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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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2575147711,028 · Jun 202019922001200920172026
48 results for mutually unbiased bases

New framework for weakly supervised learning from label proportions.

problem Lack of consistent learning procedure and theoretical training criterion for LLP.
method Pose LLP as mutual contamination models (MCMs) and establish unbiased losses and generalization error bounds.
result Established novel technical results for MCMs and proposed a new experimental setting.

The paper argues that normalized mutual information is biased in clustering and community detection.

problem Bias in normalized mutual information for clustering and community detection.
method Introducing a modified version of mutual information to correct for information content and spurious dependence.
result The modified mutual information leads to different conclusions about which algorithms are best for community detection.

NNNH uses neural networks to model complex event patterns.

problem Analyzing multi-dimensional nonlinear Hawkes processes with mutual excitation and inhibition.
method NNNH employs feedforward neural networks to model individual kernels and base intensity, optimizing parameters via Stochastic Gradient Descent.
result NNNH accurately captures complexities of nonlinear Hawkes processes, as demonstrated by numerical experiments.

We present a variational renormalization group (RG) approach using a deep generative model based on normalizing flows. The model performs hierarchical change-of-variables transformations from the physical space to a latent space with reduced mutual information. Conversely, the neural net directly maps independent Gauss…

2018-02-08abs ↗pdf ↗

SUMO provides unbiased log marginal likelihood estimation for latent variable models.

problem Biased estimates of log marginal likelihood in latent variable models.
method Randomized truncation of infinite series for unbiased estimation.
result Models trained with SUMO give better test-set likelihoods than standard methods.

Improved bounds on learning algorithms' performance using conditional mutual information.

problem Bounding the generalization error of learning algorithms.
method Introducing conditional mutual information and disintegrated mutual information to tighten bounds.
result New bounds are tighter than previous ones, especially for noisy, iterative algorithms.

ARMS improves gradient estimation for binary variables using antithetic samples.

problem Estimating gradients for binary variables in discrete latent variable models.
method ARMS uses antithetic samples generated by a copula to estimate gradients more efficiently and unbiasedly.
result ARMS outperforms competing methods in training generative models and optimizing variational bounds.

Proposes unbiased estimators for training mixture of experts models.

problem Efficiently training large-scale mixture of experts models on modern hardware.
method Two unbiased estimators based on principled stochastic assignment procedures.
result Both estimators are more effective and robust than biased alternatives.

Paper proposes unbiased learning for recommendation causal effects.

problem Estimating the causal effect of recommendation when the ground truth is unobservable.
method Inverse propensity scoring technique to construct unbiased estimators, followed by empirical risk minimization with propensity capping.
result The proposed method outperforms other biased learning methods in various settings.

Paper describes profiles of multivariate normal distributions and novel estimators for mutual information.

problem Estimating mutual information for complex distributions.
method Analytical description of profiles, introduction of Bend and Mix Models, Monte Carlo estimation.
result Bend and Mix Models accurately estimate mutual information profiles and provide Bayesian estimates.

New theory of sensitivity for unbiased estimators using Wasserstein geometry.

problem Estimating the instability of estimators under small perturbations.
method Developed a new theory based on Wasserstein geometry, analogous to classical Cramér-Rao theory.
result Wasserstein-Cramér-Rao lower bound for sensitivity of unbiased estimators.

Study finds stock selection ability of Chinese mutual funds is better than asset allocation ability.

problem Evaluating the performance of actively managed mutual funds in China.
method Developed performance measures for asset allocation and selection using holding-based models and compared them with Fama-French and Treynor-Mazuy models.
result Stock selection ability from holding-based models is positively correlated with Fama-French model, while industry allocation is positively correlated with Treynor-Mazuy model.

The paper introduces submodular information measures for machine learning applications.

problem Generalizing information-theoretic measures to non-random variables.
method Developing combinatorial information measures based on submodular functions.
result Submodular mutual information is submodular in one argument for certain submodular functions.

The recently proposed Unbiased Online Recurrent Optimization algorithm (UORO, arXiv:1702.05043) uses an unbiased approximation of RTRL to achieve fully online gradient-based learning in RNNs. In this work we analyze the variance of the gradient estimate computed by UORO, and propose several possible changes to the meth…

2019-02-06abs ↗pdf ↗

The paper proposes a method to learn structured representations from unlabeled data using mutual information maximization.

problem Learning structured representations from unlabeled data.
method Adversarial maximization of mutual information between a structured latent variable and a target variable.
result The proposed method outperforms current baselines in document hashing and yields highly compressed interpretable representations.

Paper develops unbiased gradient estimator for continuous-time models.

problem Estimating unbiased gradient of log-likelihood for continuous-time models.
method Doubly randomized scheme with coupled conditional particle filter (CCPF).
result Unbiased gradient estimate facilitates gradient-based algorithms.

Proposes a new bound on generalization error using conditional mutual information.

problem Improving the generalization error bound in machine learning.
method Combines error decomposition and conditional mutual information techniques.
result New bound is order-wise better than previous ones in a simple Gaussian setting.

Study examines Indian equity mutual funds' investment style and risk-shifting.

problem Understanding how Indian equity mutual funds' investment styles affect their returns.
method Estimating size and style beta coefficients, identifying breakpoints, analyzing investment styles, and assessing risk-shifting intensity.
result Funds can enhance returns by shifting to high-return styles like Small Value and Small Blend.

A new method speeds up sampling of Boltzmann distribution in high-dimensional systems.

problem High computational cost of obtaining Jacobian of flow-based models in high dimensions.
method Flow perturbation method that incorporates stochastic perturbations and reweighting.
result Achieves unbiased sampling of Boltzmann distribution with orders of magnitude speedup.

In this paper, we investigate the problem of learning disentangled representations. Given a pair of images sharing some attributes, we aim to create a low-dimensional representation which is split into two parts: a shared representation that captures the common information between the images and an exclusive representa…

2019-12-09abs ↗pdf ↗

A neural network approach for feature selection using mutual information.

problem Feature ranking and selection leading to sub-optimal solutions for class separability.
method Stochastic mutual information gradient estimation for dimensionality reduction.
result The network projects features onto an output space maximizing mutual information with class labels.

Enhances functional classifier performance with new tree-based methods and unbiased feature importance assessment.

problem Challenges of high-dimensional functional data and biased feature importance assessment.
method Augmented functional classification trees and random forests with ad-hoc conditional permutations for unbiased feature importance.
result Significant enhancement in predictive power of functional classifiers through new feature importance assessment.

MINIMALIST maximizes mutual information for likelihood estimation from simulated data.

problem Learning model parameters from likelihood functions that cannot be computed.
method Maximizes mutual information between simulated data and model parameters using neural networks.
result Different methods aiming at the same optimal energy form can be directly benchmarked.

Several methods of estimating the mutual information of random variables have been developed in recent years. They can prove valuable for novel approaches to learning statistically independent features. In this paper, we use one of these methods, a mutual information neural estimation (MINE) network, to present a proof…

2019-04-22abs ↗pdf ↗