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.
Model captures decision-making under bounded rationality with prior beliefs and market feedback.
A significant theoretical advantage of search-and-score methods for learning Bayesian Networks is that they can accept informative prior beliefs for each possible network, thus complementing the data. In this paper, a method is presented for assigning priors based on beliefs on the presence or absence of certain paths …
A method for eliciting expert beliefs using preferential questions and normalizing flows.
Deep belief networks are a powerful way to model complex probability distributions. However, learning the structure of a belief network, particularly one with hidden units, is difficult. The Indian buffet process has been used as a nonparametric Bayesian prior on the directed structure of a belief network with a single…
This work explores a social learning problem with agents having nonidentical noise variances and mismatched beliefs. We consider an -agent binary hypothesis test in which each agent sequentially makes a decision based not only on a private observation, but also on preceding agents' decisions. In addition, the agents…
ColaBO accelerates optimization with user beliefs.
New framework analyzes belief evolution in social networks.
Bayes factors and relative belief ratios are compared as measures of statistical evidence.
In this paper, we present a multi-period trading model by assuming that traders face not only asymmetric information but also heterogenous prior beliefs, under the requirement that the insider publicly disclose his stock trades after the fact. We show that there is an equilibrium in which the irrational insider camoufl…
πBO augments BO with user beliefs for better hyperparameter optimization.
Cooperative communication plays a central role in theories of human cognition, language, development, culture, and human-robot interaction. Prior models of cooperative communication are algorithmic in nature and do not shed light on why cooperation may yield effective belief transmission and what limitations may arise …
This paper presents a Bayesian image segmentation model based on Potts prior and loopy belief propagation. The proposed Bayesian model involves several terms, including the pairwise interactions of Potts models, and the average vectors and covariant matrices of Gauss distributions in color image modeling. These terms a…
A new framework for adaptive behavior using reusable value profiles.
New method learns priors for Bayesian neural networks from datasets.
Unified deep learning from noisy crowds using BP and MF.
Regularization methods, specifically those which directly alter weights like and , are an integral part of many learning algorithms. Both the regularizers mentioned above are formulated by assuming certain priors in the parameter space and these assumptions, in some cases, induce sparsity in the parameter sp…
We consider the problem of imitation learning from expert demonstrations in partially observable Markov decision processes (POMDPs). Belief representations, which characterize the distribution over the latent states in a POMDP, have been modeled using recurrent neural networks and probabilistic latent variable models, …
In this paper we present decomposable priors, a family of priors over structure and parameters of tree belief nets for which Bayesian learning with complete observations is tractable, in the sense that the posterior is also decomposable and can be completely determined analytically in polynomial time. This follows from…
Unified approach for learning with weak labels across various tasks.
Unified Bayesian model explains in-context learning and activation steering in LLMs.
Bayesian methods suffer from the problem of how to specify prior beliefs. One interesting idea is to consider worst-case priors. This requires solving a stochastic zero-sum game. In this paper, we extend well-known results from bandit theory in order to discover minimax-Bayes policies and discuss when they are practica…
GEnBP combines EnKF and GaBP for efficient high-dimensional inference.
Imbalanced data with a skewed class distribution are common in many real-world applications. Deep Belief Network (DBN) is a machine learning technique that is effective in classification tasks. However, conventional DBN does not work well for imbalanced data classification because it assumes equal costs for each class.…
Efficiently learns deep factor graphs using Gaussian belief propagation.
This study models FOMC policy decisions using debate-based LLMs.
Cold posteriors improve Bayesian neural networks by reducing overestimation of aleatoric uncertainty.
We consider learning on graphs, guided by kernels that encode similarity between vertices. Our focus is on random walk kernels, the analogues of squared exponential kernels in Euclidean spaces. We show that on large, locally treelike, graphs these have some counter-intuitive properties, specifically in the limit of lar…
Bayesian priors for neural networks are improved by incorporating weight correlations and tail behavior.
Hi-fi priors enhance BNNs by learning flexible activations.
The study proves necessary conditions for robust decision-making in uncertain environments.
There are now a broad range of time series classification (TSC) algorithms designed to exploit different representations of the data. These have been evaluated on a range of problems hosted at the UCR-UEA TSC Archive (www.timeseriesclassification.com), and there have been extensive comparative studies. However, our und…
Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes proposals to learn the learning algorithm itself, an idea also known as meta learnin…
New theorems show agents need specific internal structures to perform well under uncertainty.
We study a problem of finding an optimal stopping strategy to liquidate an asset with unknown drift. Taking a Bayesian approach, we model the initial beliefs of an individual about the drift parameter by allowing an arbitrary probability distribution to characterise the uncertainty about the drift parameter. Filtering …
Extends Gaussian Process regression for handling multiple prior distributions.
Pre-training improves Bayesian optimization efficiency.
We analyze a model of learning and belief formation in networks in which agents follow Bayes rule yet they do not recall their history of past observations and cannot reason about how other agents' beliefs are formed. They do so by making rational inferences about their observations which include a sequence of independ…
Exemplar-based clustering methods have been shown to produce state-of-the-art results on a number of synthetic and real-world clustering problems. They are appealing because they offer computational benefits over latent-mean models and can handle arbitrary pairwise similarity measures between data points. However, when…
BNNpriors library improves Bayesian neural network inference with various prior distributions.
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…
Improves AI-prior reliability for Bayesian inference.
Chance-constrained ActInf allows for small violations of constraints to drive goal-directed behavior.
New method reduces over-pessimism in Bayesian control under parameter uncertainty.
The Gibbs algorithm's generalization error is bounded, improving with prior volume in low temperatures.
DPPS uses DP priors for Bayesian non-parametric multi-arm bandits.
This paper studies an optimal trading problem that incorporates the trader's market view on the terminal asset price distribution and uninformative noise embedded in the asset price dynamics. We model the underlying asset price evolution by an exponential randomized Brownian bridge (rBb) and consider various prior dist…
Recent reports have described that learning Bayesian networks are highly sensitive to the chosen equivalent sample size (ESS) in the Bayesian Dirichlet equivalence uniform (BDeu). This sensitivity often engenders some unstable or undesirable results. This paper describes some asymptotic analyses of BDeu to explain the …
Study on robust utility maximization with nonconcave utility functions under projective determinacy.