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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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141282423564 · Jun 202019922001200920172026
48 results for Feasible samples

A new model synthesizes population with fewer structural and sampling zeros.

problem Synthesizing a feasible and diverse synthetic population from limited data.
method A deep generative model with two regularizations to minimize structural zeros and preserve sampling zeros.
result The model significantly improves feasibility and diversity of synthetic populations.

Improved private learning of halfspaces with reduced sample complexity.

problem Private learning of halfspaces with reduced sample complexity.
method Iterative algorithm for solving linear feasibility problem, improving state-of-the-art results.
result Sample complexity reduced to d2.52logGd^{2.5} \cdot 2^{\log^*|G|}, improving d2d^2 factor.

New algorithm reduces sample complexity for safe reinforcement learning.

problem Safe reinforcement learning in constrained MDPs with performance and safety constraints.
method Model-based primal-dual algorithm balancing regret and bounded constraint violations.
result Proves near-optimal policies with bounded violations or zero violations in CMDPs.

Study tests feasibility of linear programs with bandit feedback.

problem Testing feasibility of unknown linear programs with bandit feedback.
method Developed a novel test based on low-regret algorithms and a nonasymptotic law of iterated logarithms.
result Proved that the test is reliable and adapts to the signal level, with mean sample costs scaling as \( \widetilde{O}(d^2/Γ^2) \).

Novel approach for SEM in small samples with p>np>n.

problem Small sample size and p>np>n issues in factor-based SEM.
method Reformulates covariance structure into self-covariance and cross-covariance, defines a feasible set with relative error constraint.
result Improved stability and directional information in small-sample settings.

Unified framework for constrained diffusion models on nonconvex sets with efficient landing mechanism.

problem Efficiently modeling generative models under nonconvex constraints.
method Unified framework with overdamped and underdamped dynamics, landing mechanism.
result Significantly reduces computational cost while maintaining sample quality.

COF algorithm minimizes cost in multi-armed bandits with known costs and reward constraints.

problem Minimizing cost while meeting a minimum reward requirement in uncertain environments.
method COF algorithm that intelligently combines samples from all arms to gauge feasibility and minimize cost.
result COF achieves instance-dependent upper bounds on cumulative cost and quality regret.

We study the feasibility and noise sensitivity of portfolio optimization under some downside risk measures (Value-at-Risk, Expected Shortfall, and semivariance) when they are estimated by fitting a parametric distribution on a finite sample of asset returns. We find that the existence of the optimum is a probabilistic …

2008-11-05abs ↗pdf ↗

A scalable method for deep metric learning using chance constraints.

problem Improving deep metric learning by addressing feasibility issues.
method Relating DML to chance constraints, reformulating as a feasibility problem, and iteratively training proxies.
result The method effectively improves deep metric learning performance across multiple benchmarks.

This work improves online fine-tuning of diffusion models for specific properties.

problem Efficiently fine-tuning diffusion models to maximize specific properties.
method A novel reinforcement learning procedure that efficiently explores feasible samples.
result The method provides a regret guarantee and empirical validation across multiple domains.

It is shown that the axioms for coherent risk measures imply that whenever there is an asset in a portfolio that dominates the others in a given sample (which happens with finite probability even for large samples), then this portfolio cannot be optimized under any coherent measure on that sample, and the risk measure …

2008-03-15abs ↗pdf ↗

Paper reduces sample complexity for bilinear systems identification to nearly constant.

problem Identifying discrete-time bilinear systems under bounded disturbances.
method Uses trajectory-dependent regressors and polynomial mean-square state growth analysis.
result Proves sample complexity of O~(1/ε)\widetilde{\mathcal O}(1/ε) for estimation error εε.

For manifold learning, it is assumed that high-dimensional sample/data points are embedded on a low-dimensional manifold. Usually, distances among samples are computed to capture an underlying data structure. Here we propose a metric according to angular changes along a geodesic line, thereby reflecting the underlying …

2018-02-15abs ↗pdf ↗

New method tackles constrained optimization in multi-fidelity Bayesian optimization.

problem Efficiently identifying feasible regions in constrained optimization problems.
method Proposes CMFBO method with novel acquisition functions.
result Demonstrates effectiveness on synthetic problems and real-world ICF and joint design problems.

New method for Bayesian neural networks reduces inference difficulty.

problem Difficulty in sample-based inference for Bayesian neural networks.
method Embracing mode-connectedness to link overparameterization and sampling difficulty.
result Practical guidelines and deep ensemble approach for effective SBI.

Bayesian search optimizes exploration of feasible solutions under expensive constraints.

problem Identifying feasible solutions in computationally expensive constraint spaces.
method Bayesian models with an acquisition function for efficient exploration and exploitation.
result The proposed acquisition function improves the prediction of feasibility.

Develops a new framework for integrating satellite allocations in small portfolios.

problem Feasibility constraints in small portfolios, not return predictability, are the primary concerns.
method A four-layer feasibility framework: physical, economic, structural, and epistemic.
result Closed-form feasibility bounds on satellite size, turnover, and breadth without return forecasts.

Multi-objective optimization is a crucial matter in computer systems design space exploration because real-world applications often rely on a trade-off between several objectives. Derivatives are usually not available or impractical to compute and the feasibility of an experiment can not always be determined in advance…

2018-10-11abs ↗pdf ↗

An importance sampling approach for sampling copula models is introduced. We propose two algorithms that improve Monte Carlo estimators when the functional of interest depends mainly on the behaviour of the underlying random vector when at least one of the components is large. Such problems often arise from dependence …

2014-03-17abs ↗pdf ↗

Bayesian optimization tackles constrained high-dimensional problems with penalties and trust regions.

problem Constrained optimization in high-dimensional black-box settings with expensive evaluations and complex feasibility regions.
method Penalty formulation, surrogate model, trust region strategy, Expected Improvement acquisition function.
result The proposed Trust Region method identifies high-quality feasible solutions with fewer evaluations and maintains stable performance.

The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range constraints. Split feasibility generalizes important inverse problems including con…

2016-12-16abs ↗pdf ↗

Develops a framework for cost-efficient Bayesian optimization with constraints.

problem Optimizing designs with minimal cost in constrained search spaces.
method Constrained multi-fidelity Bayesian optimization (CMFBO) with automatic stopping criterion.
result Minimizes overall sampling costs while ensuring feasibility.

We study the combinatorial pure exploration problem Best-Set in stochastic multi-armed bandits. In a Best-Set instance, we are given nn arms with unknown reward distributions, as well as a family F\mathcal{F} of feasible subsets over the arms. Our goal is to identify the feasible subset in F\mathcal{F} with the maxi…

2017-06-04abs ↗pdf ↗

New algorithm exploits curvature of feasible sets for fast online convex optimization.

problem Online convex optimization with fast rates.
method Adapting FTL algorithm to curvature of feasible sets.
result Achieves logarithmic regret bound of O(ρlogT)O(ρ\log T) in stochastic environments.

Improved sampling for Bayesian neural networks reduces vanishing acceptance rates and increases predictive accuracy.

problem Sampling inefficiency in Bayesian neural networks, especially with deep architectures and large datasets.
method Approximate blocked Gibbs sampling to partition and sample subgroups of parameters.
result Increased predictive accuracy and quantification of predictive uncertainty in classification tasks.