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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.

169,291 papers · 148 categories

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48 results for probabilistic LGP

A new probabilistic LGP method improves symbolic regression performance.

problem Traditional LGP's random search limits its effectiveness.
method Integrates SCFG with LGP, updating grammar based on selected individuals.
result Statistically better results on symbolic regression benchmarks.

New method integrates computer models from different disciplines with better predictive performance.

problem Integration of multi-disciplinary computer models with distinct complexities and computation times.
method Developed a linked deep Gaussian process (DGP) method that integrates individual Gaussian process emulators in a network.
result Linked deep Gaussian process emulators outperform standard LGP emulators and single DGPs fitted to the network as a whole.

Proposes a neural network method to improve consistencies in high dimensional data analysis.

problem Inconsistencies among dimensionality reduction, clustering, and visualization tasks in high dimensional data analysis.
method Consistent Representation Learning (CRL) neural network that performs NLDR transformations to satisfy LGP constraints.
result Improves consistencies in data interpretation through end-to-end task execution.

We present a novel certified and complete algorithm to compute arrangements of real planar algebraic curves. It provides a geometric-topological analysis of the decomposition of the plane induced by a finite number of algebraic curves in terms of a cylindrical algebraic decomposition. From a high-level perspective, the…

2012-01-07abs ↗pdf ↗

Probabilistic deep learning uses neural networks and models to handle uncertainty.

problem Handling uncertainty in deep learning models.
method Two approaches: probabilistic neural networks and deep probabilistic models.
result TensorFlow Probability library supports both approaches.

Paper introduces probabilistic module interface for complex models and inference.

problem Handling complex probabilistic models with latent variables and custom inference methods.
method Develops a platform-agnostic interface for encapsulating models and inference programs, allowing sound approximate inference algorithms for networks of modules.
result Sound approximate inference algorithms can be constructed for networks of probabilistic modules.

Birch automates probabilistic modeling using a Turing-complete language.

problem Automating the matching of probabilistic models with inference methods.
method Formally describes models as programs, revealing structure and form dynamically.
result Probabilistic programming languages can tailor inference methods based on model structure and form.

Paper introduces probabilistic search for structured data.

problem Difficult to extract relevant data from databases without domain knowledge.
method Probabilistic programming and nonparametric Bayes for flexible search.
result Users prefer probabilistic search results over standard baselines.

Paper introduces a new probabilistic model for class-specific discriminant analysis.

problem Lack of multi-modal structure consideration in existing class-specific methods.
method Formulates a probabilistic model that incorporates multi-modal negative class structure.
result Proposed model can be directly used for class-specific probabilistic classification.

Probabilistic programming allows specification of probabilistic models in a declarative manner. Recently, several new software systems and languages for probabilistic programming have been developed on the basis of newly developed and improved methods for approximate inference in probabilistic models. In this contribut…

2013-06-02abs ↗pdf ↗

We present a new algorithm for approximate inference in probabilistic programs, based on a stochastic gradient for variational programs. This method is efficient without restrictions on the probabilistic program; it is particularly practical for distributions which are not analytically tractable, including highly struc…

2013-01-07abs ↗pdf ↗

Forward inference techniques such as sequential Monte Carlo and particle Markov chain Monte Carlo for probabilistic programming can be implemented in any programming language by creative use of standardized operating system functionality including processes, forking, mutexes, and shared memory. Exploiting this we have …

2014-03-03abs ↗pdf ↗

The paper extends calibration to sets of probabilistic classifiers, finding many ensembles are poorly calibrated.

problem Evaluating the validity of epistemic uncertainty in sets of probabilistic classifiers.
method Proposed a novel nonparametric calibration test for sets of probabilistic classifiers.
result Ensembles of deep neural networks are often not well calibrated.

D2PCCA integrates deep learning and probabilistic modeling for nonlinear dynamical systems.

problem Analyzing nonlinear dynamical systems with probabilistic understanding.
method Combines deep learning and probabilistic modeling, using KL annealing and normalizing flows.
result Captures latent dynamics in sequential datasets with improved convergence and flexibility.

MultiVerse uses importance sampling for efficient causal reasoning in probabilistic programming.

problem Efficient causal reasoning in probabilistic models, especially counterfactual inference.
method Native implementation of importance sampling in probabilistic programming, optimizing inference through query structure.
result Significant optimisation of inference process through careful design choices and query structure consideration.

PGBM creates probabilistic predictions efficiently.

problem Creating probabilistic predictions for large-scale data.
method Approximates leaf weights as random variables, learns moments via stochastic tree ensemble update equations.
result PGBM offers significant speedup and accuracy improvements over existing methods.

We develop a technique for generalising from data in which models are samplers represented as program text. We establish encouraging empirical results that suggest that Markov chain Monte Carlo probabilistic programming inference techniques coupled with higher-order probabilistic programming languages are now sufficien…

2014-07-09abs ↗pdf ↗

We introduce an approximate search algorithm for fast maximum a posteriori probability estimation in probabilistic programs, which we call Bayesian ascent Monte Carlo (BaMC). Probabilistic programs represent probabilistic models with varying number of mutually dependent finite, countable, and continuous random variable…

2015-04-26abs ↗pdf ↗

Probabilistic techniques are central to data analysis, but different approaches can be difficult to apply, combine, and compare. This paper introduces composable generative population models (CGPMs), a computational abstraction that extends directed graphical models and can be used to describe and compose a broad class…

2016-08-18abs ↗pdf ↗

Paper proposes a framework for probabilistic load forecasting by integrating point forecasts.

problem Short-term load forecasting for power systems energy management.
method Two-stage framework: first stage for point forecasting, second stage for probabilistic forecasting using feature integration.
result Numerical results show effectiveness of the proposed approach in hour-ahead load forecasting.

New probabilistic Newton-type algorithms for noisy optimization problems.

problem Noisy observations of cost functions and derivatives in nonlinear system identification.
method Probabilistic Gaussian process models and recent probabilistic line search routines.
result Probabilistic quasi-Newton approach delivers promising results on challenging problems.

Stan models are compiled to generative languages and extended with new features.

problem Lack of direct support for variational inference and deep models in Stan.
method Comprehensive compilation scheme to convert Stan models to generative languages, and extension of Stan with new features.
result NumPyro backend yields a 2.3x speedup compared to Stan in geometric mean over 26 benchmarks.

Proposes a method to reconcile count time series forecasts.

problem No formal framework for probabilistic reconciliation of count time series.
method Generalizes Bayes' rule for reconciling real-valued and count variables.
result Improves forecast accuracy for count variables compared to Gaussian reconciliation.