arXiv research

Improved nuclear cross section fitting with weighted Levenberg-Marquardt method.

Bayesian optimization speeds up parameter reconstruction in optical nano-metrology.

Paper introduces a novel error measure for neural networks integrating statistical and information theory.

Autism spectrum condition (ASC) or autism spectrum disorder (ASD) is primarily identified with the help of behavioral indications encompassing social, sensory and motor characteristics. Although categorized, recurring motor actions are measured during diagnosis, quantifiable measures that ascertain kinematic physiognom…

A new triptych approach for reverse stress testing complex portfolios.

The log-periodic power law (LPPL) is a model of asset prices during endogenous bubbles. If the on-going development of a bubble is suspected, asset prices can be fit numerically to the LPPL law. The best solutions can then indicate whether a bubble is in progress and, if so, the bubble critical time (i.e., when the bub…

In order to cope with the increased data volumes generated by modern radio interferometers such as LOFAR (Low Frequency Array) or SKA (Square Kilometre Array), fast and efficient calibration algorithms are essential. Traditional radio interferometric calibration is performed using nonlinear optimization techniques such…

Bayesian method improves parameter reconstruction from many measurements.

New algorithms solve complex minimax problems efficiently.

The study assesses how market competitiveness affects electricity price forecasting.

Vertex centrality measures are a multi-purpose analysis tool, commonly used in many application environments to retrieve information and unveil knowledge from the graphs and network structural properties. However, the algorithms of such metrics are expensive in terms of computational resources when running real-time ap…

This paper presents an algorithm for a complete and efficient calibration of the Heston stochastic volatility model. We express the calibration as a nonlinear least squares problem. We exploit a suitable representation of the Heston characteristic function and modify it to avoid discontinuities caused by branch switchi…

Statistical modeling of nuclear data provides a novel approach to nuclear systematics complementary to established theoretical and phenomenological approaches based on quantum theory. Continuing previous studies in which global statistical modeling is pursued within the general framework of machine learning theory, we …

AdamQLR optimizes Adam with K-FAC heuristics, achieving comparable performance to tuned benchmarks.

Efficient methods for training deep neural networks using subsampled Gauss-Newton and natural gradient.

Paper proposes machine learning models for more accurate road inspection.

New method improves generalization in deep learning models.

Improved subgradient method tackles ill-conditioned composite optimization problems.

A nonlinear wave alternative for the standard Black-Scholes option-pricing model is presented. The adaptive-wave model, representing 'controlled Brownian behavior' of financial markets, is formally defined by adaptive nonlinear Schrödinger (NLS) equations, defining the option-pricing wave function in terms of the stock…

Sparked by Alòs, León, and Vives (2007); Fukasawa (2011, 2017); Gatheral, Jaisson, and Rosenbaum (2018), so-called rough stochastic volatility models such as the rough Bergomi model by Bayer, Friz, and Gatheral (2016) constitute the latest evolution in option price modeling. Unlike standard bivariate diffusion models s…

With the development and widespread use of wireless devices in recent years (mobile phones, Internet of Things, Wi-Fi), the electromagnetic spectrum has become extremely crowded. In order to counter security threats posed by rogue or unknown transmitters, it is important to identify RF transmitters not by the data cont…

In this article we present a method by which we can reduce a time series into a single point in $\mathbb{R}^{13}$. We have chosen 13 dimensions so as to prevent too many points from being labeled as "noise." When using a Euclidean (or Mahalanobis) metric, a simple clustering algorithm will with near certainty label the…

Examines algorithmic modeling across three cultures.

Playing repeated matrix games (RMG) while maximizing the cumulative returns is a basic method to evaluate multi-agent learning (MAL) algorithms. Previous work has shown that $UCB$, $M3$, $S$ or $Exp3$ algorithms have good behaviours on average in RMG. Besides, hedging algorithms have been shown to be effective on predi…

Meta-algorithm selection aims to choose the best algorithm selector for a given problem instance.

Proposes CLRS benchmark to evaluate algorithmic reasoning.

Combines multiple bandit algorithms to create a nearly optimal single algorithm.

We propose accelerated randomized coordinate descent algorithms for stochastic optimization and online learning. Our algorithms have significantly less per-iteration complexity than the known accelerated gradient algorithms. The proposed algorithms for online learning have better regret performance than the known rando…

The exchange algorithm is studied for its convergence and asymptotic variance.

New algorithms optimize algorithm parameters in online settings with reduced computational costs.

Bayesian networks (BN) are used in a big range of applications but they have one issue concerning parameter learning. In real application, training data are always incomplete or some nodes are hidden. To deal with this problem many learning parameter algorithms are suggested foreground EM, Gibbs sampling and RBE algori…

No algorithm outperforms uniform sampling in A/B testing.

Improves algorithm selection for thousands of candidates using dyadic features.

Combines online learning algorithms to achieve better performance.

New ELM algorithms reduce computation time and complexity.

This review article surveys data augmentation MCMC algorithms.

Bayesian learning rule unifies and generalizes various machine learning algorithms.

Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the first method that can automatically discover a better algorithm. We approach th…

This review summarizes five Lasso optimization algorithms.

Neural networks mimic algorithms to solve complex problems.

Paper proposes a reinforcement learning framework for efficient hyper-parameter tuning of stochastic optimization algorithms.

Approximate probabilistic inference algorithms are central to many fields. Examples include sequential Monte Carlo inference in robotics, variational inference in machine learning, and Markov chain Monte Carlo inference in statistics. A key problem faced by practitioners is measuring the accuracy of an approximate infe…

In this paper, we propose a convergent parallel best-response algorithm with the exact line search for the nondifferentiable nonconvex sparsity-regularized rank minimization problem. On the one hand, it exhibits a faster convergence than subgradient algorithms and block coordinate descent algorithms. On the other hand,…

New algorithms reduce bilevel optimization complexity to ε^(-1.5).

Researchers analyze how algorithmic and implementation choices affect RL performance.

Study on selecting between base algorithms in stochastic bandit problems.

New bounds derived for KG algorithm's performance in finite time.

Paper proves linear convergence of SCMS algorithm for directional data.