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.
Proposes linking energy and force uncertainty in deep learning potentials.
An important task in structural design is to quantify the structural performance of an object under the external forces it may experience during its use. The problem proves to be computationally very challenging as the external forces' contact locations and magnitudes may exhibit significant variations. We present an e…
New method reduces uncertainty in AI-driven Monte Carlo simulations.
Framework predicts responses in misspecified systems using GPLFM and BNNs.
DeepONet accelerates reliability analysis of stochastic nonlinear systems.
PenduMAV is a 6-input omnidirectional MAV without internal forces.
Model based predictions of future trajectories of a dynamical system often suffer from inaccuracies, forcing model based control algorithms to re-plan often, thus being computationally expensive, suboptimal and not reliable. In this work, we propose a model agnostic method for estimating the uncertainty of a model?s pr…
DLFM models complex systems with uncertainty, outperforming traditional methods.
We extend the lifecycle model (LCM) of consumption over a random horizon (a.k.a. the Yaari model) to a world in which (i.) the force of mortality obeys a diffusion process as opposed to being deterministic, and (ii.) a consumer can adapt their consumption strategy to new information about their mortality rate (a.k.a. h…
Estimating statistical uncertainties allows autonomous agents to communicate their confidence during task execution and is important for applications in safety-critical domains such as autonomous driving. In this work, we present the uncertainty-aware imitation learning (UAIL) algorithm for improving end-to-end control…
We propose a new Stein self-repulsive dynamics for obtaining diversified samples from intractable un-normalized distributions. Our idea is to introduce Stein variational gradient as a repulsive force to push the samples of Langevin dynamics away from the past trajectories. This simple idea allows us to significantly de…
Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs, but inference in these models has proved challenging. Existing approaches to infe…
A linear and lagged relationship between inflation and labor force change rate, p(t)= A1dLF(t-t1)/LF(t-t1)+A2 was found for developed economies. For the USA, A1=4.0, A2=-0.03075, and t1=2 years. It provides a RMS forecasting error (RMFSE) of 0.8% at a two-year horizon for the period between 1965 and 2002 (the best amon…
Proposes a new framework for uncertainty-aware LLM post-training.
TSCoNet forecasts correlated geophysical fields with uncertainty estimates.
We consider unsupervised domain adaptation: given labelled examples from a source domain and unlabelled examples from a related target domain, the goal is to infer the labels of target examples. Under the assumption that features from pre-trained deep neural networks are transferable across related domains, domain adap…
New method uses biased MD to create accurate MLIPs.
Stochastic parameterizations account for uncertainty in the representation of unresolved sub-grid processes by sampling from the distribution of possible sub-grid forcings. Some existing stochastic parameterizations utilize data-driven approaches to characterize uncertainty, but these approaches require significant str…
Study uses GPLFM to create Digital Twin for ferry quay health monitoring.
Enhances financial optimization under model uncertainty using subsampling.
Paper detects adversarial speech inputs with high accuracy.
Framework corrects model form errors in structural dynamics predictions.
An important factor to guarantee a fair use of data-driven recommendation systems is that we should be able to communicate their uncertainty to decision makers. This can be accomplished by constructing prediction intervals, which provide an intuitive measure of the limits of predictive performance. To support equitable…
New theorems show agents need specific internal structures to perform well under uncertainty.
We present a deep learning model, DE-LSTM, for the simulation of a stochastic process with an underlying nonlinear dynamics. The deep learning model aims to approximate the probability density function of a stochastic process via numerical discretization and the underlying nonlinear dynamics is modeled by the Long Shor…
A robust machine learning approach forecasts U.S. Treasury yields, reducing risk for investors.
New method uses normalizing flows to improve force fields for coarse-grained molecular dynamics.
A network of independently trained Gaussian processes (StackedGP) is introduced to obtain predictions of quantities of interest with quantified uncertainties. The main applications of the StackedGP framework are to integrate different datasets through model composition, enhance predictions of quantities of interest thr…
New algorithm efficiently trains machine learning models to atomic forces data.
The paper integrates dissipative and curl forces using geometric methods.
Improved CG force-field learning from all-atom data.
Study wSAA for contextual decisions, improving uncertainty quantification under computational constraints.
PS-VAE extracts multi-parameter MRI biomarkers with uncertainty quantification.
HCLM framework uses entropy regularization for open learning systems.
The study proves necessary conditions for robust decision-making in uncertain environments.
Paper introduces a PDE-free method for decomposing forces in any dimension.
Bayesian MoE framework improves LLMs' uncertainty detection.
We consider a generalization of the notion of a natural mechanical system to the case of additional forces of gyroscopic type. Such forces appear, for example, as a result of global reduction of a natural system with symmetry. We study symmetries in the systems with gyroscopic forces to find out when these systems admi…
In this paper, we accomplish two objectives: First, we provide a new mathematical characterization of the value function for impulse control problems with implementation delay and present a direct solution method that differs from its counterparts that use quasi-variational inequalities. Our method is direct, in the se…
The paper analyzes errors in mechanical systems with external forces.
Study curve flows with global forcing terms using a distance comparison principle.
In this paper we provide a variational derivation of the Euler-Poincaré equations for systems subjected to external forces using an adaptation of the techniques introduced by Galley and others. Moreover, we study in detail the underlying geometry which is related to the notion of Poisson groupoid. Finally, we apply the…
We show that under suitable non-degeneracy conditions, complete gradient flow lines of the scalar curvature functional of a riemannian manifold perturb into eternal forced mean curvature flows with large forcing term.
Kernel-based machine learning approaches are gaining increasing interest for exploring and modeling large dataset in recent years. Gaussian process (GP) is one example of such kernel-based approaches, which can provide very good performance for nonlinear modeling problems. In this work, we first propose a grey-box mode…
LNK improves uncertainty estimation for molecular dynamics, reducing errors by up to 2.5 times.
The paper finds that circles and logarithmic spirals are the only constant-speed ramps for a specific force field.
Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to incorrect posterior predictive distributions. We present a novel approach that corr…
A policy is said to be robust if it maximizes the reward while considering a bad, or even adversarial, model. In this work we formalize two new criteria of robustness to action uncertainty. Specifically, we consider two scenarios in which the agent attempts to perform an action , and (i) with probability , an alt…