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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.

168,742 papers · 148 categories

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139277416554 · Jun 202019922001200920172026
48 results for posterior target label uncertainty

This paper analyzes the difficulty of unsupervised domain adaptation using information theory.

problem The challenge of unsupervised domain adaptation under covariate shift.
method Formulates the problem using a distribution π in the ground-truth triples (p, q, f), defines optimal learner performance, and introduces PTLU for quantifying difficulty.
result Characterizes the optimal learner and introduces PTLU as a measure of UDA difficulty.

Bayesian neural networks improve uncertainty quantification with unlabelled data.

problem Over-confidence in predictions on covariate-shifted data.
method Approximate Bayesian inference using posterior regularisation with pseudo-labels from unlabelled data.
result Significant improvement in uncertainty quantification accuracy on covariate-shifted data.

Graph Posterior Network improves uncertainty estimation for node classification in interdependent graphs.

problem Uncertainty quantification for non-independent node-level predictions in graphs.
method Derives axioms for expected predictive uncertainty, proposes Graph Posterior Network (GPN) which performs Bayesian posterior updates.
result GPN outperforms existing approaches for uncertainty estimation in semi-supervised node classification.

Two approaches improve conformal Bayes for label shift, one post-hoc and one in-training.

problem Improving prediction sets for target domain under label shift.
method Two complementary approaches: post-hoc calibration and in-training adaptation.
result In-training adaptation achieves up to 43% width reduction at unchanged coverage.

Decoupled PFNs improve sequential decision-making by separating epistemic and aleatoric uncertainties.

problem Sequential decision-making requires distinguishing between epistemic uncertainty about latent signals and irreducible aleatoric observation noise.
method Developed a decoupled PFN architecture that uses query-level labels to train separate heads for latent signal and aleatoric noise.
result Empirically, decoupled PFNs mitigate the failure mode of total-variance exploration in noisy and heteroscedastic settings.

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal distribution or other distribution encouraging sparsity. However, this prior is agnostic to…

2019-05-30abs ↗pdf ↗

The semantic map calibrates uncertainty from language model probabilities.

problem Uncertainty in language model probabilities for professional decisions.
method Prespecified semantic map linking probabilities of verbal responses to probabilities of declared states.
result Language-derived probabilities outperform printed numerical probabilities and recover valid uncertainty coverage.

Transfer learning has recently attracted significant research attention, as it simultaneously learns from different source domains, which have plenty of labeled data, and transfers the relevant knowledge to the target domain with limited labeled data to improve the prediction performance. We propose a Bayesian transfer…

2018-01-02abs ↗pdf ↗

Characterizes uncertainty in high-dimensional linear classification models.

problem Assessing uncertainty in high-dimensional linear classification models.
method Approximate message passing algorithm for posterior marginals, closed-form formula for joint statistics.
result Closed-form formula for joint statistics between logistic classifier, Bayesian uncertainty, and ground-truth probit uncertainty.

NatPN provides fast, accurate uncertainty estimation for exponential family distributions.

problem Uncertainty in machine learning models.
method NatPN uses Normalizing Flows to fit a single density in a latent space, updating predictions based on likelihood.
result NatPN delivers competitive performance in classification, regression, and count prediction tasks.

New GP-based method improves uncertainty quantification for causal functions.

problem Challenges in quantifying uncertainty for causal effects, especially for entire functions.
method GP-based approach using inner-product of observational functions in RKHS, with tractable posterior moments and calibration.
result Improves uncertainty quantification while maintaining causal effect estimation performance.

GOIMDA selects inputs to maximize expected influence on a goal functional, reducing data acquisition needs.

problem Challenges in active data acquisition for learning and optimization tasks in deep neural networks.
method GOIMDA uses inverse curvature and goal gradient to select inputs maximizing expected influence on a specified goal functional.
result GOIMDA achieves target performance with fewer labeled samples or function evaluations compared to baselines.

PostNet predicts uncertainty without OOD data, improving OOD detection and calibration.

problem Accurate uncertainty estimation for safe systems.
method PostNet uses Normalizing Flows to learn individual posterior distributions over predicted probabilities.
result PostNet achieves state-of-the-art results in OOD detection and uncertainty calibration.

This paper distills Bayesian posterior expectations for deep neural networks.

problem Improving deep neural network performance and uncertainty quantification.
method Develops a framework for distilling expectations from Bayesian posterior distributions using Monte Carlo samples.
result The framework successfully distills posterior predictive distribution and expected entropy.

Unsupervised domain adaptation (UDA) aims at inferring class labels for unlabeled target domain given a related labeled source dataset. Intuitively, a model trained on source domain normally produces higher uncertainties for unseen data. In this work, we build on this assumption and propose to adapt from source to targ…

2019-07-25abs ↗pdf ↗

Paper improves MRI reconstruction by separating target labels and prediction error.

problem Improving MRI reconstruction accuracy by estimating prediction error.
method Proposes a novel method to estimate target labels and prediction error separately.
result Significantly better MRI reconstruction results achieved compared to state-of-the-art methods.

New framework quantifies uncertainty in flexible density-based clustering.

problem Uncertainty quantification in clustering with non-parametric density estimation.
method Martingale posterior distributions and density-based clustering.
result Efficient GPU-compatible inference on clustering structures with uncertainty.

VMGP extends Gaussian processes for Bayesian meta-learning, improving uncertainty prediction.

problem Bayesian meta-learning for few-shot tasks with non-Gaussian uncertainty.
method VMGP (Variational Meta-Gaussian Processes) extends Gaussian processes to model non-Gaussian predictive posteriors.
result VMGP significantly outperforms existing Bayesian meta-learning methods on complex tasks.

Markov chain Monte Carlo (MCMC) algorithms have become powerful tools for Bayesian inference. However, they do not scale well to large-data problems. Divide-and-conquer strategies, which split the data into batches and, for each batch, run independent MCMC algorithms targeting the corresponding subposterior, can spread…

2016-05-27abs ↗pdf ↗

Proposes a new method for conformal prediction under covariate shift with posterior drift.

problem Improving classification performance in target domains with limited training data.
method Weighted conformal classifier that leverages source and target samples.
result Demonstrates favorable asymptotic properties and practical utility.

Adapts VAEs for Bayesian inverse problems, quantifying uncertainty.

problem Bayesian inverse problems in scientific simulations.
method UQ-VAE: hybrid framework combining divergence-based variational inference and adjustable hyperparameters.
result Flexible, adaptive training of neural networks for posterior distribution.

Domain adaptation is an important technique to alleviate performance degradation caused by domain shift, e.g., when training and test data come from different domains. Most existing deep adaptation methods focus on reducing domain shift by matching marginal feature distributions through deep transformations on the inpu…

2019-06-24abs ↗pdf ↗

Proposes robust ITRs integrating multiple datasets to handle posterior shift.

problem Posterior shift in conditional outcome distributions between source and target populations.
method Distributionally robust approach with closed-form solution and adaptive uncertainty tuning.
result Achieves superior performance compared to existing methods in simulations and real-data applications.

This paper connects RND, deep ensembles, and Bayesian inference, providing a unified theoretical perspective.

problem Uncertainty quantification in deep learning models.
method Analysis of Random Network Distillation (RND) within the neural tangent kernel framework.
result The uncertainty signal from RND is equivalent to the predictive variance of a deep ensemble and can be made to mirror the centered posterior predictive distribution of Bayesian inference.

The combination of inducing point methods with stochastic variational inference has enabled approximate Gaussian Process (GP) inference on large datasets. Unfortunately, the resulting predictive distributions often exhibit substantially underestimated uncertainties. Notably, in the regression case the predictive varian…

2019-10-16abs ↗pdf ↗

We propose Regularized Learning under Label shifts (RLLS), a principled and a practical domain-adaptation algorithm to correct for shifts in the label distribution between a source and a target domain. We first estimate importance weights using labeled source data and unlabeled target data, and then train a classifier …

2019-03-22abs ↗pdf ↗

The paper tackles uncertainty quantification for classification under label shift without assuming i.i.d. data.

problem Uncertainty quantification for classification under label shift in non-i.i.d. settings.
method The paper uses conformal prediction and post-hoc binning for distribution-free UQ, and reweights these methods for label shift.
result The reweighted methods improve UQ performance under label shift, preserving coverage and calibration.

Algorithm constructs prediction sets with PAC guarantees in label shift settings.

problem Reliable uncertainty quantification in the face of distribution shift.
method Estimates predicted probabilities and confusion matrix, then propagates uncertainty through Gaussian elimination to compute confidence intervals and construct prediction sets.
result Satisfies PAC guarantees and produces smaller, more informative prediction sets.

TL-ANDI distills context from source data to improve transfer learning for TFMs.

problem Limited transfer learning due to context-size constraints and distribution shifts.
method TL-ANDI uses posterior-aware distillation to construct a compact source context and locally distills labels.
result Improves transfer performance by addressing context-size and distribution shifts.

AdapTable adapts tabular models to shifts without source data, improving HELOC performance.

problem Distribution shifts in tabular data threaten model performance.
method Shift-aware uncertainty calibrator and label distribution handler.
result Up to 16% improvement on HELOC dataset.

New method handles structural uncertainty in graphs better than existing models.

problem Handling heterophily and structural noise in semi-supervised learning on graphs.
method Sparse signed message passing network that models a posterior distribution over signed adjacency matrices.
result Our method outperforms strong baseline models on heterophilic benchmarks under both synthetic and real-world structural noise.

A new method learns posterior and predictive distributions together, reducing computational cost.

problem Sequential two-stage Bayesian inference is computationally expensive.
method Amortized variational inference targeting posterior-predictive distribution.
result Efficient online inference with more accurate predictive distributions.

New method corrects biased predictions and uncertainty estimates in classification with nuisance parameters.

problem Tackles biased predictions and invalid uncertainty estimates in classification with nuisance parameters.
method Proposes a method that estimates ROC across the entire nuisance parameter space to devise invariant cutoffs.
result Demonstrates effective domain adaptation and valid prediction sets with high power.