scholarly journals Solving Schrödinger Bridges via Maximum Likelihood

Entropy ◽  
2021 ◽  
Vol 23 (9) ◽  
pp. 1134
Author(s):  
Francisco Vargas ◽  
Pierre Thodoroff ◽  
Austen Lamacraft ◽  
Neil Lawrence

The Schrödinger bridge problem (SBP) finds the most likely stochastic evolution between two probability distributions given a prior stochastic evolution. As well as applications in the natural sciences, problems of this kind have important applications in machine learning such as dataset alignment and hypothesis testing. Whilst the theory behind this problem is relatively mature, scalable numerical recipes to estimate the Schrödinger bridge remain an active area of research. Our main contribution is the proof of equivalence between solving the SBP and an autoregressive maximum likelihood estimation objective. This formulation circumvents many of the challenges of density estimation and enables direct application of successful machine learning techniques. We propose a numerical procedure to estimate SBPs using Gaussian process and demonstrate the practical usage of our approach in numerical simulations and experiments.

2021 ◽  
Author(s):  
Natacha Galmiche ◽  
Nello Blaser ◽  
Morten Brun ◽  
Helwig Hauser ◽  
Thomas Spengler ◽  
...  

<p>Probability distributions based on ensemble forecasts are commonly used to assess uncertainty in weather prediction. However, interpreting these distributions is not trivial, especially in the case of multimodality with distinct likely outcomes. The conventional summary employs mean and standard deviation across ensemble members, which works well for unimodal, Gaussian-like distributions. In the case of multimodality this misleads, discarding crucial information. </p><p>We aim at combining previously developed clustering algorithms in machine learning and topological data analysis to extract useful information such as the number of clusters in an ensemble. Given the chaotic behaviour of the atmosphere, machine learning techniques can provide relevant results even if no, or very little, a priori information about the data is available. In addition, topological methods that analyse the shape of the data can make results explainable.</p><p>Given an ensemble of univariate time series, a graph is generated whose edges and vertices represent clusters of members, including additional information for each cluster such as the members belonging to them, their uncertainty, and their relevance according to the graph. In the case of multimodality, this approach provides relevant and quantitative information beyond the commonly used mean and standard deviation approach that helps to further characterise the predictability.</p>


2006 ◽  
Author(s):  
Christopher Schreiner ◽  
Kari Torkkola ◽  
Mike Gardner ◽  
Keshu Zhang

2020 ◽  
Vol 12 (2) ◽  
pp. 84-99
Author(s):  
Li-Pang Chen

In this paper, we investigate analysis and prediction of the time-dependent data. We focus our attention on four different stocks are selected from Yahoo Finance historical database. To build up models and predict the future stock price, we consider three different machine learning techniques including Long Short-Term Memory (LSTM), Convolutional Neural Networks (CNN) and Support Vector Regression (SVR). By treating close price, open price, daily low, daily high, adjusted close price, and volume of trades as predictors in machine learning methods, it can be shown that the prediction accuracy is improved.


Diabetes ◽  
2020 ◽  
Vol 69 (Supplement 1) ◽  
pp. 389-P
Author(s):  
SATORU KODAMA ◽  
MAYUKO H. YAMADA ◽  
YUTA YAGUCHI ◽  
MASARU KITAZAWA ◽  
MASANORI KANEKO ◽  
...  

Author(s):  
Anantvir Singh Romana

Accurate diagnostic detection of the disease in a patient is critical and may alter the subsequent treatment and increase the chances of survival rate. Machine learning techniques have been instrumental in disease detection and are currently being used in various classification problems due to their accurate prediction performance. Various techniques may provide different desired accuracies and it is therefore imperative to use the most suitable method which provides the best desired results. This research seeks to provide comparative analysis of Support Vector Machine, Naïve bayes, J48 Decision Tree and neural network classifiers breast cancer and diabetes datsets.


Author(s):  
Padmavathi .S ◽  
M. Chidambaram

Text classification has grown into more significant in managing and organizing the text data due to tremendous growth of online information. It does classification of documents in to fixed number of predefined categories. Rule based approach and Machine learning approach are the two ways of text classification. In rule based approach, classification of documents is done based on manually defined rules. In Machine learning based approach, classification rules or classifier are defined automatically using example documents. It has higher recall and quick process. This paper shows an investigation on text classification utilizing different machine learning techniques.


Author(s):  
Feidu Akmel ◽  
Ermiyas Birihanu ◽  
Bahir Siraj

Software systems are any software product or applications that support business domains such as Manufacturing,Aviation, Health care, insurance and so on.Software quality is a means of measuring how software is designed and how well the software conforms to that design. Some of the variables that we are looking for software quality are Correctness, Product quality, Scalability, Completeness and Absence of bugs, However the quality standard that was used from one organization is different from other for this reason it is better to apply the software metrics to measure the quality of software. Attributes that we gathered from source code through software metrics can be an input for software defect predictor. Software defect are an error that are introduced by software developer and stakeholders. Finally, in this study we discovered the application of machine learning on software defect that we gathered from the previous research works.


Sign in / Sign up

Export Citation Format

Share Document