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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.

168,657 papers · 148 categories

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65131196261 · Jun 202019922001200920172026
48 results for Single trajectory

Proposes a method to estimate SDE noise from a single trajectory.

problem Estimating SDE noise from a single data trajectory without ergodicity or stationarity.
method Combining Taylor expansions, Girsanov transformations, and drift function's initial value for drift and noise estimation.
result First SSISDE algorithm capable of identifying SDE dynamics from a single trajectory.

Analyzing the urban trajectory in cities has become an important topic in data mining. How can we model the human mobility consisting of stay and travel from the raw trajectory data? How can we infer such a mobility model from the single trajectory information? How can we further generalize the mobility inference to ac…

2020-01-21abs ↗pdf ↗

New method learns cell trajectories and network interactions from single-cell data.

problem Network inference in systems biology from steady-state data.
method Min-entropy estimation for stochastic dynamics, leveraging both temporal and perturbational data.
result Jointly learns cellular trajectories and network interactions.

New algorithm improves RL performance across different environments.

problem Improving reinforcement learning performance across various environments.
method Designing a fully model-free DRRL algorithm that learns from a single trajectory.
result Demonstrates superior robustness and sample efficiency compared to existing methods.

Algorithm recovers graph from Glauber dynamics trajectory without mixing.

problem Learning Gaussian graphical models from a single Glauber dynamics trajectory.
method Three components: conditional variance estimation, pairwise influence test, robust median aggregation.
result Polynomial-time recovery of conditional independence graph from a single trajectory.

Cohen et al. (2021) show GD trajectories align on a bifurcation diagram.

problem Understanding the Edge of Stability (EoS) phenomenon in gradient descent.
method Empirical studies and rigorous mathematical proofs for two-layer networks and single-neuron networks.
result GD trajectories align on a specific bifurcation diagram independent of initialization.

Smooth Schrödinger Bridges improve trajectory inference by smoothing Gaussian processes.

problem Improving trajectory inference in applications like particle tracking.
method Generalizes Schrödinger Bridge problem to smooth Gaussian processes, solving the problem on phase space.
result The method outperforms existing methods on real datasets.

Algorithm learns weight matrix from single trajectory of nonlinear dynamical system.

problem Learning weight matrix from a single trajectory of nonlinear dynamical system.
method Algorithm uses global stability and well-conditioned covariance to recover weight matrix.
result Algorithm recovers weight matrix with optimal sample complexity and linear running time.

NESS improves neighbor embedding for smooth cell-state transitions in single-cell data.

problem Challenges in extracting smooth, low-dimensional representations from noisy single-cell data.
method Builds on PCS framework to develop NESS, a stable machine learning approach.
result NESS consistently yields useful biological insights across diverse single-cell datasets.

Study risk-controlling prediction sets for single trajectory data from dynamical systems.

problem Performance guarantees for risk-controlling prediction sets in single trajectory data from unknown stochastic dynamical systems.
method Used blocking and decoupling techniques to analyze performance guarantees under different data generating processes.
result Performance guarantees similar to iid setting when data is stationary and contractive, with graceful degradation otherwise.

We learn linear models from nonlinear systems using multiple trajectories and regularization.

problem Identifying linear models from data when the underlying dynamics are nonlinear.
method Multiple trajectories data acquisition followed by regularized least squares.
result Learn linearized dynamics with arbitrarily small error given enough samples.

We consider the problem of learning a realization for a linear time-invariant (LTI) dynamical system from input/output data. Given a single input/output trajectory, we provide finite time analysis for learning the system's Markov parameters, from which a balanced realization is obtained using the classical Ho-Kalman al…

2018-06-14abs ↗pdf ↗

New method improves learning from multiple correlated data trajectories.

problem Learning from multiple correlated data trajectories without mixing assumptions.
method Hellinger localization framework for maximum likelihood estimation.
result Instance-optimal bounds that scale with full data budget under broad conditions.

Study supports recovery of PDEs from noisy data using a specific regularization method.

problem Support recovery of PDEs from a single noisy trajectory.
method Applying ℓ1-regularized Pseudo-Least Squares model to a given data set.
result Support of ℓ1-c coefficients asymptotically converges to the true signed-support of the PDE.

CTM improves diffusion model sampling quality with efficient ODE traversal.

problem Lack of natural trade-off between sample quality and speed in consistency models.
method CTM trains a neural network to output scores and traverse ODE trajectories efficiently.
result CTM achieves state-of-the-art FIDs and improves sample quality with increased computational budget.

A framework learns multiscale dynamics from single trajectories using normalizing flows.

problem Learning effective stochastic dynamics from single observed paths of slow variables.
method Data-driven approach based on coupled multiscale SDEs, stochastic averaging, and normalizing flows for density modeling.
result Scalable approach to capturing epistemic uncertainty in multiscale systems.

Study non-parametric value function estimation from a single path.

problem Estimating value function from a single trajectory in Markov reward processes.
method Kernel-based multi-step temporal difference (TD) estimates, including KK-step look-ahead TD and TD(λ)(λ).
result Non-asymptotic guarantees for TD estimates, capturing interactions between mixing time and model mis-specification.

ELM combines machine learning and feature engineering for anomalous diffusion detection.

problem Quantitative characterization of anomalous diffusion from single trajectories.
method Extreme Learning Machine (ELM) combined with feature engineering.
result ELM achieves satisfactory performance in AnDi challenge tasks.

Identifies bilinear systems from a single trajectory with optimal sample complexity.

problem Learning bilinear systems from a single trajectory of states and inputs.
method Uses a mild marginal mean-square stability assumption and martingale small-ball condition.
result Sample complexity and statistical error rates are optimal.

The study analyzes the performance of a nonparametric estimator for dynamical systems.

problem Analyzing the performance of a nonparametric estimator for dynamical systems.
method Nonparametric least squares estimator (LSE) and information-theoretic methods.
result Rate-optimal error bounds for nonparametric hypotheses classes.

A large GPS dataset reveals that a single route often covers 60% of travel observations.

problem Limited insights from small GPS datasets on route choice behavior.
method Evaluation of path generation algorithms including link penalty, link elimination, simulation, and via-node methods.
result Modified link penalty method achieves 97% coverage, significantly higher than previous studies.

A new method detects anomalies in trajectory data using normalizing flows.

problem Detecting anomalous patterns in high-dimensional, varying-length spatial data.
method Probability density estimation via normalizing flows for each trajectory segment, aggregating likelihoods.
result The proposed method, GRADINGS, effectively identifies anomalies in real-world trajectory data.

Analyzing the temporal behavior of nodes in time-varying graphs is useful for many applications such as targeted advertising, community evolution and outlier detection. In this paper, we present a novel approach, STWalk, for learning trajectory representations of nodes in temporal graphs. The proposed framework makes u…

2017-11-11abs ↗pdf ↗

New method for predicting paths of unpredictable objects with high confidence.

problem Need for dependable uncertainty estimates in motion planning with diverse unpredictable objects.
method Blend online conformal prediction, multiple time series techniques, and heteroscedasticity addressing.
result Simultaneous forecasting bands that cover entire paths with high probability.

Visual observations of dynamic phenomena, such as human actions, are often represented as sequences of smoothly-varying features . In cases where the feature spaces can be structured as Riemannian manifolds, the corresponding representations become trajectories on manifolds. Analysis of these trajectories is challengin…

2016-03-07abs ↗pdf ↗

Geometric Brownian motion (GBM) is a key model for representing self-reproducing entities. Self-reproduction may be considered the definition of life [5], and the dynamics it induces are of interest to those concerned with living systems from biology to economics. Trajectories of GBM are distributed according to the we…

2018-02-08abs ↗pdf ↗

TNDE quantifies dynamic gene drivers from single-cell snapshots.

problem Reconstructing time-resolved regulatory effects in biological processes.
method Time-varying Network Driver Estimation (TNDE) using shared graph attention encoder and partial optimal transport.
result TNDE identifies stage-specific driver genes in mouse erythropoiesis.

Study learns dynamics of linear systems from multiple short trajectories.

problem Learning dynamics of autonomous linear systems from multiple short trajectories.
method Finite sample analysis for stable and unstable systems, adjusting trajectory length for marginally stable systems.
result Learning rate of O(1N)\mathcal{O}(\frac{1}{\sqrt{N}}) for both stable and unstable systems.

Develops an oblique projection technique to approximate a foliation for non-normal dynamics.

problem Modeling dynamics far from a primary Spectral Submanifold (SSM) in non-normal systems.
method Oblique projection technique based on experimental data.
result Approximates a stable invariant foliation for non-normal dynamics efficiently.

Study of supervised learning from multiple non-independent sequences.

problem Efficient learning from many non-independent sequences.
method Generalizes conditions for efficient learning from independent examples and single auto-correlated sequences.
result Error rate changes from Θ(n/mT)Θ(n / m T) to Ω(n2/m2T)Ω(n^2 / m^2 T) as the number of trajectories increases.

We identify linear models from nonlinear systems with initialization constraints.

problem Identifying linear models from nonlinear systems with initialization constraints.
method Multiple trajectories-based deterministic data acquisition algorithm followed by regularized least squares.
result We provide a finite sample error bound on the learned linearized dynamics.

This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into account their sparse nature. Assuming that the system is stable, or that it is eq…

2019-04-20abs ↗pdf ↗

The paper provides a non-asymptotic error bound for linear system identification under nonlinear policies.

problem System identification for linear systems with nonlinear and/or time-varying policies under i.i.d. random excitation noises.
method Least square estimation with non-asymptotic error bound for bounded state and action trajectories.
result The error bound is consistent with linear policies and generalizes existing guarantees.

GAGA learns a warped metric for geometry-aware data generation and interpolation.

problem Challenges in generating data with meaningful geometry in high-dimensional datasets.
method Combines manifold learning with generative modeling to learn a warped Riemannian metric.
result GAGA improves trajectory inference by 30% in single-cell population-level data.

Study on estimating unstable open-loop matrices from state trajectories.

problem System identification for stochastic continuous-time dynamics.
method Employing randomized control inputs to estimate unstable open-loop matrix.
result Estimation error decays with trajectory length, signal-to-noise ratio, and excitability.