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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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11213242 · May 202619922001200920172026
48 results for Multiobject tracking

Hybrid Bayesian MOT uses neural networks to improve model aspects, achieving state-of-the-art performance.

problem Improving multiobject tracking performance across various scenarios.
method Hybrid approach combining neural network enhancements with Bayesian estimation and belief propagation.
result State-of-the-art performance in autonomous driving dataset evaluation.

Paper proposes a robust method for inferring parameters in multiobjective optimization.

problem Uncertainty in hypothetical decision-making problem, data quality, and parameter space.
method Wasserstein distributionally robust approach for inverse multiobjective optimization.
result WRO-IMOP minimizes worst-case expected loss over a Wasserstein ball of distributions.

Scalarizing functions have been widely used to convert a multiobjective optimization problem into a single objective optimization problem. However, their use in solving (computationally) expensive multi- and many-objective optimization problems in Bayesian multiobjective optimization is scarce. Scalarizing functions ca…

2019-04-11abs ↗pdf ↗

New issue found in value-based reinforcement learning for stochastic environments.

problem Value-based reinforcement learning struggles with stochastic state transitions.
method Demonstrated using a multiobjective Markov Decision Process (MOMDP).
result Approaches may converge to Pareto-dominated solutions instead of optimal ones.

A new approach for efficient batch multiobjective optimization using Thompson sampling.

problem Inefficient batch multiobjective optimization due to expensive oracles and hard inner optimization.
method Proposes a Thompson sampling approach (qextttPOTSq exttt{POTS}) that chooses Pareto optimal candidates sequentially.
result Empirically superior performance compared to classical evolutionary approaches and MOBO.

Refined theorem on linear perturbations with applications in singularity theory and optimization.

problem Linear perturbations and their implications in singularity theory and optimization.
method New perspective of Hausdorff measures for refined transversality theorem.
result Applications in singularity theory and optimization.

Algorithm approximates regularization path for deep neural networks efficiently.

problem Computing the regularization path for high-dimensional deep neural networks.
method Multiobjective continuation method for non-smooth objectives.
result Approximation of the entire Pareto front for regularization path.

Multi-task learning is a powerful method for solving multiple correlated tasks simultaneously. However, it is often impossible to find one single solution to optimize all the tasks, since different tasks might conflict with each other. Recently, a novel method is proposed to find one single Pareto optimal solution with…

2019-12-30abs ↗pdf ↗

A multiobjective optimization problem is simplicial if the Pareto set and front are homeomorphic to a simplex and, under the homeomorphisms, each face of the simplex corresponds to the Pareto set and front of a subproblem. In this paper, we show that strongly convex problems are simplicial under a mild assumption on th…

2019-04-07abs ↗pdf ↗

Optimizes deep learning models for ocean dynamics using Fourier neural operators.

problem Efficiently training deep learning models for ocean dynamics with optimal hyperparameters.
method Multiobjective hyperparameter optimization with DeepHyper for Fourier neural operators.
result Optimal hyperparameters significantly improved model performance in ocean dynamics forecasting.

We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward distributions beforehand. We capture this goal by defining a multidimensional for…

2019-07-26abs ↗pdf ↗

Selecting the best policy to keep the balance between what a company holds in cash and what is placed in alternative investments is by no means straightforward. We here introduce PyCaMa, a Python module for multiobjective cash management based on linear programming that allows to derive optimal policies for cash manage…

2017-02-16abs ↗pdf ↗

Strong geodesic convex function and strong monotone vector field of order mm on Riemannian manifolds have been established. A characterization of strong geodesic convex function of order mm for the continuously differentiable functions has been discussed. The relation between the solution of a new variational inequal…

2017-05-29abs ↗pdf ↗

New method optimizes ML models under poisoned data, improving robustness.

problem Vulnerability of ML models to poisoned data attacks.
method Multiobjective bilevel optimization to consider hyperparameter learning and attack effects.
result Current approaches underestimate model robustness and regularization benefits.

Given a set of human's decisions that are observed, inverse optimization has been developed and utilized to infer the underlying decision making problem. The majority of existing studies assumes that the decision making problem is with a single objective function, and attributes data divergence to noises, errors or bou…

2018-08-02abs ↗pdf ↗

Bayesian method reduces misclassification errors in ranking Pareto-optimal solutions.

problem Identifying true Pareto-optimal solutions in noisy multiobjective optimization.
method Sequential allocation of extra samples using stochastic kriging to build predictive distributions.
result The proposed method outperforms existing algorithms in reducing misclassification errors.

A new framework enables real-time task trade-off control.

problem Conflict between multiple related tasks in a fixed model capacity.
method Formulates MTL as a preference-conditioned multiobjective optimization problem; uses a hypernetwork-based neural network.
result A single model can handle different trade-off preferences among multiple tasks.

Regularisation improves ML classifier stability against poisoning attacks.

problem Poisoning attacks degrade ML algorithms' performance; current attacks ignore hyperparameters.
method Proposed a multiobjective bilevel optimisation problem to consider hyperparameter effects.
result L2L_2 regularisation enhances learning algorithm stability and mitigates poisoning attacks.

Three approaches learn personalized treatment policies for UTI patients.

problem Learning optimal treatment policies in multiobjective settings with fully observed outcomes.
method Indirect and direct approaches using predictive models and without intermediate models.
result All approaches outperform clinicians in achieving better performance on all outcomes and trade-offs.

The authors define a class of functions on Riemannian manifolds, which is called geodesic semilocal E-preinvex functions, as a generalization of geodesic semilocal E-convex and geodesic semi E-preinvex functions and some of its properties are established. Furthermore, a nonlinear fractional multiobjective programming i…

2018-08-28abs ↗pdf ↗

This work uses SVM to identify track component failures in AC Track Circuits.

problem Detecting and identifying specific track component failures in AC Track Circuits.
method Applied SVM classifier to STDS track circuit data.
result Successfully classified 15 different track component failures.

New method uses cluster shapes to improve track finding in particle collisions.

problem Combining timing and additional detector information for efficient track finding.
method Neural networks to analyze cluster shapes for track seeding.
result Cluster shapes reduce fake combinatorial backgrounds while maintaining high track efficiency.

This paper optimizes object tracking on edge devices with small matrices.

problem Efficiently tracking objects in video sequences on edge devices with small matrices.
method Parallelized a Simple Online and Real-time Tracking (SORT) application on shared-memory multicores.
result Throughput-based parallelization technique outperforms multi-threading for small matrices.

A DRL-based strategy improves vehicle tracking accuracy while saving energy.

problem Enhancing vehicle tracking accuracy in WSNs without increasing energy consumption.
method Decentralized strategy with dynamic reinforcement learning to adjust sensing areas.
result Simulation results demonstrate superior performance of DRL-aided design.

Paper introduces TAP-Vid, a benchmark for tracking any point in videos.

problem Tackles the problem of tracking arbitrary physical points on surfaces over longer video clips.
method Formalizes the problem as TAP, introduces TAP-Vid benchmark, uses crowdsourced pipeline with optical flow estimates, proposes TAP-Net model.
result TAP-Net outperforms all prior methods on TAP-Vid benchmark when trained on synthetic data.

The efficiency of a modern economy depends on what we call the Value-Tracking Hypothesis: that market prices of key assets broadly track some underlying value. This can be expected if a sufficient weight of market participants are valuation-based traders, buying and selling an asset when its price is, respectively, bel…

2019-03-23abs ↗pdf ↗

We show that the subsurface projection of a train track splitting sequence is an unparameterized quasi-geodesic in the curve complex of the subsurface. For the proof we introduce induced tracks, efficient position, and wide curves. This result is an important step in the proof that the disk complex is Gromov hyperbolic…

2010-04-26abs ↗pdf ↗

Dynamic tracking error framework shows similar performance but varying volatility across different constraints.

problem Differences in governance parameters between Total Portfolio Approach and Strategic Asset Allocation.
method Portfolio simulations using U.S. equity and bond data from 2000 to 2026, spanning 2004 to 2026.
result Realized tracking error volatility varies 12-fold across different constraints, with costs highest during crises.

Bayesian approach for constructing and rebalancing sparse index-tracking portfolios.

problem Sparse tracking of a reference index with uncertainty quantification.
method Sparse linear regression with Laplace prior, empirical-Bayes calibration, Langevin-type MCMC, threshold-based rules.
result Posterior uncertainty on tracking error, portfolio composition, and rebalancing moves.

Automated method selects eye tracking variables for categorization tasks.

problem Limited duration of infant cooperation and biases in handpicked eye tracking variables.
method Automated selection of eye tracking variables using statistical techniques.
result Same eye tracking variables classify category learners from non-learners in adults and infants with high accuracy.

Paper translates train track concepts to cluster algebras for pseudo-Anosov mapping classes.

problem Understanding pseudo-Anosov mapping classes on surfaces.
method Using Goncharov--Shen's potential function, the paper translates train track concepts into cluster algebra language.
result Proves sign stability of general pseudo-Anosov mapping classes.

This paper reviews and analyzes various modeling approaches for financial index tracking.

problem Efficient replication of market index performance in financial markets.
method Categorization into three frameworks: optimization, statistical, and machine learning; empirical study on S&P 500 dataset.
result Optimization-based models deliver the most precise index tracking, statistical-based models achieve the strongest return-risk balance, and data-driven models provide competitive performance.

New data-driven Cartan connection tracks complex vascular structures.

problem Tracking complex vascular structures in multi-orientation images.
method Formulated a data-driven Cartan connection on M2\mathbb{M}_2 for geodesic tracking.
result Improved geodesic tracking of vascular trees with globally optimal curves.

We study a series of static and dynamic portfolios of VIX futures and their effectiveness to track the VIX index. We derive each portfolio using optimization methods, and evaluate its tracking performance from both empirical and theoretical perspectives. Among our results, we show that static portfolios of different VI…

2019-06-29abs ↗pdf ↗

Online learners track optimal solutions with constant step-size.

problem Tracking optimal solutions in online learning settings.
method Established a link between steady-state performance and tracking performance using analogies with adaptive filters.
result Inferred tracking performance from steady-state expressions directly.

Hybrid approach combines transformer and Bayesian filtering for robust multiple particle tracking.

problem Challenges in tracking multiple particles in noisy scenes due to combinatorial explosion of hypotheses.
method Attention-Bayesian hybrid framework using transformer for association and Bayesian filtering for pruning hypotheses.
result Improved tracking accuracy and robustness against spurious detections.