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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.

168,742 papers · 148 categories

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3607211,0811,441 · Jun 202019922001200920172026
48 results for constrained modeling

Tensor networks constrain kernel machines to Gaussian processes.

problem Speeding up kernel machines with reduced model complexity.
method Proving CPD and TT-constrained models recover Gaussian processes with i.i.d. priors.
result TT-constrained models exhibit more Gaussian process behavior than CPD for the same parameters.

Self-distillation improves constrained language generation by aligning models with target distributions.

problem Sparse and uninformative reward signals in constrained generation settings.
method Iteratively refining the base model through self-distillation, incorporating learned twist functions and proposals.
result Substantial gains in generation quality through improved model alignment with target distributions.

Develops a theory to make learning solutions fair and safe.

problem Ensuring learning solutions are unbiased and safe in critical applications.
method Generates a generalization theory based on PAC learning framework, introduces constrained learning algorithm.
result Proves that constrained learning is as learnable as unconstrained learning, provides practical algorithm.

Proposes a new method for constrained generative modeling using Langevin dynamics.

problem Challenges in satisfying underlying constraints with score-based generative models.
method Uses kinetic Langevin dynamics with specular reflection to model constraints.
result Demonstrates efficient numerical samplers with optimal convergence rates.

We find the optimal error for a constrained regression model under a linear model.

problem Minimizing error while adhering to demographic parity constraints.
method Proposed a minimax optimal error analysis for a demographic parity-constrained regression problem within a linear model.
result The minimax optimal error is characterized by $Θ( rac{dM}{n})$.

This work compares regularization and constrained inference for label constraints in machine learning.

problem Improving model performance with label constraints in machine learning.
method Comparison of regularization and constrained inference strategies.
result Constrained inference reduces population risk by correcting model violations, while regularization narrows the generalization gap but introduces bias.

Algorithm optimizes constrained reinforcement learning with dual variables.

problem Minimizing convex functional subject to convex constraint in large state spaces.
method VPDPO algorithm using Lagrangian and Fenchel duality.
result Achieves sublinear regret and constraint violation, globally optimal policy.

Unified framework for aligning and composing diffusion models to satisfy multiple constraints.

problem Improving quality and compliance of generated samples from diffusion models.
method Constrained optimization framework that unifies alignment and composition of diffusion models.
result Proposed framework effectively satisfies multiple constraints in image generation.

Constrained adaptive filtering algorithms inculding constrained least mean square (CLMS), constrained affine projection (CAP) and constrained recursive least squares (CRLS) have been extensively studied in many applications. Most existing constrained adaptive filtering algorithms are developed under mean square error (…

2016-10-06abs ↗pdf ↗

The area of constrained clustering has been extensively explored by researchers and used by practitioners. Constrained clustering formulations exist for popular algorithms such as k-means, mixture models, and spectral clustering but have several limitations. A fundamental strength of deep learning is its flexibility, a…

2019-01-29abs ↗pdf ↗

We present a novel approach for constrained Bayesian inference. Unlike current methods, our approach does not require convexity of the constraint set. We reduce the constrained variational inference to a parametric optimization over the feasible set of densities and propose a general recipe for such problems. We apply …

2013-09-26abs ↗pdf ↗

Bayesian optimization tackles constrained high-dimensional problems with penalties and trust regions.

problem Constrained optimization in high-dimensional black-box settings with expensive evaluations and complex feasibility regions.
method Penalty formulation, surrogate model, trust region strategy, Expected Improvement acquisition function.
result The proposed Trust Region method identifies high-quality feasible solutions with fewer evaluations and maintains stable performance.

Efficient method for constrained optimization under partial observations with provable convergence.

problem Optimizing under partial and constrained data.
method Improved acquisition functions and Gaussian process embedding for partially observable constraints.
result Empirically validated method outperforms traditional approaches.

Unified framework for constrained diffusion models on nonconvex sets with efficient landing mechanism.

problem Efficiently modeling generative models under nonconvex constraints.
method Unified framework with overdamped and underdamped dynamics, landing mechanism.
result Significantly reduces computational cost while maintaining sample quality.

CPS solves inverse problems using forward passes and constrained particle seeking.

problem Solving inverse problems with limited forward observation information.
method Gradient-free approach that reformulates inverse problem as constrained optimization.
result CPS achieves results comparable to gradient-based methods while outperforming alternatives.

A new method for optimizing non-decomposable metrics with constraints.

problem Optimizing complex machine learning objectives with thresholded constraints.
method Formulate rate-constrained optimization using the Implicit Function theorem and solve with gradient-based methods.
result Demonstrated effectiveness over existing methods on benchmark datasets.

Proposes ConstraintMatch for semi-supervised clustering with unconstrained data.

problem Leveraging unconstrained data alongside constraints for clustering models.
method Semi-supervised context with pseudo-constraining and pseudo-labeling mechanisms.
result Demonstrates effectiveness of ConstraintMatch over baselines.

The paper develops methods for time-varying constrained online convex optimization.

problem Time-varying loss and constraint functions in online convex optimization.
method Model-based augmented Lagrangian methods (MALM) for time-varying and delayed feedback.
result Sublinear regret and constraint violation for both time-varying and delayed feedback scenarios.

Shape-constrained symbolic regression improves model extrapolation with prior knowledge.

problem Improving model extrapolation with prior knowledge in symbolic regression.
method Shape-constrained symbolic regression using evolutionary algorithms with interval arithmetic.
result Models with shape constraints have improved extrapolation but lower accuracy on test sets.

Develops new reinforcement learning methods for complex constrained decision-making problems.

problem Complex constrained decision-making problems with a continuum of constraints.
method Proposes semi-infinitely constrained Markov decision processes (SICMDPs) and two reinforcement learning algorithms: SI-CRL and SI-CPO.
result Demonstrates the effectiveness of SI-CRL and SI-CPO in solving complex sequential decision-making tasks.

New method optimizes processes under constraints using bivariate Gaussian models.

problem Optimizing processes with constraints using traditional methods.
method Developed a constrained expected improvement acquisition function using bivariate Gaussian process models.
result Demonstrated improved performance in a manufacturing cure process optimization.

New method for online inference of constrained optimization problems.

problem Online inference of constrained stochastic optimization problems.
method Random scaling of Sketched Stochastic Sequential Quadratic Programming (SSQP).
result Asymptotically valid confidence intervals and matrix-free computation.

Solves VaR-constrained portfolio optimization in markets with stochastic volatility.

problem Optimizing portfolio in markets with stochastic volatility under VaR constraints.
method Dynamic programming approach to Heston's stochastic volatility model.
result Optimal investment strategy linked to unconstrained problem via a vega-neutral derivative.

We study a class of fourth-order geometric problems modelling Willmore surfaces, conformally constrained Willmore surfaces, isoperimetrically constrained Willmore surfaces, bi-harmonic surfaces in the sense of Chen, among others. We prove several local energy estimates and derive a global gap lemma.

2018-11-21abs ↗pdf ↗

New algorithms for sampling in constrained domains without learning rates.

problem Sampling in constrained domains with fairness constraints and post-selection inference.
method Coin betting ideas from convex optimisation and a unifying framework for constrained sampling.
result Our algorithms achieve competitive performance without hyperparameter tuning.

Chance-constrained ActInf allows for small violations of constraints to drive goal-directed behavior.

problem Goal-directed behavior constrained by prior beliefs.
method Introducing chance constraints to ActInf, allowing for small violations of constraints.
result Chance-constrained ActInf allows for a trade-off between robust control and chance constraint violation.

The paper analyzes constrained optimal portfolios in high dimensions using novel statistical learning techniques.

problem Forming optimal portfolios with constraints in high-dimensional asset spaces.
method CROWN method integrating factor models with nodewise regression for estimation in large dimensions.
result Demonstrates estimation consistency and convergence rates for constrained portfolio weights, risk, and Sharpe Ratio.

A new method optimizes slicing directions for SW distances to improve high-dimensional probability measure comparison.

problem Challenging identification of informative slicing directions for SW distances.
method Constrained learning approach to optimize slicing directions, using continuous relaxations and gradient-based primal-dual approach.
result Demonstrated efficacy in learning more informative slicing directions on various high-dimensional data.

Investors face constraints in Heston's model; optimal allocation differs from naive capped strategy.

problem Optimizing portfolio allocation with convex constraints in Heston's stochastic volatility model.
method Applied duality methods to derive a closed-form solution.
result The optimal constrained portfolio allocation differs from the naive capped portfolio, leading to different wealth outcomes.

Offline RL tackles resource-constrained online deployment with improved policy transfer.

problem Training policies with limited online features using a rich offline dataset.
method Introduce a policy transfer algorithm that first trains a teacher agent with full offline features and then transfers knowledge to a student agent with limited online features.
result Consistent improvement in performance over baseline methods on resource-constrained datasets.

Cactus improves auto-regressive decoding speed without sacrificing quality.

problem Accelerating auto-regressive decoding while maintaining output quality.
method Formalizes speculative sampling as constrained optimization and proposes Cactus for controlled divergence from the verifier distribution.
result Empirically validated effectiveness across various benchmarks.

The estimation of asset return distributions is crucial for determining optimal trading strategies. In this paper we describe the constrained mixture model, based on a mixture of Gamma and Gaussian distributions, to provide an accurate description of price trends as being clearly positive, negative or ranging while acc…

2011-03-14abs ↗pdf ↗

FedZKT enables resource-constrained devices to participate in federated learning with heterogeneous models.

problem Inequality in resource allocation hinders participation from resource-constrained devices in federated learning.
method Zero-shot knowledge transfer through a server-assigned distillation process.
result FedZKT effectively transfers knowledge across heterogeneous on-device models without requiring comparable local training efforts.