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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.

168,695 papers · 148 categories

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121243364485 · Jun 202019922001200920172026
48 results for conservative estimation

This work extends balancing to various simulation-based inference algorithms for more conservative posterior approximations.

problem Overconfident posterior approximations in simulation-based inference.
method Introduces a balanced version of neural posterior estimation and contrastive neural ratio estimation.
result Balanced versions tend to produce conservative posterior approximations on various benchmarks.

Proposes a conservative LR estimator for infrequent data near a frequency threshold.

problem Overestimation of likelihood ratios for infrequent data near a frequency threshold.
method Conservative likelihood ratio estimator for frequencies slightly above a threshold.
result Improves prediction accuracy in named entity context prediction.

BNRE improves simulation-based inference by producing more conservative posteriors.

problem Overconfident posteriors from current simulation-based inference algorithms risk false inferences.
method Balanced Neural Ratio Estimation (BNRE) that produces more conservative posterior approximations.
result BNRE produces more conservative posterior surrogates on all tested benchmarks and simulation budgets.

HAMBO estimates policy performance by hallucinating worst-case trajectories, providing valid lower bounds.

problem Conservative off-policy evaluation of policies in real-world applications.
method HAMBO hallucinates worst-case trajectories based on learned model uncertainty.
result Valid lower bounds on policy performance, converging to true expected return under regular conditions.

New neural network enforces mass conservation for better ice flow predictions.

problem Reliably project future sea level rise by improving ice sheet model inputs.
method Proposes divergence-free neural networks (dfNNs) enforcing local mass conservation.
result dfNNs yield more reliable ice flux estimates compared to other models.

The network jackknife provides conservative variance estimates for network statistics.

problem Estimating the variance of network statistics.
method Leave-node-out jackknife procedure for network data under the sparse graphon model.
result The network jackknife leads to conservative estimates of the variance for network functionals invariant to node permutation.

Simplified kernel ridge regression with a conservation law.

problem Understanding the test risk and generalization of kernel ridge regression.
method Identification of a conservation law that limits KRR's learning ability, leading to simplified expressions for test risk.
result Transparency in test risk expressions through the conserved quantity in the kernel eigenbasis.

Unified neural network framework for context-aware Gaussian overbounds in uncertainty propagation.

problem Uncertainty quantification in safety-critical settings requires conservative bounds, but existing methods often fail to compose and are overly conservative.
method Proposes a learning framework that trains neural networks to produce context-aware Gaussian overbounds with provable conservatism.
result The method yields tighter bounds while maintaining conservatism on the enforced grid and in experiments.

The paper tackles safe exploration in RL by a conservative safety critic.

problem Safe exploration in reinforcement learning (RL) when partially trained policies are deployed.
method Learning a conservative safety estimate through a critic, provably bounding catastrophic failures.
result The approach provably converges to competitive task performance with significantly lower catastrophic failure rates.

A conservative drifting method improves generative modeling by using KDE gradients, proving convergence rates.

problem Improving generative modeling by addressing non-conservatism issues.
method Proposes a conservative drifting method using kernel density estimator gradients to address non-conservatism.
result Proves finite-particle convergence rates for the conservative method, providing explicit quadrature constants.

Theoretical analysis confirms non-conservative algorithms can converge to optimal policies.

problem Theoretical guarantees for non-conservative reinforcement learning algorithms.
method Theoretical analysis of Peng's Q(λλ) algorithm.
result Peng's Q(λλ) converges to an optimal policy under certain conditions.

Study finds conserved quantities for two types of curves on conformal sphere.

problem Identifying conserved quantities for specific types of curves on a conformal sphere.
method Used parallel tractor and Lagrangian formalism to compute conserved quantities.
result Found relation between conserved quantities of two curve types.

Estimates network structure from node potentials and edge flows under Gaussian injection statistics.

problem Estimating network structure from node potentials and edge flows under Gaussian injection statistics.
method Proposes an 1\ell_{1}-regularized maximum likelihood estimator for high-dimensional network structure estimation.
result Establishes sufficient conditions for exact sparsity recovery of network structure with high probability.

Paper presents a reduction-based framework for conservative bandits and RL with improved lower and upper bounds.

problem Conservative bandits and reinforcement learning problems.
method Reduction technique to calculate necessary and sufficient budget from baseline policy.
result Improved lower and upper bounds for various conservative settings.

Canary optimizes VaR-constrained RL problems with a conservative bound using Cantelli's inequality.

problem Optimizing reinforcement learning policies under VaR constraints in dense cost regimes.
method Employing Cantelli's inequality to create a conservative and smooth bound on VaR constraints based on moments of cost returns. Extending trust-region framework for worst-case bounds on policy improvement and constraint violation.
result Canary reliably satisfies VaR constraints with fewest violations and earliest permanent satisfaction, while maintaining reward competitiveness.

Method learns Dirichlet-to-Neumann maps on graphs using Gaussian processes.

problem Coupling multiphysics simulations on graphs with conservation constraints.
method Gaussian processes combined with discrete exterior calculus and maximum likelihood estimation.
result Data-driven predictions with uncertainty quantification on entire graph.

Given a vector field on a manifold M, we define a globally conserved quantity to be a differential form whose Lie derivative is exact. Integrals of conserved quantities over suitable submanifolds are constant under time evolution, the Kelvin circulation theorem being a well-known special case. More generally, conserved…

2016-10-18abs ↗pdf ↗

We study higher-order conservation laws of the non-linearizable elliptic Poisson equation 2uzzˉ=f(u) \frac{{\partial}^2 u}{\partial z \partial \bar{z}} = -f(u) as elements of the characteristic cohomology of the associated exterior differential system. The theory of characteristic cohomology determines a normal form for diffe…

2009-06-17abs ↗pdf ↗

The paper addresses the gap between theoretical and practical confidence set widths in universal inference.

problem Inference procedures can be overly conservative, leading to wider confidence sets than expected.
method The authors identify the source of asymptotic conservativeness and propose a remedy based on studentization and bias correction.
result The proposed method achieves exact asymptotic coverage at the nominal 1α1-α level, even under model misspecification.

New conservation laws found for polyharmonic maps in critical dimension.

problem Existence of conservation laws for polyharmonic maps in critical dimension.
method Small perturbation of Uhlenbeck's gauge fixing matrix.
result Existence of conservation laws for elliptic systems of even order in critical dimension.

Proposes a method to avoid excessive exploration in reinforcement learning.

problem Avoiding excessive exploration in reinforcement learning to deploy it in practice.
method Designs a novel algorithm using UCB reinforcement learning policy with adaptive exploration constraints.
result Proves that the approach remains conservative while minimizing regret in tabular settings and validates on real-world tasks.

A challenging problem in complex networks is the network reconstruction problem from data. This work deals with a class of networks denoted as conserved networks, in which a flow associated with every edge and the flows are conserved at all non-source and non-sink nodes. We propose a novel polynomial time algorithm to …

2019-05-21abs ↗pdf ↗

The paper studies symmetries and conservation laws of non-diagonalisable hydrodynamic systems.

problem Integrating non-diagonalisable hydrodynamic systems of partial differential equations.
method Analysis of gl-regular Nijenhuis operators, splitting Theorem for symmetries and conservation laws, relationship between symmetries and conservation laws.
result The system of partial differential equations is integrable in quadratures.

We present a connection between the Killing fields that arise in the loop-group approach to integrable systems and conservation laws viewed as elements of the characteristic cohomology. We use the connection to generate the complete set of conservation laws (as elements of the characteristic cohomology) for the Tzitzei…

2012-08-13abs ↗pdf ↗

The study finds resonance points in polarised curves with polynomial conserved quantities.

problem Finding resonance points in polarised curves with polynomial conserved quantities.
method Using the non-orthogonality assumption on the conserved quantity, the study deduces the existence of resonance points.
result Every finite type polarised curve in the conformal 2-sphere with a polynomial conserved quantity admits a resonance point.

Following an approach of the second author for conformally invariant variational problems in two dimensions, we show in four dimensions the existence of a conservation law for fourth order systems, which includes both intrinsic and extrinsic biharmonic maps. With the help of this conservation law we prove the continuit…

2006-07-20abs ↗pdf ↗

The paper tackles causal rule discovery from observational data.

problem Challenges in inferring causal effects from observational data due to confounding factors and high variance.
method Measures causal effect from observational data, providing graphical criteria and a conservative estimator.
result Proposes an efficient algorithm that maximises the estimator and discovers meaningful causal rules.