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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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18355370 · Jun 202019922001200920172026
48 results for universal PPLs

NP-iMCMC algorithm for nonparametric models in universal PPLs.

problem Developing inference algorithms for arbitrary nonparametric models in universal PPLs.
method Unifying involutive MCMC framework with a general procedure for state movement.
result Proves the correctness of the NP-iMCMC sampler and shows significant performance improvements.

NP-HMC extends HMC for nonparametric models in probabilistic programming.

problem Inference for nonparametric models in probabilistic programming.
method Introduces NP-HMC, a generalization of HMC for nonparametric models using tree representable functions.
result Empirically shows significant performance improvements over existing approaches.

PPL improves on Takacs-Fiksel estimation for Gibbs models.

problem Improving point process estimation methods.
method PPL uses cross-validation and a specific loss function to estimate parameters.
result PPL with specific loss functions and hyperparameters outperforms Takacs-Fiksel estimation in mean square error.

LIC compiles probabilistic models to generate efficient MCMC proposals.

problem Creating accurate Metropolis-Hastings proposals for Bayesian inference.
method Integrates probabilistic graphical models and neural networks in an open-source framework to optimize proposal distributions.
result LIC produces more efficient and robust MCMC proposals compared to existing methods.

DMVI uses diffusion models for efficient probabilistic inference in PPLs.

problem Efficient probabilistic inference in complex probabilistic programming languages.
method DMVI employs diffusion models as variational approximations to the posterior distribution, optimizing a bound on the marginal likelihood.
result DMVI produces more accurate posterior inferences than existing methods in PPLs with similar computational cost and less manual tuning.

PClean automates Bayesian data cleaning for specific datasets.

problem Bayesian inference for diverse and complex data cleaning.
method Domain-specific probabilistic programming language with custom models and inference.
result PClean programs outperform general-purpose PPLs in accuracy and runtime.

Probabilistic programming languages (PPLs) are a powerful modeling tool, able to represent any computable probability distribution. Unfortunately, probabilistic program inference is often intractable, and existing PPLs mostly rely on expensive, approximate sampling-based methods. To alleviate this problem, one could tr…

2016-10-18abs ↗pdf ↗

Improves sampling from complex hierarchical models using HMC and automatic marginalization.

problem Sampling from complex hierarchical models is difficult for HMC.
method Proposes automatic marginalization as part of the sampling process using HMC in a graphical model extracted from a PPL.
result Significantly improves sampling from real-world hierarchical models.

Improves Bayesian optimisation for engineering design problems with many variables.

problem Efficiently searching for global minima in high-dimensional design spaces.
method Integrates input and output data to identify a reduced latent subspace using probabilistic partial least squares.
result Significant improvements in convergence to the global minimum compared to existing methods.

Hamiltonian Monte Carlo (HMC) is arguably the dominant statistical inference algorithm used in most popular "first-order differentiable" Probabilistic Programming Languages (PPLs). However, the fact that HMC uses derivative information causes complications when the target distribution is non-differentiable with respect…

2018-04-07abs ↗pdf ↗

A new framework for PPLS combines noise estimation, optimization, and calibration.

problem Probabilistic PLS models need interpretable latent factors and calibrated uncertainty.
method End-to-end pipeline combining noise estimation, constrained optimization, and prediction calibration.
result Achieves near-nominal coverage and native calibrated uncertainty across benchmarks.

We present the Compressive Transformer, an attentive sequence model which compresses past memories for long-range sequence learning. We find the Compressive Transformer obtains state-of-the-art language modelling results in the WikiText-103 and Enwik8 benchmarks, achieving 17.1 ppl and 0.97 bpc respectively. We also fi…

2019-11-13abs ↗pdf ↗

This book is a graduate-level introduction to probabilistic programming. It not only provides a thorough background for anyone wishing to use a probabilistic programming system, but also introduces the techniques needed to design and build these systems. It is aimed at people who have an undergraduate-level understandi…

2018-09-27abs ↗pdf ↗

Novel approach to universal online learning for bounded losses, closing open problems.

problem Characterizing processes for universal online learning under non-i.i.d. conditions.
method Characterization of processes admitting strong and weak universal learning, introduction of optimistically universal learning rule.
result Introduction of a novel 1NN algorithm that is optimistically universal for bounded losses.

Unified continuous diffusion model outperforms discrete alternatives in scalability and quality.

problem Continuous diffusion models were perceived as less scalable than discrete models.
method Reconstructed Plaid model and compared it with modern discrete DLMs, optimizing noise schedule and embeddings via likelihood.
result Unified continuous diffusion model (RePlaid) outperforms discrete models in compute efficiency and quality.

Universal MLPs with a single hidden layer can learn any function.

problem Learning on various data structures like sequences, images, sets, and graphs.
method Using group theory, the paper proves the universality of a broad class of equivariant MLPs with a single hidden layer.
result Having a hidden layer on which the group acts regularly is sufficient for universal equivariance (invariance).

We construct universal Lefschetz fibrations, defined in analogy with classical universal bundles. We also introduce the cobordism groups of Lefschetz fibrations, and we see how these groups are quotients of the singular bordism groups via the universal Lefschetz fibrations.

2014-03-10abs ↗pdf ↗

We present a universal knot polynomials for 2- and 3-strand torus knots in adjoint representation, by universalization of appropriate Rosso-Jones formula. According to universality, these polynomials coincide with adjoined colored HOMFLY and Kauffman polynomials at SL and SO/Sp lines on Vogel's plane, and give their ex…

2015-10-20abs ↗pdf ↗

Simple technique turns any adversarial attack into a universal one using few test examples.

problem Creating universal adversarial attacks with minimal data.
method Universalization technique using few adversarial test examples and spectral properties.
result Simple universalization technique achieves comparable fooling rates to state-of-the-art methods.

Universal inequalities for Laplacian eigenvalues on discrete groups.

problem Proving inequalities for Laplacian eigenvalues on discrete groups.
method Analyzing Laplacian eigenvalues with Dirichlet boundary conditions on subsets of discrete groups.
result Yang-type universal inequalities for Cayley graphs of amenable groups and the d-regular tree.

This paper studies universal rates of ERM for binary classification under agnostic learning.

problem The challenge of achieving universal rates of ERM for binary classification under agnostic learning.
method The paper explores the agnostic universal rates of ERM for binary classification, revealing three possible rates: ene^{-n}, o(n1/2)o(n^{-1/2}), or arbitrarily slow.
result The paper provides a complete characterization of which concept classes fall into each of the three categories of agnostic universal rates.

Develops a new approach to establish universality for any-dimensional machine learning models.

problem Understanding universality for models with inputs of varying sizes.
method Identifies any-dimensional functions with a unique function in an infinite-dimensional limit space, using symmetries and relations between inputs of different sizes.
result Establishes universality for several existing architectures and proposes modifications to restore it.

Softmax attention approximates complex functions and subsumes many known universal approximators.

problem Universal approximation of continuous sequence-to-sequence functions.
method Interpolation-based analysis of attention's internal mechanism, showing its ability to approximate ReLU functions.
result Softmax attention is a universal approximator for continuous sequence-to-sequence functions.

MLPs can approximate any function in context, challenging the importance of in-context universality.

problem Understanding why transformers are more effective than classical models.
method Proved MLPs with trainable activation functions are universal in context.
result Transformer success is likely due to factors other than in-context universality.

Solves open problem on universally consistent online learning with unbounded losses.

problem Open problem on universally consistent online learning with unbounded losses.
method Constructs random measurable partitions of the instance space.
result Simple memorization rule is optimistically universal for any unbounded loss.

The paper tightens bounds on distances between Reeb graphs.

problem Certifying quasi-universality of distances between Reeb graphs.
method Establishes tight bi-Lipschitz bounds for various distances.
result Proves strict universality of the functional contortion distance for contour trees and coincides with interleaving distance for merge trees.