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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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87174260347 · Jun 202019922001200920182026
48 results for probabilistic weighting

This paper examines probabilistic sampling weighted by uncertainty in active learning.

problem Improving efficiency and effectiveness in active learning.
method Probabilistic sampling weighted by uncertainty, implemented in a single-pass streaming fashion.
result Using probabilistic weighting often benefits active learning, especially with biased initial labeled points.

Hybrid Bayesian neural networks use function uncertainty for probabilistic inference.

problem Uncertainty in neural network weights is hard to specify and interpret.
method Integrates probabilistic layers with standard deterministic layers for function uncertainty.
result Improves probabilistic inference by encoding function uncertainty.

Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a model's assumptions and reality. We propose a way to systematically detect and mitigate mism…

2016-06-13abs ↗pdf ↗

EASE estimator improves probabilistic value estimation efficiency.

problem Efficiently estimating probabilistic values like Shapley and semivalues.
method Developed an Efficiency-Aware Surrogate-adjusted Estimator (EASE) that minimizes first-order mean squared error.
result EASE consistently outperforms existing estimators for various probabilistic values.

Recent work used importance sampling ideas for better variational bounds on likelihoods. We clarify the applicability of these ideas to pure probabilistic inference, by showing the resulting Importance Weighted Variational Inference (IWVI) technique is an instance of augmented variational inference, thus identifying th…

2018-08-27abs ↗pdf ↗

Algorithm extracts deterministic PDFA from probabilistic models with improved performance.

problem Learning deterministic models from probabilistic ones with noise.
method Adapted L* algorithm for probabilistic settings, using conditional probabilities and local tolerance.
result Achieves better performance on WER and NDCG than spectral extraction of WFAs.

Method improves microbial biomass yield estimation from noisy data.

problem Estimating microbial biomass yields from noisy cell counts and substrate measurements.
method Probabilistic macrochemical modeling to relax cell weight assumptions and improve robustness.
result Model provides accurate uncertainty estimates of key parameters.

Efficiently combines probabilistic predictions using kernel embeddings.

problem Combining multiple probabilistic predictions to improve forecast accuracy.
method Embed predictions into RKHS, optimizes kernel-based scoring rules, finds efficient implementation.
result Generalised linear pool outperforms traditional linear pool in operational wind speed forecasts.

Guaranteed bounds for posterior inference in probabilistic programs.

problem Approximating the posterior distribution of probabilistic programs with provable correctness.
method Interval-based trace semantics, soundness and completeness proofs, weight-aware interval type system.
result Guaranteed bounds on the posterior distribution of probabilistic programs are computed and proven to be correct.

A new method for Bayesian neural networks using probabilistic backpropagation.

problem Approximating posterior distributions in Bayesian neural networks.
method Variational Expectation Propagation (VEP) with probabilistic backpropagation.
result Efficient algorithm for approximate integration over posterior distributions.

Low bit-width weights and activations are an effective way of combating the increasing need for both memory and compute power of Deep Neural Networks. In this work, we present a probabilistic training method for Neural Network with both binary weights and activations, called BLRNet. By embracing stochasticity during tr…

2018-09-10abs ↗pdf ↗

VAE enhances NMF for probabilistic non-negative matrix factorisation.

problem Non-negative matrix factorisation with probabilistic coefficients.
method Design a VAE network with non-negative weights and non-negative Weibull distribution.
result Effective probabilistic NMF for generating new data and linking latent and input variables.

A new LDA variant improves multi-label classification performance.

problem Improving multi-label classification performance.
method Saliency-based weights redefine between-class and within-class scatter matrices for multi-label classification.
result The proposed method leads to performance improvements in various multi-label classification problems.

Two new methods generate probabilistic forecasts of individual treatment effects.

problem Generating probabilistic forecasts of individual treatment effects for risk-aware decision-making.
method Proposes CCT and CMC meta-learners combining conformal predictive systems with analytic convolution or Monte Carlo sampling.
result Achieve probabilistically calibrated predictive distributions and performant continuous ranked probability scores.

ProBoost boosts probabilistic classifiers by focusing on uncertain samples.

problem Improving probabilistic classifiers through targeted learning.
method ProBoost uses epistemic uncertainty to select challenging samples, increasing their weight for subsequent learners.
result ProBoost significantly improves classifier performance, especially with few weak learners.

Optimizes pruning masks for neural networks using probabilistic fine-tuning and PAC-Bayes bounds.

problem Improving neural network performance through adaptive pruning of weights.
method Optimizes stochastic pruning masks by minimizing expected loss, considering data-adaptive regularization and feature alignment.
result Probabilistic fine-tuning leads to improved test error over baseline methods in neural networks.

We present a probabilistic framework for both (i) determining the initial settings of kernel adaptive filters (KAFs) and (ii) constructing fully-adaptive KAFs whereby in addition to weights and dictionaries, kernel parameters are learnt sequentially. This is achieved by formulating the estimator as a probabilistic mode…

2017-07-11abs ↗pdf ↗

Probabilistic NDVI forecasting from sparse satellite data.

problem Challenges in short-term NDVI forecasting due to sparse and irregular satellite data.
method Probabilistic forecasting framework using historical NDVI and meteorological observations, with temporal-distance weighted quantile loss and extreme-weather feature engineering.
result The proposed method outperforms baselines on pointwise and probabilistic evaluation metrics.

Neural networks (NN) have achieved state-of-the-art performance in various applications. Unfortunately in applications where training data is insufficient, they are often prone to overfitting. One effective way to alleviate this problem is to exploit the Bayesian approach by using Bayesian neural networks (BNN). Anothe…

2016-11-02abs ↗pdf ↗

Proposes a method to control model complexity in neural network optimization.

problem Reduces the computational cost of neural architecture search.
method Probabilistic model-based dynamic optimization with a penalty term to control model complexity.
result The proposed method controls model complexity while maintaining performance.

This paper introduces a probabilistic framework for k-shot image classification. The goal is to generalise from an initial large-scale classification task to a separate task comprising new classes and small numbers of examples. The new approach not only leverages the feature-based representation learned by a neural net…

2017-06-01abs ↗pdf ↗

New method improves forecast accuracy using CRPS for probabilistic predictions.

problem Improving forecast accuracy for probabilistic predictions, especially in the tails of distributions.
method Introduces a new weighting method for pointwise CRPS learning, optimizing across quantiles.
result Proposed fully adaptive Bernstein online aggregation (BOA) method for pointwise CRPS online learning has optimal convergence properties.

Bayesian neural networks use temperature adjustments to improve predictive performance.

problem Lack of theoretical generalization guarantees for Bayesian neural networks.
method Temperature adjustments to balance likelihood and prior regularization.
result Improved predictive performance through temperature adjustments.

Statistical relational frameworks such as Markov logic networks and probabilistic soft logic (PSL) encode model structure with weighted first-order logical clauses. Learning these clauses from data is referred to as structure learning. Structure learning alleviates the manual cost of specifying models. However, this be…

2018-07-03abs ↗pdf ↗

This work connects LLE, factor analysis, and probabilistic PCA through a stochastic perspective.

problem Exploring the theoretical connection between LLE, factor analysis, and probabilistic PCA.
method Solving the stochastic linear reconstruction of LLE using expectation maximization.
result LLE, factor analysis, and probabilistic PCA are shown to be connected through a stochastic perspective.

Randomized SINDy learns dynamic data structures using probabilistic methods.

problem Learning time-dependent data structures in dynamic systems.
method Sequential machine learning with a probabilistic approach, incorporating feature augmentation and Tikhonov regularization.
result Demonstrated effectiveness in regression and binary classification using real-world data.

New algorithm minimizes regret in multi-agent bandit problem with probabilistic communication.

problem Minimizing group regret in multi-agent multi-armed bandit problem with probabilistic communication.
method Proposes a new UCB-based algorithm for decentralized multi-agent multi-armed bandit problem on dd-regular graphs with probabilistic communication.
result The proposed algorithm outperforms state-of-the-art algorithms in minimizing group regret.

FDN improves probabilistic regressors' adaptability to distribution shifts.

problem Overconfidence in modern probabilistic regressors under distribution shift.
method FDN uses input-conditioned distributions over network weights, trained with a Monte Carlo beta-ELBO objective.
result FDN produces predictive mixtures whose dispersion adapts to the input, providing shift-aware uncertainty.

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.

Generative model uses random weighted support points for interpretable data sampling.

problem Creating diverse and interpretable sample sets from large datasets efficiently.
method Random weighted support points from Dirichlet process and Bayesian bootstrap.
result High-quality and diverse outputs at lower computational cost.

BBNN improves neural network accuracy and uncertainty quantification.

problem Overfitting and lack of interpretability in probabilistic neural networks.
method Boosted Bayesian Neural Networks (BBNN) using Boosting Variational Inference (BVI).
result BBNN achieves ~5% higher accuracy and superior uncertainty quantification.

Kernel quadrature improves CRPS estimation for probabilistic time-series forecasting.

problem Intractable integrations in CRPS evaluation metrics lead to improper rankings of forecasting models.
method Introduced kernel quadrature approach for unbiased CRPS estimation and scalable computation.
result Our approach consistently outperforms existing CRPS estimators.

Existing Bayesian treatments of neural networks are typically characterized by weak prior and approximate posterior distributions according to which all the weights are drawn independently. Here, we consider a richer prior distribution in which units in the network are represented by latent variables, and the weights b…

2018-10-01abs ↗pdf ↗

PIE-PINN estimates elastic properties from noisy, low-res displacement data.

problem Estimating heterogeneous elastic properties from low-resolution, noisy data.
method Probabilistic Physics-Informed Neural Network (PIE-PINN) framework combining B-spline and hierarchical scale model.
result Robust estimation of Young's modulus and Poisson's ratio from noisy, low-resolution displacement data.

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.