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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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6.3%12.5%18.8%25.0% · Oct 199319922001200920172026
48 results for Trajectory approximation

Deep neural nets approximate random dynamical system trajectories uniformly in time.

problem Approximating trajectories of random dynamical systems over infinite time horizons.
method Recurrent neural networks with simple feedback structures.
result Certain random trajectories can be approximated uniformly in time to any desired accuracy.

Improved Gaussian Process model for predicting trajectories without independence assumption errors.

problem Incorrect independence assumption in previous work on Gaussian Process uncertainty propagation.
method Proposed a novel piecewise linear approximation to correct the independence assumption in continuous models.
result Corrected the independence assumption in Gaussian Process models for predicting trajectories.

Billiard trajectories and geodesics are closely related geometrically.

problem Understanding the relationship between billiard trajectories and geodesics on surfaces.
method Establishing mutual approximation results for billiard trajectories and geodesic segments on surfaces.
result For Riemannian billiard tables, there are families of fold-type surfaces such that every sequence of geodesic segments on these surfaces has a subsequence that converges to a billiard trajectory.

Algorithm finds safe zones in policy Markov Decision Processes to limit trajectory escape.

problem Finding safe zones in policy Markov Decision Processes to limit trajectory escape.
method Bi-criteria approximation learning algorithm with polynomial sample complexity.
result Achieves almost 2 approximation for both escape probability and safe zone size.

GAGA accelerates 3D molecular generation by replacing long trajectories with Gaussian approximations.

problem High computational cost of long generative trajectories in 3D molecular generation.
method GAGA identifies a characteristic step where molecular data becomes sufficiently Gaussian, replacing the trajectory with a Gaussian approximation.
result Significant improvement in both generation quality and computational efficiency.

We present effective numerical algorithms for locally recovering unknown governing differential equations from measurement data. We employ a set of standard basis functions, e.g., polynomials, to approximate the governing equation with high accuracy. Upon recasting the problem into a function approximation problem, we …

2018-09-24abs ↗pdf ↗

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.

We develop variational integrators from discrete Hamiltonian systems with external forces.

problem Creating accurate discrete models of continuous Hamiltonian systems.
method Constructing discrete Hamiltonian systems with external forces, analyzing symplectic structure, and combining methods to build variational integrators.
result We derive variational integrators that approximate continuous Hamiltonian systems with high accuracy.

Established techniques for simulation and prediction with Gaussian process (GP) dynamics often implicitly make use of an independence assumption on successive function evaluations of the dynamics model. This can result in significant error and underestimation of the prediction uncertainty, potentially leading to failur…

2019-12-23abs ↗pdf ↗

Deep learning approximates SPDE solutions from noise trajectories.

problem Approximating solutions to stochastic partial differential equations (SPDEs).
method Uses neural networks to approximate SPDE solutions based on noise realizations.
result Accurately estimates SPDE solutions and functionals like mean and variance.

New algorithms for approximating stochastic processes efficiently.

problem Finding accurate finite approximations for stochastic processes.
method Develops new algorithms and fast implementations for approximating stochastic processes.
result Efficient approximations for stochastic processes can be found.

Paper learns meaningful state and action representations from MDP trajectories.

problem Learning good state and action representations from MDP trajectories.
method Tensor decomposition, kernelization, importance sampling, low-Tucker-rank approximation.
result The learned state/action abstractions provide accurate approximations to latent block structures.

Improved motion prediction for self-driving cars using trajectory sets and auxiliary losses.

problem Accurately predicting future vehicle motion for self-driving cars.
method Classification over trajectory sets with an auxiliary loss for off-road predictions and spatial-temporal relationships.
result Significant improvement in motion prediction performance on small datasets using map information.

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.

A new algorithm for offline RL with trajectory-wise reward reduces bias and variance errors.

problem Offline RL with trajectory-wise reward incurs large bias and variance errors.
method PARTED algorithm that decomposes trajectory return into proxy rewards and performs pessimistic value iteration.
result PARTED achieves provably efficient suboptimality bounds in general MDPs with trajectory-wise reward.

New research suggests continual learning should focus on both optimization objective and optimization trajectory.

problem Even with perfect joint loss approximation, continual learning still suffers from forgetting when starting a new task.
method Proposes focusing on both optimization objective and optimization trajectory, combining replay-approximated joint objectives with gradient projection-based optimization routines.
result Combining replay-approximated joint objectives with gradient projection-based optimization routines did not show clear benefits in initial experiments.

DGFS improves sampling from complex densities by optimizing partial trajectories.

problem Sampling from intractable high-dimensional density functions.
method DGFS uses a flow function to break down the training process into short partial trajectory segments, leveraging intermediate learning signals.
result DGFS achieves more accurate estimates of the normalization constant.

Paper characterizes optimal learning trajectories for high-dimensional nonlinear models.

problem Characterizing optimal learning trajectories in high-dimensional nonlinear models.
method Exploits maximum principle and dynamic programming for an optimal control problem of a gradient system.
result Constructs optimal learning trajectories leading to optimal model parameters.

New analysis shows FM learns underlying dynamical structure, not just trajectory replay.

problem Understanding whether flow matching models learn transferable dynamical structure or merely replay trajectories.
method Derived velocity field implied by FM objective, characterized as a continuous-time dynamical system.
result FM models can be seen as parametric surrogates of nonparametric solutions, providing strong probabilistic forecasts.

Variational inference improves training of generative flow networks.

problem Training generative flow networks efficiently and accurately.
method Define variational objectives in terms of KL divergences and optimize convex combinations.
result Variational inference methods can reduce the variance of gradients in training generative flow networks.

FLUID uses flows to unify filtering and smoothing for complex systems.

problem Bayesian filtering and smoothing for high-dimensional nonlinear systems.
method FLUID encodes observation histories into a fixed summary statistic, using flows for filtering and smoothing.
result FLUID provides accurate approximations of filtering and smoothing distributions.

Proposes a method to learn system dynamics and region of attraction from trajectories.

problem Learning accurate dynamics and region of attraction from system trajectories.
method Uses local stability information as a prior to learn vector field and region of attraction.
result Efficient sampling and accurate estimate of dynamics in inner approximation of region of attraction.

Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step predictions in general leads to an analytically intractable problem. While approximation methods exist, they do not come with guarantees, mak…

2019-11-29abs ↗pdf ↗

Hurricanes are cyclones circulating about a defined center whose closed wind speeds exceed 75 mph originating over tropical and subtropical waters. At landfall, hurricanes can result in severe disasters. The accuracy of predicting their trajectory paths is critical to reduce economic loss and save human lives. Given th…

2018-02-01abs ↗pdf ↗

Robots need models of human behavior for both inferring human goals and preferences, and predicting what people will do. A common model is the Boltzmann noisily-rational decision model, which assumes people approximately optimize a reward function and choose trajectories in proportion to their exponentiated reward. Whi…

2020-01-13abs ↗pdf ↗

This work tackles uncertainty in multi-agent multi-modal trajectory forecasting.

problem Measuring and ranking uncertainty in multi-agent multi-modal trajectory forecasting.
method Proposes collaborative uncertainty (CU) and a CU-aware regression framework.
result The CU-aware regression framework improves SOTA systems' performances.

Proposes DGCN with trajectory sampling for data-efficient policy search in MBRL.

problem Improving data efficiency in model-based reinforcement learning.
method Combines trajectory sampling and DGCN for uncertainty propagation in probabilistic world models.
result Improves sample-efficiency over other uncertainty propagation methods and probabilistic models.

A method for inferring motility models and heterogeneity from particle trajectories.

problem Understanding motility patterns from discrete trajectory data of biological agents.
method Maximum likelihood approach for second-order Langevin models with population heterogeneity.
result The proposed method outperforms alternative approaches for short trajectories.

Paper proposes a new descriptor for early trajectory characterization in matrix iterations.

problem Comparing early behavior of high-dimensional trajectories in nonlinear matrix iterations.
method Develops a two-channel fuzzy coordinate system using F-transform for compact representation.
result The descriptor achieves high R^2 values (mean = 0.6480) in approximating convergence lengths.

Topological entropy measures the number of distinguishable orbits in a dynamical system, thereby quantifying the complexity of chaotic dynamics. One approach to computing topological entropy in a two-dimensional space is to analyze the collective motion of an ensemble of system trajectories taking into account how traj…

2018-08-30abs ↗pdf ↗

cvHM framework speeds up GP inference for neural spike train analysis.

problem Scalability issue in approximate inference for latent GP models.
method cvHM framework using Hida-Matérn kernels and conjugate computation variational inference (CVI).
result Linear time inference for latent neural trajectories.

A new method combines ANN and Laplace for fast Bayesian inference in ODE models.

problem Bayesian inference for ODE systems with non-analytical solutions is computationally expensive.
method Hybrid approach using ANN for tractable likelihood and Laplace approximation.
result Effective posterior inference with improved computational cost compared to traditional methods.

New method efficiently evaluates policies using trajectory data.

problem Statistically efficient policy evaluation with limited data.
method Trajectory-based approach for policy evaluation.
result Improved sample complexity for policy evaluation.

Generative model captures repetitive industrial processes with varying durations and dynamics.

problem Capturing repetitive industrial processes with varying durations and dynamics using Gaussian Processes.
method Posterior-weighted Gaussian Process with a novel kernel to decouple intra-repetition and inter-repetition variability.
result Generative model produces realistic synthetic trajectories from toy datasets.

Develops a numerical algorithm for stochastic impulse control using regression surrogates.

problem Optimal impulse control in stochastic processes.
method Generates statistical surrogates for continuation and intervention functions, recursively trained over simulated state trajectories.
result Demonstrates flexibility and extensibility of the numerical scheme through case studies.

Paper examines adversarial attacks on weather forecasting models, focusing on TC trajectory prediction.

problem Adversarial attacks can mislead downstream TC trajectory predictions in DLWF models.
method Proposes Cyc-Attack, a method using a surrogate model and skewness-aware loss function to generate adversarial TC paths.
result Cyc-Attack achieves higher true positive rates and lower false alarm rates compared to conventional methods.

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.

The problem of continuous inverse optimal control (over finite time horizon) is to learn the unknown cost function over the sequence of continuous control variables from expert demonstrations. In this article, we study this fundamental problem in the framework of energy-based model, where the observed expert trajectori…

2019-04-10abs ↗pdf ↗