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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.

169,051 papers · 148 categories

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48 results for complex simulations

The study optimizes simulated annealing's cooling schedule for better performance.

problem Designing optimal cooling schedules for simulated annealing to improve its performance.
method Analyzed the cooling schedule's impact on simulated annealing's performance and provided sample and simulation complexity results.
result Optimal cooling schedules can be found with a small number of samples, improving the algorithm's runtime or success rate.

PRISM infers model structures and parameters from simulations, controlling complexity at test time.

problem Choosing among large model families for scientific discovery.
method Simulation-based encoder-decoder that infers model structures and parameters, with test-time complexity control.
result PRISM scales to large model families and performs model selection in biophysical diffusion MRI.

Seq2seq models predict complex multi-physics systems' time evolution.

problem Predicting the time-evolution of complex multi-physics systems.
method Sequence-to-sequence models applied to multi-physics simulations.
result Seq2seq models accurately emulate complex systems and predict their evolution.

G-Sim uses LLMs to build reliable simulators for complex systems.

problem Building robust simulators for critical domains like healthcare and logistics is challenging.
method Hybrid framework combining LLM-driven structural design and empirical calibration.
result G-Sim produces reliable, causally-informed simulators that handle non-differentiable and stochastic simulators.

DIVA generates diverse tasks for complex simulators, enabling adaptive agent training.

problem Lack of diverse training data for complex, open-ended simulators.
method Evolutionary approach using domain randomization and procedural generation.
result Successfully trains adaptive agent behavior in complex simulators.

Generative models speed up complex system simulations.

problem Accurately forecasting the dynamics of complex systems at reduced cost.
method Generative Learning of Effective Dynamics (G-LED) using auto-regressive attention and Bayesian diffusion models.
result Generative models can accurately forecast complex system dynamics at lower computational cost.

ConDiSim uses diffusion models to approximate complex system posteriors efficiently.

problem Simulation-based inference of systems with intractable likelihoods.
method Conditional diffusion model with forward and reverse processes.
result Effective posterior approximation across various benchmark and real-world problems.

Improved GNN simulation of WL test with exponentially lower complexity.

problem Improving the complexity of simulating the Weisfeiler-Lehman test with GNNs.
method Exponentially lower complexity simulation of WL test using GNNs with polylogarithmic parameters and O(log n) bits feature vectors.
result Near-optimal construction with logarithmic lower bounds for feature vector length and neural network size.

New simulation model predicts financial market dynamics with high accuracy.

problem Extreme difficulty in financial market projections due to human behavioural complexity.
method Agent-based modeling with a hierarchical knowledge architecture to simulate diverse human groups.
result Simulator achieves 13.29% deviation in crisis scenarios and lower mean square error under normal conditions.

Survey connects XAI and surrogate modeling for better understanding of complex systems.

problem Opaque surrogate models hide input-output relationships, hindering decision-making.
method Synthesizes XAI techniques with surrogate modeling workflows.
result Surrogate models can be made more interpretable using XAI methods.

Develops black-box methods to estimate parameters of complex models.

problem Lack of efficient methods to produce simulations for complex statistical models.
method Pre-training deep neural networks on extensive simulated databases for well-structured likelihoods. Iterative algorithm for other complex dependencies.
result Successfully estimates and quantifies uncertainty of parameters from non-Gaussian models.

Framework synthesizes programs for simulating complex models and estimating parameters.

problem Parameter estimation for complex models requires manual encoding of fixed model structures.
method Combines LLMs for program synthesis with neural simulation-based inference.
result Identifies plausible model families from open-ended prompts with high accuracy.

New method speeds up Bayesian inference for complex simulators.

problem Challenges in Bayesian inference for complex stochastic simulators with intractable likelihood functions.
method Optimization Monte Carlo framework reformulated as deterministic optimization problems with gradient-based methods.
result Accurate posterior inference with reduced runtimes compared to existing methods.

New RL method reduces sample complexity for large policy spaces.

problem Large-scale RL with unknown optimal policies and state/action spaces.
method Introduces eluder dimension for policy space, proving near-optimal sample complexity.
result Near-optimal sample complexity upper bound that depends linearly on eluder dimension.

Develops methods to create consistent surrogate models for agent-based simulators.

problem High computational costs and misjudgment of interventions in agent-based models.
method Causal abstractions to learn interventionally consistent surrogate models.
result Surrogates trained for interventional consistency closely mimic the agent-based model's behavior under interventions.

We use neural networks to estimate complex model posteriors efficiently.

problem Intractable likelihood functions in complex models.
method Train a neural network to map data to posterior distributions of model parameters.
result Our method converges to true posteriors in Kullback-Leibler divergence.

Framework creates fast, interpretable surrogates for stochastic simulators with unbounded randomness.

problem Creating accurate and fast approximations for stochastic simulators with unbounded randomness.
method Probabilistic surrogate networks that retain structure of reference simulators and enable amortized inference.
result Surrogates accurately model stochastic programs with unbounded random variables and significantly speed up inference.

Improved inference efficiency for complex simulations.

problem Challenges in performing inference under resource-intensive stochastic simulators.
method Active sequential neural posterior estimation (ASNPE) integrating active learning into posterior estimation.
result Improved sample efficiency with low computational overhead.

This work shows how to use simulators to learn efficient exploration in real-world RL.

problem Sample complexity of real-world reinforcement learning.
method Coupling exploratory policies learned in simulators with practical approaches.
result Polynomial sample complexity in real world, exponential improvement over direct sim2real transfer.

Polynomial mixing times for simulated tempering in mixture sampling problems.

problem Sampling from mixtures of log-concave distributions with location shifts.
method Conductance decomposition applied to an auxiliary Markov chain on an augmented space.
result First polynomial-time guarantee for simulated tempering with MALA.

Robustified controllers reduce fine-tuning time for sim-to-real transfer learning.

problem Reducing fine-tuning time for sim-to-real transfer learning of complex robotic tasks.
method Learn robustified controllers in simulation by changing parameters for successive episodes.
result Fine-tuning time is substantially reduced for robustified controllers.

We study the wealth distribution of the Bouchaud--Mézard (BM) model on complex networks. It has been known that this distribution depends on the topology of network by numerical simulations, however, no one have succeeded to explain it. Using "adiabatic" and "independent" assumptions along with the central-limit theore…

2012-09-13abs ↗pdf ↗

INP accelerates stochastic simulations using deep Bayesian active learning.

problem Computational expense of stochastic simulations at fine-grained resolution.
method Interactive Neural Process (INP) framework combining spatiotemporal surrogate model and active learning acquisition function.
result STNP outperforms baselines in accelerating stochastic simulations and LIG achieves state-of-the-art for Bayesian active learning.

New methods improve accuracy in predicting complex systems.

problem Improving accuracy in predicting complex physical systems from simulators.
method Proposes two new methods of design approaches that sequentially select input settings.
result Demonstrates effectiveness of the proposed methods through numerical examples.

Bayesian Neural Networks improve precision cosmology from simulations.

problem Extracting precise cosmological parameters from complex simulations.
method Using Bayesian Neural Networks on The Quijote simulations.
result Demonstrates BNNs' ability to estimate associated uncertainties and complex output distributions.

Improved SBI with neural networks for complex models.

problem Accurate inference for complex models with intractable likelihood.
method Structured mixtures of probability distributions for likelihood and posterior approximation.
result Accurate posterior inference with smaller computational footprint.

Complex network analysis reveals dominant stocks in financial stock returns correlations.

problem Inferring financial stock returns correlations from complex network analysis.
method Simulated geometric Brownian motion for stocks, complex network analysis, eigenvector centrality, clustering.
result Returns correlation matrix is dominated by stocks with high eigenvector centrality and clustering.

Etalumis bridges scientific simulators and probabilistic programming.

problem Infeasibility of rewriting scientific simulators for Bayesian inference.
method Cross-platform probabilistic execution protocol, MCMC and IC engines, distributed training of 3DCNN-LSTM.
result Achieved largest-scale posterior inference in a Turing-complete PPL for LHC use-case.

New method improves sample-efficiency in neural posterior estimation using simulator gradients.

problem High-fidelity posterior estimation with complex physical simulations is time-consuming.
method Neural Posterior Estimation (NPE) with differentiable simulators and gradient information.
result Improves sample-efficiency in posterior density estimation.