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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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2.0%4.1%6.1%8.1% · May 202619922001200920172026
48 results for probabilistic coupling

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 ↗

Proposes CVRCF for streaming recommender systems combining deep learning and probabilistic models.

problem Streaming recommendation problem with dynamic data and complexity.
method Coupled Variational Recurrent Collaborative Filtering (CVRCF) framework integrating stochastic processes and deep factorization models.
result Favorable performance in temporal dependency modeling and predictive accuracy compared to state-of-the-art methods.

MPF method improves parameter estimation in probabilistic models.

problem Difficulty in fitting probabilistic models due to intractable partition function.
method Minimum Probability Flow (MPF) method for parameter estimation.
result MPF outperforms existing techniques in convergence time and accuracy.

We provide a probabilistic approach to studying minimal surfaces in three-dimensional Euclidean space. Following a discussion of the basic relationship between Brownian motion on a surface and minimality of the surface, we introduce a way of coupling Brownian motions on two minimal surfaces. This coupling is then used …

2008-05-05abs ↗pdf ↗

In this paper, we present a local information theoretic approach to explicitly learn probabilistic clustering of a discrete random variable. Our formulation yields a convex maximization problem for which it is NP-hard to find the global optimum. In order to algorithmically solve this optimization problem, we propose tw…

2018-10-10abs ↗pdf ↗

This paper introduces a novel recurrent model for music composition that is tailored to the structure of polyphonic music. We propose an efficient new conditional probabilistic factorization of musical scores, viewing a score as a collection of concurrent, coupled sequences: i.e. voices. To model the conditional distri…

2018-11-20abs ↗pdf ↗

Unified framework for Brownian motion distances on specific geometric manifolds.

problem Understanding Brownian motion distances on radially isoparametric manifolds.
method Developed a geometric framework and derived drift-window inequalities.
result Unified framework for coadapted Brownian couplings on RIM.

Develop a framework for barycentric projections of optimal transport plans on Riemannian manifolds.

problem Optimal transport couplings are probabilistic objects, while many learning pipelines require deterministic maps.
method Develop a framework for barycentric projections of transport couplings on Riemannian manifolds.
result The intrinsic projection maps each source point to the conditional Fréchet mean of its destination law and is shown to be the best deterministic representative under squared geodesic loss.

C2^2VAE learns disentangled and coupled representations without prior knowledge.

problem Learning disentangled and coupled representations in latent space.
method Introduces C2^2VAE, a self-supervised VAE that factorizes posterior and uses Gaussian copula for dependencies.
result Demonstrates strong effect in enhancing disentangled representation learning.

MIM-Reasoner learns seed users for maximizing influence in multiplex networks.

problem Maximizing influence in multiplex networks with multiple layers of social interactions.
method Combining reinforcement learning with probabilistic graphical models.
result Established a theoretical guarantee for MIM-Reasoner's performance.

Rényi Neural Processes replace KL divergence with Rényi divergence to improve NP performance.

problem Parameterization coupling in Neural Processes leads to prior misspecification.
method Propose Rényi Neural Processes (RNP) by replacing KL divergence with Rényi divergence.
result Significant performance improvements in real-world problems, including better log-likelihoods.

Probabilistic programming languages can simplify the development of machine learning techniques, but only if inference is sufficiently scalable. Unfortunately, Bayesian parameter estimation for highly coupled models such as regressions and state-space models still scales poorly; each MCMC transition takes linear time i…

2014-11-06abs ↗pdf ↗

Etalumis bridges scientific simulators and probabilistic programming.

problem Infeasibility of rewriting scientific simulators for Bayesian inference.
method Cross-platform probabilistic execution protocol, MCMC and IC engines, distributed training of 3DCNN-LSTM.
result Achieved largest-scale posterior inference in a Turing-complete PPL for LHC use-case.

Metabolic flux balance analyses are a standard tool in analysing metabolic reaction rates compatible with measurements, steady-state and the metabolic reaction network stoichiometry. Flux analysis methods commonly place unrealistic assumptions on fluxes due to the convenience of formulating the problem as a linear prog…

2018-04-18abs ↗pdf ↗

Researchers analyze inverse optimal transport, deriving theoretical and empirical insights.

problem Understanding the inverse problem of inferring cost matrices from optimal couplings.
method Formalized and analyzed using entropy-regularized optimal transport, with theoretical and empirical contributions.
result Characterization of the manifold of cross-ratio equivalent costs and derivation of an MCMC sampler.

DiffObs predicts global precipitation with realistic wave modes and low frequency variations.

problem Predicting global precipitation evolution using satellite observations.
method Autoregressive generative diffusion model trained on satellite data.
result Model generates realistic wave modes and low frequency variations, validating its potential for climate prediction.

Study introduces a probabilistic framework for air-sea fluxes using neural networks.

problem Accurately quantifying air-sea fluxes for understanding interactions and improving weather/climate models.
method Gaussian distributions conditioned on input variables, artificial neural networks, eddy-covariance data, minimizing negative log-likelihood loss.
result Trained neural networks provide alternative mean flux estimates and quantify uncertainty.

EMFs combine deep learning and probabilistic models for better density estimation.

problem Combining domain-specific knowledge with general-purpose deep learning.
method Alternating transformations with structured layers that embed domain-specific inductive biases.
result EMFs induce desirable properties like multimodality and hierarchical coupling.

Paper proposes a multi-modal probabilistic prediction model for interactive behavior.

problem Predicting future motions of interacting entities in real-world scenarios.
method Generative model for joint prediction of sequential motions of interacting agents.
result Interpretable model capable of handling prediction uncertainties and multi-modal distributions.

Paper optimizes material microstructures with limited data using probabilistic methods.

problem Optimizing material properties with uncertain process-structure-property links.
method Flexible probabilistic formulation, data-driven surrogate, active learning.
result Significant improvement in accuracy with small training data.

Generative AI improves surrogate models by blending LF and HF data.

problem Data scarcity between high-fidelity and low-fidelity simulations.
method Probabilistic multi-fidelity surrogate framework using generative transfer learning.
result The model achieves HF accuracy with fewer HF evaluations.

Quantum mechanics is inherently probabilistic in light of Born's rule. Using quantum circuits as probabilistic generative models for classical data exploits their superior expressibility and efficient direct sampling ability. However, training of quantum circuits can be more challenging compared to classical neural net…

2018-08-10abs ↗pdf ↗

The study uses Gaussian Processes with Tweedie likelihood for forecasting intermittent time series.

problem Forecasting intermittent time series with high accuracy and flexibility.
method The approach combines Gaussian Processes with two forecast distributions: negative binomial and Tweedie.
result TweedieGP provides better probabilistic forecasts, especially for high quantiles.

Normalizing flows are shown to be equivalent to Bayesian networks, revealing new insights.

problem Understanding the limitations and capabilities of normalizing flows.
method Revisiting normalizing flows as probabilistic graphical models and analyzing their structure.
result Normalizing flows can be reduced to Bayesian networks, revealing new insights into their structure and capabilities.

DYffusion improves diffusion models for spatiotemporal forecasting.

problem Challenges in generating stable and accurate forecasts for dynamic data.
method Leverages temporal dynamics in data, directly coupling it with diffusion steps.
result Improves computational efficiency and performs competitively on complex dynamics.

We construct a path integral based on the coupling of the Liouville action and the Mabuchi K-energy on a one-dimensional complex manifold. To the best of our knowledge this is the first rigorous construction of such an object and this is done by means of probabilistic tools. Both functionals play an important role resp…

2018-07-04abs ↗pdf ↗

Novel filtering method for high-dimensional chaotic systems.

problem Filtering in high-dimensional non-Gaussian models with chaotic dynamics and sparse observations.
method Transportation of measures, convex optimization, probabilistic graphical models, nonlinear couplings.
result State-of-the-art tracking performance on chaotic systems like Lorenz-96 model.

New analysis shows how cross-entropy training shapes attention in transformers.

problem Understanding how gradient-based learning creates the required internal geometry in transformers.
method Developed a first-order analysis of cross-entropy training effects on attention scores and values in a transformer attention head.
result Introduced an advantage-based routing law and responsibility-weighted update for attention scores and values, respectively.

Unified framework for information-theoretic bounds on learning algorithms.

problem Deriving generalization bounds for learning algorithms.
method Probabilistic decorrelation lemma, symmetrization, couplings, chaining, Young's inequality.
result New upper bounds on generalization error in expectation and high probability.

We use probabilistic methods to characterise time dependent optimal stopping boundaries in a problem of multiple optimal stopping on a finite time horizon. Motivated by financial applications we consider a payoff of immediate stopping of "put" type and the underlying dynamics follows a geometric Brownian motion. The op…

2014-07-25abs ↗pdf ↗

Probabilistic models can be defined by an energy function, where the probability of each state is proportional to the exponential of the state's negative energy. This paper considers a generalization of energy-based models in which the probability of a state is proportional to an arbitrary positive, strictly decreasing…

2016-05-24abs ↗pdf ↗