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.
Simulator imperfection, often known as model error, is ubiquitous in practical data assimilation problems. Despite the enormous efforts dedicated to addressing this problem, properly handling simulator imperfection in data assimilation remains to be a challenging task. In this work, we propose an approach to dealing wi…
There has been an increased interest in multimodal language processing including multimodal dialog, question answering, sentiment analysis, and speech recognition. However, naturally occurring multimodal data is often imperfect as a result of imperfect modalities, missing entries or noise corruption. To address these c…
We study the effect of imperfect training data labels on the performance of classification methods. In a general setting, where the probability that an observation in the training dataset is mislabelled may depend on both the feature vector and the true label, we bound the excess risk of an arbitrary classifier trained…
Recently, network lasso has drawn many attentions due to its remarkable performance on simultaneous clustering and optimization. However, it usually suffers from the imperfect data (noise, missing values etc), and yields sub-optimal solutions. The reason is that it finds the similar instances according to their feature…
Imitation learning (IL) aims to learn an optimal policy from demonstrations. However, such demonstrations are often imperfect since collecting optimal ones is costly. To effectively learn from imperfect demonstrations, we propose a novel approach that utilizes confidence scores, which describe the quality of demonstrat…
In this paper we investigate the Follow the Regularized Leader dynamics in sequential imperfect information games (IIG). We generalize existing results of Poincaré recurrence from normal-form games to zero-sum two-player imperfect information games and other sequential game settings. We then investigate how adapting th…
The paper analyzes knowledge distillation in wide neural networks, providing theoretical insights and practical implications.
problem Lack of theoretical understanding of knowledge distillation in wide neural networks.
method Theoretical analysis of knowledge distillation in a linearized model of a wide neural network, introducing a metric of task training difficulty.
result For a perfect teacher, a high ratio of teacher's soft labels can be beneficial. For imperfect teacher, hard labels can correct wrong predictions.
Researchers develop methods for causal inference with imperfect instrumental variables.
problem Quantifying cause and effect relationships with imperfect instrumental variables.
method Established a quantitative relationship between violations of instrumental inequalities and minimal measurement dependence, providing adapted inequalities valid in the presence of relaxed measurement dependence.
result Adapted inequalities for average causal effect in instrumental scenarios with binary outcomes, addressing violations of instrumental inequalities.
We study pricing and superhedging strategies for game options in an imperfect market with default. We extend the results obtained by Kifer in \cite{Kifer} in the case of a perfect market model to the case of an imperfect market with default, when the imperfections are taken into account via the nonlinearity of the weal…
The goal of regression analysis is to predict the value of a numeric outcome variable y given a vector of joint values of other (predictor) variables x. Usually a particular x-vector does not specify a repeatable value for y, but rather a probability distribution of possible y--values, p(y|x). This distribution has a l…
In this paper, we investigate Dimensionality reduction (DR) maps in an information retrieval setting from a quantitative topology point of view. In particular, we show that no DR maps can achieve perfect precision and perfect recall simultaneously. Thus a continuous DR map must have imperfect precision. We further prov…
In this paper, we study Reinforcement Learning from Demonstrations (RLfD) that improves the exploration efficiency of Reinforcement Learning (RL) by providing expert demonstrations. Most of existing RLfD methods require demonstrations to be perfect and sufficient, which yet is unrealistic to meet in practice. To work o…
We present a novel methodology for predicting future outcomes that uses small numbers of individuals participating in an imperfect information market. By determining their risk attitudes and performing a nonlinear aggregation of their predictions, we are able to assess the probability of the future outcome of an uncert…
Most approaches aiming to ensure a model's fairness with respect to a protected attribute (such as gender or race) assume to know the true value of the attribute for every data point. In this paper, we ask to what extent fairness interventions can be effective even when only imperfect information about the protected at…
Finding "densely connected clusters" in a graph is in general an important and well studied problem in the literature \cite{Schaeffer}. It has various applications in pattern recognition, social networking and data mining \cite{Duda,Mishra}. Recently, Ames and Vavasis have suggested a novel method for finding cliques i…