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.
MPNN improves on UniFL approximation with provable guarantees.
Paper tackles online facility location with user requests and provides a quasi-linear time algorithm.
When selecting locations for a set of facilities, standard clustering algorithms may place unfair burden on some individuals and neighborhoods. We formulate a fairness concept that takes local population densities into account. In particular, given facilities to locate and a population of size , we define the "n…
Assessing the predictive accuracy of black box classifiers is challenging in the absence of labeled test datasets. In these scenarios we may need to rely on a human oracle to evaluate individual predictions; presenting the challenge to create query algorithms to guide the search for points that provide the most informa…
Develops a Bayesian model to predict business revenue and demand.
In this paper, we present and illustrate some new tools for rigorously analyzing training data selection methods. These tools focus on the information theoretic losses that occur when sampling data. We use this framework to prove that two methods, Facility Location Selection and Transductive Experimental Design, reduce…
Our work focuses on the problem of predicting the transfer of pediatric patients from the general ward of a hospital to the pediatric intensive care unit. Using data collected over 5.5 years from the electronic health records of two medical facilities, we develop classifiers based on adaptive boosting and gradient tree…
Study uniform rates for estimating Gaussian mixtures without separation assumption.
Accurate house prediction is of great significance to various real estate stakeholders such as house owners, buyers, investors, and agents. We propose a location-centered prediction framework that differs from existing work in terms of data profiling and prediction model. Regarding data profiling, we define and capture…
We propose design guidelines for a probabilistic programming facility suitable for deployment as a part of a production software system. As a reference implementation, we introduce Infergo, a probabilistic programming facility for Go, a modern programming language of choice for server-side software development. We argu…
The facility location problem is widely used for summarizing large datasets and has additional applications in sensor placement, image retrieval, and clustering. One difficulty of this problem is that submodular optimization algorithms require the calculation of pairwise benefits for all items in the dataset. This is i…
Developing reliable workload predictive models can affect many aspects of clinical decision making procedure. The primary challenge in healthcare systems is handling the demand uncertainty over the time. This issue becomes more critical for the healthcare facilities that provide service for chronic disease treatment be…
We present apricot, an open source Python package for selecting representative subsets from large data sets using submodular optimization. The package implements an efficient greedy selection algorithm that offers strong theoretical guarantees on the quality of the selected set. Two submodular set functions are impleme…
The paper develops a uniform function estimator in RKHS for regression.
Decentralized algorithm reduces regret and converges to Nash equilibrium in online congestion games.
In this work, we propose the kernel Pitman-Yor process (KPYP) for nonparametric clustering of data with general spatial or temporal interdependencies. The KPYP is constructed by first introducing an infinite sequence of random locations. Then, based on the stick-breaking construction of the Pitman-Yor process, we defin…
Study examines how industrial emissions evolve over time in response to various factors.
SimTensor is a multi-platform, open-source software for generating artificial tensor data (either with CP/PARAFAC or Tucker structure) for reproducible research on tensor factorization algorithms. SimTensor is a stand-alone application based on MATALB. It provides a wide range of facilities for generating tensor data w…
Real-world applications often combine learning and optimization problems on graphs. For instance, our objective may be to cluster the graph in order to detect meaningful communities (or solve other common graph optimization problems such as facility location, maxcut, and so on). However, graphs or related attributes ar…
Based on the concept of self-decomposable random variables we discuss the application of a model for a pair of dependent Poisson processes to energy facilities. Due to the resulting structure of the jump events we can see the self-decomposability as a form of cointegration among jumps. In the context of energy faciliti…
Paper develops a gradient-like proposal for discrete distributions without requiring natural differentiability.
Flusion combines multiple data sources to improve flu forecasts.
New approach to extremal hyperbolic surfaces using NEC groups.
Concrete distribution properties examined on simplex.
A framework for real-time gesture recognition in tomato grafting.
Deep networks adapt to function regularity and data distribution.
We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection, binary quadratic optimization, sparse principal analysis and sparse learning proble…
Trading floors need to be twice as deep as electronic markets to compete.
Proves spectral gap bounds for Teichmüller geodesics on flat surfaces.
A method for quickly determining deployment schedules that meet a given fuel cycle demand is presented here. This algorithm is fast enough to perform in situ within low-fidelity fuel cycle simulators. It uses Gaussian process regression models to predict the production curve as a function of time and the number of depl…
Efficiently transforms samples from various statistical models.
In the brain, learning signals change over time and synaptic location, and are applied based on the learning history at the synapse, in the complex process of neuromodulation. Learning in artificial neural networks, on the other hand, is shaped by hyper-parameters set before learning starts, which remain static through…
Bayesian inference calibrates Hall thruster model uncertainty at varying pressures.
This paper formulates dynamic density functions, based upon skewed-t and similar representations, to model and forecast electricity price spreads between different hours of the day. This supports an optimal day ahead storage and discharge schedule, and thereby facilitates a bidding strategy for a merchant arbitrage fac…
Trans-GLMC tackles source heterogeneity in transfer learning for structured clusters.
Supervised machine learning based state-of-the-art computer vision techniques are in general data hungry and pose the challenges of not having adequate computing resources and of high costs involved in human labeling efforts. Training data subset selection and active learning techniques have been proposed as possible s…
This Ph.D. thesis deals with the optimization of several renewable energy resources development as well as the improvement of facilities management in oceanic engineering and airports, using computational hybrid methods belonging to AI to this end. Energy is essential to our society in order to ensure a good quality of…
Hypothesis tests in models whose dimension far exceeds the sample size can be formulated much like the classical studentized tests only after the initial bias of estimation is removed successfully. The theory of debiased estimators can be developed in the context of quantile regression models for a fixed quantile value…
We study data-driven assistants that provide congestion forecasts to users of shared facilities (roads, cafeterias, etc.), to support coordination between them, and increase efficiency of such collective systems. Key questions are: (1) when and how much can (accurate) predictions help for coordination, and (2) which as…
Developing countries suffer from traffic congestion, poorly planned road/rail networks, and lack of access to public transportation facilities. This context results in an increase in fuel consumption, pollution level, monetary losses, massive delays, and less productivity. On the other hand, it has a negative impact on…
The paper introduces submodular information measures for machine learning applications.
The graph convolution network (GCN) is a widely-used facility to realize graph-based semi-supervised learning, which usually integrates node features and graph topologic information to build learning models. However, as for multi-label learning tasks, the supervision part of GCN simply minimizes the cross-entropy loss …
A new algorithm finds optimal centers for sets in metric spaces.
The paper tackles Nash-regret minimization in congestion games with bandit feedback.
Local minimax analysis for Poisson deconvolution of discrete signals.
We describe a new public-domain open-source simulator of an electronic financial exchange, and of the traders that interact with the exchange, which is a truly distributed and cloud-native system that been designed to run on widely available commercial cloud-computing services, and in which various components can be pl…
The popularity of Bayesian optimization methods for efficient exploration of parameter spaces has lead to a series of papers applying Gaussian processes as surrogates in the optimization of functions. However, most proposed approaches only allow the exploration of the parameter space to occur sequentially. Often, it is…
Isobenefit Lines can offer a certain range of applicability in Location Theory and Gravitational Models for Urban and Geography Economics, in positional decision processes made by citizens, and, last but not least, in land value and property market theories and analysis. The value of a land, or a property, in a generic…