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.
Improved Bayesian inference using power priors with historical data.
FAB-PPI uses prior knowledge to improve prediction-powered inference.
Machine Learning benefits from prior information and computational power for better performance and understanding.
We consider multi-task regression models where the observations are assumed to be a linear combination of several latent node functions and weight functions, which are both drawn from Gaussian process priors. Driven by the problem of developing scalable methods for forecasting distributed solar and other renewable powe…
Extends PPI to sequential setting, improving inference over time.
Patch priors have become an important component of image restoration. A powerful approach in this category of restoration algorithms is the popular Expected Patch Log-Likelihood (EPLL) algorithm. EPLL uses a Gaussian mixture model (GMM) prior learned on clean image patches as a way to regularize degraded patches. In th…
Existing Bayesian treatments of neural networks are typically characterized by weak prior and approximate posterior distributions according to which all the weights are drawn independently. Here, we consider a richer prior distribution in which units in the network are represented by latent variables, and the weights b…
Variational autoencoders (VAE) are a powerful and widely-used class of models to learn complex data distributions in an unsupervised fashion. One important limitation of VAEs is the prior assumption that latent sample representations are independent and identically distributed. However, for many important datasets, suc…
Algorithms for Magnetic Resonance (MR) image reconstruction from undersampled measurements exploit prior information to compensate for missing k-space data. Deep learning (DL) provides a powerful framework for extracting such information from existing image datasets, through learning, and then using it for reconstructi…
Autonomous terrestrial vehicles must be capable of perceiving traffic lights and recognizing their current states to share the streets with human drivers. Most of the time, human drivers can easily identify the relevant traffic lights. To deal with this issue, a common solution for autonomous cars is to integrate recog…
PhI-GPR improves power grid state estimation and forecasting.
Using powerful posterior distributions is a popular approach to achieving better variational inference. However, recent works showed that the aggregated posterior may fail to match unit Gaussian prior, thus learning the prior becomes an alternative way to improve the lower-bound. In this paper, for the first time in th…
Improved VAE for heavy-tailed data using Student's t-distributions.
Bounded rationality investigates utility-optimizing decision-makers with limited information-processing power. In particular, information theoretic bounded rationality models formalize resource constraints abstractly in terms of relative Shannon information, namely the Kullback-Leibler Divergence between the agents' pr…
Improves AI-prior reliability for Bayesian inference.
Bayesian method improves clinical trial efficiency.
C-VAE improves VAE by resolving prior issues and generating better samples.
Two algorithms improve GP bandits by selecting priors and minimizing regret.
Bayesian neural network achieves nearly optimal performance in Besov space.
New method detects if data points were used in training models with low cost and high power.
Boltzmann machines are powerful distributions that have been shown to be an effective prior over binary latent variables in variational autoencoders (VAEs). However, previous methods for training discrete VAEs have used the evidence lower bound and not the tighter importance-weighted bound. We propose two approaches fo…
High-dimensional shrinkage risk depends on the default prior for the common scale.
When fitting Bayesian machine learning models on scarce data, the main challenge is to obtain suitable prior knowledge and encode it into the model. Recent advances in meta-learning offer powerful methods for extracting such prior knowledge from data acquired in related tasks. When it comes to meta-learning in Gaussian…
Power spectral density (PSD) maps providing the distribution of RF power across space and frequency are constructed using power measurements collected by a network of low-cost sensors. By introducing linear compression and quantization to a small number of bits, sensor measurements can be communicated to the fusion cen…
We consider the problem of training generative models with deep neural networks as generators, i.e. to map latent codes to data points. Whereas the dominant paradigm combines simple priors over codes with complex deterministic models, we argue that it might be advantageous to use more flexible code distributions. We de…
Bayesian framework for sphere regression using Gaussian fields.
Improved VAEs by training a contrastive prior to match posterior.
Boltzmann machines (BMs) are appealing candidates for powerful priors in variational autoencoders (VAEs), as they are capable of capturing nontrivial and multi-modal distributions over discrete variables. However, non-differentiability of the discrete units prohibits using the reparameterization trick, essential for lo…
Bayesian neural networks' performance varies with prior choice, affecting their ability to identify unknowns.
There is a significant literature on methods for incorporating knowledge into multiple testing procedures so as to improve their power and precision. Some common forms of prior knowledge include (a) beliefs about which hypotheses are null, modeled by non-uniform prior weights; (b) differing importances of hypotheses, m…
We develop a scoring and classification procedure based on the PAC-Bayesian approach and the AUC (Area Under Curve) criterion. We focus initially on the class of linear score functions. We derive PAC-Bayesian non-asymptotic bounds for two types of prior for the score parameters: a Gaussian prior, and a spike-and-slab p…
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…
New method improves GP uncertainty quantification for misspecified priors.
Paper explores how GNNs can learn graph biconnectivity, finding ESAN is the only known expressive framework.
The variational autoencoder (VAE) is a powerful generative model that can estimate the probability of a data point by using latent variables. In the VAE, the posterior of the latent variable given the data point is regularized by the prior of the latent variable using Kullback Leibler (KL) divergence. Although the stan…
Paper uses SGLD to recover signals from generative models, proving convergence under mild conditions.
PriorGuide adapts diffusion models to new priors at test time.
Cluster-DAGs improve causal discovery with prior knowledge.
Bayesian neural network improves feature selection and prediction.
This paper solves quadratic systems with sparse or generative priors.
We introduce a new test for detection of power-law cross-correlations among a pair of time series - the rescaled covariance test. The test is based on a power-law divergence of the covariance of the partial sums of the long-range cross-correlated processes. Utilizing a heteroskedasticity and auto-correlation robust est…
CSGM framework applied to clinical MRI data for robust reconstructions.
New method uses diffusion models to solve inverse problems.
New PAC-Bayes method updates priors without losing confidence information.
PoWER-BERT speeds up BERT inference by eliminating redundant word-vectors.
Common statistical practice has shown that the full power of Bayesian methods is not realized until hierarchical priors are used, as these allow for greater "robustness" and the ability to "share statistical strength." Yet it is an ongoing challenge to provide a learning-theoretically sound formalism of such notions th…
PAS improves estimation of multiple means using ML predictions and shrinkage.
We propose a new forecasting method for predicting load demand and generation scheduling. Accurate week-long forecasting of load demand and optimal power generation is critical for efficient operation of power grid systems. In this work, we use a synthetic data set describing a power grid with 700 buses and 134 generat…