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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.

169,051 papers · 148 categories

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157314470627 · Jun 202019922001200920172026
48 results for prior estimates

Two EM algorithms estimate prior distributions in mixture of linear regressions.

problem Estimating prior distributions in mixture of linear regressions.
method Two EM algorithms: one for continuous priors, one for discrete priors.
result Both algorithms accurately estimate prior distributions and the number of clusters.

Algorithm estimates graph structure with prior information and Langevin diffusion.

problem Support estimation of partially known Gaussian graphical models.
method Proposes an algorithm using annealed Langevin diffusion and graph neural networks to estimate the posterior distribution of the graph.
result Demonstrates the benefits of the approach through numerical experiments.

Framework expands particle filtering to estimate states beyond prior boundaries.

problem Limitations of traditional particle filtering in estimating states outside prior support.
method Diffusion-Enhanced Particle Filtering Framework with adaptive diffusion, entropy-driven regularisation, and kernel-based perturbations.
result Framework significantly improves state estimation accuracy and success rates for out-of-boundary targets.

Proposes new priors for neural networks to improve generalization and uncertainty.

problem Improving generalization and uncertainty estimation in neural networks.
method Exploits scalable and structured posteriors as priors with generalization guarantees.
result Improves generalization and uncertainty estimation with non-vacuous bounds.

Algorithm learns shared demand structure across dynamic pricing experiments.

problem Learning shared demand parameters across multiple dynamic pricing experiments.
method Meta dynamic pricing algorithm that learns prior online while solving Thompson sampling experiments.
result Algorithm achieves sublinear meta regret in experiment-rich environments.

Adaptive multi-stage density ratio estimation improves learning of latent space EBM.

problem Learning energy-based models in latent space is computationally expensive and challenging.
method Adaptive multi-stage density ratio estimation using NCE to bridge the gap between prior and posterior densities.
result The method enables more expressive prior models and sharpens the latent space EBM.

Posterior sampling estimator achieves near-optimal recovery guarantees for signals from any prior distribution.

problem Characterizing measurement complexity for signals from any prior distribution, including the entire space.
method Characterization of measurement complexity using posterior sampling estimator for Gaussian measurements and any prior distribution.
result Posterior sampling estimator achieves near-optimal recovery guarantees for signals from any prior distribution, robust to model mismatch.

Paper presents a robust transfer learning method for active level set estimation.

problem Efficiently identifying regions of a black-box function with limited function evaluations.
method Incorporates prior knowledge from a related function while locally adapting it.
result The method achieves better convergence of level sets compared to standard transfer learning.

Estimates class prior for unlabeled data using kernel embedding.

problem Estimating class prior in PU learning scenario where only positive and full population samples are available.
method Direct estimator based on distribution matching and kernel embedding in Reproducing Kernel Hilbert Space.
result Asymptotic consistency and explicit deviation bound for the estimator.

Regression Prior Networks improve ensemble performance on regression tasks.

problem Improving ensemble performance on regression tasks.
method Extending Prior Networks and Ensemble Distribution Distillation (EnD2^2) to regression tasks using the Normal-Wishart distribution.
result Regression Prior Networks yield performance competitive with ensemble approaches on regression tasks.

The paper explores how prior functions and bootstrapping improve ensemble uncertainty estimation.

problem Improving uncertainty estimation in machine learning models.
method Investigates the benefits of prior functions and bootstrapping in ensemble models.
result Prior functions and bootstrapping enhance ensemble agents' uncertainty estimation across different inputs.

This paper simplifies finding least favorable priors by reducing dimensionality.

problem Finding least favorable priors is challenging due to infinite-dimensional optimization.
method Develops a dimensionality reduction method using Bregman divergences.
result Allows use of gradient ascent algorithms for finding least favorable priors.

Obtaining reliable uncertainty estimates of neural network predictions is a long standing challenge. Bayesian neural networks have been proposed as a solution, but it remains open how to specify their prior. In particular, the common practice of an independent normal prior in weight space imposes relatively weak constr…

2018-07-24abs ↗pdf ↗

This paper analyzes and guarantees convergence of prior-guided ZO algorithms.

problem Understanding convergence properties of prior-guided zeroth-order optimization algorithms.
method Analysis of convergence under a greedy descent framework with various gradient estimators, and development of ARS algorithm.
result Convergence guarantee for prior-guided random gradient-free (PRGF) algorithms and accelerated random search (ARS) algorithm.

GS-B3^3SE improves label shift estimation by smoothing priors on a graph.

problem Label shift adaptation when source and target distributions share conditional but not marginal probabilities.
method Graph-Smoothed Bayesian Black-Box Shift Estimator (GS-B3^3SE) places Laplacian-Gaussian priors on log-priors and confusion-matrix columns tied by a label-similarity graph.
result GS-B3^3SE produces a tractable posterior with HMC or Newton-CG schemes, proving identifiability, contraction, and robustness.

Novel prior for orthogonal functions improves functional component estimation.

problem Improving orthogonality in functional principal component analysis.
method Sequential adaptive priors for orthogonal functions using hierarchical conditionally normal distributions.
result Proposed prior leads to nearly orthogonal posterior estimates.

The MEM method uses data-driven priors for linear inverse problems, proving convergence and estimating differences.

problem Linear inverse problems with approximate priors.
method Maximum Entropy on the Mean (MEM) method with data-driven priors.
result Empirical mean convergence and estimates for prior differences based on epigraphical distance.

Study characterizes training and test risks for MAP regression with Gaussian priors.

problem Understanding high-dimensional behavior of regularized linear regression with informative priors.
method Maximum a posteriori (MAP) regression with Gaussian priors, using random matrix theory.
result Closed-form risk formulas reveal the bias-variance-prior tradeoff and explain double descent.

We consider the problem of estimating the class prior in an unlabeled dataset. Under the assumption that an additional labeled dataset is available, the class prior can be estimated by fitting a mixture of class-wise data distributions to the unlabeled data distribution. However, in practice, such an additional labeled…

2016-11-05abs ↗pdf ↗

We propose a generalized double Pareto prior for Bayesian shrinkage estimation and inferences in linear models. The prior can be obtained via a scale mixture of Laplace or normal distributions, forming a bridge between the Laplace and Normal-Jeffreys' priors. While it has a spike at zero like the Laplace density, it al…

2011-04-05abs ↗pdf ↗

The article introduces a new estimator for regression that combines bridge regression with prior information.

problem Estimating parameters and selecting variables in linear models with prior information.
method Restricted Bridge Estimator (RBRIDGE) using local quadratic approximation.
result The RBRIDGE estimator provides a closed-form solution and outperforms other estimators in simulations and real data analysis.

The paper improves Bayesian precision matrix estimation for high-dimensional sparse data.

problem Estimating sparse precision matrices in high-dimensional settings.
method Tempered posterior with fully specified horseshoe prior.
result Concentration results and theoretical oracle inequality for posterior.

R2D2-Net improves Bayesian neural networks by preventing over-shrinkage of important weights.

problem Bayesian neural networks struggle with choosing appropriate priors, leading to over-shrinkage or poor predictive performance.
method Proposes R2D2-Net with an R^2-induced Dirichlet Decomposition prior and variational Gibbs inference algorithm.
result R2D2-Net effectively shrinks irrelevant coefficients while preventing key features from over-shrinkage.

This work shows that Gaussian is the only prior for optimal linear estimation in L1L^1 loss.

problem Optimal linear estimation of a random variable from noisy observations under L1L^1 fidelity criterion.
method Analyzes the conditions under which the conditional median is a linear estimator and identifies the Gaussian distribution as the only prior that induces linearity.
result Gaussian is the only prior distribution that induces linearity in the conditional median for L1L^1 loss.

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…

2018-09-14abs ↗pdf ↗

We introduce Fisher consistency in the sense of unbiasedness as a desirable property for estimators of class prior probabilities. Lack of Fisher consistency could be used as a criterion to dismiss estimators that are unlikely to deliver precise estimates in test datasets under prior probability and more general dataset…

2017-01-19abs ↗pdf ↗

Study MAP estimation for PnP priors with SGD, proving convergence and demonstrating practical applications.

problem Theoretical analysis and practical implementation of PnP priors for Bayesian imaging problems.
method Maximum-a-posteriori estimation with Plug & Play priors and stochastic gradient descent.
result Convergence proof for MAP computation by PnP-SGD under realistic assumptions on the denoiser.

Bayesian framework estimates label shift for improved classifier performance.

problem Label shift in supervised learning leading to degraded classifier performance.
method Bayesian framework with dynamic Dirichlet priors and online EM algorithms.
result Significant improvements in classifier accuracy over state-of-the-art methods.