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.
We propose a new IRT model that directly factors test items without factor analysis.
The PARAFAC2 is a multimodal factor analysis model suitable for analyzing multi-way data when one of the modes has incomparable observation units, for example because of differences in signal sampling or batch sizes. A fully probabilistic treatment of the PARAFAC2 is desirable in order to improve robustness to noise an…
PGMax automates PGM inference on GPUs, improving quality and speed.
Automates model comparison in probabilistic programming.
This work connects LLE, factor analysis, and probabilistic PCA through a stochastic perspective.
Dynamic probabilistic forecasts guide optimal decisions in uncertain processes.
Tensor-networks enhance probabilistic modeling in physics and machine learning.
Survey of factor analysis, PCA, variational inference, and VAE.
Probabilistic Temporal Tensor Factorization (PTTF) is an effective algorithm to model the temporal tensor data. It leverages a time constraint to capture the evolving properties of tensor data. Nowadays the exploding dataset demands a large scale PTTF analysis, and a parallel solution is critical to accommodate the tre…
Many data-driven approaches exist to extract neural representations of functional magnetic resonance imaging (fMRI) data, but most of them lack a proper probabilistic formulation. We propose a group level scalable probabilistic sparse factor analysis (psFA) allowing spatially sparse maps, component pruning using automa…
Hearing Aid (HA) algorithms need to be tuned ("fitted") to match the impairment of each specific patient. The lack of a fundamental HA fitting theory is a strong contributing factor to an unsatisfying sound experience for about 20% of hearing aid patients. This paper proposes a probabilistic modeling approach to the de…
PRISM identifies simplex vertices from noisy data.
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…
New probabilistic model for semi-nonnegative matrix factorization using Skellam distribution.
Proposes a new Gaussian factor for probabilistic inference with degenerate settings.
Bayesian tensor factorization approximates a complex tree model.
A new probabilistic BTD method for tensor data.
This project compares MCMC and VI for Bayesian PMF on MovieLens.
Paper extends quantile factor analysis with probabilistic methods for better economic policy and financial condition prediction.
Bayesian Temporal Factorization predicts multidimensional time series with missing data.
NTFA models participant and stimulus variations in fMRI data.
HeMPPCAT improves PCA for data with varying noise.
Hybrid approach improves probabilistic forecasts for electricity trading.
New algorithm for robust Boolean matrix factorization handles noise and missing data.
Cross-domain recommendation has been proposed to transfer user behavior pattern by pooling together the rating data from multiple domains to alleviate the sparsity problem appearing in single rating domains. However, previous models only assume that multiple domains share a latent common rating pattern based on the use…
New method enforces encoder sparsity in HPF for more interpretable feature selection.
We consider the probabilistic analogue to neural network matrix factorization (Dziugaite & Roy, 2015), which we construct with Bayesian neural networks and fit with variational inference. We find that a linear model fit with variational inference can attain equivalent predictive performance to the regular neural networ…
SPIDER uses deep neural networks for streaming tensor factorization.
We introduce Dimple, a fully open-source API for probabilistic modeling. Dimple allows the user to specify probabilistic models in the form of graphical models, Bayesian networks, or factor graphs, and performs inference (by automatically deriving an inference engine from a variety of algorithms) on the model. Dimple a…
The paper proposes methods for predicting missing values in mixed data matrices.
This paper aims at the problem of link pattern prediction in collections of objects connected by multiple relation types, where each type may play a distinct role. While common link analysis models are limited to single-type link prediction, we attempt here to capture the correlations among different relation types and…
PSMF factorizes time-varying datasets into a dictionary and time-varying coefficients.
Unified approach to path planning using probabilistic inference on factor graphs.
We propose a framework for the derivation and evaluation of distributed iterative algorithms for receiver cooperation in interference-limited wireless systems. Our approach views the processing within and collaboration between receivers as the solution to an inference problem in the probabilistic model of the whole sys…
Develops probabilistic models for gene regulatory network inference.
Latent variable models can be used to probabilistically "fill-in" missing data entries. The variational autoencoder architecture (Kingma and Welling, 2014; Rezende et al., 2014) includes a "recognition" or "encoder" network that infers the latent variables given the data variables. However, it is not clear how to handl…
In a very high-dimensional vector space, two randomly-chosen vectors are almost orthogonal with high probability. Starting from this observation, we develop a statistical factor model, the random factor model, in which factors are chosen at random based on the random projection method. Randomness of factors has the con…
We consider probabilistic PCA and related factor models from a Bayesian perspective. These models are in general not identifiable as the likelihood has a rotational symmetry. This gives rise to complicated posterior distributions with continuous subspaces of equal density and thus hinders efficiency of inference as wel…
FGNN generalizes graph neural networks to capture higher-order dependencies.
Matrix factorization (MF) has become a common approach to collaborative filtering, due to ease of implementation and scalability to large data sets. Two existing drawbacks of the basic model is that it does not incorporate side information on either users or items, and assumes a common variance for all users. We extend…
Probabilistic approaches for tensor factorization aim to extract meaningful structure from incomplete data by postulating low rank constraints. Recently, variational Bayesian (VB) inference techniques have successfully been applied to large scale models. This paper presents full Bayesian inference via VB on both single…
Proposes iVDFM for identifying latent factors in multivariate time series.
Instead of requiring a domain expert to specify the probabilistic dependencies of the data, in this work we present an approach that uses the relational DB schema to automatically construct a Bayesian graphical model for a database. This resulting model contains customized distributions for columns, latent variables th…
HPPCA improves imputation of longitudinal data with missing values.
The dissertation investigates the application of Probabilistic Graphical Models (PGMs) in forecasting the price of Crude Oil. This research is important because crude oil plays a very pivotal role in the global economy hence is a very critical macroeconomic indicator of the industrial growth. Given the vast amount of m…
Connectivity estimation is challenging in the context of high-dimensional data. A useful preprocessing step is to group variables into clusters, however, it is not always clear how to do so from the perspective of connectivity estimation. Another practical challenge is that we may have data from multiple related classe…
In this paper, we measure systematic risk with a new nonparametric factor model, the neural network factor model. The suitable factors for systematic risk can be naturally found by inserting daily returns on a wide range of assets into the bottleneck network. The network-based model does not stick to a probabilistic st…
A new beta-VAE based regression model accelerates oilfield optimization studies.