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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.

168,695 papers · 148 categories

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138276413551 · Jun 202019922001200920172026
48 results for prior specification

We propose a novel method for network inference from partially observed edges using a node-specific degree prior. The degree prior is derived from observed edges in the network to be inferred, and its hyper-parameters are determined by cross validation. Then we formulate network inference as a matrix completion problem…

2016-02-07abs ↗pdf ↗

Bayesian inference is known to provide a general framework for incorporating prior knowledge or specific properties into machine learning models via carefully choosing a prior distribution. In this work, we propose a new type of prior distributions for convolutional neural networks, deep weight prior (DWP), that exploi…

2018-10-16abs ↗pdf ↗

A parametrization of hypergraphs based on the geometry of points in Rd\mathbf{R}^d is developed. Informative prior distributions on hypergraphs are induced through this parametrization by priors on point configurations via spatial processes. This prior specification is used to infer conditional independence models or M…

2009-12-18abs ↗pdf ↗

Bayesian priors improve neural network performance on weak signals.

problem Challenges in encoding domain knowledge for weak signals in neural networks.
method Proposed a new joint prior over local scale parameters for feature sparsity and signal-to-noise ratio, optimized with Stein gradient.
result Improved prediction accuracy on various datasets, including genetics applications with weak and sparse signals.

Regularization methods, specifically those which directly alter weights like L1L_1 and L2L_2, 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…

2019-10-31abs ↗pdf ↗

In (exploratory) factor analysis, the loading matrix is identified only up to orthogonal rotation. For identifiability, one thus often takes the loading matrix to be lower triangular with positive diagonal entries. In Bayesian inference, a standard practice is then to specify a prior under which the loadings are indepe…

2014-09-26abs ↗pdf ↗

New meta-reinforcement learning method improves performance in finite-horizon MDPs.

problem Improving meta-reinforcement learning in finite-horizon MDPs with shared optimal action-value functions.
method Proposes MTSRL and MTSRL+ algorithms with learned priors and covariance, coupled with prior-alignment technique for meta-regret guarantees.
result Achieves meta-regret guarantees with learned priors and covariance, outperforming prior-independent RL and bandit-only meta-baselines.

This study explores how choosing noninformative priors affects Thompson Sampling in multiparameter bandit models.

problem The optimality of Thompson Sampling (TS) in multiparameter bandit models depends on the choice of priors, especially when models are complex.
method The study extends regret analysis to uniform distributions and proposes a modified TS policy, TS-T, to achieve asymptotic optimality.
result Changing noninformative priors can significantly affect the expected regret in multiparameter bandit models.

We propose a probabilistic framework to directly insert prior knowledge in reinforcement learning (RL) algorithms by defining the behaviour policy as a Bayesian posterior distribution. Such a posterior combines task specific information with prior knowledge, thus allowing to achieve transfer learning across tasks. The …

2018-09-30abs ↗pdf ↗

New method uses trainable activations to make BNNs behave like GPs.

problem Making Bayesian Neural Networks (BNNs) behave like Gaussian Processes (GPs).
method Introduced trainable activations and periodic activations to map GP priors to BNNs. Used 2-Wasserstein distance for optimization.
result Method consistently outperforms existing approaches or matches heuristic methods.

Proposes a method to integrate prior knowledge into trajectory prediction models.

problem Improving accuracy and robustness in trajectory prediction models.
method Continual learning approach that allows integration of arbitrary prior knowledge and probabilistic predictions.
result Outperforms non-informed and informed learning methods, using half as many observation examples.

Bayesian neural networks with Mercer priors for interpretable uncertainty quantification.

problem Uncertainty quantification in neural networks, especially for complex input-to-output mappings.
method Introducing Mercer priors for BNNs, which approximate a specified GP and are scalable.
result BNNs with Mercer priors can approximate the uncertainty of a specified GP, making them interpretable and scalable.

Learning the network structure underlying data is an important problem in machine learning. This paper introduces a novel prior to study the inference of scale-free networks, which are widely used to model social and biological networks. The prior not only favors a desirable global node degree distribution, but also ta…

2015-03-07abs ↗pdf ↗

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…

2018-10-28abs ↗pdf ↗

CONCERT improves transfer learning by borrowing partial information from auxiliary datasets.

problem Inefficiency of global similarity measures in transfer learning for high-dimensional data.
method Conditional spike-and-slab prior with covariate-specific priors for robust partial information transfer.
result CONCERT achieves variable selection and information transfer simultaneously, improving performance on the target.

Paper introduces a method to generate physically feasible dynamics with physical priors.

problem Challenges in generating physically feasible dynamics under physical priors.
method Seamlessly incorporates physical priors into diffusion-based generative models.
result Efficient generation of physically realistic dynamics across various physical phenomena.

New findings suggest latent regularization is unnecessary for high-quality image generation.

problem Improving image generation quality without latent regularization.
method Investigated the effect of latent regularization on image generation using learned priors.
result In the case of a sufficiently expressive prior, latent regularization is not necessary and may harm image quality.

Low-rank matrix estimation from incomplete measurements recently received increased attention due to the emergence of several challenging applications, such as recommender systems; see in particular the famous Netflix challenge. While the behaviour of algorithms based on nuclear norm minimization is now well understood…

2014-06-05abs ↗pdf ↗

Improves transparency and incorporates prior knowledge in Gaussian Process models.

problem Challenges in understanding and expressing prior assumptions in complex Bayesian models.
method Introduces self-explaining variational posterior distributions for Gaussian Processes.
result Allows incorporation of both general and feature-specific prior knowledge.

Study explores geometric structure and prior for beta-logistic distribution.

problem Understanding the geometric structure and prior distributions of the beta-logistic distribution.
method Exploring dual geometric structure and uncovering α\alpha-parallel prior.
result The beta-logistic distribution admits an α\alpha-parallel prior for any real number α\alpha.

A VB method for high-dimensional regression with student-t priors achieves nearly optimal performance and computational efficiency.

problem High-dimensional linear model inferences with heavy-tailed shrinkage priors.
method Variational Bayesian (VB) procedure for high-dimensional linear models with student-t priors.
result The VB method achieves nearly optimal contraction rate and computational efficiency, outperforming MCMC methods.

This paper improves Gaussian process predictions by integrating prior knowledge.

problem Gaussian processes lack predictive power when prior information is ignored.
method Derive mean and covariance functions from previous data using weighted sums of basis functions.
result Integrating prior knowledge significantly increases look-ahead time and accuracy.

Optimality of TS with noninformative priors proven for Pareto model.

problem Optimality of Thompson Sampling with noninformative priors for Pareto bandits.
method Proved optimality of TS with certain probability matching priors, showed suboptimality with others, and found effectiveness of truncation procedures.
result TS with certain probability matching priors achieves optimal regret bound for Pareto model.

Additive Bayesian networks are types of graphical models that extend the usual Bayesian generalized linear model to multiple dependent variables through the factorisation of the joint probability distribution of the underlying variables. When fitting an ABN model, the choice of the prior of the parameters is of crucial…

2018-09-18abs ↗pdf ↗

High-dimensional shrinkage risk depends on the default prior for the common scale.

problem Choosing the default prior for the common scale in high-dimensional shrinkage.
method Using radial-power benchmark to compare variance-flat and standard deviation-flat priors.
result The standard deviation-flat prior has a one-unit asymptotic risk advantage near the origin.

Bayesian deep learning uses function-space priors to improve model uncertainty and robustness.

problem Bayesian deep learning struggles with model-specific weight-space priors that are hard to interpret and specify.
method Apply a Dirichlet prior in predictive space and perform approximate function-space variational inference.
result The approach improves uncertainty quantification, scalability, and adversarial robustness in large-scale image classification.

Bayesian neural networks incorporate domain knowledge through variational inference.

problem Specifying priors for Bayesian neural networks that capture domain knowledge is challenging.
method Proposes a framework for integrating domain knowledge into BNN priors through variational inference.
result BNNs with proposed domain knowledge priors outperform those with standard priors, achieving better predictive performance.

A new framework improves tensor completion accuracy by considering numerical priors.

problem Tensor completion accuracy loss due to ignoring numerical priors.
method Generalized CP Decomposition Tensor Completion (GCDTC) framework incorporating numerical priors.
result GCDTC framework outperforms state-of-the-arts in non-negative tensor completion.

Deep convolutional neural networks are known to specialize in distilling compact and robust prior from a large amount of data. We are interested in applying deep networks in the absence of training dataset. In this paper, we introduce deep audio prior (DAP) which leverages the structure of a network and the temporal in…

2019-12-21abs ↗pdf ↗