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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.

168,878 papers · 148 categories

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6401,2801,9192,559 · Jun 202019922001200920172026
48 results for Systems and modeling

New method integrates sparse parametric and nonparametric techniques for complex system modeling.

problem Lack of accurate modeling for complex biological systems due to nonlinearities.
method Sparse nonparametric estimation framework combining parametric and nonparametric techniques.
result Accurately captures nonlinearities in complex systems without prior information.

Modeling dynamical systems is important in many disciplines, e.g., control, robotics, or neurotechnology. Commonly the state of these systems is not directly observed, but only available through noisy and potentially high-dimensional observations. In these cases, system identification, i.e., finding the measurement map…

2014-10-28abs ↗pdf ↗

Gradient model for memristive systems in neurophysiology and neuromorphic circuits.

problem Understanding and modeling memristive systems.
method Introducing a gradient modeling framework based on Chua's definition of memristive elements.
result Gradient properties of memristive systems have implications for neuromorphic circuit analysis and design.

Bayesian neural networks with nonparametric noise models for system identification.

problem Estimating parameters and noise processes in stochastic dynamic systems.
method Bayesian nonparametric approach using neural networks and Gibbs sampler.
result The method converges to full nonparametric Bayesian regression model.

Model captures system input variations in latent space for actionable dynamics.

problem Learning dynamical systems from data without prescribing a mathematical model.
method Structured latent ODE model with stochastic factors of variation for each input.
result Improves generation of time-series data and inference of system inputs over baselines.

We introduce Supersparse Linear Integer Models (SLIM) as a tool to create scoring systems for binary classification. We derive theoretical bounds on the true risk of SLIM scoring systems, and present experimental results to show that SLIM scoring systems are accurate, sparse, and interpretable classification models.

2013-06-25abs ↗pdf ↗

The paper explores how complex models can improve system identification beyond traditional limits.

problem Balancing model richness and spurious learning in system identification.
method Investigates the double-descent phenomenon in the context of dynamic systems.
result Complex models can improve system identification performance beyond the point of interpolation.

We consider the problem of governing systemic risk in a banking system model. The banking system model consists in an initial value problem for a system of stochastic differential equations whose dependent variables are the log-monetary reserves of the banks as functions of time. The banking system model considered gen…

2018-12-17abs ↗pdf ↗

Transformer model for probabilistic dynamical systems.

problem Modeling high-dimensional dynamical systems from noisy observations.
method Parallel between dynamical systems and language modeling; transformer-based model with geometrical properties; iterative training algorithm.
result Fine-grid approximation of conditional probabilities for high-dimensional systems.

New model stabilizes asynchronous LTI systems, independent of synchronous stability.

problem Stability of asynchronous LTI systems under randomization and asynchrony.
method Introduced a new model for random asynchronous LTI systems and developed a method for system identification.
result Stability of random asynchronous LTI systems is independent of synchronous stability.

Framework predicts responses in misspecified systems using GPLFM and BNNs.

problem Predicting responses in dynamical systems with model misspecification.
method Integrates GPLFM and BNNs for uncertainty-aware inference and prediction.
result Systematic propagation of uncertainty from diagnosis to prediction.

Unified framework models credit cycles and systemic risk.

problem Inadequate classical models for bubbles, crises, and credit cycles.
method Marshall-Walras price formation process and mathematical formalism.
result Unified framework reflects different economic states and systemic risk.

MPP trains a transformer to predict multiple physical systems, improving accuracy across various tasks.

problem Training models for specific physical systems is inefficient and requires fine-tuning.
method MPP trains a shared transformer on multiple heterogeneous physical systems, projecting fields into a shared embedding space.
result A single MPP-pretrained transformer outperforms task-specific models on all pretraining sub-tasks and downstream tasks.

Study connects bank default models using dynamic contagion.

problem Understanding default contagion in heterogeneous interbank systems.
method Proposes a dynamic default contagion model with endogenous early defaults for a finite set of banks, reformulating as a stochastic particle system.
result Existence of clearing systems and continuity of the system response for the mean-field problem.

NDS learns dynamical models with prior knowledge, improving accuracy and efficiency.

problem Learning accurate dynamical models with limited data and varying dynamics.
method Neural Dynamical Systems (NDS) integrates prior knowledge in ODEs with neural networks to estimate parameters and predict states.
result NDS achieves higher accuracy and uses fewer samples compared to other methods.

Bayesian framework integrates prior and data knowledge for nonlinear dynamical systems.

problem Fusing diverse prior knowledge with data for accurate model learning.
method General-purpose Bayesian inference and learning framework combining explicit and implicit prior knowledge.
result Efficient parameter marginalization and closed-form densities for online and offline inference.

Proposes neural delay differential equations for stable system identification with partially observed states.

problem Learning stable models for systems with partial or delayed observations.
method Augments states with history, uses neural delay differential equations, and ensures stability through time delay analysis.
result The approach ensures stability of learned models for partially observed systems.

Optimizes exploration for nonlinear systems to learn controllers efficiently.

problem Learning optimal controllers for unknown nonlinear systems.
method Formally quantifies which parameters are most critical, and develops an algorithm to efficiently explore these parameters.
result Proves a near-instance-optimal rate for learning controllers.

Proposes a RL method using simulators for stabilizing uncertain systems.

problem Limited experiences and potential dangerous actions during RL learning of real systems.
method Two-stage approach: virtual systems for Q-function learning, real system interactions for final policy.
result Proposed method improves RL performance in uncertain discrete-time systems.

Estimates system parameters from a single observation using kernel-based score.

problem Estimating parameters of a dynamical system from a high-dimensional signal.
method Kernel-based score to compare temporal dependencies between signal and model.
result Accuracy and efficiency demonstrated on chaotic systems.

This work extends identifiability analysis to sequential latent variable models, focusing on Switching Dynamical Systems.

problem Identifying latent variables in sequential data models.
method Proved identifiability of Markov Switching Models and established conditions for Switching Dynamical Systems.
result Identifiability of latent variables and non-linear mappings in Switching Dynamical Systems up to affine transformations.

Framework predicts nonlinear system responses using GFDT and generative models.

problem Predicting higher-order moments of nonlinear stochastic systems to small perturbations.
method Combining GFDT with generative modeling to estimate score function directly from data.
result Accurately captures nonlinear and non-Gaussian features of system responses.