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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.

169,181 papers · 148 categories

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3979118157 · Jun 202019922001200920182026
48 results for propagator likelihood

Improves hyperparameter learning in GP models with non-conjugate likelihoods.

problem Hyperparameter learning entangled with approximate inference in GP models.
method Hybrid training procedure combining VI for inference and EP-like marginal likelihood approximation for hyperparameter learning.
result Empirically demonstrates the effectiveness of the proposed training procedure across various data sets.

Combines VI and EP for better Gaussian process hyperparameter learning.

problem Improving hyperparameter learning in Gaussian processes for better performance.
method Hybrid training procedure combining Variational Inference (VI) for posterior inference and Expectation Propagation (EP) for hyperparameter learning.
result The hybrid training procedure provides a better learning objective and generalizes better than using only VI or EP.

A new method improves fitting neural data with spiking network models.

problem Fitting spiking network models to neural activity does not produce realistic data.
method Augment log-likelihood with dissimilarity terms measured by summary statistics and optimized via back-propagation.
result The new method generates more realistic neural activity statistics and improves network connectivity inference.

The study examines how side information quality and quantity affect community recovery in graphs.

problem Recovering a hidden community of size K=o(n)K=o(n) in a graph of size nn.
method Maximum likelihood detection and belief propagation are used to calculate necessary and sufficient conditions for exact and weak recovery. A local voting procedure is also designed and analyzed.
result Tight necessary and sufficient conditions for exact and weak recovery are derived, showing how side information needs to evolve with nn to improve recovery thresholds.

Improved WBP decoding with simple scaling and SNR adaptation.

problem Efficiently decoding weighted Tanner graphs with reduced complexity.
method Simple-scaling models with machine learning for edge weights, and parameter adapter networks.
result Simple scaling with few parameters can achieve near-maximum-likelihood performance.

Efficient GP models with non-Gaussian likelihoods using state space methods.

problem Modeling non-Gaussian likelihoods in Gaussian Process (GP) regression.
method State space formulation for efficient GP models, combining LA, VB, ADF, and EP schemes.
result Efficient inference methods for non-Gaussian likelihoods in GP models.

Many models of interest in the natural and social sciences have no closed-form likelihood function, which means that they cannot be treated using the usual techniques of statistical inference. In the case where such models can be efficiently simulated, Bayesian inference is still possible thanks to the Approximate Baye…

2011-07-29abs ↗pdf ↗

Variational methods have been recently considered for scaling the training process of Gaussian process classifiers to large datasets. As an alternative, we describe here how to train these classifiers efficiently using expectation propagation. The proposed method allows for handling datasets with millions of data insta…

2015-07-16abs ↗pdf ↗

BBPL uses block updates to learn Markov random fields without full inference.

problem Training Markov random fields requires inference over all variables, scaling with model size.
method Block-coordinate updates of approximate marginals to compute approximate gradients.
result BBPL converges to the same solution as full inference, despite approximations.

New algorithm for Gaussian process classification using posterior linearisation.

problem Improving Gaussian process classification performance.
method Posterior linearisation to approximate posterior density iteratively, accounting for linearisation error.
result PL has better performance than EP in experimental data.

New method improves neural network robustness with brain-like learning.

problem Traditional methods struggle with robustness in adversarial attacks.
method Generalized likelihood ratio method with brain-like learning mechanisms.
result Significant improvement in robustness of neural networks.

Restricted Boltzmann machines~(RBMs) and conditional RBMs~(CRBMs) are popular models for a wide range of applications. In previous work, learning on such models has been dominated by contrastive divergence~(CD) and its variants. Belief propagation~(BP) algorithms are believed to be slow for structured prediction on con…

2017-03-02abs ↗pdf ↗

Flowification enriches neural networks with an inverse pass and likelihood monitoring.

problem Neural networks lack an inverse pass and likelihood monitoring, limiting their generative capabilities.
method Introduce flowification, enriching neural networks with a stochastic inverse pass and likelihood monitoring.
result Certain neural network architectures can be enriched to fall under the generalized notion of a normalizing flow.

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.

Smooth generative model of shapes with uncertainty from silhouette images.

problem Challenges in modeling shapes represented as silhouette images due to intractable posteriors.
method Gaussian Process Deep Belief Networks (GPDBN) that learn from small data and propagate uncertainty.
result Proposed model provides favorable results compared to state-of-the-art models.

We present a global optimization algorithm for clustering data given the ratio of likelihoods that each pair of data points is in the same cluster or in different clusters. To define a clustering solution in terms of pairwise relationships, a necessary and sufficient condition is that belonging to the same cluster sati…

2015-06-09abs ↗pdf ↗

This work improves neural network robustness to symbol substitutions using formal verification.

problem Neural networks' vulnerability to adversarial attacks, especially under discrete text perturbations.
method Formal verification using Interval Bound Propagation on a simplex model of input perturbations.
result Models show improved verified accuracy under perturbations with formal guarantees.

A fast method approximates likelihood scores for noisy linear inverse problems.

problem Solving noisy linear inverse problems efficiently.
method Proposes a simple closed-form approximation to the likelihood score for diffusion and flow-based models.
result Significantly faster than baseline methods while maintaining competitive or better reconstruction performances.

Paper improves spectral learning of HMMs to avoid local optima and improve robustness.

problem Spectral learning of HMMs can get stuck in local optima and degrade due to unchecked error propagation.
method Developed a novel algorithm (PSHMM) and online learning variants to mitigate error propagation and nonstationarity.
result PSHMM provides more robust estimation and forecasting compared to SHMM and B-W algorithm.

Proposes a method to adapt DNNs to drift in data distribution.

problem Adapting to out-of-distribution data and shifting objectives.
method Bayesian Inference, Variational Density Propagation, Evidence Lower Bound (ELBO), Minimum Description Length (MDL) Principle.
result Minimizes catastrophic forgetting by approximating MDL principle.

Improved model-based estimation through tempered Bayes filter.

problem Improving predictive accuracy in partially-observable stochastic systems.
method Developed tempered Bayes filter combining likelihood and full posterior tempering.
result Tempered Bayes filter achieves improved predictive performance over the Bayes filter baseline.

EP algorithm for efficient feature selection in binary classification.

problem Sparse feature selection in binary classification.
method Statistical mechanics inspired expectation propagation (EP) on a diluted Bayesian classifier.
result EP is a robust and competitive algorithm in terms of variable selection, estimation accuracy, and computational complexity.

New method uses machine learning to estimate sensitivity without binning.

problem Estimating sensitivity of high-dimensional data sets without binning.
method Combines machine-learning classification with likelihood-based inference tests using Kernel Density Estimators.
result Significance estimation is not sensitive to non-smooth probability distributions.

This paper introduces the Markov-Switching Multifractal Duration (MSMD) model by adapting the MSM stochastic volatility model of Calvet and Fisher (2004) to the duration setting. Although the MSMD process is exponential ββ-mixing as we show in the paper, it is capable of generating highly persistent autocorrelation. W…

2012-08-15abs ↗pdf ↗

This paper presents a fast Bayesian filtering technique for state estimation.

problem Bottleneck in Bayesian inference for state estimation from noisy sensor data.
method Processor-native uncertainty tracking for uncertainty propagation and inference.
result Deterministic approximate filtering with up to 805x speedup and competitive accuracy.

Improved susceptibility propagation for Markov random fields using diagonal matching.

problem Approximate computation of Markov random fields with robustness across network structures.
method Combines belief propagation and linear response method with diagonal matching for inverse Ising problems.
result Proposed method reduces to standard susceptibility propagation and Thouless-Anderson-Palmer equation in specific cases.

A new method for Bayesian neural networks improves prediction uncertainty.

problem Estimating uncertainty in neural network predictions.
method Adversarial α-divergence minimization for approximate Bayesian inference.
result The method often gives better performance in terms of test log-likelihood and squared error in regression problems.

Proposes a new method for learning MRFs without sampling.

problem Learning deep undirected graphical models (MRFs) efficiently.
method Optimizes a saddle-point objective derived from the Bethe free energy approximation, using trained inference networks to amortize the optimization.
result The method compares favorably with loopy belief propagation and achieves better held-out log likelihood.