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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.

168,657 papers · 148 categories

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206412617823 · Jun 202019922001200920172026
48 results for computational challenges

ICLR 2021 challenge in computational geometry and topology attracted 16 teams.

problem Designing and evaluating computational methods in differential geometry and topology.
method Designing and hosting an open-source competition with repositories Geomstats and Giotto-TDA.
result 16 teams participated in the challenge, showcasing innovative contributions to computational geometry and topology.

Big Data bring new opportunities to modern society and challenges to data scientists. On one hand, Big Data hold great promises for discovering subtle population patterns and heterogeneities that are not possible with small-scale data. On the other hand, the massive sample size and high dimensionality of Big Data intro…

2013-08-07abs ↗pdf ↗

Thanks to the advances in machine learning, data-driven analysis tools have become valuable solutions for various applications. However, there still remain essential challenges to develop effective data-driven methods because of the need to acquire a large amount of data and to have sufficient computing power to handle…

2018-07-05abs ↗pdf ↗

The MIT/IEEE/Amazon GraphChallenge.org encourages community approaches to developing new solutions for analyzing graphs and sparse data. Sparse AI analytics present unique scalability difficulties. The proposed Sparse Deep Neural Network (DNN) Challenge draws upon prior challenges from machine learning, high performanc…

2019-09-02abs ↗pdf ↗

Fiber simplifies RL and population-based methods for distributed training.

problem Challenges in RL and population-based methods, including frequent interaction with simulations and dynamic scaling.
method Introducing Fiber, a scalable distributed computing framework.
result Significantly expands accessibility of large-scale parallel computation.

CVPR 2020 challenge evaluates continual learning in computer vision.

problem Making AI systems more adaptive and efficient.
method Evaluated different continual learning approaches on a common hardware with shared metrics.
result Reported main results, finalists, and prize winners.

Sparse DNNs face scalability issues; MIT/IEEE/Amazon challenge analyzes best solutions.

problem Scalability issues in Sparse Deep Neural Networks (DNNs).
method Mathematically defined DNN inference computation, community submissions from various fields.
result Sparse DNN execution time, TmDNNT_{ m DNN}, is strongly dependent on the number of operations, NmopN_{ m op}.

VQAs use classical optimization to train quantum circuits, promising quantum advantage.

problem High computational cost of quantum simulations and solving large-scale problems.
method Variational Quantum Algorithms (VQAs) use classical optimizers to train parametrized quantum circuits.
result VQAs are a promising strategy for obtaining quantum advantage.

The significant computational requirements of deep learning present a major bottleneck for its large-scale adoption on hardware-constrained IoT-devices. Here, we envision a new paradigm called EdgeAI to address major impediments associated with deploying deep networks at the edge. Specifically, we discuss the existing …

2019-10-23abs ↗pdf ↗

Paper extends knowledge gradient for preferential BO, overcoming computational challenges.

problem Extending knowledge gradient to preferential BO with pairwise comparisons.
method Derive exact and analytical knowledge gradient for preferential BO.
result Exact knowledge gradient outperforms existing acquisition functions on benchmark problems.

Adaptive compute allocation improves model performance by prioritizing harder queries.

problem Inefficiency in allocating test-time compute uniformly across all queries.
method Formulated as a bandit learning problem, proposed adaptive algorithms that estimate query difficulty and allocate compute accordingly.
result Achieved up to 15.29% relative performance improvement on various benchmarks.

We organized a competition on Autonomous Lifelong Machine Learning with Drift that was part of the competition program of NeurIPS 2018. This data driven competition asked participants to develop computer programs capable of solving supervised learning problems where the i.i.d. assumption did not hold. Large data sets w…

2019-03-12abs ↗pdf ↗

This short paper describes our solution to the 2018 IEEE World Congress on Computational Intelligence One-Minute Gradual-Emotional Behavior Challenge, whose goal was to estimate continuous arousal and valence values from short videos. We designed four base regression models using visual and audio features, and then use…

2018-04-30abs ↗pdf ↗

Quantum computing improves Monte Carlo option pricing for complex derivatives.

problem Complex financial derivatives require extensive computations in high-dimensional spaces.
method Developed a quantum algorithm for simulating many potential asset paths in parallel.
result Quantum algorithm provides highly accurate option pricing and risk analysis.

Quantum ML promises faster data analysis but faces trainability challenges.

problem Challenges in training quantum machine learning models.
method Review of current methods and applications of quantum neural networks and quantum deep learning.
result Opportunities for quantum advantage in quantum machine learning.

This paper proposes a brain-inspired approach to quantum machine learning with the goal of circumventing many of the complications of other approaches. The fact that quantum processes are unitary presents both opportunities and challenges. A principal opportunity is that a large number of computations can be carried ou…

2018-10-13abs ↗pdf ↗

This paper reviews deep learning and knowledge-based methods for molecular design.

problem Optimizing molecular properties for scientific advances and process performance.
method Survey of deep learning and knowledge-based methods for molecular design.
result Deep learning models show promise in overcoming computational challenges.

Financial institutions now face the important challenge of having to do multiple portfolio revaluations for their risk computation. The list is almost endless: from XVAs to FRTB, stress testing programs, etc. These computations require from several hundred up to a few million revaluations. The cost of implementing thes…

2018-05-02abs ↗pdf ↗

The paper introduces reservoir computing models for complex systems.

problem Modeling complex engineering systems using nonlinear autoregression.
method Introduces reservoir computing with output feedback as stationary and ergodic infinite-order nonlinear autoregressive models.
result Demonstrates versatility of classical and quantum reservoir computers in modeling synthetic and real data.

Proposes MvTPMSVM to improve multiview learning with reduced computational complexity.

problem Challenges in multiview learning, especially with heteroscedastic noise.
method Introduces MvTPMSVM, a parametric margin SVM model that avoids matrix inversions.
result Demonstrates superior generalization compared to baseline models.

Improved MMD estimator for likelihood-free inference.

problem Computational challenges in estimating MMD for likelihood-free inference.
method Optimally-weighted MMD estimator with improved sample complexity.
result Significantly improved sample complexity for accurate MMD estimation.

DREAM model improves computational efficiency for non-linear effects in relational event models.

problem Efficiently modeling non-linear effects in dynamic relational networks.
method Introduces Deep Relational Event Additive Model (DREAM) using Neural Additive Models.
result Demonstrates superior computational efficiency compared to traditional REM approaches.

Quantum computing techniques applied to Monte Carlo simulations in finance.

problem Efficiently simulating quantum algorithms for financial modeling.
method Introduces quantum computing basics, amplitude estimation, and Grover's algorithm for unstructured search.
result Demonstrates quantum approaches to Monte Carlo integration and counting in finance.

Develops a new Bayesian inference method for discrete data.

problem Computational challenges in discrete state spaces, especially intractable likelihoods.
method Uses a discrete Fisher divergence to update beliefs about model parameters, circumventing the intractable normalising constant.
result Establishes statistical properties of the generalised posterior and proposes a calibration approach.

This paper formalizes AI safety using hypothesis testing in GenAI.

problem Ensuring safety of generative AI tools that create realistic content.
method Formalization of computational safety through hypothesis testing and signal processing.
result Demonstrates how AI safety can be assessed quantitatively using mathematical frameworks.