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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.

168,694 papers · 148 categories

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3817621,1431,524 · Jun 202019922001200920172026
48 results for Observation model

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.

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 ↗

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.

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.

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 ↗

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.

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.

Unified framework for singular statistical models using observable charts.

problem Non-identifiability and breakdown of classical asymptotic theory in singular models.
method Invariant framework based on observable charts to define local coordinate systems in model space.
result Observable order provides a lower bound on KL divergence vanishing rate in singular models.

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 ↗

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.

We propose a method to model multi-agent behaviors with limited observation and mechanical constraints.

problem Modeling real-world multi-agent behaviors with limited observation and mechanical constraints.
method Decentralized generative models with partial observation and mechanical constraints based on hierarchical variational recurrent neural networks.
result Our method effectively models and predicts biologically plausible behaviors with minimal constraint violations.

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.

The paper models asset pricing in a partially observed market using mean field game theory and exponential quadratic Gaussian framework.

problem Asset pricing in a market with partial observation and heterogeneous agents.
method Mean field game theory, exponential quadratic Gaussian framework, Kalman-Bucy filtering theory.
result Characterization of equilibrium risk premium through mean field BSDE and construction of unobservable risk premium process.

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.

The paper introduces a method to incorporate expert opinion on observable quantities into statistical models.

problem Tackling the challenge of integrating expert knowledge on observable quantities into statistical models.
method The approach involves updating a prior belief using a loss function that reflects expert opinion on observable quantities.
result The method allows for a flexible specification of expert opinion and is straightforward to implement.

The paper introduces a new method to characterize cosmological models using observer-based invariants.

problem Equivalence problem for cosmological models in four-dimensional gravity theories.
method Modified Cartan-Karlhede algorithm adapted to fundamental observers, including derivatives of the time-like vector field.
result A list of invariants that completely characterize cosmological models, independent of coordinates.

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 ↗

We present a general framework for classifying partially observed dynamical systems based on the idea of learning in the model space. In contrast to the existing approaches using model point estimates to represent individual data items, we employ posterior distributions over models, thus taking into account in a princi…

2016-07-07abs ↗pdf ↗

Method models other agents' behaviors without requiring direct observation.

problem Understanding and interacting effectively with other agents in reinforcement learning.
method Extracts representations from local observations of the controlled agent using encoder-decoder architectures.
result The method achieves higher returns than baseline methods in multi-agent environments.

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 ↗

Quantitatively assessing relationships between latent variables and observed variables is important for understanding and developing generative models and representation learning. In this paper, we propose latent-observed dissimilarity (LOD) to evaluate the dissimilarity between the probabilistic characteristics of lat…

2016-03-30abs ↗pdf ↗

Enhances RL in partially observable, noisy environments by uncovering causal states.

problem Making decisions based on incomplete and noisy observations in partially observable Markov decision processes (P2^2OMDPs).
method Causal State Representation under Asynchronous Diffusion Model (CaDiff) framework, incorporating a novel asynchronous diffusion model (ADM) and a new bisimulation metric.
result Enhances returns by at least 14.18% compared to baselines on Roboschool tasks.

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.

This paper considers the problem of predicting the number of events that have occurred in the past, but which are not yet observed due to a delay. Such delayed events are relevant in predicting the future cost of warranties, pricing maintenance contracts, determining the number of unreported claims in insurance and in …

2018-01-09abs ↗pdf ↗

OMLE combines optimism and MLE for efficient sequential decision making.

problem Efficiently solving sequential decision making problems, especially in partially observable settings.
method Combines optimism for exploration and maximum likelihood estimation for model learning.
result OMLE learns near-optimal policies for a wide range of sequential decision making problems.

Algorithm estimates nonparametric mixtures from grouped data.

problem Estimating identifiable nonparametric mixture models from grouped observations.
method Oracle inequality for weighted kernel density estimators and general consistency result.
result Consistent estimation of mixture components from grouped observations.

In recent years, deep generative models have been shown to 'imagine' convincing high-dimensional observations such as images, audio, and even video, learning directly from raw data. In this work, we ask how to imagine goal-directed visual plans -- a plausible sequence of observations that transition a dynamical system …

2018-07-24abs ↗pdf ↗

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.

New model captures state-dependent variability in partially observed systems.

problem Structured stochasticity not captured by constant-variance models.
method State-coupled stochastic volatility framework with particle expectation-maximization.
result Model consistently reduces recovery bias under partial observation.

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.

New algorithms learn Ising models from minimal observation of configuration changes.

problem Learning Ising models from the evolution of Markov chains with minimal observation.
method Developed algorithms that efficiently learn Ising models from minimal observation of configuration changes.
result First algorithms that efficiently learn Ising models in a more realistic observation model.

We solve a broad class of sequential decision-making problems with partially observed states.

problem Sequential decision-making under uncertainty with partially observed states.
method Modeling as a partially observed Markov decision process (POMDP) and separating state and modulation process.
result The approach allows for specialized approximate solution procedures.

New method learns spatiotemporal dynamics from random point process observations.

problem Challenges in modeling spatiotemporal dynamics from randomly collected data.
method Integration of neural differential equations, neural point processes, implicit neural representations, and amortized variational inference.
result Significant improvements in predictive accuracy and computational efficiency compared to 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 ↗

PCBM improves neural network generalization by partially observing concepts.

problem Decreased generalization performance due to observing all concepts in CBM.
method Developed a theoretical analysis of PCBM's Bayesian generalization error.
result PCBM's generalization error is lower than CBM's due to partial concept observation.

Generative model for high-dimensional categorical data using Gaussian-Dirichlet fields.

problem Efficiently modeling and predicting high-dimensional categorical data.
method Combines Dirichlet and Gaussian processes for spatio-temporal modeling.
result Model accurately approximates categorical data in unobserved locations.

CausalRM models rewards from user feedback, overcoming noise and bias.

problem Aligning language models with user preferences from noisy, biased feedback.
method Causal-theoretic reward modeling framework addressing noise and bias in observational feedback.
result CausalRM learns accurate reward signals from noisy and biased observational feedback.

New method for fitting graphical models with latent variables using regularized conditional likelihood.

problem Graphical modeling with latent variables and confounding dependencies.
method Regularized conditional likelihood for exponential family graphical models.
result Framework applicable to broader settings without knowing latent variables' distribution.

The Conant-Ashby theorem is verified for hypergraph observers, leading to unique learning rules.

problem Verifying conditions for hypergraph observers to maintain internal models.
method Formalizing persistent observers, applying the Conant-Ashby theorem, and using natural gradient descent.
result Natural gradient descent is the unique admissible learning rule for hypergraph observers.

A new approach to unsupervised learning using recognition-parametrised models.

problem Discovering meaningful latent structure in observational data.
method Recognition-Parametrised Model (RPM) combining parametric and non-parametric components.
result Effective learning of latent structure without explicit generative models.