

2012-05-06abs ↗pdf ↗

Sparse multinomial logistic regression for multiclass classification with feature selection.

problem High-dimensional multiclass classification with a focus on sparse models.
method Penalized maximum likelihood with complexity penalty, feature selection using group Lasso and Slope classifiers.
result Achievement of minimax order in both small and large number of classes regimes.

Many text classification tasks are known to be highly domain-dependent. Unfortunately, the availability of training data can vary drastically across domains. Worse still, for some domains there may not be any annotated data at all. In this work, we propose a multinomial adversarial network (MAN) to tackle the text clas…

2018-02-15abs ↗pdf ↗

Two algorithms achieve optimal regret with limited adaptivity in multinomial logistic bandits.

problem Achieving optimal regret with limited adaptivity in multinomial logistic bandits.
method Presented two algorithms, B-MNL-CB and RS-MNL, for batched and rarely-switching paradigms.
result Achieved ildeO(T) ilde{O}(\sqrt{T}) regret with limited adaptivity.

The paper proves asymptotic normality for multinomial logistic regression on null covariates.

problem Classical asymptotic normality results fail in high-dimensional multinomial logistic models.
method Developed asymptotic normality and chi-square results for multinomial logistic MLE on null covariates.
result Validated new methodology to test feature significance in high-dimensional classification problems.

This article proposes Multinomial Probit Bayesian Additive Regression Trees (MPBART) as a multinomial probit extension of BART - Bayesian Additive Regression Trees (Chipman et al (2010)). MPBART is flexible to allow inclusion of predictors that describe the observed units as well as the available choice alternatives. T…

2013-09-30abs ↗pdf ↗

The paper proposes an efficient method to scale Bayesian inference for mixed multinomial logit models to very large datasets.

problem Efficiency in Bayesian inference for mixed multinomial logit models on large datasets.
method Amortized Variational Inference with stochastic backpropagation, automatic differentiation, and GPU acceleration.
result The proposed method achieves significant computational speedups over traditional methods for large datasets.

Partition functions of probability distributions are important quantities for model evaluation and comparisons. We present a new method to compute partition functions of complex and multimodal distributions. Such distributions are often sampled using simulated tempering, which augments the target space with an auxiliar…

2016-03-07abs ↗pdf ↗