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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.

168,932 papers · 148 categories

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68137205273 · Jun 202019922001200920172026
48 results for adaptive refinement

Proposes a method to refine PDE-driven high-dimensional rare-event simulation.

problem Challenges in constructing accurate surrogates for rare-event simulation.
method Adaptive importance sampling framework that refines a locally constructed surrogate.
result Achieves accuracy comparable to true-model adaptive importance sampling with fewer high-fidelity evaluations.

Study refines trend-following strategy to improve adaptability.

problem Challenges in practical implementation of historical trend-following strategies.
method Modifications to historical strategy, including T-bills exclusion, alternative allocations, industry exclusions, momentum signals, and Walk-Forward Analysis.
result Persistent challenges in adapting historical strategies to modern markets.

Refined estimates for surfaces in curved spaces based on Willmore functional.

problem Estimating the position of surfaces in curved spaces accurately.
method Critical points of the Willmore functional, constrained area, refined geometric center of mass.
result Improved position estimates related to ambient scalar curvature.

The paper refines and extends batched kernelized bandits, improving regret bounds and introducing a robust setting.

problem Optimizing black-box functions with noisy batches in Reproducing Kernel Hilbert Space.
method Refined and extended existing regret bounds, including adaptive batch sizes and robust optimization.
result Improved regret bounds for batched kernelized bandits, showing optimal number of batches and adaptive batch sizes.

We consider the problem of adaptive stratified sampling for Monte Carlo integration of a noisy function, given a finite budget n of noisy evaluations to the function. We tackle in this paper the problem of adapting to the function at the same time the number of samples into each stratum and the partition itself. More p…

2013-03-12abs ↗pdf ↗

New algorithm improves online learning with reduced discretization.

problem Improving adaptive online learning with refined discretization.
method Continuous time approach to online learning, followed by a new discretization argument.
result Optimal regret bound with O(VT)O(\sqrt{V_T}) dependence on gradient variance.

AJL framework detects dynamic patterns in high-dimensional time-varying models.

problem Complex time-varying associations and abrupt regime shifts in longitudinal processes.
method Hierarchical regularization framework integrating functional variable selection with structural changepoint detection.
result The refined estimator achieves the oracle property in ultra-high-dimensional settings.

PG-EVIKAL refines molecular property predictions using neighbor fusion and evidential neural networks.

problem Improving molecular property predictions using test-time neighbor fusion.
method Adapting evidential neural networks to refine predictions by re-ranking structurally similar neighbors.
result PG-EVIKAL reduces RMSE on 14 out of 16 molecular datasets, improving calibration and sequential refinement.

Paper stabilizes bandit learning with regularization, improving inference under adaptive sampling.

problem Challenges in statistical inference with adaptive sampling.
method Refined stability condition for online algorithms, using regularized stochastic-mirror-descent-style methods.
result Derives precise regret bounds and asymptotic normality, showing necessity of regularization for valid inference.

Enhances CEV model pricing with high-order scheme and adaptive time stepping.

problem Improving accuracy in pricing American CEV models with irregularities.
method High-order time adapted scheme, local mesh refinement, adaptive time stepping, fifth-order 5(4) Dormand-Prince method.
result Highly accurate solution with reduced computational runtime.

Paper proposes a new adaptive multiscale value function approximation for reinforcement learning.

problem Value function approximation in reinforcement learning with varying complexity.
method Adaptive multiscale approximation using multiresolution analysis and tree approximation.
result Convergence rate of the multiscale approximation is independent of basis function regularity.

DAS-PINNs uses deep learning to solve complex PDEs more accurately.

problem Solving high-dimensional PDEs with high accuracy.
method Deep neural networks and generative models for adaptive sampling.
result DAS-PINNs significantly improves solution accuracy for low regularity and high-dimensional problems.

AIHT improves online high-dimensional quantile regression by separating support discovery and refinement.

problem Online high-dimensional quantile regression with structural sparsity.
method Adaptive Iterative Hard Thresholding (AIHT) alternates stochastic updates with adaptive hard-thresholding steps.
result AIHT achieves logarithmic regret for the sliding-window objective in high-dimensional settings.

mfEGRA uses active learning to efficiently locate failure boundaries in reliability analysis.

problem Prohibitive cost of reliability analysis using Monte Carlo sampling for high-fidelity models.
method Develops a multifidelity active learning method using data-driven adaptively refined surrogates.
result Significant computational savings (46-48%) compared to single-fidelity EGRA.

Classifies gradient Ricci solitons with harmonic Weyl curvature in dimensions 5 and above.

problem Classifying gradient Ricci solitons with harmonic Weyl curvature in higher dimensions.
method Developed a novel method of refined adapted frame fields and used geometric arguments.
result Local and complete classifications of gradient Ricci solitons with harmonic Weyl curvature.

Mirror descent with an entropic regularizer is known to achieve shifting regret bounds that are logarithmic in the dimension. This is done using either a carefully designed projection or by a weight sharing technique. Via a novel unified analysis, we show that these two approaches deliver essentially equivalent bounds …

2012-02-15abs ↗pdf ↗

Wavelet-based online learning adapts to noisy Besov spaces with high probability.

problem Minimizing integrated squared error in Besov spaces with noisy observations.
method Adaptive wavelet-based online learning algorithm that dynamically adjusts to gradient noise.
result Achieves minimax-optimal integrated squared error with high probability.

Step-DAD improves BED by periodically updating a design policy during experiments.

problem Improving flexibility and robustness in Bayesian experimental design.
method Semi-amortized, policy-based approach that updates a design policy during data collection.
result Consistently superior decision-making and robustness compared to current BED methods.

Novel framework predicts cell responses to perturbations using GRNs.

problem Predicting cellular responses to perturbations for drug discovery and personalized therapeutics.
method Graph variational Bayesian causal inference framework with refined GRNs and robust estimator.
result Enhanced model performance and robust estimation of perturbation effects.

A new method for learning function parameters in operators using data-adaptive RKHS.

problem Learning function parameters in operators with robustness to noise and numerical error.
method Data Adaptive RKHS Tikhonov Regularization (DARTR) method.
result DARTR leads to an accurate estimator robust to noise and numerical error, converging at a consistent rate as data refines.

Locally-verifiable conditions ensure exactness of spline discrete de Rham complex.

problem Ensuring cohomological equivalence of spline discrete complex to continuous de Rham complex.
method Theoretical analysis and locally-verifiable sufficient conditions for exactness.
result Locally-verifiable conditions guarantee exactness of hierarchical B-spline discrete de Rham complex.

Adaptive online learning algorithm improves history forgetting in nonstationary environments.

problem Adversarial nonstationary environments where future data can be very different from past data.
method Discounted regret in online convex optimization, FTRL-based algorithm, adaptive learning rate.
result Improves classical gradient descent with constant learning rate in online convex optimization.

We first show that the connected sum along submanifolds introduced by the second author for compact initial data sets of the vacuum Einstein system can be adapted to the asymptotically Euclidean and to the asymptotically hyperbolic context. Then, we prove that in any case, and generically, the gluing procedure can be l…

2010-03-22abs ↗pdf ↗

TimeCNN improves forecasting by refining cross-variable interactions over time.

problem Multivariate time series forecasting struggles with dynamic and multifaceted cross-variable correlations.
method TimeCNN uses timepoint-independent convolution kernels to capture evolving relationships among variables.
result TimeCNN outperforms state-of-the-art models in real-world datasets with significant computational and speed advantages.

ANADDH uses deep learning to improve volatility risk management.

problem Traditional Vega hedging strategies are inadequate for rapidly changing markets.
method Combines distributional reinforcement learning with adaptive Nesterov acceleration.
result Significant performance gains over existing hedging techniques.

ALAMO is a computational methodology for leaning algebraic functions from data. Given a data set, the approach begins by building a low-complexity, linear model composed of explicit non-linear transformations of the independent variables. Linear combinations of these non-linear transformations allow a linear model to b…

2017-05-31abs ↗pdf ↗

Improves content allocation in educational platforms with sparse data.

problem Imbalanced content allocation and delayed convergence in adaptive strategies.
method Introduces WAPTS, an algorithm that refines Thompson Sampling for data-sparse environments.
result Demonstrates earlier and more reliable identification of promising treatments.

CoSCA improves unsupervised domain adaptation by better aligning ambiguous target samples.

problem Missing alignment of ambiguous target samples in unsupervised domain adaptation.
method CoSCA explicitly incorporates intra- and inter-class domain discrepancy, estimating label hypotheses and optimizing a contrastive loss with MMD for better global alignment.
result CoSCA outperforms state-of-the-art approaches in producing more discriminative features.

Adaptive learning of SPDE solutions using score-based diffusion models.

problem Model errors and reduced accuracy in SPDE solutions due to incomplete physical knowledge and environmental variability.
method Score-based diffusion models with recursive Bayesian inference, incorporating simulation data and observational information.
result Accuracy and robustness of the proposed method demonstrated on benchmark SPDEs.