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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.

168,695 papers · 148 categories

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48 results for recursive inference

A new recursive mixture estimation algorithm improves VAE inference efficiency and accuracy.

problem Inaccurate posterior approximation in traditional VAEs.
method Recursive mixture estimation algorithm using functional gradient approach for iterative component selection.
result Significantly higher test data likelihood compared to state-of-the-art methods on benchmark datasets.

This text investigates relations between two well-known family of algorithms, matrix factorisations and recursive linear filters, by describing a probabilistic model in which approximate inference corresponds to a matrix factorisation algorithm. Using the probabilistic model, we derive a matrix factorisation algorithm …

2015-09-07abs ↗pdf ↗

Statistical relational models provide compact encodings of probabilistic dependencies in relational domains, but result in highly intractable graphical models. The goal of lifted inference is to carry out probabilistic inference without needing to reason about each individual separately, by instead treating exchangeabl…

2016-10-26abs ↗pdf ↗

Paper develops efficient recursive learning for multi-channel systems with heterogeneous dynamics.

problem Accurately learning system dynamics in complex, multi-channel systems with nonlinear and noisy data.
method Formulates system as Gaussian process state-space models (GPSSMs), introduces heterogeneous multi-output kernel, and develops recursive inference framework.
result Matches SOTA offline GPSSMs in accuracy with 1/100 runtime, and outperforms SOTA online GPSSMs by 70% in accuracy under noise with 1/20 runtime.

Cardinality potentials are a generally useful class of high order potential that affect probabilities based on how many of D binary variables are active. Maximum a posteriori (MAP) inference for cardinality potential models is well-understood, with efficient computations taking O(DlogD) time. Yet efficient marginalizat…

2012-10-16abs ↗pdf ↗

New method speeds up Gaussian process inference for large datasets.

problem Numerical instability and inefficiency in approximate inference methods for non-Gaussian likelihoods.
method Conjugate-computation variational inference with Kalman recursions.
result Linear-time inference with fast and stable variational inference for state-space GP models.

Recurrent neural networks (RNNs) process input text sequentially and model the conditional transition between word tokens. In contrast, the advantages of recursive networks include that they explicitly model the compositionality and the recursive structure of natural language. However, the current recursive architectur…

2016-07-15abs ↗pdf ↗

Unified approach to path planning using probabilistic inference on factor graphs.

problem Path planning problems using probabilistic inference.
method Unified framework using probabilistic factor graphs and message composition rules.
result Unified approach includes various algorithms like Sum-product, Max-product, Dynamic programming, and mixed criteria.

Bayesian method improves online NARMAX model identification.

problem Online identification of nonlinear systems with small sample sizes and low noise.
method Variational Bayesian inference using message passing algorithm for polynomial NARMAX models.
result Variational Bayesian estimator outperforms recursive and offline least-squares methods.

The paper challenges the use of decision trees for pointwise inference due to slow convergence rates.

problem The slow convergence rates of decision trees in uniform norm, especially with non-vanishing probability.
method Demonstrates the limitations of adaptive recursive partitioning and shows how random forests can improve performance.
result Decision trees can fail to achieve polynomial rates of convergence in uniform norm, even with pruning.

Continuous optimization is an important problem in many areas of AI, including vision, robotics, probabilistic inference, and machine learning. Unfortunately, most real-world optimization problems are nonconvex, causing standard convex techniques to find only local optima, even with extensions like random restarts and …

2016-11-08abs ↗pdf ↗

The paper analyzes SGD with dropout regularization in linear models, proving asymptotic properties and providing inference tools.

problem Analyzing the behavior of SGD with dropout regularization in linear models.
method Establishing geometric-moment contraction (GMC) and proving quenched central limit theorems (CLT).
result The existence of a unique stationary distribution and asymptotic normality results for SGD with dropout.

We introduce and demonstrate a new approach to inference in expressive probabilistic programming languages based on particle Markov chain Monte Carlo. Our approach is simple to implement and easy to parallelize. It applies to Turing-complete probabilistic programming languages and supports accurate inference in models …

2015-07-03abs ↗pdf ↗

Proposes an active RBI framework using Rényi information measures for more informed decision-making.

problem Optimal latent variable estimates in real-time settings with streaming noisy observations.
method Unified inference and query selection steps through Rényi entropy and α-divergence; new objective called Momentum for exploration.
result Analytically demonstrates superior performance compared to conventional methods like mutual information.

Adaptive learning of SPDE solutions using score-based diffusion models.

problem Model errors and reduced accuracy in SPDE solutions due to incomplete physical knowledge and environmental variability.
method Score-based diffusion models with recursive Bayesian inference, incorporating simulation data and observational information.
result Accuracy and robustness of the proposed method demonstrated on benchmark SPDEs.

Causal trees struggle with accuracy in estimating treatment effects.

problem Estimating heterogeneous causal treatment effects using recursive decision trees.
method Adaptive recursive partitioning with and without sample splitting.
result Causal tree estimators can have uniform-norm errors decreasing more slowly than any power of the sample size.

We address the problem of continual learning in multi-task Gaussian process (GP) models for handling sequential input-output observations. Our approach extends the existing prior-posterior recursion of online Bayesian inference, i.e.\ past posterior discoveries become future prior beliefs, to the infinite functional sp…

2019-10-31abs ↗pdf ↗

New framework improves robust inference in HMMs under model misspecification.

problem Inference in general state-space HMMs under likelihood misspecification.
method Generalized Bayesian Inference (GBI) and Sequential Monte Carlo (SMC) methods.
result Improved performance in object tracking and Gaussian process regression.

A new method for online VI in SSMs using asymptotic contrast.

problem Lack of functionality for streaming data in standard VI methods for SSMs.
method Propose maximising an IWAE-type variational lower bound on the asymptotic contrast function using stochastic approximation.
result OSIWAE allows for online learning of model parameters and latent states.

Machine learning algorithms for generating molecular structures offer a promising new approach to drug discovery. We cast molecular optimization as a translation problem, where the goal is to map an input compound to a target compound with improved biochemical properties. Remarkably, we observe that when generated mole…

2019-12-21abs ↗pdf ↗

The paper explores generalizations of Mirzakhani's recursion and computes volumes for physical gravity models.

problem Computing volumes for physical gravity models.
method Topological recursion and physical two-dimensional gravity models.
result Derivation of Virasoro constraints and cut-and-join equations for generalized Mirzakhani's recursions.

Proposes a new Gaussian factor for probabilistic inference with degenerate settings.

problem Handling linear dependencies among random variables in Gaussian networks.
method Introduces a parametrised factor that relaxes the positive-definite constraint of the covariance matrix.
result Accurately accommodates degeneracies in probabilistic inference without significant computational overhead.

The analysis of Belief Propagation and other algorithms for the {\em reconstruction problem} plays a key role in the analysis of community detection in inference on graphs, phylogenetic reconstruction in bioinformatics, and the cavity method in statistical physics. We prove a conjecture of Evans, Kenyon, Peres, and Sch…

2019-05-24abs ↗pdf ↗

Harer and Zagier proved a recursion to enumerate gluings of a 2d2d-gon that result in an orientable genus gg surface, in their work on Euler characteristics of moduli spaces of curves. Analogous results have been discovered for other enumerative problems, so it is natural to pose the following question: how large is t…

2018-12-31abs ↗pdf ↗

This paper studies recursive ensembles driven by Fibonacci updates, improving learning dynamics.

problem Improving learning dynamics in recursive ensemble learning.
method Develops second-order recursive architectures with Fibonacci-type update flows.
result Establishes global convergence conditions and generalization bounds for recursive ensembles.

This work generalizes a formula linking Seiberg-Witten prepotential and topological recursion.

problem Analyzing the relationship between Seiberg-Witten curves and topological recursion.
method Analytical approach using Seiberg-Witten family of curves.
result A generalized formula relating Seiberg-Witten prepotential to the genus zero part of topological recursion on a Seiberg-Witten curve.

LASER compresses recursive model activations by exploiting their low-dimensional structure.

problem Understanding and optimizing the geometric structure of recursive reasoning trajectories.
method Dynamic low-rank basis tracking via matrix-free subspace tracking with a fidelity-triggered reset mechanism.
result Recursive activations occupy a linear, low-dimensional subspace that can be compressed efficiently.

Sparse Markovian Gaussian processes improve probabilistic model inference for large datasets.

problem Efficient inference for large-scale time series data.
method Combining inducing variables with Kalman filter-like recursions for linear scaling.
result General site-based approach for approximating non-Gaussian likelihoods.

We describe a method for recursively calculating Gromov-Witten invariants of all blowups of the projective plane. This recursive formula is different from the recursive formulas due to Göttsche and Pandharipande in the zero genus case, and Caporaso and Harris in the case of no blowups. We use tropical curves and a recu…

2014-11-20abs ↗pdf ↗

Topological recursion recovers a specific partition function for colored knots.

problem Recovering the extended Ooguri-Vafa partition function for colored HOMFLY-PT polynomials of torus knots.
method Applying topological recursion to the spectral curve of colored HOMFLY-PT polynomials of torus knots.
result Topological recursion reproduces the n-point functions of the extended Ooguri-Vafa partition function.