Research
On-device research index

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

Trend · papers per month

128257385513 · Jun 202019922001200920172026
48 results for continuous systems

Study shows certainty equivalent policy minimizes regret in continuous-time systems.

problem Minimizing regret in continuous-time stochastic linear-quadratic systems.
method Theoretical analysis of randomized certainty equivalent policy.
result Establishes square-root of time regret bounds and linear scaling with parameters.

Bayesian algorithm stabilizes unknown continuous-time systems from unstable data.

problem Learning and stabilizing unknown continuous-time systems with uncertain dynamics.
method Bayesian learning algorithm that learns from unstable data to stabilize the system in finite time.
result The algorithm stabilizes unknown continuous-time stochastic linear systems effectively after a short time period.

Study on 2-valued dynamics on complex plane, showing some dynamics can't be group actions.

problem Whether 2-valued dynamics can be defined by the action of a 2-valued group.
method Construction of examples of dynamics that are or are not group actions.
result Some 2-valued dynamics on complex plane cannot be defined by the action of a 2-valued group.

New algorithm for continuous-time switching systems using variational inference.

problem Inference in time-series data with continuous-time switching systems.
method Developed a variational inference algorithm combining Gaussian process approximation and posterior inference for Markov jump processes.
result Bayesian latent state estimates and point estimates of unknown parameters for arbitrary points on the real axis.

Develops a mathematical framework for causal fermion systems in infinite dimensions.

problem Analysis of causal fermion systems in infinite-dimensional settings.
method Introduces Banach manifold structure and expedient differential calculus.
result Establishes Hölder continuity of causal Lagrangian and integrated causal Lagrangian.

Neural dynamical systems are dynamical systems that are described at least in part by neural networks. The class of continuous-time neural dynamical systems must, however, be numerically integrated for simulation and learning. Here, we present a compact neural circuit for two common numerical integrators: the explicit …

2019-11-23abs ↗pdf ↗

In this paper we investigate whether electroencephalography (EEG) features can be used to improve the performance of continuous visual speech recognition systems. We implemented a connectionist temporal classification (CTC) based end-to-end automatic speech recognition (ASR) model for performing recognition. Our result…

2019-12-16abs ↗pdf ↗

In this paper, two Q-learning (QL) methods are proposed and their convergence theories are established for addressing the model-free optimal control problem of general nonlinear continuous-time systems. By introducing the Q-function for continuous-time systems, policy iteration based QL (PIQL) and value iteration based…

2014-10-11abs ↗pdf ↗

Hybrid systems are characterized by having an interaction between continuous dynamics and discrete events. The contribution of this paper is to provide hybrid systems with a novel geometric formulation so that controls can be added. Using this framework we describe some new global controllability tests for hybrid contr…

2019-05-07abs ↗pdf ↗

Under proportional transaction costs, a price process is said to have a consistent price system, if there is a semimartingale with an equivalent martingale measure that evolves within the bid-ask spread. We show that a continuous, multi-asset price process has a consistent price system, under arbitrarily small proporti…

2013-10-29abs ↗pdf ↗

HiPPO-Prophecy models can learn dynamical systems without fine-tuning.

problem Learning dynamical systems in context without fine-tuning parameters.
method Introduced a novel weight construction for SSMs that approximates derivatives of input signals.
result Discrete SSMs can predict the next state of any dynamical system after observing previous states.

Proposes exact inference for continuous-time Gaussian process dynamics.

problem Inexact inference methods for continuous-time Gaussian process dynamics are impractical for irregularly-sampled data.
method Uses higher-order numerical integrators to discretize dynamics with arbitrary accuracy and proposes multistep and Taylor integrators for exact inference.
result Demonstrates accurate representation of continuous-time systems through exact GP inference.

Paper explores weak solutions' regularity in critical dimensions without conservation law.

problem Regularity of weak solutions to higher order elliptic systems in critical dimensions.
method Elementary and unified treatment, without conservation law.
result Interior Hölder continuity for solutions in critical dimensions.

We solve a continuous-time game-theoretic problem for Kihlstrom-Mirman preferences.

problem Dynamic inconsistency in preferences due to multiattribute utility theory.
method Formalized an equilibrium control theory for continuous-time Markov processes.
result Equilibrium strategy and value function as solution to extended HJB system.

We develop variational integrators from discrete Hamiltonian systems with external forces.

problem Creating accurate discrete models of continuous Hamiltonian systems.
method Constructing discrete Hamiltonian systems with external forces, analyzing symplectic structure, and combining methods to build variational integrators.
result We derive variational integrators that approximate continuous Hamiltonian systems with high accuracy.

Paper proposes learning system dynamics from irregularly-sampled partial observations.

problem Capturing dynamics of multi-agent systems with irregular and partial observations.
method LG-ODE, a latent ordinary differential equation model using graph neural networks and neuralODE.
result Demonstrates effectiveness on motion capture, spring system, and charged particle datasets.

We build on the dynamical systems approach to deep learning, where deep residual networks are idealized as continuous-time dynamical systems, from the approximation perspective. In particular, we establish general sufficient conditions for universal approximation using continuous-time deep residual networks, which can …

2019-12-22abs ↗pdf ↗

Modeling cascading behavior in complex systems using CTBNs.

problem Understanding which states trigger cascading events in complex systems.
method Continuous-time Bayesian networks (CTBNs) for modeling and identifying likely sentry states.
result Identification of likely sentry states that may lead to cascading behavior.

Neural Laplace Control tackles offline RL for continuous-time delayed systems with irregular observations.

problem Offline reinforcement learning problems involving continuous-time environments with delays and irregular observations.
method Combines a Neural Laplace dynamics model with a model predictive control (MPC) planner.
result Achieves near expert policy performance on continuous-time delayed environments.

New methods for Bayesian inference using mean shift particle systems.

problem Approximating expectations with unnormalized densities in Bayesian inference.
method Mean shift interacting particle systems that minimize maximum mean discrepancy (MMD).
result Mean shift interacting particle systems converge quickly and capture complex distributions.

The paper shows dense and residual sets of continuous maps with positive metric mean dimension.

problem Understanding the genericity of continuous maps with positive metric mean dimension.
method Analyzing continuous maps on compact Riemannian manifolds and Cantor sets.
result The set of continuous maps with metric mean dimension equal to a given value is dense and, for the dimension, residual in the space of continuous maps.

Dividing deep learning models for consistent anomaly detection in changing log data.

problem Anomaly detection methods fail when log data types change, leading to false negatives.
method Divide deep learning models based on log data correlation and extract correlations.
result Continues anomaly detection accuracy even when log data changes.

DyNODE uses neural ODEs to model system dynamics in continuous control tasks.

problem Modeling the dynamics of systems in continuous control tasks.
method Neural Ordinary Differential Equations (ODEs) combined with actor-critic RL.
result DyNODE outperforms standard neural networks in sample efficiency and predictive performance.

The paper designs neural networks with assurance for controlling nonlinear systems.

problem Designing neural networks with assurance for nonlinear system control.
method Bounding the number of affine functions needed for a CPWA function, connecting it to a TLL NN architecture.
result The TLL NN architecture is parameterized by the number of affine functions in the CPWA function it realizes.

This paper tackles Bayesian system identification with probabilistic numerical methods.

problem Accurately modeling nonlinear dynamic systems from noisy data.
method Probabilistic Sequential Monte Carlo (SMC) combined with probabilistic numerical integration.
result Efficient identification of latent states and system parameters from noisy measurements.

Continuous functions on graphs in Carnot groups satisfy a Burgers' type equation.

problem Characterizing CH1C^1_{\mathrm{H}}-regularity of graphs in Carnot groups of step 2.
method Proving equivalence between distributional solutions of Burgers' type equations and CH1C^1_{\mathrm{H}}-regularity of graphs.
result Continuous functions on graphs in Carnot groups of step 2 satisfy a Burgers' type equation in the distributional sense.

Efficiently infers coupled hidden Markov models with noisy discrete observations.

problem Intractable inference for coupled continuous-time Markov chains with discrete observations.
method Latent Interacting Particle Systems, look-ahead functions, twisted Sequential Monte Carlo sampling.
result Demonstrated effectiveness on latent SIRS model and wildfire spread dynamics.

Study on fourth order Lamm-Riviere system for biharmonic mappings in 4D.

problem Higher order regularity and sharp Holder continuity of weak solutions.
method Optimal higher order regularity and sharp Holder continuity through analysis of the Lamm-Riviere system.
result Derive weak compactness for sequences of weak solutions with uniformly bounded energy.

Method discovers local independence in systems with continuous variables.

problem Applying Context-Specific Independence (CSI) to continuous variables is impractical.
method Neural contextual decomposition (NCD) learns partition of joint outcome space.
result NCD successfully discovers local independence in synthetic and real-world systems.