Kernel Bayesian inference is a principled approach to nonparametric inference in probabilistic graphical models, where probabilistic relationships between variables are learned from data in a nonparametric manner. Various algorithms of kernel Bayesian inference have been developed by combining kernelized basic probabil…
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.
Trend · papers per month
Framework uses probabilistic programming for physics simulation in games.
A new Bayesian MBRL method improves performance in robotics tasks.
Proposes H-UCRL for efficient model-based RL with sublinear regret.
Proposes a method to control model complexity in neural network optimization.
This paper tackles distribution shift in model-based offline RL, proposing a shifts-aware reward method.
Deep reinforcement learning controls drones without model knowledge.
Simple model-based reinforcement learning outperforms model-free methods in complex tasks.
This work combines recurrent models with diffusion for probabilistic time series forecasting.
Queuing model predicts truck parking occupancy.
Model-based reinforcement learning (RL) algorithms can attain excellent sample efficiency, but often lag behind the best model-free algorithms in terms of asymptotic performance. This is especially true with high-capacity parametric function approximators, such as deep networks. In this paper, we study how to bridge th…
We present a new model-based integrative method for clustering objects given both vectorial data, which describes the feature of each object, and network data, which indicates the similarity of connected objects. The proposed general model is able to cluster the two types of data simultaneously within one integrative p…
Study introduces TeMoP model for better stock market predictions.
We introduce a unified probabilistic framework for solving sequential decision making problems ranging from Bayesian optimisation to contextual bandits and reinforcement learning. This is accomplished by a probabilistic model-based approach that explains observed data while capturing predictive uncertainty during the d…
Paper proposes a new method for probabilistic electricity price forecasting.
We investigate learning of the differential geometric structure of a data manifold embedded in a high-dimensional Euclidean space. We first analyze kernel-based algorithms and show that under the usual regularizations, non-probabilistic methods cannot recover the differential geometric structure, but instead find mostl…
Semantic inpainting is the task of inferring missing pixels in an image given surrounding pixels and high level image semantics. Most semantic inpainting algorithms are deterministic: given an image with missing regions, a single inpainted image is generated. However, there are often several plausible inpaintings for a…
Evolutionary clustering aims at capturing the temporal evolution of clusters. This issue is particularly important in the context of social media data that are naturally temporally driven. In this paper, we propose a new probabilistic model-based evolutionary clustering technique. The Temporal Multinomial Mixture (TMM)…
Previously, the exploding gradient problem has been explained to be central in deep learning and model-based reinforcement learning, because it causes numerical issues and instability in optimization. Our experiments in model-based reinforcement learning imply that the problem is not just a numerical issue, but it may …
VMBPO optimizes model and policy jointly using variational lower-bound.
Hybrid model combines continuous and tractable probabilistic models.
We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in probabilistic inference is numerical integration, to average over ensembles of models or unk…
Proposes DGCN with trajectory sampling for data-efficient policy search in MBRL.
clusterBMA combines clustering results from multiple models using Bayesian model averaging.
New method optimizes MRI sampling patterns for faster scans.
PALM learns abstract models for efficient planning and task transfer.
A new algebra for probabilistic programming improves tail behavior accuracy.
Probabilistic graphical models are a central tool in AI; however, they are generally not as expressive as deep neural models, and inference is notoriously hard and slow. In contrast, deep probabilistic models such as sum-product networks (SPNs) capture joint distributions in a tractable fashion, but still lack the expr…
Models for predicting aircraft motion are an important component of modern aeronautical systems. These models help aircraft plan collision avoidance maneuvers and help conduct offline performance and safety analyses. In this article, we develop a method for learning a probabilistic generative model of aircraft motion i…
We present a convex approach to probabilistic segmentation and modeling of time series data. Our approach builds upon recent advances in multivariate total variation regularization, and seeks to learn a separate set of parameters for the distribution over the observations at each time point, but with an additional pena…
End-to-end approach for weak supervision improves downstream model performance.
Proposes an accuracy-preserving calibration method for DNNs.
SpecGrad improves neural vocoder sound quality by adapting diffusion noise to log-mel spectrogram.
We propose a nonparametric Bayesian probabilistic latent variable model for multi-view anomaly detection, which is the task of finding instances that have inconsistent views. With the proposed model, all views of a non-anomalous instance are assumed to be generated from a single latent vector. On the other hand, an ano…
This book is a graduate-level introduction to probabilistic programming. It not only provides a thorough background for anyone wishing to use a probabilistic programming system, but also introduces the techniques needed to design and build these systems. It is aimed at people who have an undergraduate-level understandi…
Asynchronous method for hyperparameter and neural architecture search.
We propose a single neural probabilistic model based on variational autoencoder that can be conditioned on an arbitrary subset of observed features and then sample the remaining features in "one shot". The features may be both real-valued and categorical. Training of the model is performed by stochastic variational Bay…
Study improves seasonal forecasts using deep learning.
Recent advances in analysis of subband amplitude envelopes of natural sounds have resulted in convincing synthesis, showing subband amplitudes to be a crucial component of perception. Probabilistic latent variable analysis is particularly revealing, but existing approaches don't incorporate prior knowledge about the ph…
Deep models predict intraday electricity prices accurately.
In this paper, we propose a model-based clustering method (TVClust) that robustly incorporates noisy side information as soft-constraints and aims to seek a consensus between side information and the observed data. Our method is based on a nonparametric Bayesian hierarchical model that combines the probabilistic model …
Unified framework for learning flexible probabilistic programs using DPP and PAC-Bayes bounds.
Proposes a novel classifier for probabilistic record linkage.
Stochastic gradient methods enable learning probabilistic models from large amounts of data. While large step-sizes (learning rates) have shown to be best for least-squares (e.g., Gaussian noise) once combined with parameter averaging, these are not leading to convergent algorithms in general. In this paper, we conside…
A new probabilistic framework for optimal transport using collective graphical models.
SAMBA improves safe reinforcement learning with active exploration metrics.
BOMS enhances offline MBRL by improving model selection with Bayesian optimization.
The mixture models have become widely used in clustering, given its probabilistic framework in which its based, however, for modern databases that are characterized by their large size, these models behave disappointingly in setting out the model, making essential the selection of relevant variables for this type of cl…