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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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48 results for subset posterior aggregation

The modern scale of data has brought new challenges to Bayesian inference. In particular, conventional MCMC algorithms are computationally very expensive for large data sets. A promising approach to solve this problem is embarrassingly parallel MCMC (EP-MCMC), which first partitions the data into multiple subsets and r…

2015-06-10abs ↗pdf ↗

Develops a method to efficiently compute Wasserstein barycenters with variational distributions.

problem High computational burden in computing Wasserstein barycenters for high-dimensional and continuous settings.
method Introduces a variational distribution to approximate the continuous Wasserstein barycenter, reformulating the problem as an optimization with c-cyclical monotonicity.
result The method provides a tractable dual formulation for efficient computation of Wasserstein barycenters, demonstrated on real applications.

Effective and accurate model selection is an important problem in modern data analysis. One of the major challenges is the computational burden required to handle large data sets that cannot be stored or processed on one machine. Another challenge one may encounter is the presence of outliers and contaminations that da…

2016-10-19abs ↗pdf ↗

Noisy labeled data is more a norm than a rarity for crowd sourced contents. It is effective to distill noise and infer correct labels through aggregation results from crowd workers. To ensure the time relevance and overcome slow responses of workers, online label aggregation is increasingly requested, calling for solut…

2018-07-19abs ↗pdf ↗

Improved defense against data poisoning attacks by aggregating smaller subsets.

problem Mitigating the impact of poisoned data on model robustness.
method Finite Aggregation method that combines duplicates of smaller disjoint subsets for training.
result Consistent improvement in certified robustness bounds, up to 4.77% on GTSRB.

One-round FL method improves robustness and reduces communication rounds.

problem Making predictions robust and reducing FL communication rounds in heterogeneous data.
method Bayesian predictive space aggregation of client posteriors in one round.
result One-round FL method outperforms other techniques on heterogeneous settings.

The variational autoencoder (VAE) is a powerful generative model that can estimate the probability of a data point by using latent variables. In the VAE, the posterior of the latent variable given the data point is regularized by the prior of the latent variable using Kullback Leibler (KL) divergence. Although the stan…

2018-09-14abs ↗pdf ↗

LPF provides formal guarantees for aggregating multi-evidence in probabilistic tasks.

problem Lack of formal guarantees for multi-evidence reasoning in AI.
method LPF uses variational autoencoders and Sum-Product Networks to aggregate evidence items.
result Proves multiple formal guarantees including calibration preservation and error decay.

Paper addresses the disparity between sampled and mean representations in disentangled learning.

problem Disparity between sampled and mean representations in disentangled learning.
method Proposes a method to eliminate the disparity by proving and utilizing the relationship between total correlation of sampled and mean representations for multivariate normal distributions.
result Demonstrates that a factorized mean representation can have lower total correlation than the sampled representation.

With the rapidly growing scales of statistical problems, subset based communication-free parallel MCMC methods are a promising future for large scale Bayesian analysis. In this article, we propose a new Weierstrass sampler for parallel MCMC based on independent subsets. The new sampler approximates the full data poster…

2013-12-17abs ↗pdf ↗

Variational Auto-encoders (VAEs) have been very successful as methods for forming compressed latent representations of complex, often high-dimensional, data. In this paper, we derive an alternative variational lower bound from the one common in VAEs, which aims to minimize aggregate information loss. Using our lower bo…

2019-02-16abs ↗pdf ↗

For massive data sets, efficient computation commonly relies on distributed algorithms that store and process subsets of the data on different machines, minimizing communication costs. Our focus is on regression and classification problems involving many features. A variety of distributed algorithms have been proposed …

2014-10-24abs ↗pdf ↗

Markov Chain Monte Carlo (MCMC) sampling from a posterior distribution corresponding to a massive data set can be computationally prohibitive since producing one sample requires a number of operations that is linear in the data size. In this paper, we introduce a new communication-free parallel method, the Likelihood I…

2016-05-06abs ↗pdf ↗

Improved Bayesian inference via variational approximations of generalized rho-posteriors.

problem Robust Bayesian inference under model misspecification and data contamination.
method Introducing a modified ρρ-posterior and using PAC-Bayesian analysis with variational approximations.
result Theoretical guarantees for tractable inference with competitive robustness and computational efficiency.

This document is an invited chapter covering the specificities of ABC model choice, intended for the incoming Handbook of ABC by Sisson, Fan, and Beaumont (2017). Beyond exposing the potential pitfalls of ABC based posterior probabilities, the review emphasizes mostly the solution proposed by Pudlo et al. (2016) on the…

2015-03-26abs ↗pdf ↗

JADAI optimizes design and inference for parameter estimation.

problem Parameter estimation with active optimization of design variables.
method Jointly trains a policy, history network, and inference network to minimize posterior error.
result Achieves superior or competitive performance across benchmarks.

A new method combines Gaussian graphical models for better distributed Gaussian process predictions.

problem Poor results from traditional DGP due to violated conditional independence assumption.
method Proposes using Gaussian graphical models to aggregate local predictions from subsets of data.
result Our method outperforms other state-of-the-art DGP approaches on both synthetic and real datasets.

E-CIT framework reduces CITs' computational burden and improves causal discovery performance.

problem High computational cost of traditional CITs in causal discovery.
method E-CIT framework using divide-and-aggregate strategy with stable distribution p-value combination.
result Significant reduction in computational burden and competitive performance in causal discovery.

We propose a decentralized learning algorithm over a general social network. The algorithm leaves the training data distributed on the mobile devices while utilizing a peer to peer model aggregation method. The proposed algorithm allows agents with local data to learn a shared model explaining the global training data …

2019-05-24abs ↗pdf ↗

A new method combines scores of individual observations to efficiently approximate posterior distributions.

problem Handling posterior distributions conditioned on multiple observations with neural methods.
method Conditional score modeling to combine learned scores from individual observations.
result Sample-efficient method that can aggregate multiple observations at inference time.

Study compares chi-squared divergence and KL-divergence posteriors for PAC-Bayesian bounds.

problem Investigates optimal posteriors for PAC-Bayesian bounds using chi-squared divergence.
method Analyzes bounds for three distance functions, derives FP equations for computation.
result Chi-squared divergence based posteriors have weaker bounds and worse test errors.

FastSecAgg improves federated learning security and efficiency.

problem Privacy leakage in federated learning due to model parameter sharing.
method Introduces FastSecAgg, a secure aggregation protocol with FFT-based multi-secret sharing (FastShare).
result Efficient in computation and communication, robust to client dropouts.

Bayesian coresets improved with random sampling and quasi-Newton optimization.

problem Efficiently approximate Bayesian posterior distributions for computationally expensive inference.
method Randomly select a subset of data points, then optimize weights using quasi-Newton method.
result First algorithm with high-probability KL divergence bound on coreset quality.

Communication costs, resulting from synchronization requirements during learning, can greatly slow down many parallel machine learning algorithms. In this paper, we present a parallel Markov chain Monte Carlo (MCMC) algorithm in which subsets of data are processed independently, with very little communication. First, w…

2013-11-19abs ↗pdf ↗

Method evaluates disentanglement in DLVMs, including those not aligned with latent axes.

problem Evaluate disentanglement in DLVMs, especially those not aligned with latent axes.
method Proposes a statistical method to discover generative factors of a dataset.
result Empirically demonstrates the advantage of the method on two datasets.

A method to select important experts for Gaussian processes to balance computational efficiency and uncertainty quantification.

problem Balancing computational efficiency and uncertainty quantification in Gaussian processes for big data.
method Using graphical models to select important experts and aggregate their predictions while ensuring uncertainty quantification.
result Substantially reduces computational cost of aggregating dependent experts while ensuring calibrated uncertainty quantification.

HEBAE improves VAEs by adaptively balancing reconstruction and regularization.

problem Posterior collapse in VAEs leading to over-regularization and poor latent encoding.
method Hierarchical Empirical Bayes approach to probabilistic generative models.
result HEBAE generates higher quality samples with better FID scores.

New method reconstructs data subsets from limited published statistics.

problem Reconstructing tabular data from aggregate statistics when full datasets are not possible.
method Generates and verifies subsets of rows and columns that are guaranteed to be correct.
result Privacy violations can persist even with sparse published statistics.

Multidimensional data have become ubiquitous and are frequently encountered in situations where the information is aggregated over multiple data atoms. The aggregation can be over time or other features, such as geographical location. We often have access to multiple aggregated views of the same data, each aggregated i…

2019-10-26abs ↗pdf ↗

To understand how rich dynamics emerge in neural populations, we require models exhibiting a wide range of activity patterns while remaining interpretable in terms of connectivity and single-neuron dynamics. However, it has been challenging to fit such mechanistic spiking networks at the single neuron scale to empirica…

2019-10-03abs ↗pdf ↗

Temporal coarse-graining of multi-sector default count data generates effective correlation matrices and rank copulas.

problem Explaining the difference in default dependence between monthly and annual aggregation.
method Dynamic low-rank state-space model with AR(1) latent credit-state factors.
result Effective correlation matrices and rank copulas are generated from monthly default count data.

New method reduces labeler costs by aggregating predictions from local classifiers.

problem Reduce labeler costs in multiclass classification.
method Model KK-class classification using smaller classifiers trained on subsets of tasks.
result Near-optimal scheme for designing classifier configurations reduces labeler costs.

SGLDiff approximates Bayesian posterior distributions with subsampling error.

problem Approximating Bayesian posterior distributions in large-scale data settings.
method Stochastic Gradient Langevin Diffusion (SGLDiff) with subsampling.
result The Wasserstein distance between the posterior and SGLDiff's limiting distribution is bounded by a fractional power of the mean waiting time.

Deep latent variable models (LVM) such as variational auto-encoder (VAE) have recently played an important role in text generation. One key factor is the exploitation of smooth latent structures to guide the generation. However, the representation power of VAEs is limited due to two reasons: (1) the Gaussian assumption…

2019-08-30abs ↗pdf ↗

We use online convex optimization (OCO) for setpoint tracking with uncertain, flexible loads. We consider full feedback from the loads, bandit feedback, and two intermediate types of feedback: partial bandit where a subset of the loads are individually observed and the rest are observed in aggregate, and Bernoulli feed…

2017-09-12abs ↗pdf ↗

The paper tackles approximate unlearning from a subset of training data using variational inference.

problem Unlearning from a small subset of erased training data while maintaining the posterior belief from the full data.
method Formulates unlearning as minimizing KL divergence, equivalent to minimizing an evidence upper bound. Uses variational inference to approximate posterior beliefs and proposes two tricks to handle challenges.
result Demonstrates the effectiveness of the proposed unlearning methods on various Bayesian models.