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Gauged Mini-Bucket Elimination for Approximate Inference [article]

Sungsoo Ahn, Michael Chertkov, Jinwoo Shin, Adrian Weller
2018 arXiv   pre-print
In this paper, we propose a new gauge-variational approach, termed WMBE-G, which combines gauge transformations with the weighted mini-bucket elimination (WMBE) method.  ...  We show that WMBE-G strictly improves the earlier WMBE approximation for symmetric models including Ising models with no magnetic field.  ...  variable elimination of mini-buckets.  ... 
arXiv:1801.01649v2 fatcat:yfblfpxqobbbziehfr7jwycsqu

Bucket Renormalization for Approximate Inference [article]

Sungsoo Ahn, Michael Chertkov, Adrian Weller, Jinwoo Shin
2018 arXiv   pre-print
We develop robust approximate algorithms by combining ideas from mini-bucket elimination with tensor network and renormalization group methods from statistical physics.  ...  ., normalizing constant, is a fundamental task of statistical inference but it is generally computationally intractable, leading to extensive study of approximation methods.  ...  Mini-bucket elimination (MBE, Dechter & Rish, 2003) achieves lower complexity by approximating each step of BE by splitting the computation of each bucket into several smaller "mini-buckets".  ... 
arXiv:1803.05104v3 fatcat:cou3x644hvdqtgigkbzemurdbq

AND/OR Search for Marginal MAP

Radu Marinescu, Junkyu Lee, Rina Dechter, Alexander Ihler
2018 The Journal of Artificial Intelligence Research  
In this paper, we show that the framework of heuristic AND/OR search, which exploits conditional independence in the graphical model, coupled with variational-based mini-bucket heuristics can be extended  ...  Consequently, approximation anytime schemes are essential.  ...  Max mini-buckets (of variables in X M ) are eliminated by maximization, while for variables in X S , one (arbitrarily selected) mini-bucket is eliminated by summation, while the rest of the mini-buckets  ... 
doi:10.1613/jair.1.11265 fatcat:e4jncyaggncxpo42sgrwz7tpaq

Gauges, Loops, and Polynomials for Partition Functions of Graphical Models [article]

Michael Chertkov, Vladimir Chernyak, Yury Maximov
2020 arXiv   pre-print
We suggest a new methodology for analysis and computations that combines the Gauge Function technique with the technique from the field of real stable polynomials.  ...  Computing the normalization factor, called the partition function, is the main inference challenge relevant to multiple statistical and optimization applications.  ...  We are particularly indebted to Nisheeth Vishnoi for many discussions and useful explanations, to Peter Csikvari for attracting our attention to inconsistency in our early notes and to Nima Anari explaining  ... 
arXiv:1811.04713v6 fatcat:7cco5st6bzbh3bh2226cijoixm

Anytime Best+Depth-First Search for Bounding Marginal MAP

Radu Marinescu, Junkyu Lee, Alexander Ihler, Rina Dechter
2017 PROCEEDINGS OF THE THIRTIETH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE AND THE TWENTY-EIGHTH INNOVATIVE APPLICATIONS OF ARTIFICIAL INTELLIGENCE CONFERENCE  
We introduce new anytime search algorithms that combine best-first with depth-first search into hybrid schemes for Marginal MAP inference in graphical models.  ...  extensive empirical evaluation demonstrates the effectiveness of our new methods which enjoy the strength of best-first (optimality of search) and of depth-first (memory robustness), leading to solutions for  ...  We are grateful to the reviewers for their helpful comments.  ... 
doi:10.1609/aaai.v31i1.11055 fatcat:qpkv3iyisjhsppgxoraczmnck4

VPIN and the flash crash

Torben G. Andersen, Oleg Bondarenko
2014 Journal of financial markets  
They find it useful for monitoring order flow imbalances and signaling impending market turmoil, exemplified by the flash crash. They also deem VPIN a good forecaster of short-term volatility.  ...  The proof of (6) follows from (5) and Stirling's approximation for large factorials: Q!  ...  At a minimum, some standard for robustness should be adopted, documenting the validity of inference for the range of possible alternative configurations of the volume buckets across the relevant part of  ... 
doi:10.1016/j.finmar.2013.05.005 fatcat:obitwhhmm5drrgyc2v4avg5kfi

Gauge-adjusted rainfall estimates from commercial microwave links

Martin Fencl, Michal Dohnal, Jörg Rieckermann, Vojtěch Bareš
2017 Hydrology and Earth System Sciences  
This eliminates the need to install reference gauges and makes it possible to work with existing information.  ...  Second, we assess the performance for several experimental layouts of <q>ground truth</q> from rain gauges (RGs) with different spatial and temporal resolutions.  ...  Special thanks belong to Prazske vodovody a kanalizace, a.s. who provided and carefully maintained the rain gauges.  ... 
doi:10.5194/hess-21-617-2017 fatcat:b3icvt3dx5hq7n3ebll2ptaoou

Gauge-Adjusted Rainfall Estimates from Commercial Microwave Links

Martin Fencl, Michal Dohnal, Jörg Rieckermann, Vojtěch Bareš
2016 Hydrology and Earth System Sciences Discussions  
This eliminates the need to install reference gauges and makes it possible to work with existing information.  ...  In this manuscript we therefore suggest a novel method to reduce this bias by adjusting QPEs to existing rain gauges.  ...  Special thanks belong to Prazske vodovody a kanalizace, a.s. who provided and carefully maintained the rain gauges.  ... 
doi:10.5194/hess-2016-397 fatcat:ycgibfwalzgzbk4kx7hxyeplou

Trade Classification Algorithms: A Horse Race between the Bulk-Based and the Tick-Based Rules

Bidisha Chakrabarty, Roberto Pascual, Andriy Shkilko
2012 Social Science Research Network  
We thank Marcos López de Prado for answering a number of our questions about the BVC methodology. We are grateful to Maureen O'Hara for insightful comments on our results.  ...  We thank Abstract We compare bulk-volume classification (BVC) proposed by Easley, Lopez de Prado, and O'Hara (2012b) to the traditional tick rule (TR) for a sample of equity trades executed on NASDAQ's  ...  ELO report the highest attained BVC accuracy of 94.5% for the e-mini S&P500 futures.  ... 
doi:10.2139/ssrn.2182819 fatcat:5a77jrvvafgqjpmqtdxlr7bhwu

Ranking User Attributes for Fast Candidate Selection in Recommendation Systems

Huichao Xue
2020 Proceedings of the 29th ACM International Conference on Information & Knowledge Management  
Special thanks to Jeffrey Lee for the guidance on productionizing the online solution.  ...  ACKNOWLEDGEMENTS The author would like to thank Gheorghe Muresan, Dawei Wang, Badrul Sarwar and the anonymous reviewers for insightful comments and suggestions.  ...  Proposed Model Family Our fundamental idea for eliminating summations is to account for each attribute's contribution separately.  ... 
doi:10.1145/3340531.3412742 dblp:conf/cikm/Xue20 fatcat:52mgfnrylzck7h35vxbempuohq

Stress estimation in rock: a brief history and review

C. Fairhurst
2003 International Journal of Rock Mechanics And Mining Sciences  
Following an historical overview of the need for rock stress information and the nature of rock engineering problems, stress and stress estimation are discussed.  ...  For this Special Issue of the Journal on Rock Stress Estimation, an introduction to the subject of in situ rock stress is presented here, concentrating on the history of the subject and the principles  ...  This allows failures of the bonding to be identified, so that results from the affected gauges can be eliminated from the stress determination.  ... 
doi:10.1016/j.ijrmms.2003.07.002 fatcat:rsk3n7won5e4pao64pku36ra2y

Capital Allocation and Delegation of Decision-Making Authority within Firms

John R. Graham, Campbell R. Harvey, Manju Puri
2012 Social Science Research Network  
Among other things, they conclude that delegation is less likely for projects that involve new products or locations, while delegation increases with the span of CEO control.  ...  These topics are obviously related because it would not be possible for an executive to influence the outcome of a decision if he were not involved in the decision-making process.  ...  In total, we surveyed approximately 10,700 CEOs, once improper email addresses are eliminated. All of these invitations were issued on approximately February 1, 2006.  ... 
doi:10.2139/ssrn.1571527 fatcat:sqeeqlbpljguzoctxqyjhvupna

Capital allocation and delegation of decision-making authority within firms

John R. Graham, Campbell R. Harvey, Manju Puri
2015 Journal of Financial Economics  
Among other things, they conclude that delegation is less likely for projects that involve new products or locations, while delegation increases with the span of CEO control.  ...  These topics are obviously related because it would not be possible for an executive to influence the outcome of a decision if he were not involved in the decision-making process.  ...  In total, we surveyed approximately 10,700 CEOs, once improper email addresses are eliminated. All of these invitations were issued on approximately February 1, 2006.  ... 
doi:10.1016/j.jfineco.2014.10.011 fatcat:g567f5q775agjewvikiwbcoaoa

Capital Allocation and Delegation of Decision-Making Authority Within Firms

John R. Graham, Campbell R. Harvey, Manju Puri
2010 Social Science Research Network  
Among other things, they conclude that delegation is less likely for projects that involve new products or locations, while delegation increases with the span of CEO control.  ...  These topics are obviously related because it would not be possible for an executive to influence the outcome of a decision if he were not involved in the decision-making process.  ...  In total, we surveyed approximately 10,700 CEOs, once improper email addresses are eliminated. All of these invitations were issued on approximately February 1, 2006.  ... 
doi:10.2139/ssrn.1527098 fatcat:vogkihrvsrbbxeov7bxcyp3lxm

Hydrologic interactions between an alluvial fan and a slope wetland in the central Rocky Mountains, USA

Scott W. Woods, Lee H. MacDonald, Cherie J. Westbrook
2006 Wetlands (Wilmington, N.C.)  
that stream seepage is the primary source of ground-water recharge for the alluvial fan.  ...  Step changes in streamflow inputs resulting from an upstream water diversion helped confirm the linkages inferred from the hydrometric data.  ...  The National Science Foundation provided additional funding through the Research Experience for Undergraduates (REU) program.  ... 
doi:10.1672/0277-5212(2006)26[230:hibaaf]2.0.co;2 fatcat:sckhkrfnbndhbc43wlkgeijh6a
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