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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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126253379505 · Jun 202019922001200920172026
48 results for robust priors

Study shows prior Lipschitz continuity can improve adversarial robustness of Bayesian Neural Networks.

problem Improving adversarial robustness of Bayesian Neural Networks.
method Analysis of i.i.d., zero-mean Gaussian priors and posteriors approximated via mean-field variational inference.
result Adversarial robustness is sensitive to the prior variance.

Adaptive optimal transport priors improve few-shot learning robustness.

problem Limited supervision and distribution shifts in few-shot learning.
method Prototype-Guided Distributionally Robust Optimization (PG-DRO) framework.
result PG-DRO achieves stronger robust generalization in few-shot scenarios.

Improves robustness of information bottleneck framework with sparsity-inducing prior.

problem Fixed-dimensional priors restrict flexibility and restrict robustness.
method Sparsity-inducing spike-slab categorical prior that learns dimension distribution per data point.
result Improves accuracy and robustness compared to traditional priors and other methods.

New method reduces over-pessimism in Bayesian control under parameter uncertainty.

problem Over-pessimism in Bayesian control due to misspecified priors.
method Distributionally robust Bayesian control (DRBC) with strong duality and optimization.
result Validated algorithm on synthetic and real data, reducing over-pessimism.

New method improves GP uncertainty quantification for misspecified priors.

problem Uncertainty quantification for GPs under incorrect priors.
method Constructs a confidence sequence using martingale techniques.
result Empirically outperforms standard GP methods in robustness and utility for Bayesian Optimization.

Bayesian approach to portfolio selection reduces pessimism in frequent trading.

problem Tackling the challenge of estimating drift in Merton's portfolio selection model.
method Bayesian distributionally robust control with nonlinear Wasserstein projections.
result Reduced pessimism and improved performance in frequent rebalancing compared to existing methods.

Bayesian deep learning uses function-space priors to improve model uncertainty and robustness.

problem Bayesian deep learning struggles with model-specific weight-space priors that are hard to interpret and specify.
method Apply a Dirichlet prior in predictive space and perform approximate function-space variational inference.
result The approach improves uncertainty quantification, scalability, and adversarial robustness in large-scale image classification.

CSGM framework applied to clinical MRI data for robust reconstructions.

problem Applying deep generative priors to clinical MRI data for high-quality reconstructions.
method Training a generative prior on brain scans from the fastMRI dataset and using Langevin dynamics for posterior sampling.
result Posterior sampling via Langevin dynamics achieves high quality reconstructions in clinical MRI data.

Study on robust utility maximization with nonconcave utility functions under projective determinacy.

problem Investor's optimal investment strategy under model ambiguity and nonconcave utility.
method Projective functions of the path and sets of priors, upper-semicontinuous utility.
result Existence of optimal investment strategy under PD.

Proposes a method to integrate prior knowledge into trajectory prediction models.

problem Improving accuracy and robustness in trajectory prediction models.
method Continual learning approach that allows integration of arbitrary prior knowledge and probabilistic predictions.
result Outperforms non-informed and informed learning methods, using half as many observation examples.

Proposes DSM priors for Bayesian neural networks to improve interpretability and robustness.

problem Bayesian neural networks struggle with interpretability, overconfidence, and adversarial attacks.
method Introduces Dirichlet scale mixture (DSM) priors to address these issues.
result DSM priors lead to sparse networks, robustness against adversarial attacks, and competitive predictive performance.

Paper introduces a method to generate physically feasible dynamics with physical priors.

problem Challenges in generating physically feasible dynamics under physical priors.
method Seamlessly incorporates physical priors into diffusion-based generative models.
result Efficient generation of physically realistic dynamics across various physical phenomena.

Bayesian neural networks (BNNs) have developed into useful tools for probabilistic modelling due to recent advances in variational inference enabling large scale BNNs. However, BNNs remain brittle and hard to train, especially: (1) when using deep architectures consisting of many hidden layers and (2) in situations wit…

2019-10-23abs ↗pdf ↗

We consider the problem of robust compressed sensing whose objective is to recover a high-dimensional sparse signal from compressed measurements corrupted by outliers. A new sparse Bayesian learning method is developed for robust compressed sensing. The basic idea of the proposed method is to identify and remove the ou…

2016-10-10abs ↗pdf ↗

Develops a robust method for image reconstruction from limited data.

problem Inference of unknown images from few measurements, often ill-posed.
method Introduces DPnP, a diffusion plug-and-play method combining likelihood and score-based samplers.
result Establishes performance guarantees for DPnP, demonstrating robustness and efficiency.

We construct geometric shrinkage priors for Kählerian signal filters. Based on the characteristics of Kähler manifolds, an efficient and robust algorithm for finding superharmonic priors which outperform the Jeffreys prior is introduced. Several ansätze for the Bayesian predictive priors are also suggested. In particul…

2014-08-28abs ↗pdf ↗

Paper presents a robust transfer learning method for active level set estimation.

problem Efficiently identifying regions of a black-box function with limited function evaluations.
method Incorporates prior knowledge from a related function while locally adapting it.
result The method achieves better convergence of level sets compared to standard transfer learning.

Logitboost is an influential boosting algorithm for classification. In this paper, we develop robust logitboost to provide an explicit formulation of tree-split criterion for building weak learners (regression trees) for logitboost. This formulation leads to a numerically stable implementation of logitboost. We then pr…

2012-03-15abs ↗pdf ↗

UDA improves ABI robustness but fails under certain prior misspecifications.

problem Robustness of ABI in noisy real-world data.
method Systematic evaluation of UDA across various misspecification scenarios.
result UDA aligns summary spaces but can fail under prior misspecifications.

This paper proposes a new framework to regularize the highly ill-posed and non-linear phase retrieval problem through deep generative priors using simple gradient descent algorithm. We experimentally show effectiveness of proposed algorithm for random Gaussian measurements (practically relevant in imaging through scatt…

2018-08-17abs ↗pdf ↗

An important goal in deep learning is to learn versatile, high-level feature representations of input data. However, standard networks' representations seem to possess shortcomings that, as we illustrate, prevent them from fully realizing this goal. In this work, we show that robust optimization can be re-cast as a too…

2019-06-03abs ↗pdf ↗

Study robust recovery of low-rank matrices from corrupted measurements without rank prior.

problem Robust recovery of low-rank matrices from corrupted Gaussian measurements with unknown rank.
method Subgradient method with diminishing stepsizes for nonconvex nonsmooth problem.
result Subgradient method converges to exact low-rank solution at sublinear rate under RDPP condition.

New method improves robustness of Bayesian experimental design.

problem Bayesian experimental design's sensitivity to prior distribution changes.
method Introduces robust expected information gain (REIG) and uses KL-divergence ambiguity sets.
result REIG stabilizes sampling-based EIG estimation and compensates for prior variability.

LOTOS improves ensemble robustness by promoting orthogonal transformations.

problem Transferability of adversarial examples threatens robustness of classification models.
method LOTOS promotes orthogonality among sub-spaces of transformations in ensemble models.
result LOTOS increases robust accuracy of ensembles by 6 percentage points against black-box attacks.

Proposes robust ITRs integrating multiple datasets to handle posterior shift.

problem Posterior shift in conditional outcome distributions between source and target populations.
method Distributionally robust approach with closed-form solution and adaptive uncertainty tuning.
result Achieves superior performance compared to existing methods in simulations and real-data applications.

Study robust online learning with adversarial perturbations.

problem Learning robust classifiers in the presence of adversarial perturbations.
method Formulated as an online learning problem, considered both realizable and agnostic learnability, defined new dimension controlling mistake/regret bounds.
result Showed new dimension controls mistake/regret bounds, generalized to multiclass hypothesis classes.

Common statistical practice has shown that the full power of Bayesian methods is not realized until hierarchical priors are used, as these allow for greater "robustness" and the ability to "share statistical strength." Yet it is an ongoing challenge to provide a learning-theoretically sound formalism of such notions th…

2015-05-19abs ↗pdf ↗

The paper develops AMP theory for sparse and robust regression with polynomial iterations.

problem Challenges in high-dimensional statistical estimation due to asymptotic theory breakdown.
method Non-asymptotic distributional theory of AMP for sparse and robust regression.
result First finite-sample non-asymptotic distributional theory of AMP for polynomial iterations.

Bayesian hierarchical models are increasing popular in economics. When using hierarchical models, it is useful not only to calculate posterior expectations, but also to measure the robustness of these expectations to reasonable alternative prior choices. We use variational Bayes and linear response methods to provide f…

2016-06-23abs ↗pdf ↗

Bayesian framework for robust model discovery from noisy data.

problem Robust model discovery from noisy, sparse and irregular observations of nonlinear systems.
method Bayesian differential programming using Hamiltonian Monte Carlo and sparsity-promoting priors.
result Efficient inference of posterior distributions over plausible models with quantified uncertainty.