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.
The natural gradient method has been used effectively in conjugate Gaussian process models, but the non-conjugate case has been largely unexplored. We examine how natural gradients can be used in non-conjugate stochastic settings, together with hyperparameter learning. We conclude that the natural gradient can signific…
New method speeds up inference for non-conjugate Gaussian processes.
We show that if a link has a closed -braid representative admitting non-degenerate exchange move, an exchange move that does not obviously preserve the conjugacy class, has infinitely many non-conjugate closed -braid representatives.
Latent Gaussian models (LGMs) are widely used in statistics and machine learning. Bayesian inference in non-conjugate LGMs is difficult due to intractable integrals involving the Gaussian prior and non-conjugate likelihoods. Algorithms based on variational Gaussian (VG) approximations are widely employed since they str…
Making inferences from data streams is a pervasive problem in many modern data analysis applications. But it requires to address the problem of continuous model updating and adapt to changes or drifts in the underlying data generating distribution. In this paper, we approach these problems from a Bayesian perspective c…
The paper provides guarantees for a tangent transform algorithm in logistic regression models.
Gaussian Process Factor Analysis (GPFA) has been broadly applied to the problem of identifying smooth, low-dimensional temporal structure underlying large-scale neural recordings. However, spike trains are non-Gaussian, which motivates combining GPFA with discrete observation models for binned spike count data. The dra…
New methods accelerate NCGP inference by trading computation for uncertainty.
In a recent preprint Yael Karshon showed that there exist non-conjugate tori in a group of symplectomorphisms of a Hirzebruch surface. She counted them in terms of the cohomology class of the symplectic structure. We show that a similar phenomenon exists in the contactomorphism groups of pre-quantum circle bundles over…
Study on Metropolis-within-Gibbs schemes for high-dimensional Bayesian models.
Improves hyperparameter learning in GP models with non-conjugate likelihoods.
Proposes a non-conjugate model selection method for chain event graphs.
The stochastic variational inference (SVI) paradigm, which combines variational inference, natural gradients, and stochastic updates, was recently proposed for large-scale data analysis in conjugate Bayesian models and demonstrated to be effective in several problems. This paper studies a family of Bayesian latent vari…
Thompson sampling has impressive empirical performance for many multi-armed bandit problems. But current algorithms for Thompson sampling only work for the case of conjugate priors since these algorithms require to infer the posterior, which is often computationally intractable when the prior is not conjugate. In this …
We prove that under fairly general conditions an iterated exchange move gives infinitely many non-conjugate braids. As a consequence, every knot has infinitely many conjugacy classes of n-braid representations if and only if it has one admitting an exchange move.
This paper proposes a method to approximate non-Gaussian likelihoods in Gaussian Processes.
We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed, symmetry-invariant representations of cluster arrangements into conditional probabilities. Th…
Exploratory cancer drug studies test multiple tumor cell lines against multiple candidate drugs. The goal in each paired (cell line, drug) experiment is to map out the dose-response curve of the cell line as the dose level of the drug increases. We propose Bayesian Tensor Filtering (BTF), a hierarchical Bayesian model …
We show that any two non-conjugate points on a forward or backward complete connected Finsler manifold can be joined by infinitely many geodesics which are not covered by finitely many closed ones, provided that the Betti numbers of the based loop space grow unbounded.
We prove the Morse relations for the set of all geodesics connecting two non-conjugate points on a class of globally hyperbolic Lorentzian manifolds. We overcome the difficulties coming from the fact that the Morse index of every geodesic is infinite, and from the lack of the Palais-Smale condition, by using the Morse …
This is an addendum to arXiv: 0810.5376. We show, using our methods and an auxiliary result of Bestvina-Bromberg-Fujiwara, that a finitely generated group with infinitely many pairwise non-conjugate homomorphisms to a mapping class group virtually acts non-trivially on an -tree, and, if it is finitely presented, it…
The Hodge series of a finite matrix group is the generating function for invariant exterior forms of specified order and degree. Lauret, Miatello, and Rossetti gave examples of pairs of non-conjugate cyclic groups having the same Hodge series; the corresponding space forms are isospectral for the Laplacian on p-forms f…
We obtain infinitely many (non-conjugate) representations of 3-manifold fundamental groups into a lattice in the holomorphic isometry group of complex hyperbolic space. The lattice is an orbifold fundamental group of a branched covering of the projective plane along an arrangement of hyperplanes constructed by Hirzebru…
New subgroups of mapping class groups constructed for infinite-type surfaces.
Uncountably many fibrations found on genus 2 handlebody.
We obtain a result about the existence of only a finite number of geodesics between two fixed non-conjugate points in a Finsler manifold endowed with a convex function. We apply it to Randers and Zermelo metrics. As a by-product, we also get a result about the finiteness of the number of lightlike and timelike geodesic…
We use some Lie group theory and Budney's unitarization of the Lawrence-Krammer representation, to prove that for generic parameters of definite form the image of the representation (also on certain types of subgroups) is dense in the unitary group. This implies that, except possibly for closures of full-twist braids, …
Probabilistic programming allows specification of probabilistic models in a declarative manner. Recently, several new software systems and languages for probabilistic programming have been developed on the basis of newly developed and improved methods for approximate inference in probabilistic models. In this contribut…
It has been known since the time of Nielsen that the mapping class group of a surface of genus and one puncture acts faithfully by homeomorphisms on the circle. In this note, we show that this standard representation of the mapping class group is not rigid, precisely, if is a…
Hierarchical beta process has found interesting applications in recent years. In this paper we present a modified hierarchical beta process prior with applications to hierarchical modeling of multiple data sources. The novel use of the prior over a hierarchical factor model allows factors to be shared across different …
Continuous latent time series models are prevalent in Bayesian modeling; examples include the Kalman filter, dynamic collaborative filtering, or dynamic topic models. These models often benefit from structured, non mean field variational approximations that capture correlations between time steps. Black box variational…
The paper analyzes symmetries of Vaidya-Bonner geodesics.
A new GP model uses spherical harmonics for faster inference.
Mean field variational Bayes (MFVB) is a popular posterior approximation method due to its fast runtime on large-scale data sets. However, it is well known that a major failing of MFVB is that it underestimates the uncertainty of model variables (sometimes severely) and provides no information about model variable cova…
Inference of latent feature models in the Bayesian nonparametric setting is generally difficult, especially in high dimensional settings, because it usually requires proposing features from some prior distribution. In special cases, where the integration is tractable, we can sample new feature assignments according to …
We prove a generalized version of the Morse index theorem for geodesics endowed with a non positive definite metric tensor (semi-Riemannian manifolds). We apply the result to obtain lower estimates on the number of geodesics joining two fixed non conjugate points in certain classes of manifolds. More specifically, we c…
Mean-field variational inference is a method for approximate Bayesian posterior inference. It approximates a full posterior distribution with a factorized set of distributions by maximizing a lower bound on the marginal likelihood. This requires the ability to integrate a sum of terms in the log joint likelihood using …
Paper accelerates Bayesian few-shot classification using mirror descent.
The paper disproves a conjecture about isomorphic subgroups in finite groups.
In this note, we give an explicit counterexample to the simple loop conjecture for representations of surface groups into PSL(2,R). Specifically, we show that for any surface with negative Euler characteristic and genus at least 1, there are uncountably many non-conjugate, non-injective homomorphisms of its fundamental…
Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a high-dimensional Bayesian posterior with a simpler variational distribution by solv…
Paper extends multi-task Gaussian Cox processes for heterogeneous tasks.
Improves SVGP methods for faster and more accurate Gaussian process inference.
We describe a simple fundamental domain for the holonomy group of the boundary unipotent spherical CR uniformization of the figure eight knot complement, and deduce that small deformations of that holonomy group (such that the boundary holonomy remains parabolic) also give a uniformization of the figure eight knot comp…
In this paper we give a complete classification of minimal generating systems in a very general class of Fuchsian groups G. This class includes for example any G which has at least seven non-conjugate cyclic subgroups of order greater than 2. In particular, the well known problematic cases where G has characteristic ex…
The main goal of this paper is a detailed study of asymptotic cones of the mapping class groups. In particular, we prove that every asymptotic cone of a mapping class group has a bi-Lipschitz equivariant embedding into a product of real trees, sending limits of hierarchy paths onto geodesics, and with image a median su…
Extracting common narratives from multi-author dynamic text corpora requires complex models, such as the Dynamic Author Persona (DAP) topic model. However, such models are complex and can struggle to scale to large corpora, often because of challenging non-conjugate terms. To overcome such challenges, in this paper we …
Noise-aware DP inference improves accuracy for complex models.