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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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128255383510 · Jun 202019922001200920172026
48 results for vector approximate message passing

Resampling techniques are widely used in statistical inference and ensemble learning, in which estimators' statistical properties are essential. However, existing methods are computationally demanding, because repetitions of estimation/learning via numerical optimization/integral for each resampled data are required. I…

2019-05-23abs ↗pdf ↗

Factor graphs have recently gained increasing attention as a unified framework for representing and constructing algorithms for signal processing, estimation, and control. One capability that does not seem to be well explored within the factor graph tool kit is the ability to handle deterministic nonlinear transformati…

2019-03-21abs ↗pdf ↗

VQ-GNN scales GNNs to large graphs using vector quantization.

problem Scaling GNNs to large graphs with stable performance and speed.
method VQ-GNN uses vector quantization to preserve all messages passed to a mini-batch of nodes, avoiding the 'neighbor explosion' problem.
result VQ-GNN achieves competitive performance on large-graph node classification and link prediction benchmarks.

Paper proposes efficient methods for forecasting with large datasets.

problem Forecasting with large, high-dimensional economic data sets.
method Bayesian hierarchical priors, factor graphs, message passing algorithms, Generalized Approximate Message Passing (GAMP).
result The proposed methods outperform traditional approaches in forecasting U.S. price inflation.

New AMP algorithms for rotationally invariant models with reduced complexity.

problem Signal estimation in generalized linear models with arbitrary spectral design matrices.
method Rotationally invariant approximate message passing (AMP) algorithms.
result Performance close to Vector AMP with significantly lower complexity.

A fast, approximate method for variable selection in GLMs tackles correlated data.

problem Variable selection in generalized linear models with correlated data.
method Replica method of statistical mechanics and vector approximate message passing.
result The proposed algorithm provides fast convergence and high approximation accuracy.

For the problem of multi-class linear classification and feature selection, we propose approximate message passing approaches to sparse multinomial logistic regression (MLR). First, we propose two algorithms based on the Hybrid Generalized Approximate Message Passing (HyGAMP) framework: one finds the maximum a posterio…

2015-09-15abs ↗pdf ↗

Optimal spectral estimators and AMP combine for efficient weak recovery in orthogonally invariant GLMs.

problem Parameter estimation from generalized linear models with complex correlation structures.
method Spectral initialization and approximate message passing (AMP) algorithm.
result Established rigorous performance guarantees for spectral initialization and AMP.

New algorithm improves signal reconstruction from noisy measurements with side information.

problem Reconstructing unknown signals from noisy linear measurements with side information.
method Integrates side information into approximate message passing (AMP) and tracks performance using state evolution.
result AMP-SI performance is accurately predicted by state evolution.

Graph hypernetworks improve molecule property prediction and classification.

problem Improving molecule property prediction and classification using graph neural networks.
method Replacing underlying networks with hypernetworks and addressing training instability.
result Demonstrated state-of-the-art performance in various benchmarks.

Vector approximate message passing (VAMP) is a computationally simple approach to the recovery of a signal x\mathbf{x} from noisy linear measurements y=Ax+w\mathbf{y}=\mathbf{Ax}+\mathbf{w}. Like the AMP proposed by Donoho, Maleki, and Montanari in 2009, VAMP is characterized by a rigorous state evolution (SE) that holds …

2016-02-26abs ↗pdf ↗

We introduce a novel mechanism to tighten the local polytope relaxation for MAP inference in Markov random fields with low state space variables. We consider a surjection of the variables to a set of hyper-variables and apply the local polytope relaxation over these hyper-variables. The state space of each individual h…

2018-05-13abs ↗pdf ↗

New algorithm for signal estimation in noisy matrix models.

problem Signal estimation in rectangular spiked matrix models with rotationally invariant noise.
method Orthogonal Approximate Message Passing (OAMP) algorithm for signal estimation.
result Optimal OAMP algorithm minimizes mean-squared error and achieves Bayes-optimal performance.

New framework for estimating treatment effects in experiments with network interference.

problem Network interference biases traditional treatment effect estimations in randomized experiments.
method Causal message-passing framework based on high-dimensional approximate message passing.
result Practical algorithm to estimate total treatment effect in multi-period experiments.

New AMP algorithm estimates signals and latent variables in mixed regression models.

problem Estimating signals and latent variables in mixed regression models.
method Approximate Message Passing (AMP) algorithm for matrix GLM.
result State evolution recursion and optimal denoising functions for precise error minimization.

We analyze oversquashing in topological message-passing using relational structures.

problem Oversquashing in topological message-passing remains understudied.
method A unifying axiomatic framework that bridges graph and topological message-passing.
result Potential to advance topological deep learning.

AMP method reconstructs rank-one matrices from noisy data efficiently.

problem Reconstructing rank-one matrices with prior structural information from noisy observations.
method Approximate Message Passing (AMP) with random initialization.
result AMP from random initialization converges rapidly and globally.

Message passing is the key to graph neural networks, but new terms are needed to avoid confusion.

problem Current methods of graph neural networks cannot solve all problems over given input graphs.
method Demonstrates that any function of interest can be expressed using pairwise message passing over a modified graph.
result Message passing is the fundamental approach for graph neural networks, and new terms are needed to avoid confusion.

This work proposes a geometric approach to equivariant message passing on Riemannian manifolds.

problem Efficiently processing data on Riemannian manifolds with equivariance.
method Geometric insight into equivariant message passing on Riemannian manifolds, using an equivariant embedding and diffusion process.
result A new class of equivariant GNNs on Riemannian manifolds.

Proves formula for reconstruction performance in generalized linear models.

problem Analyzing reconstruction performance in generalized linear models with arbitrary bounded spectrum.
method Message passing algorithms and dynamical system stability analysis.
result Analytical formula confirms replica method conjecture for convex models.

ADMP-GNN dynamically adjusts message-passing layers for better graph learning performance.

problem Fixed message-passing steps in GNNs do not account for nodes' varying computational needs.
method Proposes ADMP-GNN, which dynamically adjusts the number of message-passing layers for each node.
result Improves performance on node classification tasks compared to baseline GNN models.

Active sampling algorithm improves accuracy of inferred scores from pairwise comparisons.

problem Inference of accurate scores from time-consuming pairwise comparisons.
method Approximate message passing and expected information gain maximization.
result ASAP offers the highest accuracy of inferred scores compared to existing methods.

The study shows how to accurately estimate embedding vectors in high dimensions.

problem How to accurately estimate embedding vectors in high-dimensional spaces.
method A simple probability model and a variant of low-rank approximate message passing (AMP) method.
result The AMP approach enables precise predictions of the accuracy of the estimation in certain high-dimensional limits.

New algorithms improve rank one signal estimation from noisy data.

problem Estimating a rank one signal matrix from corrupted data with rotationally invariant noise.
method Developed approximate message-passing algorithms exploiting eigenvalues and iterates denoisers.
result Achieves optimal asymptotic estimation error among iterative algorithms.

Adapts BP-based algorithms for deep learning, improving performance and accuracy.

problem Training deep neural networks with discrete weights and activations.
method Message-passing algorithms based on Belief Propagation, with reinforcement field.
result Comparable performance to SGD-inspired heuristics (BinaryNet) and higher accuracy in predictions.

Study on convergence of graph neural networks on random graphs.

problem Convergence of message passing graph neural networks on large random graphs.
method Extended convergence results to a broad class of aggregation functions using McDiarmid inequality.
result Non-asymptotic bounds for convergence quantified with high probability.

MACE uses higher-order messages to create fast, accurate force fields.

problem Creating fast and accurate force fields in computational chemistry and materials science.
method Introducing MACE, an equivariant MPNN model that uses four-body messages.
result MACE reduces the required number of message passing iterations to just two, achieving state-of-the-art accuracy.

MPLP learns neural network weights by treating operations as message-passing agents.

problem Training neural networks using gradient-based methods.
method MPLP abstracts neural network operations as message-passing agents, updating internal states and passing messages.
result MPLP outperforms traditional gradient-based methods on simple feed-forward neural networks.