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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.

168,657 papers · 148 categories

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68137205273 · Jun 202019922001200920172026
48 results for Controlled Sensing

The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal is to design a policy to find the true hypothesis with minimum expected delay whi…

2019-10-24abs ↗pdf ↗

A new method enhances signal recovery with FDR control.

problem Challenging signal recovery in compressive sensing.
method Knockoff-guided compressive sensing framework with FDR control.
result Guaranteed FDR control leads to more accurate signal reconstruction.

DASC combines social media and car sensors to improve disaster response.

problem Inconsistent reliability and inconsistent availability of human sensors.
method Hybrid social-car sensing system using game theory, feedback control, and MDP.
result DASC improves detection accuracy and efficiency in disaster response.

Sharp asymptotics reveal how network width controls learnability in quadratic neural networks.

problem Understanding learnability in overparameterized quadratic neural networks.
method Mapping ERM to convex matrix sensing with nuclear norm penalization.
result Characterization of global minima and precise generalization thresholds.

New method disentangles perceptual uncertainty and behavioral costs in partially observable systems.

problem Tackles inverse optimal control for non-linear partially observable systems.
method Probabilistic approach using maximum causal entropy formulations and local linearization.
result Disentangles perceptual factors and behavioral costs in sequential decision-making.

We study a stochastic game where one player tries to find a strategy such that the state process reaches a target of controlled-loss-type, no matter which action is chosen by the other player. We provide, in a general setup, a relaxed geometric dynamic programming principle for this problem and derive, for the case of …

2012-06-27abs ↗pdf ↗

The abstract discusses convergent realizations of Lie subalgebras in control theory.

problem Characterizing Lie subalgebras that can be realized as convergent vector fields.
method Generalizations and reformulations of algebraic properties for output realization.
result Recovery and clarification of previous results on control-affine systems and realization of Chen-Fliess series.

The control and sensing of large-scale systems results in combinatorial problems not only for sensor and actuator placement but also for scheduling or observability/controllability. Such combinatorial constraints in system design and implementation can be captured using a structure known as matroids. In particular, the…

2018-04-02abs ↗pdf ↗

New control theory for self-path-dependent problems solves unique constraints.

problem Optimal control with self-path-dependent constraints in stochastic systems.
method Introduces new HJB equations for variational inequalities with historical maximum controls.
result Value functions are viscosity solutions to HJB equations under Lipschitz conditions.

Study uses viscosity solutions to solve control problems involving measure-valued martingales.

problem Stochastic control problems with measure-valued martingale state processes.
method Viscosity solution approach exploiting structural properties of MVM processes.
result Value function is the unique viscosity solution to the HJB equation.

Motivated by vision-based control of autonomous vehicles, we consider the problem of controlling a known linear dynamical system for which partial state information, such as vehicle position, is extracted from complex and nonlinear data, such as a camera image. Our approach is to use a learned perception map that predi…

2019-07-08abs ↗pdf ↗

Paper uses CNN to predict process parameters from molten pool data in WLAM.

problem Achieving high quality in WLAM through real-time process control.
method Proposes a multi-modality CNN architecture to predict process parameters from molten pool sensor data.
result Improved prediction performance of multi-modal CNN compared to uni-modal approach.

The paper addresses optimal control in modern tontines with bequest preferences, showing a linear investment strategy.

problem Optimal controls and decreasing allocation in modern tontines with bequest preferences.
method Dual approach to solve optimal control problems with power utilities, modeling bequest preferences.
result Investment strategy almost linearly adjusts from 0% to 100% over time.

Policy-gradient method controls multiple non-cohesive targets.

problem Controlling multiple non-cohesive targets in a decentralized manner.
method Proximal Policy Optimization for target selection and driving.
result Effective control of non-cohesive targets without prior dynamics knowledge.

After presenting Actor Critic Methods (ACM), we show ACM are control variate estimators. Using the projection theorem, we prove that the Q and Advantage Actor Critic (A2C) methods are optimal in the sense of the L2L^2 norm for the control variate estimators spanned by functions conditioned by the current state and acti…

2019-07-23abs ↗pdf ↗

Control data constructed for smooth weak deformation retraction of stratified spaces.

problem Construct control data for smooth weak deformation retraction of stratified spaces.
method Show smooth local triviality with conical fibers, construct control data, use fiber-wise scalar multiplications.
result Obtain neighbourhood smooth weak deformation retraction of stratified spaces.

Researchers develop multi-agent systems for quadcopters to collaborate in missions.

problem Enable multiple quadcopters to work together in remote sensing tasks.
method Agent dynamics, network topologies, collective behaviors, agreement protocol, equations of motion for quadcopters.
result Multi-agent systems can successfully collaborate in remote sensing missions.

Transformers can approximate Kalman Filtering in linear systems with small error.

problem Approximating Kalman Filtering using Transformers for linear dynamical systems.
method Two-step reduction: 1) Softmax self-attention block approximates Nadaraya-Watson kernel smoothing, 2) This estimator approximates Kalman Filter.
result Constructs a Transformer that implements the Kalman Filter with small additive error, uniformly bounded in time.

The problem of multiple hypothesis testing arises when there are more than one hypothesis to be tested simultaneously for statistical significance. This is a very common situation in many data mining applications. For instance, assessing simultaneously the significance of all frequent itemsets of a single dataset entai…

2009-06-29abs ↗pdf ↗

We show that on a Riemann surface lamination locally embedded in C2\mathbb{C}^2, C1C^1 functions (in the sense of the C1C^1 structure of the lamination) are uniform limits of ambient C1C^1 functions, with LpL^p control on the derivatives along the leaves. This implies that locally in C2C^2, a (1,1) positive closed curr…

2005-02-11abs ↗pdf ↗

We provide a dynamic programming principle for stochastic optimal control problems with expectation constraints. A weak formulation, using test functions and a probabilistic relaxation of the constraint, avoids restrictions related to a measurable selection but still implies the Hamilton-Jacobi-Bellman equation in the …

2011-05-04abs ↗pdf ↗

Bavard proved a duality theorem between commutator length and quasimorphisms. Burago, Ivanov and Polterovich introduced the notion of a conjugation-invariant norm which is a generalization of commutator length. Entov and Polterovich proved that Oh-Schwarz spectral invariants are subset-controlled quasimorphisms which a…

2016-06-06abs ↗pdf ↗

We solve a continuous-time game-theoretic problem for Kihlstrom-Mirman preferences.

problem Dynamic inconsistency in preferences due to multiattribute utility theory.
method Formalized an equilibrium control theory for continuous-time Markov processes.
result Equilibrium strategy and value function as solution to extended HJB system.

Analytic curves have infinite codimension of singular germs.

problem Understanding the codimension of singular tangent curves in analytic distributions.
method Formalizing asymptotic statements about finite jets of tangent curves and applying the h-principle.
result The subspace of singular germs has infinite codimension within smooth curves.

Study shows a mass quantity for C0C^0 metrics that agrees with ADM mass.

problem Understanding ADM mass for C0C^0 metrics and its behavior under Ricci-DeTurck flow.
method Developed a C0C^0 mass quantity and analyzed its behavior under Ricci-DeTurck flow.
result The C0C^0 mass at infinity is independent of coordinate charts and has controlled distortion under Ricci-DeTurck flow.

Pontryagin's Maximum Principle is an outstanding result for solving optimal control problems by means of optimizing a specific function on some particular variables, the so called controls. However, this is not always enough for solving all these problems. A high order maximum principle (Krener, 1977) must be used in o…

2012-10-25abs ↗pdf ↗

A new method solves complex financial equations efficiently.

problem Solving worst-case and best-case prices for two-factor uncertain volatility models.
method Decompose and integrate, then optimize; piecewise constant control; closed-form Green's functions; 2D convolution integrals; monotone numerical integration; Fast Fourier Transforms.
result The method efficiently computes the value function and optimal control, converging to the viscosity solution of the HJB equation.

In this paper, we investigate how to learn to control a group of cooperative agents with limited sensing capabilities such as robot swarms. The agents have only very basic sensor capabilities, yet in a group they can accomplish sophisticated tasks, such as distributed assembly or search and rescue tasks. Learning a pol…

2017-09-18abs ↗pdf ↗

Study optimal liquidation strategies with infinite horizon and regime switching.

problem Optimal liquidation with semimartingale strategies in a stochastic environment.
method Characterization of value function and optimal strategy via BSDEs with infinite horizon.
result Existence and uniqueness of optimal control problem solutions.

Develops methods to select informative conformal prediction sets with FCR control.

problem Selecting informative prediction sets with FCR control in supervised learning.
method Unified framework for informative conformal prediction sets with FCR control.
result First procedures providing FCR control for informative prediction sets.