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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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18365371 · Jun 202019922001200920172026
48 results for universal marginaliser

UM trains a neural network to approximate marginal distributions in probabilistic programs.

problem High computational cost and lack of theoretical guarantees in inference methods for probabilistic programs.
method Combining samples from a probabilistic program prior with an augmentation method to train a neural network for any conditional marginal distribution.
result UM trains a single neural network to approximate any conditional marginal distribution, amortizing inference costs.

Bayesian causal inference method improves accuracy over traditional approaches.

problem Bayesian marginalisation over causal models is computationally infeasible.
method Decomposes structure marginalisation into causal orders and DAGs, using Gaussian processes for mechanisms and ARCO for orders.
result Method outperforms state-of-the-art in structure learning and inference.

Efficiently marginalizes over Gaussian Process kernels for better model flexibility and uncertainty.

problem Inefficient marginalization over Gaussian Process kernels for large datasets.
method Bayesian Quadrature scheme with maximum mean discrepancies and invariances between Spectral Mixture kernels.
result Achieves more accurate predictions and better calibrated uncertainty than state-of-the-art baselines.

Novel deep Gaussian process improves predictive uncertainty.

problem Flexible probabilistic data representations with tractable inference.
method Structured Gaussian variational family with marginalisation.
result Improved accuracy and calibrated uncertainty estimates.

In this paper, we study classes of graphs with three types of edges that capture the modified independence structure of a directed acyclic graph (DAG) after marginalisation over unobserved variables and conditioning on selection variables using the mm-separation criterion. These include MC, summary, and ancestral grap…

2011-10-19abs ↗pdf ↗

Bayesian Gaussian Processes improve exoplanet transit and Hubble constant inference.

problem Improving exoplanet transit and Hubble constant inference using Bayesian Gaussian Processes.
method Kernel-, mean- and noise-marginalised Gaussian Processes with evidence-based model comparison and transdimensional sampling.
result Inferred Hubble constant H0H_0 values from cosmic chronometers, baryon acoustic oscillations and combined datasets are 66±6kms1Mpc166 \pm 6\, \mathrm{km}\,\mathrm{s}^{-1}\,\mathrm{Mpc}^{-1}, 67±10kms1Mpc167 \pm 10\, \mathrm{km}\,\mathrm{s}^{-1}\,\mathrm{Mpc}^{-1} and 69±6kms1Mpc169 \pm 6\, \mathrm{km}\,\mathrm{s}^{-1}\,\mathrm{Mpc}^{-1}, respectively.

Bayesian neural networks benefit from fully marginalizing over all modes to improve generalization.

problem Bayesian neural networks suffer from multimodal posterior distributions that can lead to suboptimal generalization.
method Use appropriate Bayesian sampling tools to fully marginalize over all posterior modes.
result Training with full marginalization improves the ability of the network to reason between multiple candidate solutions.

Empowerment quantifies the influence an agent has on its environment. This is formally achieved by the maximum of the expected KL-divergence between the distribution of the successor state conditioned on a specific action and a distribution where the actions are marginalised out. This is a natural candidate for an intr…

2015-09-28abs ↗pdf ↗

This paper uses Nested Sampling to improve Gaussian Process uncertainty quantification.

problem Underestimating predictive uncertainty and overfitting in Gaussian Process models.
method Marginalises hyperparameters using Nested Sampling for spectral mixture kernels.
result Improves predictive performance and uncertainty quantification across various data sets.

Integration over non-negative integrands is a central problem in machine learning (e.g. for model averaging, (hyper-)parameter marginalisation, and computing posterior predictive distributions). Bayesian Quadrature is a probabilistic numerical integration technique that performs promisingly when compared to traditional…

2018-12-04abs ↗pdf ↗

GNIs induce a regulariser that penalizes high-frequency components in neural network activations.

problem Understanding the regularizing effect of Gaussian noise injections on neural network activations.
method Deriving the explicit regularizer by marginalizing out injected noise and analyzing its effect in the Fourier domain.
result GNIs induce a regularizer that produces calibrated classifiers with large margins.

Proposes a new Gaussian factor for probabilistic inference with degenerate settings.

problem Handling linear dependencies among random variables in Gaussian networks.
method Introduces a parametrised factor that relaxes the positive-definite constraint of the covariance matrix.
result Accurately accommodates degeneracies in probabilistic inference without significant computational overhead.

Marginalising out uncertain quantities within the internal representations or parameters of neural networks is of central importance for a wide range of learning techniques, such as empirical, variational or full Bayesian methods. We set out to generalise fast dropout (Wang & Manning, 2013) to cover a wider variety of …

2015-07-19abs ↗pdf ↗

Bayesian Quadrature improves ensembling for neural networks with dispersed likelihood peaks.

problem Ensembling neural networks struggles with dispersed, narrow peaks in likelihood surfaces.
method Uses Bayesian Quadrature to construct weighted ensembles of architectures.
result Empirically outperforms state-of-the-art baselines in test likelihood, accuracy, and expected calibration error.

A new Metropolis-Hastings algorithm uses Gaussian Processes to speed up sampling from complex models.

problem Sampling from computationally expensive probabilistic models.
method Two-stage Metropolis-Hastings algorithm with a Gaussian Process surrogate model.
result The approach learns the target distribution while sampling, eliminating the need for pre-training.

One-shot neural architecture search limits depth search space and prunes networks for better performance and uncertainty.

problem Finding optimal depth in residual networks for efficient training and inference.
method Formulated a variational objective to approximate the depth distribution and pruned networks based on this distribution.
result Pruned networks achieve competitive accuracy with unpruned networks and better uncertainty calibration.

Improved GP decoder training with SAS approximations.

problem Training expensive Gaussian process decoders is challenging and computationally expensive.
method Developed a new stochastic estimate of log-marginal likelihood based on cross-validation.
result SAS-GP improves robustness and reduces computational cost compared to variational autoencoders.

Complex systems can be modelled at various levels of detail. Ideally, causal models of the same system should be consistent with one another in the sense that they agree in their predictions of the effects of interventions. We formalise this notion of consistency in the case of Structural Equation Models (SEMs) by intr…

2017-07-04abs ↗pdf ↗

NDPs learn to sample from complex function distributions using neural networks and diffusion models.

problem Learning rich distributions over functions with neural networks.
method NDPs use denoising diffusion models and custom attention blocks to incorporate stochastic process properties.
result NDPs can capture functional distributions close to true Bayesian posteriors and outperform neural processes.

The issue of fairness in machine learning models has recently attracted a lot of attention as ensuring it will ensure continued confidence of the general public in the deployment of machine learning systems. We focus on mitigating the harm incurred by a biased machine learning system that offers better outputs (e.g. lo…

2018-10-12abs ↗pdf ↗

Statistical uncertainties are rarely incorporated in machine learning algorithms, especially for anomaly detection. Here we present the Bayesian Anomaly Detection And Classification (BADAC) formalism, which provides a unified statistical approach to classification and anomaly detection within a hierarchical Bayesian fr…

2019-02-22abs ↗pdf ↗

Transductive Adversarial Networks (TAN) is a novel domain-adaptation machine learning framework that is designed for learning a conditional probability distribution on unlabelled input data in a target domain, while also only having access to: (1) easily obtained labelled data from a related source domain, which may ha…

2018-02-08abs ↗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.

Researchers found specific conformal groups for Einstein static universe models.

problem Understanding conformal groups of Einstein static universe models.
method Constructed explicit models for restricted conformal groups and universal covering groups.
result Determined all conformal Lorentz manifolds with maximal restricted conformal group dimension.

A novel VAE called πVAE models complex data with stochastic processes.

problem Efficient inference of stochastic processes for Bayesian deep learning with big data.
method πVAE is a finitely exchangeable, Kolmogorov consistent, continuous stochastic process VAE.
result πVAE achieves state-of-the-art performance in tasks like spatial interpolation.

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.