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.
New method models fat-tailed distributions with anisotropic tail-adaptive flows.
Proposes a tail-adaptive shrinkage method for robust sparse estimation.
A new method improves posterior approximation for complex distributions.
Variational inference with α-divergences has been widely used in modern probabilistic machine learning. Compared to Kullback-Leibler (KL) divergence, a major advantage of using α-divergences (with positive α values) is their mass-covering property. However, estimating and optimizing α-divergences require to use importa…
Improved generative models for rare events using nonlinear diffusion.
Paper improves normalizing flows to better capture distribution tails.
We investigate the ability of popular flow based methods to capture tail-properties of a target density by studying the increasing triangular maps used in these flow methods acting on a tractable source density. We show that the density quantile functions of the source and target density provide a precise characterizat…
GRASP simplifies Bayesian regression with grouped predictors using an adaptive NBP prior.
Study free energy in spherical spin glasses, proving universality dichotomy.