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.
Safety filter for unknown discrete-time systems with learned models and noise covariance.
problem Ensuring safety for unknown discrete-time linear systems with Gaussian noise.
method Develops a learning-based safety filter using empirical model and noise covariance, optimizing control actions to stay within safety constraints.
result Minimally modifies nominal control actions to ensure safety with high probability, tightening constraints as more data is collected.
We study the problem of learning an unknown mixture of k rankings over n elements, given access to noisy samples drawn from the unknown mixture. We consider a range of different noise models, including natural variants of the "heat kernel" noise framework and the Mallows model. For each of these noise models we giv…
We develop an unsupervised, nonparametric, and scalable statistical learning method for detection of unknown objects in noisy images. The method uses results from percolation theory and random graph theory. We present an algorithm that allows to detect objects of unknown shapes and sizes in the presence of nonparametri…
We develop a novel method for detection of signals and reconstruction of images in the presence of random noise. The method uses results from percolation theory. We specifically address the problem of detection of multiple objects of unknown shapes in the case of nonparametric noise. The noise density is unknown and ca…
We study statistical detection of grayscale objects in noisy images. The object of interest is of unknown shape and has an unknown intensity, that can be varying over the object and can be negative. No boundary shape constraints are imposed on the object, only a weak bulk condition for the object's interior is required…
This article considers algorithmic and statistical aspects of linear regression when the correspondence between the covariates and the responses is unknown. First, a fully polynomial-time approximation scheme is given for the natural least squares optimization problem in any constant dimension. Next, in an average-case…
Optimal pricing strategy for unknown valuation models with noisy feedback.
problem Minimizing regret in dynamic pricing with unknown valuation functions and noisy feedback.
method Proposes a minimax-optimal algorithm using discretization and data partitioning to handle unknown noise distribution and Lipschitz continuity of valuation functions.
result Achieves minimax-optimal regret bound matching the theoretical lower bound up to logarithmic factors.
We revisit the Bayesian online inference problems for the linear dynamic systems (LDS) under non- Gaussian environment. The noises can naturally be non-Gaussian (skewed and/or heavy tailed) or to accommodate spurious observations, noises can be modeled as heavy tailed. However, at the cost of such noise robustness, the…
We consider the robust phase retrieval problem of recovering the unknown signal from the magnitude-only measurements, where the measurements can be contaminated by both sparse arbitrary corruption and bounded random noise. We propose a new nonconvex algorithm for robust phase retrieval, namely Robust Wirtinger Flow to …
Paper tackles online control of linear systems with unbounded noise.
problem Online control of linear systems under unbounded noise with unknown convex cost functions.
method Developed an algorithm achieving ildeO(T) high-probability regret under unbounded noise, and established O(mpoly(logT)) regret bound for strongly convex costs and sub-Gaussian noise.
result Achieved ildeO(T) high-probability regret under unbounded noise, and O(mpoly(logT)) regret bound for specific noise and cost conditions.
As all physical adaptive quantum-enhanced metrology schemes operate under noisy conditions with only partially understood noise characteristics, so a practical control policy must be robust even for unknown noise. We aim to devise a test to evaluate the robustness of AQEM policies and assess the resource used by the po…
We consider a setting, where the output of a linear dynamical system (LDS) is, with an unknown but fixed probability, replaced by noise. There, we present a robust method for the prediction of the outputs of the LDS and identification of the samples of noise, and prove guarantees on its statistical performance. One app…
Most existing image denoising approaches assumed the noise to be homogeneous white Gaussian distributed with known intensity. However, in real noisy images, the noise models are usually unknown beforehand and can be much more complex. This paper addresses this problem and proposes a novel blind image denoising algorith…
This work addresses various open questions in the theory of active learning for nonparametric classification. Our contributions are both statistical and algorithmic: -We establish new minimax-rates for active learning under common \textit{noise conditions}. These rates display interesting transitions -- due to the inte…
Consider a noisy linear observation model with an unknown permutation, based on observing y=Π∗Ax∗+w, where x∗∈Rd is an unknown vector, Π∗ is an unknown n×n permutation matrix, and w∈Rn is additive Gaussian noise. We analyze the problem of permutation recovery in a …
Using a Bayesian approach, we consider the problem of recovering sparse signals under additive sparse and dense noise. Typically, sparse noise models outliers, impulse bursts or data loss. To handle sparse noise, existing methods simultaneously estimate the sparse signal of interest and the sparse noise of no interest.…