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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.

168,742 papers · 148 categories

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48 results for Inconsistent Inputs

Aux-Net model handles dynamic systems with inconsistent inputs.

problem Inconsistent or unreliable input data in real-world scenarios.
method Aux-Net uses a weighted ensemble of classifiers and online gradient descent.
result Aux-Net provides scalable and agile online learning for dynamic systems.

Separable losses are inconsistent for structured prediction models.

problem Inconsistency of separable losses in structured prediction models.
method Analysis of separable negative log-likelihood losses for structured prediction.
result Separable losses are not Bayes consistent and may not predict the most probable structure.

Proposes a method to improve multi-output Gaussian process for transfer learning.

problem Negative transfer and domain inconsistency in multi-output Gaussian process.
method Regularized MGP with convolution process and domain adaptation.
result Outperforms state-of-the-art benchmarks in simulation and real-world studies.

Unified approach to time-inconsistent problems with distribution-dependent rewards.

problem Time-inconsistent problems with distribution-dependent rewards in behavioral finance and economics.
method Equilibrium master equation on Wasserstein space, refined derivatives, Itô's formula.
result Unified approach to find equilibrium solutions for time-inconsistent problems.

Detects corruption in agentic models during execution.

problem Inconsistent context, retrieval errors, or adversarial inputs corrupt intermediate steps of reasoning chains.
method Analyzes token graphs induced by attention and computes spectral statistics to emit accept/reject signals.
result A single threshold on the high frequency energy ratio optimally detects context inconsistency in agentic models.

We study consistency properties of machine learning methods based on minimizing convex surrogates. We extend the recent framework of Osokin et al. (2017) for the quantitative analysis of consistency properties to the case of inconsistent surrogates. Our key technical contribution consists in a new lower bound on the ca…

2018-10-26abs ↗pdf ↗

Proposes a neural network method to improve consistencies in high dimensional data analysis.

problem Inconsistencies among dimensionality reduction, clustering, and visualization tasks in high dimensional data analysis.
method Consistent Representation Learning (CRL) neural network that performs NLDR transformations to satisfy LGP constraints.
result Improves consistencies in data interpretation through end-to-end task execution.

Study solves HJB equations for time-inconsistent control problems.

problem Time-inconsistent deterministic linear quadratic control problems.
method Characterized solutions using Riccati equations with integral terms, proving uniqueness.
result Uniqueness of solutions to equilibrium HJB equations proved.

Study time-inconsistent consumption-investment in incomplete markets with general discount functions.

problem Time-inconsistent consumption-investment problems in incomplete markets.
method Coupled forward-backward stochastic differential equation approach.
result Uniqueness of open-loop equilibrium pair proved.

This paper tackles objective inconsistency in federated optimization with heterogeneous clients.

problem Objective inconsistency due to heterogeneity in clients' datasets and computation speeds.
method General framework for analyzing federated heterogeneous optimization algorithms, including FedAvg and FedProx, and proposing FedNova.
result FedNova eliminates objective inconsistency while preserving fast error convergence.

Study time-inconsistent portfolio optimization for competitive agents with relative performance criteria.

problem Time-inconsistent mean field and n-agent games under relative performance criteria.
method Construct open-loop equilibrium strategies for n-agent games and mean field games.
result Explicit solutions for n-agent games and mean field games, unique in a special class of equilibria.

Develops a reinforcement learning algorithm for learning deterministic equilibrium policies in time-inconsistent control problems.

problem Learning equilibrium policies in time-inconsistent control problems.
method Continuous-time model-free reinforcement learning algorithm using deterministic policy gradient approach.
result Learned equilibrium policies in general time-inconsistent control problems.

Recurrent models can produce infinite sequences, causing bias; new methods prevent this.

problem Inconsistency in decoding infinite-length sequences from recurrent language models.
method Defined and proved inconsistency of common decoding algorithms; proposed remedies.
result Proposed methods prevent inconsistency in practice.

Paper solves a complex portfolio selection problem with time-inconsistent preferences.

problem Time-inconsistent preferences in portfolio selection.
method Unified framework with minimal assumptions, proving existence and uniqueness of solution.
result Existence and uniqueness of square-integrable solution for the integral equation.

Note that a newer expanded version of this paper is now available at: arXiv:1802.03888 It is critical in many applications to understand what features are important for a model, and why individual predictions were made. For tree ensemble methods these questions are usually answered by attributing importance values to i…

2017-06-19abs ↗pdf ↗

Study time-inconsistent control problems with model uncertainty, solving portfolio selection.

problem Time-inconsistent Markovian control problems under model uncertainty.
method Combining sub-game perfect strategies with adaptive robust stochastic methods.
result Solved numerically the mean-variance portfolio selection problem.

Proposes a new multi-view graph learning framework to model consistency and inconsistency.

problem Graph learning methods often neglect inconsistency across multiple views, making them vulnerable to noisy datasets.
method Proposes a unified objective function to simultaneously model consistency and inconsistency, iteratively learning consistent and unified graphs.
result Demonstrates robustness and efficiency of the proposed approach on twelve multi-view datasets.

Paper proves existence and uniqueness of solutions to nonlocal systems, generalizing stochastic game theory.

problem Time inconsistency in stochastic differential games.
method Proves existence and uniqueness of solutions to nonlocal fully-nonlinear parabolic systems.
result Generalizes stochastic game theory to include time-inconsistent preferences.

The paper tackles inconsistency in removal-based explanations and proposes methods to reduce it.

problem Inconsistency in removal-based explanations.
method Established the Impossible Trinity Theorem and proposed two novel algorithms to minimize interpretation error.
result The proposed methods achieve a substantial reduction in interpretation error, up to 31.8 times lower.

We consider a general time-inconsistent stochastic linear-quadratic differential game. The time-inconsistency arises from the presence of quadratic terms of the expected state as well as state-dependent term in the objective functionals. We define an equilibrium strategy, which is different from the classical one, and …

2016-07-03abs ↗pdf ↗

The paper solves TIC LQ control problems using stochastic differential games.

problem Time-inconsistent linear-quadratic stochastic control problems.
method Stochastic differential games, spike variation approach.
result Achieves Nash equilibrium for TIC problems, demonstrating impact of ambiguity aversion.

New method detects inconsistencies in AHP matrices using triadic preference reversals.

problem Challenges in assessing consistency in AHP pairwise comparison matrices.
method Triadic preference reversals to detect inconsistencies between pairs of elements.
result 97% accuracy in detecting inconsistencies, significantly surpassing traditional methods.

Paper extends Bayes Theorem for interval probability estimates.

problem Real-world input probabilities are often interval estimates, not precise.
method Developed IT2 version of Bayes Theorem and a novel algorithm for encoding intervals.
result Conservative method avoids invalid output results from inconsistent input.

The paper analyzes optimal dividend and capital injection strategies under time-inconsistent preferences.

problem Optimal dividend and capital injection strategies under time-inconsistent preferences.
method Diffusion risk model with general discount functions, weak equilibrium definition, HJB equation system.
result Explicit solutions and threshold types of optimal strategies derived under different discount functions.

Paper addresses inconsistency between offline and online LTR performance.

problem Inconsistency between offline and online LTR performance in E-commerce.
method Proposes an evaluator-generator framework to maximize evaluator score using reinforcement learning.
result Significant improvement in Conversion Rate (CR) over existing models.

Investigates time-inconsistent portfolio selection under MMV preferences.

problem Time-inconsistent optimal strategies for MMV preferences.
method Nash equilibrium controls for MMV and MV preferences, solving FBSDE and HJB equations.
result MMV optimal strategies lead to higher investment amounts than MV strategies, narrowing over time.

Empirical study shows consistent meta-RL algorithms adapt to OOD tasks.

problem Theoretical consistency of meta-RL algorithms and its practical implications.
method Empirical investigation of representative meta-RL algorithms, focusing on consistency and adaptation to out-of-distribution tasks.
result Theoretical consistent algorithms can adapt to OOD tasks, while inconsistent ones cannot, but can still fail for poor exploration.

Is it possible to perform linear regression on datasets whose labels are shuffled with respect to the inputs? We explore this question by proposing several estimators that recover the weights of a noisy linear model from labels that are shuffled by an unknown permutation. We show that the analog of the classical least-…

2017-05-03abs ↗pdf ↗

Survey and framework for consistent uncertainty quantification in deep learning.

problem Partial uncertainty coverage and inconsistencies in deep learning uncertainty quantification.
method Bayes' theorem and conditional probability densities applied to all major sources of uncertainty.
result Improved robustness and reliability of neural network predictions in real-world scenarios.

A new metric assesses causal graphs using node permutations to detect inconsistencies.

problem Quantifying the goodness of causal graphs and distinguishing them from random graphs.
method Constructing a baseline through node permutations and comparing inconsistencies.
result The proposed metric can distinguish between true and wrong causal graphs.

The paper defines and solves time-inconsistent stopping control problems in multi-dimensional diffusion models.

problem Time-inconsistent problems in control and stopping strategies.
method Formal definition of weak equilibria, extended HJB system, and verification methodology.
result Explicit equilibrium solutions and existence of non-constant equilibria.

Proposes a new method to learn distance metrics for semi-supervised learning.

problem Inconsistency between perturbed input sets and lack of pairwise relationship information.
method Metric Learning by Similarity Network (MLSN) co-training with a classification network to learn distance metrics adaptively.
result Performs better than state-of-the-art methods on empirical tasks.