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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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182363545726 · Jun 202019922001200920172026
48 results for state posterior uncertainty

The semantic map calibrates uncertainty from language model probabilities.

problem Uncertainty in language model probabilities for professional decisions.
method Prespecified semantic map linking probabilities of verbal responses to probabilities of declared states.
result Language-derived probabilities outperform printed numerical probabilities and recover valid uncertainty coverage.

The paper analyzes and proposes a new stopping criterion for recursive Bayesian classification.

problem Limitations of conventional stopping criteria in recursive Bayesian classification.
method Geometric interpretation of state posterior progression and analysis of conventional criteria.
result Proposes a new stopping criterion to overcome limitations of conventional methods.

Combines MALA and Adam for efficient uncertainty quantification in deep learning.

problem Uncertainty estimation in deep neural networks.
method Integrates Metropolis Adjusted Langevin Algorithm (MALA) with momentum-based optimization (Adam) for efficient sampling from posterior distributions.
result The algorithm approximates the Gibbs posterior in total variation distance and efficiently quantifies epistemic uncertainty.

PostNet predicts uncertainty without OOD data, improving OOD detection and calibration.

problem Accurate uncertainty estimation for safe systems.
method PostNet uses Normalizing Flows to learn individual posterior distributions over predicted probabilities.
result PostNet achieves state-of-the-art results in OOD detection and uncertainty calibration.

TabMGP uses a martingale posterior with TabPFN to estimate uncertainty in tabular data.

problem Estimating uncertainty in models like TabPFN for scientific estimands θθ.
method TabMGP is an MGP built on TabPFN, focusing inference on loss function-defined parameters.
result TabMGP produces credible sets with near-nominal coverage and often outperforms baselines.

A method predicts posterior PCs for faster uncertainty quantification in imaging.

problem Uncertainty visualization in image restoration models is limited by per-pixel variances.
method Neural Posterior Principal Components (NPPC) method for predicting PCs in a single forward pass.
result Orders of magnitude faster uncertainty quantification compared to posterior samplers.

New framework quantifies uncertainty in flexible density-based clustering.

problem Uncertainty quantification in clustering with non-parametric density estimation.
method Martingale posterior distributions and density-based clustering.
result Efficient GPU-compatible inference on clustering structures with uncertainty.

Brain uses synaptic failure to sample from posterior distributions.

problem Bayesian inference in the brain's probabilistic computations.
method Adapting synaptic failure to sample posterior predictive distributions.
result Synaptic failure enables sampling of complete posterior predictive distributions.

Thompson sampling is an efficient algorithm for sequential decision making, which exploits the posterior uncertainty to address the exploration-exploitation dilemma. There has been significant recent interest in integrating Bayesian neural networks into Thompson sampling. Most of these methods rely on global variable u…

2019-10-30abs ↗pdf ↗

Algorithm finds latent structure in value functions for improved reinforcement learning.

problem Finding latent structure in value functions for efficient reinforcement learning.
method Proposes a practical algorithm using two posterior distributions over state abstractions and abstract-state values.
result Substantial performance gains in multi-task settings where tasks share a common, low-dimensional representation.

ESRL uses uncertainty quantification to learn safe, optimal policies in offline RL.

problem Challenges in interpreting and measuring uncertainty of learned policies in offline RL.
method Expert-Supervised Reinforcement Learning (ESRL) framework that uses hypothesis testing and posterior distributions.
result The framework can learn safe and optimal policies with theoretical guarantees and independent sample efficiency.

The paper proposes a method for better uncertainty estimation in neural networks.

problem Estimating predictive uncertainty in neural networks is crucial but challenging.
method The paper proposes a function-space variational inference method to infer a posterior distribution over functions.
result The proposed method leads to state-of-the-art uncertainty estimation and predictive performance.

Efficient Reinforcement Learning usually takes advantage of demonstration or good exploration strategy. By applying posterior sampling in model-free RL under the hypothesis of GP, we propose Gaussian Process Posterior Sampling Reinforcement Learning(GPPSTD) algorithm in continuous state space, giving theoretical justif…

2018-12-11abs ↗pdf ↗

This paper presents a fast Bayesian filtering technique for state estimation.

problem Bottleneck in Bayesian inference for state estimation from noisy sensor data.
method Processor-native uncertainty tracking for uncertainty propagation and inference.
result Deterministic approximate filtering with up to 805x speedup and competitive accuracy.

Graph Posterior Network improves uncertainty estimation for node classification in interdependent graphs.

problem Uncertainty quantification for non-independent node-level predictions in graphs.
method Derives axioms for expected predictive uncertainty, proposes Graph Posterior Network (GPN) which performs Bayesian posterior updates.
result GPN outperforms existing approaches for uncertainty estimation in semi-supervised node classification.

Bayesian inference improves neural network predictions by separating aleatoric and epistemic uncertainties.

problem Improving prediction accuracy of neural networks by quantifying and separating uncertainties.
method Approximated posterior distributions using deep ensembles for various neural network architectures.
result Prediction accuracy depends on both aleatoric and epistemic uncertainties, not just marginalized uncertainty.

GPNs use unlabeled data to estimate uncertainty in Bayesian problems.

problem Limited training data in high-dimensional problems.
method Generative Posterior Networks (GPNs) that approximate the posterior distribution using unlabeled data.
result GPNs improve epistemic uncertainty estimation and scalability.

The paper improves uncertainty quantification for node classification using distance-based regularization.

problem Uncertainty in deep learning models, especially for node classification tasks.
method Graph posterior networks (GPNs) with UCE loss function, followed by a distance-based regularization.
result The proposed distance-based regularization outperforms state-of-the-art methods in OOD detection and misclassification detection.

Bayesian neural networks improve uncertainty quantification with unlabelled data.

problem Over-confidence in predictions on covariate-shifted data.
method Approximate Bayesian inference using posterior regularisation with pseudo-labels from unlabelled data.
result Significant improvement in uncertainty quantification accuracy on covariate-shifted data.

Stochastic gradient descent approximates Gaussian process posteriors efficiently.

problem Efficiently sampling from Gaussian process posteriors with limited computational resources.
method Developed stochastic gradient optimization objectives for sampling from Gaussian process posteriors.
result Stochastic gradient descent produces accurate predictive distributions, even in non-convergent cases.

Proposes a Bayesian framework for causal inference without explicit likelihood modeling.

problem Challenges in principled Bayesian inference for causal effects.
method Generalized Bayesian framework that places priors directly on causal estimands and updates using identification-driven loss functions.
result Yields generalized posteriors for causal effects with uncertainty quantification.

Bayesian classification improves with explicit aleatoric uncertainty.

problem Lack of aleatoric uncertainty representation in Bayesian classification.
method Explicitly account for aleatoric uncertainty using a Dirichlet observation model.
result Explicit aleatoric uncertainty improves performance of Bayesian neural networks.

We quantify predictive uncertainty using the posterior predictive variance.

problem Quantifying uncertainty in predictive models.
method Using the law of total variance, we generate expansions for the posterior predictive variance.
result Identify the main contributors to prediction intervals and quantify term-wise uncertainty.

A new method calibrates Gaussian processes for more accurate uncertainty estimates.

problem Uncertainty estimates from Gaussian processes are often miscalibrated in practice.
method A novel calibration approach using different hyperparameters to generate more accurate predictive quantiles.
result The method yields tighter predictive quantiles and is more flexible than existing approaches.

This work benchmarks diffusion model-based samplers for Bayesian inverse problems.

problem Optimizing diffusion models for uncertainty quantification in Bayesian inverse problems.
method Introduces three benchmark problems and a unified framework for diffusion model-based posterior sampling.
result Provides insights into strengths and limitations of diffusion model-based samplers.

Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification ('posterior credible sets'). We investigate Bayesian inference for average treatment effects from observational data, which is a challenging…

2019-09-26abs ↗pdf ↗

New GP-based method improves uncertainty quantification for causal functions.

problem Challenges in quantifying uncertainty for causal effects, especially for entire functions.
method GP-based approach using inner-product of observational functions in RKHS, with tractable posterior moments and calibration.
result Improves uncertainty quantification while maintaining causal effect estimation performance.

New method quantifies uncertainty for near-optimal ML algorithms.

problem Uncertainty quantification for near-Bayes optimal ML algorithms.
method Developed a martingale posterior to recover Bayesian posterior from ML algorithms.
result Proved practical uncertainty quantification method applicable to general ML algorithms.

Bayesian SSI improves modal parameter uncertainty in operational systems.

problem Uncertainty in modal parameters due to stochastic operational systems and lack of forcing information.
method Proposes a Bayesian stochastic subspace identification (SSI) algorithm with a hierarchical probabilistic model and two inference schemes (Markov Chain Monte Carlo and variational Bayes).
result Posterior distributions over modal properties are obtained, showing lower variance for mean values coinciding with natural frequencies.

Proposes a new method for robust uncertainty quantification in regression tasks.

problem Robust uncertainty estimation for deep neural networks in regression tasks.
method Generalized Auxiliary Uncertainty Estimator (AuxUE) scheme, considering both aleatoric and epistemic uncertainties.
result DIDO method provides robust uncertainty estimates in noisy inputs, scalable to image-level and pixel-wise tasks.

This work introduces a method for visualizing high-dimensional posteriors using hierarchical tree-valued predictions.

problem Visualizing high-dimensional posterior distributions for complex problems like image restoration.
method A neural network predicts a tree-valued hierarchical summarization of the posterior distribution in a single forward pass.
result The method efficiently summarizes and visualizes posteriors, achieving comparable results to hierarchical clustering but at a much faster speed.

A scalable framework uses Langevin sampling to approximate neural network models of evolving processes.

problem Uncertainty quantification in neural network models of dynamic systems.
method Flexible data model based on NODE, joint learning of data model and posterior parameters, Langevin sampling.
result Demonstrated performance on chemical reaction and material physics data, compared favorably to variational inference.

Bayesian approach reduces FL communication cost by one-shot.

problem High communication cost in optimization-based FL for high-dimensional models.
method Bayesian pseudocoresets and function-space inference for one-shot FL.
result Achieves prediction performance competitive to state-of-the-art with up to 2 orders of magnitude reduction in communication cost.

How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together to form a stochastic and sequential neural generative model. The c…

2016-05-24abs ↗pdf ↗

New research shows calibration error is flawed when dealing with model uncertainty.

problem Current model evaluation techniques conflate model uncertainty with aleatoric uncertainty.
method Posterior predictive checks to evaluate deep learning models.
result Calibration error and variants are incorrect when model uncertainty is present.

VPR improves posterior uncertainty quantification by combining VI and predictive resampling.

problem Inaccurate posterior sampling with MCMC due to computational constraints.
method Variational predictive resampling (VPR) that uses VI's predictive strength and imputes future observations.
result VPR converges to the exact Bayesian posterior in a Gaussian location model and improves uncertainty quantification.

This paper distills Bayesian posterior expectations for deep neural networks.

problem Improving deep neural network performance and uncertainty quantification.
method Develops a framework for distilling expectations from Bayesian posterior distributions using Monte Carlo samples.
result The framework successfully distills posterior predictive distribution and expected entropy.