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.
Causal modeling has long been an attractive topic for many researchers and in recent decades there has seen a surge in theoretical development and discovery algorithms. Generally discovery algorithms can be divided into two approaches: constraint-based and score-based. The constraint-based approach is able to detect co…
We propose a novel score-based approach to learning a directed acyclic graph (DAG) from observational data. We adapt a recently proposed continuous constrained optimization formulation to allow for nonlinear relationships between variables using neural networks. This extension allows to model complex interactions while…
Many algorithms for score-based Bayesian network structure learning (BNSL), in particular exact ones, take as input a collection of potentially optimal parent sets for each variable in the data. Constructing such collections naively is computationally intensive since the number of parent sets grows exponentially with t…
Discovering causal structure among a set of variables is a fundamental problem in many empirical sciences. Traditional score-based casual discovery methods rely on various local heuristics to search for a Directed Acyclic Graph (DAG) according to a predefined score function. While these methods, e.g., greedy equivalenc…
We consider the problem of structure learning for bow-free acyclic path diagrams (BAPs). BAPs can be viewed as a generalization of linear Gaussian DAG models that allow for certain hidden variables. We present a first method for this problem using a greedy score-based search algorithm. We also prove some necessary and …
Traditional approaches to ranking in web search follow the paradigm of rank-by-score: a learned function gives each query-URL combination an absolute score and URLs are ranked according to this score. This paradigm ensures that if the score of one URL is better than another then one will always be ranked higher than th…
RSGMs extend SGMs to Riemannian manifolds for better data modeling.
problem Current SGMs are limited to Euclidean spaces; RSGMs handle Riemannian manifolds.
method RSGMs use a noising stage with a diffusion process and a denoising model approximating the time-reversal of the diffusion on Riemannian manifolds.
result RSGMs improve generative modeling for data on Riemannian manifolds.
This work integrates domain knowledge into A*-based causal discovery methods.
problem Efficiently incorporating domain knowledge into A*-based causal discovery methods.
method Integrates various types of domain knowledge into A*-based causal discovery methods, reducing the graph search space and improving computational gains.
result Small amounts of domain knowledge can dramatically speed up A*-based causal discovery and improve its performance and practicality.
This research analyzes and accelerates score-based diffusion models using discretization and Hessian information.
problem Theoretical foundations and convergence analysis of score-based diffusion models.
method Investigation of various discretization schemes, including Euler, exponential integrators, and midpoint randomization. Proposal of an accelerated sampler based on local linearization method.
result Hessian-based approach achieves faster convergence rates of order $\widetilde{\mathcal{O}}\left(\frac{1}{\varepsilon}
ight)$, significantly improving upon vanilla diffusion models.
MASF improves score-based filters for high-dimensional nonlinear systems with spatially sparse measurements.
problem Challenges in data assimilation for nonlinear, high-dimensional systems with spatially sparse measurements.
method Developed a forward process tailored for filtering that transforms the system state toward the measurement space, enabling a theoretically sound formulation of the likelihood score.
result MASF shows improved performance over existing score-based filters and ensemble-type Kalman filters, achieving up to a 28.2× wall-clock speedup.
We give a new consistent scoring function for structure learning of Bayesian networks. In contrast to traditional approaches to score-based structure learning, such as BDeu or MDL, the complexity penalty that we propose is data-dependent and is given by the probability that a conditional independence test correctly sho…
We propose the Square Attack, a score-based black-box l2- and l∞-adversarial attack that does not rely on local gradient information and thus is not affected by gradient masking. Square Attack is based on a randomized search scheme which selects localized square-shaped updates at random positions so that at …
A graphical model is a statistical model that is associated to a graph whose nodes correspond to variables of interest. The edges of the graph reflect allowed conditional dependencies among the variables. Graphical models admit computationally convenient factorization properties and have long been a valuable tool for t…