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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.

169,181 papers · 148 categories

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3637261,0891,452 · Jun 202019922001200920182026
48 results for Sampled Data Control

Paper generalizes control contraction metrics to Finsler geometry.

problem Designing nonlinear controllers for complex geometries.
method Generalization of CCMs to Finsler geometry, providing open loop and sampled data controllers.
result Simplified computation of sampled data control without real-time shortest path computation.

Unified framework suppresses model bias in semi-supervised learning with decoupled sampling control.

problem Class imbalance in semi-supervised learning, especially with distributional mismatches.
method Unified framework SC-SSL with decoupled sampling control, explicit expansion capability, and adaptive sampling probabilities.
result Consistent and state-of-the-art performance across various benchmark datasets and distribution settings.

New method uses unlabeled data to estimate intercept in case-control logistic regression.

problem Estimating intercept in case-control logistic regression.
method Construct likelihood function, use iterative algorithm to find maximum likelihood estimator.
result Proposed method identifies intercept and improves estimation efficiency.

End-to-end algorithm for controlling bilinear systems with probabilistic noise.

problem Controlling bilinear systems with noisy data.
method Proposes an end-to-end algorithm using statistical learning theory and robust controller design.
result Derived finite sample identification error bounds and structurally suitable for control.

This paper tackles robust control of noisy systems with uncertain distributions.

problem Optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity.
method Develops a convex relaxation to handle the ``concave-max'' geometry and derives a probabilistic performance guarantee.
result Derives an explicit, non-asymptotic bound on the duality gap and proves robust viability conditions.

We present an embedding of stochastic optimal control problems, of the so called path integral form, into reproducing kernel Hilbert spaces. Using consistent, sample based estimates of the embedding leads to a model free, non-parametric approach for calculation of an approximate solution to the control problem. This fo…

2012-08-13abs ↗pdf ↗

OptCS optimizes model selection after conformal inference, controlling FDR and power loss.

problem Challenges in model selection for conformal inference, especially when limited labeled data and many model choices are available.
method OptCS framework that allows valid statistical testing after flexible data-driven model optimization, using novel multiple testing procedures.
result Valid conformal p-values constructed despite substantial data reuse, maintaining FDR control.

MEMEC improves sample efficiency in reinforcement learning.

problem Lack of sample efficiency in reinforcement learning.
method Proposes MEMEC, a Boltzmann policy with state-dependent temperature for more principled exploration.
result MEMEC outperforms other methods on classic RL environments and Atari games.

TSAC achieves optimal frequentist regret in adaptive control of LQRs.

problem Adaptive control of stabilizable linear-quadratic regulators with unknown dynamics.
method Thompson Sampling (TS) for adaptive control of LQRs, with a novel early exploration strategy.
result Achieves ildeO(T) ilde O(\sqrt{T}) regret, optimal for multidimensional systems.

A new algorithm detects changes in high-dimensional data efficiently under sampling constraints.

problem Real-time monitoring of high-dimensional streaming data with limited sampling.
method Incorporates multi-armed bandit approaches into sequential change-point detection.
result Proposes TSSRP algorithm for efficient detection of changes.

Method controls treatment risk in learning beneficial allocations.

problem Learning beneficial treatment allocations with risk control in precision medicine.
method Proposes a certifiable learning method that controls treatment risk with finite samples in the partially identified setting.
result Illustrates method using both simulated and real data.

Combines control variates and adaptive importance sampling for Monte Carlo integration.

problem Improving Monte Carlo integration accuracy with control variates and adaptive sampling.
method A quadrature rule combining control variates and adaptive importance sampling.
result Non-asymptotic bound on the probabilistic error of the procedure.

A new method models continuous-time counterfactual outcomes using neural controlled differential equations.

problem Estimating personalized healthcare outcomes over irregularly sampled data.
method Interpreting data as samples from a continuous-time process, modeling latent trajectory using controlled differential equations, and using adversarial training for time-dependent confounding.
result TE-CDE consistently outperforms existing approaches in irregularly sampled scenarios.

A method for logistic regression inference using both internal and external data.

problem Inability to estimate intercept and marginal case proportion in case-control logistic regression.
method Empirical likelihood approach integrating internal and external data.
result Intercept parameter becomes identifiable with external information, and all parameters are estimable consistently.

A new control chart detects shifts in binary data streams quickly and reliably.

problem Early detection of small shifts in multiple binary data streams.
method Cumulative Standardized Binomial EWMA (CSB-EWMA) chart with exact variance derivation.
result Adaptive control limits ensure robust detection across different data distributions.

A method to control neural level sets for improved generalization and robustness.

problem Improving the properties of neural networks, particularly their decision boundaries and robustness.
method Sampling neural level sets and relating them to network parameters through a sample network.
result High fidelity surface reconstruction from raw 3D point clouds and comparable robust accuracy to state-of-the-art methods.

Study how neural networks learn from non-Gaussian data models.

problem Understanding neural network learning dynamics with non-Gaussian data.
method Developed a two-layer neural network with Hermite polynomial activations to control high-order cumulants.
result Neural networks progressively learn high-order cumulants after capturing low-order statistics.

Study non-monotonic loss functions in CRC, achieving valid risk control with large calibration samples.

problem Non-monotonic loss functions in CRC, violating existing theory's monotonicity assumption.
method Finite grid selection, calibration sample size analysis, Lipschitz continuity, monotonicity, distribution shift.
result Valid CRC achieved with large calibration samples, optimal excess risk rate of log(m)/n\sqrt{\log(m)/n}.

Fleet control method improves sample efficiency in IoT environments.

problem Improving sample efficiency in reinforcement learning for fleet control.
method Coregionalized Gaussian Process Policy Iteration for knowledge transfer between fleet members.
result Significantly outperforms baseline approaches in terms of median and variance of results.

The paper improves A/B testing for non-Gaussian data, ensuring reliable results with large sample sizes.

problem Inaccurate A/B testing results due to non-normal data and unequal sample sizes.
method Derives explicit formulas for minimum sample size and introduces an Edgeworth-based correction.
result Corrected method improves reliability of A/B testing in real-world conditions.

Action-bisimulation learns long-horizon controllability for reinforcement learning.

problem Learning relevant state features in high-dimensional observations for robust reinforcement learning.
method Action-bisimulation encoding, inspired by bisimulation invariance, extends single-step controllability to multi-step.
result Action-bisimulation pretraining improves sample efficiency in various environments.

Proposes a new method to control FDR using frequentist-assisted horseshoe for high-dimensional testing.

problem Designing tests with frequentist false discovery rate control using horseshoe prior.
method Frequentist-assisted horseshoe procedure for high-dimensional normal means testing.
result Consistently achieves robust finite-sample FDR control in various sparse cases.

New method uses geometric mean to avoid non-collapsibility in case-control studies.

problem Non-collapsibility of odds ratio under outcome-dependent sampling.
method Proposes geometric mean aggregation to avoid non-collapsibility and provides estimation and inference methods.
result Geometric odds ratio is collapsible under outcome-dependent sampling.

New algorithms sample from complex path measures using neural networks.

problem Sampling from posterior path measures under a general prior process.
method Combines controlled equilibrium dynamics and optimization in infinite-dimensional probability space.
result The algorithms can be integrated with neural networks for learning target trajectory ensembles.

T-Rex selector selects variables fast and controls FDR in high-dimensional data.

problem Variable selection in high-dimensional data with FDR control.
method Fused solutions of early terminated random experiments.
result FDR control at target level with high variable selection power.

AE-DDPG improves DDPG for continuous control in complex environments with less data and time.

problem Data insufficiency and training inefficiency in DDPG for complex environments.
method Asynchronous episodic data collection, modified experience replay, and new action noise.
result AE-DDPG achieves higher rewards and less training time in complex environments.

Curriculum learning and imitation learning improve control over financial time-series data.

problem Improving control performance over complex financial time-series data.
method Data augmentation for curriculum learning and policy distillation for imitation learning.
result Curriculum learning shows significant improvement over time-series control tasks.

Nonparametric IPSS selects features with false discovery control.

problem Feature selection in high-dimensional data with theoretical false discovery control.
method Integrated Path Stability Selection (IPSS) applied to nonparametric feature importance scores.
result IPSS accurately controls false discovery rate and detects more true positives than existing methods.

METCC learns distances to control confounders in high-dimensional data.

problem Technical and biological confounders in high-dimensional biological data.
method Contrastive metric learning using a non-linear triplet network.
result METCC outperforms linear methods in classifying biological samples.

Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RKHSs), to compare distributions by the distance between their embeddings. We show that Regularized Ma…

2013-05-02abs ↗pdf ↗

A/B testing improves marketing decisions by selecting effective stratification variables.

problem Improving the sensitivity of A/B testing through stratified sampling.
method Designing an algorithm to select a subset of stratification variables for variance reduction.
result The subset selection method outperforms other variance reduction techniques in A/B testing.

Study nonparametric estimator for Markov chain transition matrices in offline setting.

problem Estimating transition matrices of finite controlled Markov chains from logged data.
method Developed sample complexity bounds and conditions for minimaxity.
result Achieving certain statistical risk requires balancing mixing properties and sample size.

The paper tackles Neyman-Pearson classification control issues.

problem Neyman-Pearson classification's control constraint is hard to satisfy in finite samples.
method Developed refined learning procedures under two accuracy control strategies.
result Proposed methods achieve desired control levels in finite samples.