Related papers: VISP: Volatility Informed Stochastic Projection fo…

Noise injection-based method has been shown to be able to improve the robustness of artificial neural networks in previous work. In this work, we propose a novel noise injection-based training scheme for better model robustness.…

Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel…

Vortex induced vibration (VIV) occurs when vortex shedding frequency falls close to the natural frequency of a structure. Investigation on VIV is of great value in disaster mitigation, energy extraction and other applications. Following…

Current state-of-the-art optimizers are adaptive gradient-based optimization methods such as Adam. Recently, there has been an increasing interest in formulating gradient-based optimizers in a probabilistic framework for better modeling the…

This work considers identifying parameters characterizing a physical system's dynamic motion directly from a video whose rendering configurations are inaccessible. Existing solutions require massive training data or lack generalizability to…

In this work, we propose Cell Variational Information Bottleneck Network (cellVIB), a convolutional neural network using information bottleneck mechanism, which can be combined with the latest feedforward network architecture in an…

Representing a signal as a continuous function parameterized by neural network (a.k.a. Implicit Neural Representations, INRs) has attracted increasing attention in recent years. Neural Processes (NPs), which model the distributions over…

Real-time calibration of stochastic volatility models (SVMs) is computationally bottlenecked by the need to repeatedly solve coupled partial differential equations (PDEs). In this work, we propose DeepSVM, a physics-informed Deep Operator…

Visual-inertial odometry (VIO) is a vital technique used in robotics, augmented reality, and autonomous vehicles. It combines visual and inertial measurements to accurately estimate position and orientation. Existing VIO methods assume a…

Sampling efficiency is a key bottleneck in reinforcement learning with verifiable rewards. Existing group-based policy optimization methods, such as GRPO, allocate a fixed number of rollouts for all training prompts. This uniform allocation…

This study proposes voltage-dependent-synaptic plasticity (VDSP), a novel brain-inspired unsupervised local learning rule for the online implementation of Hebb's plasticity mechanism on neuromorphic hardware. The proposed VDSP learning rule…

Recent advances in neural density estimation have enabled powerful simulation-based inference (SBI) methods that can flexibly approximate Bayesian inference for intractable stochastic models. Although these methods have demonstrated…

Compared to the wide array of advanced Monte Carlo methods supported by modern probabilistic programming languages (PPLs), PPL support for variational inference (VI) is less developed: users are typically limited to a predefined selection…

Gradient clipping is widely used to stabilize deep network training, but its formulation as a hard, fixed threshold limits flexibility and ignores gradient distribution dynamics. We propose SPAMP (Statistical Per-layer Adaptive Modulation…

Variational inference has experienced a recent surge in popularity owing to stochastic approaches, which have yielded practical tools for a wide range of model classes. A key benefit is that stochastic variational inference obviates the…

Modern neural network optimization relies heavily on architectural priorssuch as Batch Normalization and Residual connectionsto stabilize training dynamics. Without these, or in low-data regimes with aggressive augmentation, low-bias…

Stochastic variational inference (SVI) lets us scale up Bayesian computation to massive data. It uses stochastic optimization to fit a variational distribution, following easy-to-compute noisy natural gradients. As with most traditional…

We introduce Noise Injection Node Regularization (NINR), a method of injecting structured noise into Deep Neural Networks (DNN) during the training stage, resulting in an emergent regularizing effect. We present theoretical and empirical…

The transformer architecture has demonstrated strong performance in classification tasks involving structured and high-dimensional data. However, its success often hinges on large- scale training data and careful regularization to prevent…

We present a neural network (NN) approach to fit and predict implied volatility surfaces (IVSs). Atypically to standard NN applications, financial industry practitioners use such models equally to replicate market prices and to value other…