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.
We study the Bondi-Sachs rockets with nonzero cosmological constant. We observe that the acceleration of the systems arises naturally in the asymptotic symmetries of (anti-) de Sitter spacetimes. Assuming the validity of the concepts of energy and mass previously introduced in asymptotically flat spacetimes, we find th…
We reinvestigate the "rockets and feathers" effect between retail gasoline and crude oil prices in a new framework of fractional integration, long-term memory and borderline (non-)stationarity. The most frequently used error-correction model is examined in detail and we find that the prices return to their equilibrium …
Models applied on real time response task, like click-through rate (CTR) prediction model, require high accuracy and rigorous response time. Therefore, top-performing deep models of high depth and complexity are not well suited for these applications with the limitations on the inference time. In order to further impro…
Study on stability of network flow shrinkers with findings on instability of specific shapes.
problem Stability of regular shrinkers in network flow.
method Analysis of self-similarly shrinking solutions called regular shrinkers.
result All regular shrinkers with two or more enclosed regions can be perturbed away. Specific shapes like 4-ray star, 5-ray star, fish, and rocket are unstable among those with one enclosed region.
We develop parallel predictive entropy search (PPES), a novel algorithm for Bayesian optimization of expensive black-box objective functions. At each iteration, PPES aims to select a batch of points which will maximize the information gain about the global maximizer of the objective. Well known strategies exist for sug…
Most methods for time series classification that attain state-of-the-art accuracy have high computational complexity, requiring significant training time even for smaller datasets, and are intractable for larger datasets. Additionally, many existing methods focus on a single type of feature such as shape or frequency. …
Methane is considered being a good choice as a propellant for future reusable launch systems. However, the heat transfer prediction for supercritical methane flowing in cooling channels of a regeneratively cooled combustion chamber is challenging. Because accurate heat transfer predictions are essential to design relia…
iMOCA optimizes multiple objectives with continuous approximations for resource efficiency.
problem Optimizing multiple objectives with continuous function approximations that balance accuracy and evaluation cost.
method Information-Theoretic Multi-Objective Bayesian Optimization with Continuous Approximations (iMOCA) selects input and function approximations to maximize information gain per unit cost.
result iMOCA significantly improves over existing single-fidelity methods in approximating the optimal Pareto set.
To coordinate actions with an interaction partner requires a constant exchange of sensorimotor signals. Humans acquire these skills in infancy and early childhood mostly by imitation learning and active engagement with a skilled partner. They require the ability to predict and adapt to one's partner during an interacti…
The present study provides a comparative assessment of non-invasive sensors as means of estimating the microbial contamination and time-on-shelf (i.e. storage time) of leafy green vegetables, using a novel unified spectra analysis workflow. Two fresh ready-to-eat green salads were used in the context of this study for …
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…
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…
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…
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…
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,…
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…
The inverse-free extreme learning machine (ELM) algorithm proposed in [4] was based on an inverse-free algorithm to compute the regularized pseudo-inverse, which was deduced from an inverse-free recursive algorithm to update the inverse of a Hermitian matrix. Before that recursive algorithm was applied in [4], its impr…
We resolve the fundamental problem of online decoding with general nth order ergodic Markov chain models. Specifically, we provide deterministic and randomized algorithms whose performance is close to that of the optimal offline algorithm even when latency is small. Our algorithms admit efficient implementation vi…