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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.

168,695 papers · 148 categories

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165329494658 · Jun 202019922001200920172026
48 results for Experimental Framework

Unified framework for combinatorial and rounding algorithms in experimental design.

problem Designing and analyzing combinatorial and rounding algorithms for experimental design problems.
method Local search framework for combinatorial algorithms and regret minimization framework for rounding algorithms.
result Unified approach to match and improve all known results in D/A/E-design and obtain new results in unknown settings.

Optimizes experimental designs for intractable models using mutual information bounds.

problem Finding optimal experimental designs for models with intractable data-generating distributions.
method Maximizes mutual information lower bounds parametrized by neural networks, updating network parameters and designs simultaneously.
result Framework enables experimental design for various tasks including parameter estimation and model discrimination.

Enhances robustness in experimental design through Generalised Bayesian inference.

problem Poor inference and estimates of information gain when statistical model is incorrectly specified.
method Generalised Bayesian (Gibbs) inference framework applied to experimental design.
result GBOED enhances robustness to outliers and incorrect assumptions about noise distribution.

Neyman's framework evaluates personalized treatment rules using experiments.

problem Evaluating the efficacy of individualized treatment rules derived by machine learning.
method Neyman's repeated sampling framework applied to cross-fitted ITRs.
result Ex-post evaluation of ITRs can be more efficient than random assignment.

Gradient-free framework for Bayesian experimental design in complex systems.

problem Optimal experimental design in systems where gradient information is unavailable.
method Combines EKI and ALDI for optimization and sampling, with approximations for scalable utility estimation.
result Demonstrates robust, accurate, and efficient experimental design in various complex systems.

Introduces a new geometric method for optimal experimental design.

problem Restrictive invariance properties of traditional OED approaches based on probability densities.
method Mutual transport dependence (MTD) using optimal transport theory.
result Demonstrates high-quality designs and flexibility compared to standard methods.

Bayesian DOE accelerates experimental design with improved efficiency.

problem Enhancing experimental design efficiency and reliability.
method Bayesian framework, conditional density estimation, informative data selection.
result Significantly improved computational efficiency of experimental design.

Develops adaptive framework for estimating survival effects with censoring.

problem Estimating causal effects in survival data with censoring.
method Derives semiparametric efficiency bound, proposes efficiency-optimal allocation policy, and develops Adaptive Survival Estimator (ASE).
result ASE achieves asymptotic normality via martingale central limit theorem and demonstrates efficiency gains over uniform randomization.

Unified framework for robust A/B testing under model misspecification.

problem Improving sample efficiency in A/B testing with model misspecification.
method Unified framework for contextual bandit and dynamic settings, proving worst-case mean squared error bounds.
result Empirically validated approach using synthetic and real-world datasets.

Develops a flexible batched experimentation framework for limited adaptivity.

problem Challenges of continual reallocation in bandit algorithms with delayed feedback.
method Computational framework leveraging Gaussian sequential experiment and dynamic programming.
result Improves statistical power over standard methods, even compared to Bayesian bandit algorithms.

A framework for designing and evaluating new GCN variants.

problem Designing and evaluating new graph convolutional network (GCN) variants.
method Propose a framework to compose networks using building blocks of GCN.
result Several newly composed variants are useful alternatives and competitive with original GCNs.

GO-CBED optimizes experiments for specific causal queries, improving efficiency.

problem Efficiently infer causal relationships with limited resources.
method Goal-oriented Bayesian framework that maximizes expected information gain on user-specified causal quantities.
result GO-CBED outperforms existing methods in various causal tasks, especially with limited budgets.

New framework improves experimental design using integral probability metrics.

problem Challenges in Bayesian Optimal Experimental Design (BOED) with KL divergence.
method Integrates integral probability metrics (IPMs) for stability and flexibility.
result IPM-based designs yield more robust and accurate credible sets.

A new framework designs experiments for better decision-making.

problem Suboptimal experimental designs for downstream decision-making.
method Amortized decision-aware Bayesian Experimental Design (BED) with Transformer Neural Decision Process (TNDP).
result TNDP effectively designs experiments and facilitates accurate decision-making.

Novel framework optimizes experiments for implicit models using mutual information.

problem Optimizing experiments for intractable implicit models.
method Sequential Bayesian Experimental Design using Mutual Information.
result Framework efficiently estimates parameters with few iterations.

Olympus benchmarks optimization algorithms for noisy experiments.

problem Benchmarking optimization algorithms on realistic experimental scenarios is challenging.
method Introduces Olympus, a software package for benchmarking optimization algorithms on synthetic experiments.
result Mitigates barriers in benchmarking optimization algorithms on realistic experimental scenarios.

Motivated by the widespread adoption of large-scale A/B testing in industry, we propose a new experimentation framework for the setting where potential experiments are abundant (i.e., many hypotheses are available to test), and observations are costly; we refer to this as the experiment-rich regime. Such scenarios requ…

2018-05-30abs ↗pdf ↗

The field of deep learning is experiencing a trend towards producing reproducible research. Nevertheless, it is still often a frustrating experience to reproduce scientific results. This is especially true in the machine learning community, where it is considered acceptable to have black boxes in your experiments. We p…

2019-06-11abs ↗pdf ↗

We address challenges in collaborative black-box optimization through three frameworks.

problem Challenges in distributed experimentation, heterogeneity, and privacy in black-box optimization.
method Three unifying frameworks: global, local, and predictive.
result Shift from descriptive/predictive to prescriptive federated learning in black-box optimization.

Enhances BO with expert preferences about abstract properties.

problem Lack of expert knowledge in BO for black-box experimental design.
method Human-AI collaboration to incorporate expert preferences into surrogate modeling.
result Superior performance compared to baselines in synthetic and real-world datasets.

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected information gain (EIG) of an experiment. To address this, we introduce several …

2019-03-13abs ↗pdf ↗

Optimal sensor placement minimizes information loss from simulations.

problem Designing efficient sensor networks for spatiotemporal processes.
method Model-based sensor placement criterion with sparse variational inference and Gauss-Markov priors.
result Our method identifies sensor networks that minimize information loss from simulated data.

Unified framework for hybrid learning and optimization via active inference.

problem Sequential decisions in black-box evaluations requiring both task improvement and uncertainty reduction.
method Pragmatic Curiosity (PraC) framework that evaluates queries by balancing information gain and pragmatic value.
result Unified approach reduces decision risk and improves coverage of critical regions without task-specific rules.

CO-BED optimizes experiments using Bayesian methods and information theory.

problem Optimizing experiments in a context-dependent manner.
method Formalizes contextual optimization with Bayesian experimental design, employing information-theoretic principles and black-box variational methods.
result CO-BED provides a general solution for contextual optimization problems.

New method combines experimental and observational data for causal inference.

problem Combining internal validity of experiments and larger sample sizes of observations.
method Empirical risk minimization (ERM) framework with cross-validation.
result Efficacy and reliability demonstrated on real and synthetic data.

This paper proposes a new AED framework for multi-metric experiments with fixed budget.

problem Statistical power challenges in testing multiple metrics simultaneously.
method Two-phase structure: adaptive exploration followed by validation. SHRVar algorithm with relative-variance-based sampling.
result Achieves provable error probability that decreases exponentially.

LALR adapts learning rate for faster convergence in regression and neural nets.

problem Finding optimal learning rates for faster convergence in regression and neural networks.
method Lipschitz continuity theory applied to Mean Absolute Error and Quantile loss functions.
result Adaptive learning rate policy enables up to 20x faster convergence.

New deep learning method simplifies parameter estimation design.

problem Optimal experimental design for parameter estimation with non-linear systems.
method Training a deep network as a Likelihood Free Estimator to simplify design process.
result Deep design improves parameter recovery quality and simplifies design process.

New method optimizes experiments under constraints.

problem Adapting BED to dynamic constraints in real-world tasks.
method Offline pre-training of an amortized policy and posterior network with online multi-step lookahead planning.
result Significantly more informative design sequences than existing methods.

Framework tests CATE homogeneity across trials and evaluates confounding.

problem Assessing treatment effect consistency across randomized and observational studies.
method Leverages multiple randomized trials to test CATE homogeneity and compares with observational data.
result Identifies potential confounding and effect heterogeneity in treatment effects.

Expands experimental design for causal discovery from limited data.

problem Challenges in causal discovery from observational and interventional data.
method Bayesian optimal experimental design incorporating recent advances in causal discovery.
result Active causal discovery of large, nonlinear SCMs with both intervention target and value selection.

Proposes rounding method for precise treatment effect estimation under budget constraints.

problem Resource-constrained experimental design for precise treatment effect estimation.
method Dependent randomized rounding procedure to convert assignment probabilities into binary treatment decisions.
result Improved estimator precision through variance reduction and efficient inference.

A general framework is suggested to describe human decision making in a certain class of experiments performed in a trading laboratory. We are in particular interested in discerning between two different moods, or states of the investors, corresponding to investors using fundamental investment strategies, technical ana…

2013-06-09abs ↗pdf ↗

Automates fitting semiconductor device models using approximate Bayesian computation.

problem Manual tuning of parameters for fitting TFT models to experimental data is inefficient and prone to errors.
method Approximate Bayesian Computation (aBc) for generating posterior distributions of estimated parameters.
result The proposed method accurately predicts model parameters from mobility curves using gradient boosted trees.

We present a framework to train a structured prediction model by performing smoothing on the inference algorithm it builds upon. Smoothing overcomes the non-smoothness inherent to the maximum margin structured prediction objective, and paves the way for the use of fast primal gradient-based optimization algorithms. We …

2019-02-08abs ↗pdf ↗

vsOED optimizes experiment design with reinforcement learning for Bayesian models.

problem Optimizing the sequence of experiments in Bayesian models for efficient data collection.
method Reinforcement learning with variational posterior approximations to optimize design policy.
result vsOED achieves superior sample efficiency compared to existing methods.