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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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111223334445 · Jun 202019922001200920172026
48 results for error control

The paper provides guarantees for feedback control with sensor errors.

problem Certifying performance and safety in feedback control systems with sensor errors.
method Solving a supervised learning problem to characterize sensor errors and providing uniform error bounds.
result Finite-time convergence rate on sub-optimality of using a regressor in closed-loop for waypoint tracking.

The paper analyzes error propagation in dynamic programming for stochastic control and option pricing.

problem Error propagation in dynamic programming for stochastic control and option pricing.
method Formulated a general dynamic programming framework, used RKHSs for nonparametric regression, and Monte Carlo subsampling for estimating continuation value.
result Proposed a rigorous error decomposition and control mechanism for error propagation in dynamic programming.

End-to-end algorithm for controlling bilinear systems with probabilistic noise.

problem Controlling bilinear systems with noisy data.
method Proposes an end-to-end algorithm using statistical learning theory and robust controller design.
result Derived finite sample identification error bounds and structurally suitable for control.

New algorithm learns stable LDSs with lower error and better control performance.

problem Learning stable LDSs from data with minimal reconstruction error and stability constraints.
method Proposes an optimization method using a recent characterization of stable matrices, iteratively improving reconstruction error and ensuring stability.
result Achieves orders-of-magnitude improvement in reconstruction error compared to existing methods.

Data-driven control of robotic systems using Koopman operators with error bounds.

problem Real-time control of nonlinear robotic systems with unknown dynamics.
method Constructing a Koopman operator-based linear representation using higher-order derivatives of nonlinear dynamics, with error bounds derived from Taylor series accuracy analysis.
result The Koopman model provides marginally better performance than competing nonlinear modeling methods and can be efficiently controlled using linear control design tools.

This paper addresses error bounds and posterior variance for Gaussian process regression.

problem Deriving performance guarantees for Gaussian process regression without prior knowledge.
method Lipschitz continuity and analysis of posterior variance function.
result Uniform error bounds for Gaussian process regression are derived.

Optimal classification rules control error rates in multiclass mixture models.

problem Classifying observations in multiclass mixture models while controlling error rates.
method Finding optimal classification rules by searching an optimal region in the observation space, using Maximum A Posteriori (MAP) rule and heuristic computation.
result The FDR-like optimal rule can be significantly less conservative than thresholded MAP rules.

This paper addresses the optimal control problem known as the Linear Quadratic Regulator in the case when the dynamics are unknown. We propose a multi-stage procedure, called Coarse-ID control, that estimates a model from a few experimental trials, estimates the error in that model with respect to the truth, and then d…

2017-10-04abs ↗pdf ↗

Combines cost-sensitive and Neyman-Pearson paradigms for better binary classification.

problem Asymmetric binary classification problems with unequal error severities.
method Develops TUBE-CS algorithm to bridge cost-sensitive and Neyman-Pearson paradigms.
result High-probability control of population type I error.

Action chunking and data exploration improve behavior cloning in robotics.

problem Exponential errors in learning from demonstrations for continuous control tasks.
method Action chunking and exploratory data collection.
result Control-theoretic stability is key to improving imitation learning.

Paper proposes tensor-based method for semiconductor manufacturing process control.

problem Challenges of traditional process control methods in high-dimensional image-based overlay errors.
method Builds a high-dimensional process model, proposes tensor-on-vector regression algorithms, designs EWMA controller for tensor data.
result The method reduces overlay errors using limited control recipes and is superior especially when disturbances are not stable.

Machine learning boosts RCT efficiency by controlling type I error and improving statistical power.

problem Improving statistical efficiency in RCTs with complex covariate adjustments.
method Machine learning-assisted adjustment under Rosenbaum's framework for exact tests.
result The proposed method robustly controls type I error and significantly boosts statistical efficiency.

Unified control theory and machine learning for safety in uncertain systems.

problem Safety guarantees for systems with measurement model uncertainty.
method Measurement-Robust Control Barrier Functions (MR-CBFs) for control synthesis.
result MR-CBFs ensure safety in perception systems with measurement model uncertainty.

Method improves volatility targeting for index construction.

problem High turnover, leverage spikes, and sensitivity to estimation error in existing volatility-targeting strategies.
method Proportional-control approach for setting index weights that corrects tracking error through feedback.
result The proportional-control approach achieves the target volatility more effectively than open-loop alternatives.

The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal is to design a policy to find the true hypothesis with minimum expected delay whi…

2019-10-24abs ↗pdf ↗

We provide bounds on control learning error in stochastic systems.

problem Learning optimal controls in stochastic environments with uncontrolled parts.
method Dynamic programming and mean-field interpretation of neural networks.
result Non-asymptotic bounds on generalization error for stable overparametrised settings.

Paper develops estimators for unbounded density ratios with applications in error control.

problem Estimating density ratios with unbounded domains and ranges.
method Least squares and logistic regression loss functions for density ratio estimation.
result Established upper bounds on estimation errors with optimal rates for unbounded density ratios.

Minimizes indecisions in selective classification to control misclassification rates.

problem Controlling misclassification rates in high-risk scenarios.
method Using indecisions to control misclassification rates, even below Bayes optimal.
result Control of misclassification rates to any user-specified level, even below Bayes optimal.

Study uses deep reinforcement learning for real-time control of nuclear microreactors, achieving similar or superior performance to traditional PID controllers.

problem Minimizing operating costs of nuclear microreactors through autonomous control, especially in load-following scenarios.
method Application of deep reinforcement learning (RL) for real-time drum control in microreactors, using point kinetics model with thermal and xenon feedback.
result Deep reinforcement learning controllers, including single- and multi-agent RL frameworks, can achieve similar or superior load-following performance to traditional PID control across various scenarios.

Modeling how a robot interacts with the environment around it is an important prerequisite for designing control and planning algorithms. In fact, the performance of controllers and planners is highly dependent on the quality of the model. One popular approach is to learn data driven models in order to compensate for i…

2019-02-19abs ↗pdf ↗

EControl improves fast distributed optimization with compression and error control.

problem Stable convergence issues in distributed training with compression.
method Proposes EControl to regulate error compensation and prove fast convergence.
result Proves fast convergence for EControl in various convex settings without additional assumptions.

Biological research often involves testing a growing number of null hypotheses as new data is accumulated over time. We study the problem of online control of the familywise error rate (FWER), that is testing an apriori unbounded sequence of hypotheses (p-values) one by one over time without knowing the future, such th…

2019-10-10abs ↗pdf ↗

Accurate MR-to-CT synthesis is a requirement for MR-only workflows in radiotherapy (RT) treatment planning. In recent years, deep learning-based approaches have shown impressive results in this field. However, to prevent downstream errors in RT treatment planning, it is important that deep learning models are only appl…

2019-11-12abs ↗pdf ↗

This paper analyzes error in SKI for Gaussian Processes, providing conditions for linear time inference.

problem Lack of rigorous theoretical error analysis for SKI.
method Proved error bounds for SKI Gram matrix, examined error effects, provided practical guidelines.
result Identified two dimensionality regimes for SKI's scalability-accuracy trade-offs.

Paper proves deep learning method for stochastic control converges and outperforms existing algorithms.

problem Formulating and solving stochastic control problems using FBSDE and SMP.
method Deep learning algorithm based on SMP, with convergence proof and error bounds.
result Deep SMP-BSDE algorithm converges and outperforms existing methods in high-dimensional stochastic control problems.

GCVAE improves disentanglement in VAEs while balancing reconstruction error.

problem Improving disentanglement in VAEs while maintaining low reconstruction error.
method Introduces three controllable Lagrangian hyperparameters to optimize reconstruction and KL divergence loss.
result GCVAE outperforms state-of-the-art models in disentanglement while balancing reconstruction.

New approach uses Gaussian processes to learn and track complex systems with guaranteed accuracy.

problem Inaccurate first principle models for complex systems due to data complexity.
method Bayesian prediction error bound for Gaussian process regression, derived from kernel-based data density.
result Achieves vanishing tracking error with increasing data density, providing time-varying accuracy guarantees.

Differentially private synthetic control estimates treatment effects while protecting privacy.

problem Estimating treatment effects on sensitive data without revealing individual information.
method Combines non-private synthetic control and differentially private empirical risk minimization.
result Private synthetic control produces accurate predictions with minimal privacy cost.