Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

86171257342 · Jun 202019922001200920172026
48 results for Observability

Efficient RL in partially observable risk-sensitive environments with hindsight observations.

problem Risk-sensitive reinforcement learning in partially observable environments.
method Integrates hindsight observations into POMDP framework, develops novel RL algorithm.
result Achieves polynomial regret with provable efficiency, outperforming existing methods.

We consider the problem of diagnosis where a set of simple observations are used to infer a potentially complex hidden hypothesis. Finding the optimal subset of observations is intractable in general, thus we focus on the problem of active diagnosis, where the agent selects the next most-informative observation based o…

2017-04-20abs ↗pdf ↗

The `observer space' of a Lorentzian spacetime is the space of future-timelike unit tangent vectors. Using Cartan geometry, we first study the structure a given spacetime induces on its observer space, then use this to define abstract observer space geometries for which no underlying spacetime is assumed. We propose ta…

2012-09-28abs ↗pdf ↗

Extends PD-NJ-ODE to noisy observations and dependent observation times.

problem Predicting continuous-time stochastic processes with irregular and noisy observations.
method Extends PD-NJ-ODE to handle conditional independence and noisy observations.
result Theoretical guarantees and empirical examples for handling noisy observations and dependent observation times.

Uncorrelated optical space observation association represents a classic needle in a haystack problem. The objective being to find small groups of observations that are likely of the same resident space objects (RSOs) from amongst the much larger population of all uncorrelated observations. These observations being pote…

2020-01-09abs ↗pdf ↗

The paper analyzes the stability of an observer error in a vibrating string system.

problem Stability analysis of observer error in a vibrating string system.
method Abstract Cauchy problem reformulation and application of LaSalle's invariance principle for infinite-dimensional systems.
result The observer error is asymptotically stable.

New algorithm for aggregate inference in HMMs with continuous observations.

problem Inference in large populations with indistinguishable individuals and continuous measurements.
method Continuous observation collective forward-backward algorithm extending existing discrete case algorithm.
result Efficacy demonstrated through numerical experiments.

The paper compares and optimizes estimators for treatment effects with observed confounders and mediators.

problem Estimating treatment effects with observed confounders and mediators.
method Investigates the linear Gaussian causal model, compares and optimizes estimators, and combines datasets.
result An optimal estimator outperforms the backdoor and frontdoor estimators by an unbounded constant factor.

New algorithm improves reinforcement learning from partial observations.

problem Inferior performance of algorithms in real-world reinforcement learning due to partial observability.
method Representation-based approach to POMDPs, leading to a tractable algorithm.
result Empirically demonstrates superior performance with partial observations.

CVRL tackles complex visual observations in reinforcement learning.

problem Complex visual observations in natural environments.
method Contrastive Variational Reinforcement Learning (CVRL) learns a contrastive variational model by maximizing mutual information between latent states and observations.
result CVRL achieves comparable performance with state-of-the-art model-based DRL methods and significantly outperforms them on tasks with complex observations.

A new algorithm CAP learns optimal policies from observational data with confounding bias and missing observations.

problem Offline contextual bandit with confounding bias and missing observations.
method CAP policy learning, forming reward function as solution of integral equation system, building confidence set, and greedily taking action with pessimism.
result Developed an upper bound to the suboptimality of CAP for the offline contextual bandit problem.

We study the problem of learning influence functions under incomplete observations of node activations. Incomplete observations are a major concern as most (online and real-world) social networks are not fully observable. We establish both proper and improper PAC learnability of influence functions under randomly missi…

2016-11-07abs ↗pdf ↗

Observational learning is a type of learning that occurs as a function of observing, retaining and possibly replicating or imitating the behaviour of another agent. It is a core mechanism appearing in various instances of social learning and has been found to be employed in several intelligent species, including humans…

2017-06-20abs ↗pdf ↗

The paper cleans label noise in supervised classification using Bernoulli sampling.

problem Label noise degrades supervised classifier performance.
method Proposes a label noise cleaning method based on Bernoulli random sampling.
result The method separates clean and noisy observations without prior label information.

We characterize value functions in partially observable MDPs as semi-algebraic sets.

problem Understanding feasible value functions in partially observable Markov decision processes.
method Characterization of feasible value functions as semi-algebraic sets defined by polynomial inequalities.
result The feasible set of value functions in POMDPs is a semi-algebraic set, not a polytope as in MDPs.

New algorithm infers trajectories from partial observations using optimal transport.

problem Inferring trajectories from partial observations of coupled systems.
method Extends MFL algorithm to latent SDEs using observable state space models and partial observations.
result Experiments show significant outperformance over latent-free baseline.

Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done in deep RL to handle partially observable environments. We propose a new architec…

2018-04-17abs ↗pdf ↗

RL struggles with generalization due to implicit partial observability.

problem Generalization in RL is difficult due to implicit partial observability.
method Re-cast RL problem as solving epistemic POMDPs and propose ensemble-based techniques.
result Simple ensemble-based technique achieves significant generalization gains.

We consider the partial observability model for multi-armed bandits, introduced by Mannor and Shamir. Our main result is a characterization of regret in the directed observability model in terms of the dominating and independence numbers of the observability graph. We also show that in the undirected case, the learner …

2013-07-17abs ↗pdf ↗

Method estimates observation functions in state-space models without supervision.

problem Unsupervised learning of non-invertible observation functions in nonlinear state-space models.
method Nonparametric generalized moment method using constrained regression.
result Estimates function space of identifiability from state process.

In reinforcement learning, we can learn a model of future observations and rewards, and use it to plan the agent's next actions. However, jointly modeling future observations can be computationally expensive or even intractable if the observations are high-dimensional (e.g. images). For this reason, previous works have…

2020-02-07abs ↗pdf ↗

Sig-PCA integrates model outputs and observations to correct model biases.

problem Improving model accuracy and reliability by correcting biases and numerical approximations.
method Sig-PCA framework that combines summary statistics from model outputs with localized observations via a neural network.
result Corrects model outputs to align closely with observational data, preserving essential statistical information.

This paper uses a generalization of symplectic geometry, known as nn-symplectic geometry and developed by Norris, to find observables on three-dimensional manifolds. It will be seen that for the cases considered, the nn-symplectic observables are derivable from the symplectic observables of C2C^2. The quantization of…

1997-10-24abs ↗pdf ↗

A new emulator connects observables directly from data.

problem Constructing fast and accurate surrogate models for robust predictions.
method Introduces Multiparameter Eigenvalue Problem (MEP) emulator trained with Eigenvector Continuation (EC) and Parametric Matrix Model (PMM) data.
result The MEP emulator can make predictions directly from observables to observables.

New algorithms learn POMDPs efficiently with hindsight observability.

problem Hardness of learning in POMDPs due to partial observability.
method Hindsight Observable Markov Decision Process (HOMDP) and new algorithms for tabular and function approximation settings.
result Sample-efficient learning in POMDPs with optimal dependence on latent state and observation cardinalities.

The paper introduces new measures to quantify variability in decision tree models due to observational multiplicity.

problem The variability in decision tree models due to observational multiplicity.
method Introduces leaf regret and structural regret to decompose observational multiplicity.
result Structural regret is the primary driver of observational multiplicity, accounting for over 15 times the variability of leaf regret in some datasets.

Reduces observables on multisymplectic manifolds using Lie algebra actions.

problem Reduction of observables on multisymplectic manifolds with Lie algebra actions.
method Development of a reduction scheme for LL_\infty-algebra of observables.
result Reproduces symplectic observable reduction in specific cases.

Method estimates causal effects from combined interventional and observational data.

problem Estimating causal effects from unobserved confounders.
method Causal reduction method replacing latent confounders with a single latent confounder.
result Improves estimation accuracy from combined data without observing all confounders.

Deciding what and when to observe is critical when making observations is costly. In a medical setting where observations can be made sequentially, making these observations (or not) should be an active choice. We refer to this as the active sensing problem. In this paper, we propose a novel deep learning framework, wh…

2019-06-16abs ↗pdf ↗

New taxonomy reveals different detection limits for various types of fraud.

problem Existing fraud detection treats all fraud as the same, ignoring its diverse forms.
method Introduced an observation-mechanism taxonomy with five fraud classes.
result Separate estimation by fraud class outperforms pooled estimation.

In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and each remaining column is partially observed with uniform sampling. To recover the …

2018-06-27abs ↗pdf ↗

This work defines observation-specific explanations for black-box models.

problem Assigning importance to data points in black-box model predictions.
method Surrogate model construction using scattered data approximation and orthogonal matching pursuit.
result Validated approach on simulated and real-world datasets.

Paper tackles survival data analysis with positive and unlabeled observations.

problem Traditional survival analysis yields biased results with positive-unlabeled data.
method Developed parametric, nonparametric, and machine learning models for positive and unlabeled survival data.
result Proposed estimation method provides valid results for positive-unlabeled survival data.