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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.

168,742 papers · 148 categories

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3570105140 · Jun 202019922001200920172026
48 results for pseudolikelihood maximization

One of the biggest challenges in the field of biomedical imaging is the comprehension and the exploitation of the photon scattering through disordered media. Many studies have pursued the solution to this puzzle, achieving light-focusing control or reconstructing images in complex media. In the present work, we investi…

2019-03-13abs ↗pdf ↗

Maximum pseudolikelihood method has been among the most important methods for learning parameters of statistical physics models, such as Ising models. In this paper, we study how pseudolikelihood can be derived for learning parameters of a mixture of Ising models. The performance of the proposed approach is demonstrate…

2015-06-08abs ↗pdf ↗

I propose a variational approach to maximum pseudolikelihood inference of the Ising model. The variational algorithm is more computationally efficient, and does a better job predicting out-of-sample correlations than L2L_2 regularized maximum pseudolikelihood inference as well as mean field and isolated spin pair appro…

2014-09-24abs ↗pdf ↗

Linear problems appear in a variety of disciplines and their application for the transmission matrix recovery is one of the most stimulating challenges in biomedical imaging. Its knowledge turns any random media into an optical tool that can focus or transmit an image through disorder. Here, converting an input-output …

2019-01-15abs ↗pdf ↗

Study investigates learning performance in inverse Ising problems with sparse teacher couplings.

problem Learning performance in inverse Ising problems with sparse teacher couplings.
method Pseudolikelihood maximization method, replica and cavity methods from statistical mechanics.
result Perfect inference of teacher's couplings is possible in the thermodynamic limit for certain conditions.

Two methods improve tensor recovery in Ising models, revealing gene interactions.

problem Improving tensor recovery in Ising models for complex data structures.
method Pseudolikelihood and interaction screening approaches for tensor learning.
result Both methods achieve tensor recovery with sample size logarithmic in nodes, exponential in strength and degree.

We consider a problem of data integration. Consider determining which genes affect a disease. The genes, which we call predictor objects, can be measured in different experiments on the same individual. We address the question of finding which genes are predictors of disease by any of the experiments. Our formulation i…

2016-10-03abs ↗pdf ↗

We consider the high-dimensional heteroscedastic regression model, where the mean and the log variance are modeled as a linear combination of input variables. Existing literature on high-dimensional linear regres- sion models has largely ignored non-constant error variances, even though they commonly occur in a variety…

2012-05-21abs ↗pdf ↗

We introduce a new method for training deep Boltzmann machines jointly. Prior methods of training DBMs require an initial learning pass that trains the model greedily, one layer at a time, or do not perform well on classification tasks. In our approach, we train all layers of the DBM simultaneously, using a novel train…

2013-01-16abs ↗pdf ↗

Estimates inverse temperature of Ising models with a single sample.

problem Estimating inverse temperature in truncated Ising models with hard constraints.
method Maximizing pseudolikelihood to estimate the inverse temperature.
result An estimator that is nearly O(n)O(n) time and O(Δ3/n)O(Δ^3/\sqrt{n})-consistent.

Due to the intractable partition function, the exact likelihood function for a Markov random field (MRF), in many situations, can only be approximated. Major approximation approaches include pseudolikelihood and Laplace approximation. In this paper, we propose a novel way of approximating the likelihood function throug…

2018-03-27abs ↗pdf ↗

Curating labeled training data has become the primary bottleneck in machine learning. Recent frameworks address this bottleneck with generative models to synthesize labels at scale from weak supervision sources. The generative model's dependency structure directly affects the quality of the estimated labels, but select…

2017-03-02abs ↗pdf ↗

Kernel methods are one of the mainstays of machine learning, but the problem of kernel learning remains challenging, with only a few heuristics and very little theory. This is of particular importance in methods based on estimation of kernel mean embeddings of probability measures. For characteristic kernels, which inc…

2016-03-07abs ↗pdf ↗

New method identifies network structure without regularization for sparse teacher couplings.

problem Identifying network structure in inverse Ising problems with model mismatch.
method Ridge linear regression with two-stage estimator.
result Perfect identification of network structure possible without regularization for sparse teacher couplings.

For many large undirected models that arise in real-world applications, exact maximumlikelihood training is intractable, because it requires computing marginal distributions of the model. Conditional training is even more difficult, because the partition function depends not only on the parameters, but also on the obse…

2012-07-04abs ↗pdf ↗

PPL improves on Takacs-Fiksel estimation for Gibbs models.

problem Improving point process estimation methods.
method PPL uses cross-validation and a specific loss function to estimate parameters.
result PPL with specific loss functions and hyperparameters outperforms Takacs-Fiksel estimation in mean square error.

Score matching efficiency tied to distribution isoperimetric properties.

problem Understanding when score matching is as efficient as maximum likelihood.
method Connecting score matching efficiency to isoperimetric constants of distributions.
result Score matching is statistically efficient when the distribution has a small isoperimetric constant.

Reinforcement learning agents are prone to undesired behaviors due to reward mis-specification. Finding a set of reward functions to properly guide agent behaviors is particularly challenging in multi-agent scenarios. Inverse reinforcement learning provides a framework to automatically acquire suitable reward functions…

2019-07-30abs ↗pdf ↗

Trans-Ising combines auxiliary datasets to estimate high-dimensional Ising models.

problem Limited target sample sizes and difficulty in using auxiliary binary datasets of unknown relevance.
method Trans-Ising uses a loss-based source screening rule and a two-stage estimation procedure.
result Trans-Ising achieves lower estimation errors than target-only estimation and naive data pooling.

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 ↗

FAST-DAD distills complex ensemble models into faster, more accurate individual models.

problem Deploying complex AutoML ensemble predictors on tabular data is slow, large, and opaque.
method Data augmentation strategy based on Gibbs sampling from a self-attention pseudolikelihood estimator.
result FAST-DAD distillation produces significantly better individual models than standard training.

Estimates complex dependency structures in multi-omics data.

problem Graphical model estimation from multi-omics data with scalability and consistency.
method Pseudolikelihood-based graphical model framework with 1\ell_1-penalized empirical risk.
result Estimates partial correlation network from dual-omic liver cancer data.

The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are independent is, however, too strong. In many applications, these responses are collec…

2019-05-08abs ↗pdf ↗

Study finds Hilbert square of real surfaces can be maximal even when the surface has disconnected real locus.

problem Exploring conditions for maximality of Hilbert square of real surfaces.
method Analyzing Hilbert square of maximal real surfaces and examining specific examples.
result Hilbert square can be maximal even for surfaces with disconnected real locus.

Study examines maximal domains of radial harmonic functions across different curvature types.

problem Understanding maximal domains of radial harmonic functions in various curvature settings.
method Analysis of harmonic spaces with positive, zero, and negative curvature.
result Characterization of maximal domains for radial harmonic functions in different curvature contexts.

We shall investigate maximal surfaces in Minkowski 3-space with singularities. Although the plane is the only complete maximal surface without singular points, there are many other complete maximal surfaces with singularities and we show that they satisfy an Osserman-type inequality.

2003-07-23abs ↗pdf ↗

The paper explores reflection principles for lightlike line segments on maximal surfaces.

problem Reflection property does not hold for lightlike line segments on maximal surfaces.
method Analyzes reflection properties for lightlike line segments connecting shrinking singularities.
result Shows a kind of reflection principle for lightlike line segments on maximal surfaces.

The study finds that maximizing median returns is the only viable strategy in portfolio selection.

problem Difficulties in studying optimal portfolio strategies due to discontinuity and time inconsistency in maximizing median and quantile returns.
method Used intra-personal equilibrium approach to analyze portfolio selection under median and quantile maximization.
result Median maximization is the only viable strategy, with no investment in risky assets for other quantiles.

Study of large group actions on surfaces, focusing on Hurwitz and handlebody groups.

problem Characterizing and understanding group actions on surfaces, especially maximal handlebody and Hurwitz groups.
method Analyzing various group actions, comparing Hurwitz and handlebody groups, and examining bounding actions.
result Relationship between Hurwitz groups and maximal handlebody groups, and insights into geometric bounding actions.

We study homologically maximizing timelike geodesics in conformally flat tori. A causal geodesic γγ in such a torus is said to be homologically maximizing if one (hence every) lift of γγ to the universal cover is arclength maximizing. First we prove a compactness result for homologically maximizing timelike geodesics…

2010-03-11abs ↗pdf ↗

New guarantees for adaptive combinatorial maximization with various objectives.

problem Maximizing under cardinality constraints and minimum cost coverage in adaptive settings.
method Bayesian approach with comprehensive approximation guarantees for various utility functions.
result Maximal gain ratio is a new parameter that provides stronger approximation guarantees than greedy policies.

Fast algorithms developed for adaptive and fully adaptive submodular maximization problems.

problem Maximizing submodular functions subject to constraints in linear time.
method Developed linear-time algorithms for two submodular maximization problems: adaptive and fully adaptive.
result Achieved (11/eε)(1-1/e-ε) approximation ratio for adaptive submodular maximization and $ rac{1-1/e-ε}{4-2/e-2ε}$ for fully adaptive submodular maximization.

We show that a positive braid knot has maximal topological 4-genus exactly if it has maximal signature invariant. As an application, we determine all positive braid knots with maximal topological 4-genus and compute the topological 4-genus for all positive braid knots with up to 12 crossings.

2015-11-12abs ↗pdf ↗