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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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68136204272 · Jun 202019922001200920182026
48 results for random PGMs

CMRFs extend PGMs for topological data, capturing both conditional and marginal dependencies.

problem Limited expressiveness of PGMs for topological data.
method Introducing Colored Markov Random Fields (CMRFs) that model Gaussian edge variables on topological spaces.
result CMRFs improve distributed estimation over physical networks compared to baselines.

QT improves inference in complex PGMs with hidden variables.

problem Intractable learning and prediction errors in undirected PGMs with hidden variables.
method Query training (QT) learns a worse model to improve marginal inference.
result QT produces better marginals for a given inference algorithm than the original model.

Paper tackles NP-hard multi-agent planning with reinforcement learning.

problem Solving NP-hard multi-agent, multi-task planning problems with time-dependent rewards.
method Developed a reinforcement learning framework using mean-field inference and auction-based selection.
result Achieved near-optimality and transferability in solving MRRC and IPMS problems.

Innovative PGMs match neural networks, revealing precise approximations during forward propagation.

problem Lack of precise semantics and probabilistic interpretation in neural networks.
method Constructing infinite tree-structured PGMs that correspond to neural networks.
result DNNs perform precise approximations of PGM inference during forward propagation.

Develops deep probabilistic graphical modeling for better flexibility and interpretability.

problem Lack of flexibility in probabilistic graphical models and interpretability in deep learning.
method Combines deep learning and probabilistic graphical modeling to create flexible models with interpretable latent structures.
result Solves problems in probabilistic topic models and introduces new learning algorithms.

Proposes SGM for modeling complex dependencies in high-dimensional systems.

problem Limited pairwise interactions in PGMs for high-dimensional systems.
method Simplicial Gaussian model (SGM) using discrete Hodge theory and independent random components.
result Maximum-likelihood inference algorithm for parameter recovery and conditional dependence structure.

PGMs and GNNs differ in capturing network data; PGMs outperform GNNs in noisy and heterophily scenarios.

problem Comparing PGMs and GNNs in network data.
method Link prediction task with synthetic and real networks; three experiments on input features, noise, and heterophily.
result PGMs outperform GNNs in noisy and heterophily scenarios.

We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM we find a sequence of auxiliary distributions defined on a monotonically increasing sequence of probability spaces. By targeting these auxili…

2014-02-03abs ↗pdf ↗

Probabilistic graphical models (PGMs) have become a popular tool for computational analysis of biological data in a variety of domains. But, what exactly are they and how do they work? How can we use PGMs to discover patterns that are biologically relevant? And to what extent can PGMs help us formulate new hypotheses t…

2007-06-14abs ↗pdf ↗

The paper examines geometric properties of a unique spacetime model.

problem Investigating the geometric properties of a point-like global monopole spacetime.
method Analyzing the spacetime's pseudosymmetry structures, energy-momentum tensor, and curvature properties.
result The point-like global monopole spacetime exhibits various pseudosymmetry structures and properties.

A new approach reduces computational time in Bayesian Optimisation Algorithm (BOA).

problem Time-consuming PGM updates in BOA.
method Proposes FBOA, a new BOA-based optimisation approach that avoids frequent PGM updates.
result FBOA presents competitive results while significantly saving computational time.

In this paper, we discuss software design issues related to the development of parallel computational intelligence algorithms on multi-core CPUs, using the new Java 8 functional programming features. In particular, we focus on probabilistic graphical models (PGMs) and present the parallelisation of a collection of algo…

2016-04-27abs ↗pdf ↗

The thesis tackles structure learning and parameter estimation for PGMs using penalized maximum likelihood methods.

problem Recovering the true structure of probabilistic graphical models (PGMs) for decision-making and interpretation.
method Penalized maximum likelihood estimation with the LASSO penalty.
result The approach successfully recovers the true structure of PGMs, including Bayesian networks and continuous time Bayesian networks, for both complete and incomplete data.

Paper combines deterministic and stochastic inference methods for PGMs.

problem Combining biases from deterministic methods and high costs from Monte Carlo.
method Sequential Monte Carlo algorithm that uses output from deterministic approximations.
result Improves upon deterministic methods and Monte Carlo by reducing biases and computational costs.

NGRs merge sparse graph recovery with PGMs for efficient probabilistic inference.

problem Efficiently recover sparse graphs and learn distributions over variables.
method Integrates sparse graph recovery methods with PGMs using Graph-constrained path norm.
result NGRs can handle multimodal data and perform sparse graph recovery and probabilistic inference.

GINNs combine deep learning with PGMs for physics-based multiscale systems.

problem Intrinsic computational bottlenecks and lack of sufficient data for QoI estimation.
method Hybrid approach combining deep learning with probabilistic graphical models, informed by structured priors for CVs.
result GINNs produce tight confidence intervals for non-Gaussian QoIs.

Bayesian inference of discrete component states in civil infrastructures using PGMs and GNNs.

problem Inferring discrete states of civil infrastructure components from measurable responses is an ill-posed inverse problem.
method The study proposes a novel Bayesian inversion paradigm based on Probabilistic Graphical Models (PGMs) and Graph Neural Networks (GNNs). PGMs are used to model the problem, with parameters learned from data and structural topology prior. Inference is accomplished by GNNs, and a graph property-based training strategy is developed.
result The proposed framework effectively solves the challenges of inferring the posterior PDF for discrete variables in high-dimensional problems.

Efficient deep policy gradient method for continuous-time control problems.

problem Optimal control in continuous time with fine time discretization.
method Multi-scale deep policy gradient method with varying time discretization.
result Targeted efficiency in computational resources achieved through multi-scale approach.

Paper shows RL's policy gradient methods can be viewed as supervised learning problems.

problem Connecting RL and SL approaches.
method Proves PGM as supervised learning problem, replaces true labels with discounted rewards.
result PGM can be seen as supervised learning, emphasizing similarities.

SCL discovers compositional structures in analogical reasoning tasks.

problem Discovering compositional structures in analogical reasoning tasks like Raven's Progressive Matrices.
method Proposes Scattering Compositional Learner (SCL) that composes neural networks in sequence.
result Achieves state-of-the-art performance on RPM datasets with significant improvements.

A robust method for multiple kernel learning against adversarial inputs.

problem Certifiably robust learning against adversarial perturbations.
method Distributionally robust optimization with min-max formulation and debiasing techniques.
result The method achieves theoretical guarantees and generalization bounds.

Stein variational gradient descent (SVGD) is a recently proposed particle-based Bayesian inference method, which has attracted a lot of interest due to its remarkable approximation ability and particle efficiency compared to traditional variational inference and Markov Chain Monte Carlo methods. However, we observed th…

2017-11-13abs ↗pdf ↗

MXGNet tackles visual reasoning tasks using graph neural networks.

problem Abstract reasoning, especially in the visual domain, is challenging for AI.
method Combines object-level representations, graph neural networks, and multiplex graphs.
result Achieves state-of-the-art accuracy on Euler Diagram Syllogisms and outperforms state-of-the-art models on RPM datasets.

Combines neural networks and probabilistic graphical models for efficient higher-order inference.

problem Lack of efficient higher-order relational information in graph neural networks and probabilistic graphical models.
method Derives efficient approximate sum-product loopy belief propagation for higher-order PGMs, embeds into neural network, proposes methods for constructing higher-order factors.
result Substantially outperforms state-of-the-art k-order graph neural networks in molecular datasets.

Statistical physics tools are applied to reinforcement learning for new dynamic programming approaches.

problem Exploring connections between reinforcement learning and statistical physics.
method Constructing a partition function from trajectories in a Markov decision process and using it to derive a new Bellman equation.
result Policies derived from the partition function are entropy-aware and favor states with multiple outcomes.

DP synthetic data may inflate statistical test results, caution advised.

problem Inflated Type I errors in statistical tests on DP-synthetic data.
method Evaluation of Mann-Whitney U test, t-test, chi-squared test, and median test on DP-synthetic data generated from real-world and simulated datasets using various DP-synthetic data generation methods.
result A large portion of evaluation results showed inflated Type I errors, especially at low privacy levels.

This paper surveys various methods for dimensionality reduction and nearest neighbor search.

problem Efficiently reducing high-dimensional data to lower dimensions while preserving essential information.
method Linear and nonlinear random projections, including sparse random projections, random Fourier Features, and Random Kitchen Sinks.
result Various methods for dimensionality reduction and nearest neighbor search are explained and compared.

The paper studies how norms of random vectors are preserved by random projections.

problem Understanding how random matrix affects norms of random vectors.
method Proved the distribution of the norm of random vector is preserved by random projection.
result Random matrix preserves the distribution of the norm of random vectors with i.i.d. entries.

Orthogonal random features approximate a Bessel kernel, offering sharper bounds than random Fourier features.

problem Approximating Gaussian kernel efficiently for large datasets.
method Use of Haar orthogonal matrices to construct orthogonal random features and analyze their bias and variance.
result Orthogonal random features approximate a Bessel kernel, not the Gaussian kernel, with sharper bounds.

New methods improve prediction performance and reduce computation time in boosting and random forest models.

problem Improving prediction performance and reducing computation time in boosting and random forest models.
method Random tree depth injection approach for Boosting and Random Forests.
result The new methods can improve prediction performance and reduce computation time by up to 40%.

Enhances random forest performance with exogenous randomness.

problem Improving random forest performance through exogenous randomness.
method Developed non-asymptotic MSE expansions for individual trees and forests, identified two types of randomness, and conducted simulations.
result Exogenous randomness, particularly feature subsampling, reduces both bias and variance of random forests.

New random forest method provides optimal rates and confidence bands.

problem Improving random forest regression rates and constructing confidence bands.
method Proposed Ehrenfest centered purely random forests achieve optimal rates; used Gaussian approximation for supremum of empirical processes.
result Explicit asymptotic uniform confidence bands constructed for both random forest types.

Much is known about random right-angled Coxeter groups (i.e., right-angled Coxeter groups whose defining graphs are random graphs under the Erdös-Rényi model). In this paper, we extend this model to study random general Coxeter groups and give some results about random Coxeter groups, including some information about t…

2017-11-13abs ↗pdf ↗

This work estimates edge weights of edge-reinforced random walks using observed data.

problem Statistical estimation of edge weights in edge-reinforced random walks.
method Proposes an estimator based on the generalized method of moments using the magic formula and hyperbolic Gaussian structure.
result Analyzes the sample complexity of the proposed estimator.

Paper proposes diagnostics for error and variance estimation in randomized matrix computations.

problem Safe use of randomized matrix algorithms in applications.
method Leave-one-out error estimator and jackknife resampling method.
result Provides rapid diagnostics to assess quality of randomized matrix computations.