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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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112225337449 · Jun 202019922001200920172026
48 results for Partially linear

New method controls linear systems with partial info and disturbances.

problem Controlling linear dynamical systems under partial observation and adversarial disturbances.
method Double Spectral Control (DSC) using two-level spectral approximation strategy.
result Matches best known regret guarantees with exponential runtime improvement.

IDS algorithm optimizes sequential decisions in various monitoring settings.

problem Optimizing sequential decisions in complex monitoring scenarios.
method Information-directed sampling (IDS) algorithm for linear partial monitoring.
result IDS achieves nearly worst-case rate optimality in finite-action games.

Proposes a partially linear structure to capture nonlinear relationships in mixture of experts models.

problem Suboptimal estimates due to linearity assumption in mixture of experts models.
method Introduces a partially linear structure that incorporates unspecified functions to capture nonlinear relationships.
result Establishes the identifiability of the proposed model under mild conditions and introduces a practical estimation algorithm.

Differentiable relaxation for inferring partial orders from noisy linear data.

problem Inference of partial orders from linear data with noisy observations.
method Introducing a differentiable relaxation to model noisy linear extensions, replacing discontinuous precedence and feasibility with smooth surrogates.
result Smooth posterior that preserves partial-order semantics, supports gradient-based inference, and converges to hard likelihood.

Algorithm reduces regret in partially observable systems by learning dynamics and using optimistic control.

problem Minimizing regret in partially observable linear quadratic control systems with unknown dynamics.
method ExpCommit algorithm that learns model parameters and uses optimism in uncertainty.
result End-to-end sublinear regret upper bound of O~(T2/3)\tilde{\mathcal{O}}(T^{2/3}) for ExpCommit.

Linear recurrent networks explain reinforcement learning performance in partially observable settings.

problem Understanding why linear recurrent networks work in reinforcement learning with partial observability.
method Constructed and studied two linear filters for HMMs and action-controlled HMMs.
result Linear filters serve as sufficient statistics and reduce state ambiguity, explaining empirical reinforcement learning success.

Flexible DNN for survival data, avoiding proportional hazards assumption.

problem Survival analysis with complex interactions and non-proportional hazards.
method Partially linear DNN model with a flexible nonparametric component.
result FLEXI-Haz achieves optimal convergence rates and asymptotic efficiency.

Study efficient reinforcement learning for partially observed systems with linear structure.

problem Efficient reinforcement learning for partially observed Markov decision processes with linear structure.
method Proposes OP-TENET algorithm using a Bellman operator with finite memory, adversarial integral equation, and optimistic exploration.
result Achieves ε-optimal policy within O(1/ε^2) episodes with polynomial sample complexity in intrinsic dimension.

AdaptOn achieves logarithmic regret in adaptive control of unknown partially observable linear systems.

problem Adaptive control in partially observable linear dynamical systems.
method AdaptOn algorithm that estimates system dynamics through online learning and gradient descent.
result AdaptOn achieves a logarithmic regret bound of polylog(T) after T steps.

Study uses deep neural networks for inference in partially linear models with dependent data.

problem Inference in partially linear models with dependent data.
method First stage deep neural network (DNN) estimation followed by n\sqrt{n}-consistent and asymptotically normal estimator.
result The DNN-estimated finite dimensional parameter achieves n\sqrt{n}-consistency and asymptotic normality.

This paper provides estimation and inference methods for an identified set's boundary (i.e., support function) where the selection among a very large number of covariates is based on modern regularized tools. I characterize the boundary using a semiparametric moment equation. Combining Neyman-orthogonality and sample s…

2017-12-28abs ↗pdf ↗

New method disentangles perceptual uncertainty and behavioral costs in partially observable systems.

problem Tackles inverse optimal control for non-linear partially observable systems.
method Probabilistic approach using maximum causal entropy formulations and local linearization.
result Disentangles perceptual factors and behavioral costs in sequential decision-making.

We tackle linear bandits with partially observable features, achieving sublinear regret.

problem Linear regret due to unobserved features in partially observable linear bandits.
method Feature augmentation with orthogonal basis vectors and a doubly robust estimator.
result Sublinear regret bound of ildeO((d+dh)T) ilde{O}(\sqrt{(d + d_h)T}).

Absolutely partially hyperbolic surface endomorphisms have a coherent center foliation.

problem Understanding the dynamics of absolutely partially hyperbolic surface endomorphisms.
method Showed the existence of a center foliation and leaf conjugacy to the linearization.
result Absolutely partially hyperbolic surface endomorphisms have a dynamically coherent center foliation.

New algorithms solve robust MDPs efficiently, significantly faster than existing methods.

problem Computing robust MDP solutions with uncertainty in transition probabilities is computationally expensive.
method Partial policy iteration and fast robust Bellman operator computation methods.
result The proposed methods are many orders of magnitude faster than state-of-the-art approaches.

TOFU-POV tackles partially observed linear bandits, achieving sublinear regret with low-dimensional action vectors.

problem Stochastic linear bandits with partially observed actions in settings like recommendation and healthcare.
method TOFU-POV estimates latent action subspace, imputes missing actions, and runs OFUL in low-dimensional coordinates.
result TOFU-POV achieves T\sqrt{T} regret scaling with intrinsic subspace dimension, improving upon natural baselines.

Paper addresses linear regression with partially mismatched data using local search with theoretical guarantees.

problem Linear regression with partially mismatched data.
method Optimization formulation and greedy local search algorithm with theoretical guarantees.
result Local search algorithm converges to nearly-optimal solution at a linear rate under certain conditions.

New Thompson sampling algorithm for stochastic partial monitoring achieves logarithmic regret.

problem Limited feedback in sequential learning problems.
method Developed a novel Thompson-sampling-based algorithm to sample from the posterior distribution exactly.
result Achieved logarithmic regret bound of O(log T) for a linearized variant of the problem.

On contact manifolds we describe a notion of (contact) finite-type for linear partial differential operators satisfying a natural condition on their leading terms. A large class of linear differential operators are of finite-type in this sense, and for any such operator we construct a partial connection on a (finite ra…

2009-10-28abs ↗pdf ↗

The intrinsic geometric properties of generalized Darboux-Manakov-Zakharov systems of semilinear partial differential equations \label{GDMZabstract} \frac{\partial^2 u}{\partial x_i\partial x_j}=f_{ij}\Big(x_k,u,\frac{\partial u}{\partial x_l}\Big), 1\leq i<j\leq n, k,l\in\{1,...,n\} for a real-valued function $u(x_1,.…

2010-02-04abs ↗pdf ↗

Improved RL algorithm with linear MDPs for offline learning with partial data coverage.

problem Efficient offline RL with linear MDPs under partial data coverage.
method Primal-dual algorithm with O(ε2)O(ε^{-2}) sample complexity.
result First computationally efficient algorithm with O(ε2)O(ε^{-2}) sample complexity for offline RL with linear MDPs under partial data coverage.

KalmanNet uses neural networks to improve state estimation in systems with unknown dynamics.

problem State estimation of systems with non-linear dynamics and partial information.
method KalmanNet integrates a recurrent neural network with the Kalman filter to handle non-linearities and model mismatches.
result KalmanNet outperforms classic filtering methods in systems with both mismatched and accurate domain knowledge.

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.

A new method combines machine learning with mixed-effects models for better repeated measurement analysis.

problem Inference of linear coefficients in partially linear mixed-effects models with complex interactions and high-dimensional variables.
method Double machine learning approach to estimate nonparametrically nonlinear variables, then use standard linear mixed-effects techniques to estimate the linear coefficient.
result The estimated fixed effects coefficient converges at the parametric rate and is semiparametrically efficient.

Algorithm learns linear systems from partial observations with near-optimal rate.

problem Identifying linear dynamical systems from partial observations, especially those with long-term memory.
method Multi-scale low-rank approximation using SVD on Hankel matrices of increasing sizes, combined with Fourier domain concentration bounds.
result Near-optimal rate of $\widetilde O\left(\sqrt\frac{d}{T} ight)$ in H2\mathcal{H}_2 error, with logarithmic dependence on memory length.

The generalized partially linear additive model (GPLAM) is a flexible and interpretable approach to building predictive models. It combines features in an additive manner, allowing each to have either a linear or nonlinear effect on the response. However, the choice of which features to treat as linear or nonlinear is …

2014-07-17abs ↗pdf ↗

We study time-like surfaces in the three-dimensional Minkowski space with diagonalizable second fundamental form. On any time-like W-surface we introduce locally natural principal parameters and prove that such a surface is determined uniquely (up to motion) by a special invariant function, which satisfies a natural no…

2011-05-18abs ↗pdf ↗

A new screening method for high-dimensional data reduces computational cost.

problem Challenges in variable selection for ultrahigh-dimensional linear regression.
method Ordering absolute sample ridge partial correlations to screen variables.
result The method provides sure screening property without strong assumptions.

This paper improves system identification by reducing sample complexity for high-dimensional linear dynamical systems.

problem High sample complexity for learning partially observed linear dynamical systems in high dimensions.
method Introduces an 1\ell_1-regularized estimation method that reduces sample complexity from linear to logarithmic with system dimension.
result Markov parameters can be learned with logarithmic number of samples relative to system dimension, improving sample complexity.

We propose a partially linear additive Gaussian graphical model (PLA-GGM) for the estimation of associations between random variables distorted by observed confounders. Model parameters are estimated using an L1L_1-regularized maximal pseudo-profile likelihood estimator (MaPPLE) for which we prove n\sqrt{n}-sparsisten…

2019-06-08abs ↗pdf ↗

We introduce an effective method to solve the ˉ\bar\partial-harmonic forms on the Kodaira-Thurston manifold endowed with an almost complex structure and an Hermitian metric. Using the Weil-Brezin transform, we reduce the elliptic PDE system to countably many linear ODE systems. By solving a fundamental problem on line…

2020-01-29abs ↗pdf ↗

The paper addresses nonconvex penalized LAD estimation in partial linear models using DNNs.

problem Challenges in nonconvex penalized LAD estimation with DNNs in partial linear models.
method Parameterizes nonparametric term with DNNs, formulates penalized LAD problem, introduces proximal subgradient method.
result Establishes consistency, convergence rate, and asymptotic normality of the estimator.

Paper develops a method for estimating PFLM with minimized rates in high dimensions.

problem Estimating PFLM with minimized rates in high dimensions.
method Least square approach with mixed regularizations of function-norm and ℓ1-norm.
result Established optimal minimax rates of estimation for PFLM.

Method estimates sparse inverse covariance and partial correlation matrices efficiently.

problem Sparse high-dimensional inverse covariance and partial correlation matrix estimation.
method Two-stage estimation method using partial regression with positive semi-definiteness.
result Efficient estimation of inverse covariance and partial correlation matrices with derived non-asymptotic rates.

Oracle-efficient algorithm for offline RL with partial data coverage.

problem Offline reinforcement learning with partial data coverage and constraints.
method PDOCRL, a primal-dual algorithm with decomposed linear-programming formulation.
result Near-optimal, near-feasible policy with \(\widetilde{\mathcal O}(ε^{-2})\) sample guarantee.