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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.

168,657 papers · 148 categories

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95190285380 · Jun 202019922001200920172026
48 results for interest expense uncertainty

Study examines time-varying betas and their volatility in bank interest income and expense margins.

problem Understanding the variability of bank betas and their impact on net interest margins.
method Used state-space methods to estimate time-varying betas and conditional volatility.
result Substantial variation in interest income and expense betas, leading to varying net interest margin coefficients.

The paper proposes a scalable framework for uncertainty quantification and propagation in surrogate-based Bayesian inference.

problem Uncertainty in surrogate models and its impact on inference and decision-making.
method Bayesian inference methods for surrogate models with measurement data.
result Scalable framework for uncertainty quantification and propagation in surrogate models.

A new MCMC method combines low and high-fidelity models to reduce computation.

problem Inefficient computation of expensive target densities in scientific applications.
method Pseudo-marginal MCMC approach using a telescoping series of low-fidelity models.
result Asymptotically exact multi-fidelity MCMC algorithms for reduced computational cost.

UA-SABI uses surrogates to speed up Bayesian inference for expensive models.

problem Inference for computationally expensive models is slow and uncertain.
method Combines surrogate modeling with Amortized Bayesian Inference (ABI) to propagate uncertainties.
result Reliable, fast, and repeated Bayesian inference for expensive models is achieved.

Bayesian optimization tackles non-convex, two-stage stochastic problems efficiently.

problem Solving non-convex, two-stage stochastic optimization problems with expensive, black-box evaluations.
method Knowledge-gradient-based acquisition function for joint optimization of first- and second-stage variables.
result Comparable and superior empirical results compared to alternatives.

USeMOC framework reduces expensive simulations for MO optimization with constraints.

problem Efficiently optimizing multi-objective problems with constraints using expensive function evaluations.
method USeMOC framework uses surrogate models to identify promising candidates and selects the best based on uncertainty.
result USeMOC achieves more than 90% reduction in function evaluations for circuit optimization.

Proposes a new method to approximate Bayesian predictive uncertainty.

problem Bayesian uncertainty quantification in model predictions.
method Self-supervised learning approach to approximate posterior predictive distribution.
result SSLA and ASSLA outperform classical Laplace approximations in predictive calibration.

This paper improves prediction uncertainty estimation by inferring variation from neuron activation strength.

problem Estimating prediction uncertainty from ensemble methods is expensive and inaccurate.
method Introduced randomness into model training and inferred prediction variation from neuron activation strength.
result Average R squared on MovieLens is 0.56 and on Criteo is 0.81, with strong performance in variation detection.

Bayesian neural networks improve simulation-based inference with limited data.

problem Inaccurate inference in data-poor regimes with limited or expensive simulations.
method Bayesian neural networks for posterior approximation, accounting for computational uncertainty.
result Bayesian neural networks produce well-calibrated posteriors with few simulations.

Develops multi-modal neural network models for improved prediction and uncertainty quantification.

problem Improving prediction accuracy and uncertainty quantification for multi-modal data.
method Multi-modal Bayesian neural network models with conjugate last-layer estimation using SVI.
result Improved prediction accuracy and uncertainty quantification compared to uni-modal models.

The paper addresses pricing interest rate derivatives in markets with volatility uncertainty.

problem Pricing interest rate derivatives under uncertainty about volatility.
method Modeling volatility uncertainty with G-Brownian motion and defining forward sublinear expectation.
result Developed robust pricing formulas for interest rate derivatives.

We present a new method for uncertainty estimation and out-of-distribution detection in neural networks with softmax output. We extend softmax layer with an additional constant input. The corresponding additional output is able to represent the uncertainty of the network. The proposed method requires neither additional…

2018-10-03abs ↗pdf ↗

Novel CE-method variants reduce local minima convergence with fewer function evaluations.

problem Local minima and expensive function evaluations in optimization.
method Surrogate model-based CE-method variants to reduce local minima convergence.
result Surrogate model-based approach reduces local minima convergence using fewer function evaluations.

Gradient-free method reduces dimensionality without gradients for expensive models.

problem Reducing high-dimensional input spaces for expensive models without gradient information.
method Fully Bayesian, gradient-free approach using Gaussian processes.
result Improves active subspace recovery and probabilistic prediction accuracy with limited data.

RMFGP combines multi-fidelity models for efficient uncertainty quantification.

problem Efficiently infer quantities of interest with limited high-fidelity data.
method Rotated multi-fidelity Gaussian process with dimension reduction and Bayesian active learning.
result RMFGP model improves accuracy and efficiency in high-dimensional problems.

Single linear solve combines surface reconstruction and uncertainty quantification.

problem Reconstructing surfaces from partial point clouds with uncertainty.
method Geometric Gaussian processes for stochastic surface reconstruction.
result Single linear solve for surface reconstruction with probabilistic capabilities.

New method reduces uncertainty in AI-driven Monte Carlo simulations.

problem Epistemic uncertainty in AI surrogate models affects Monte Carlo sampling outcomes.
method Penalty Ensemble Method (PEM) modifies Metropolis acceptance rule to increase rejection probability in uncertain regions.
result PEM enhances reliability of Monte Carlo simulations by reducing uncertainty propagation.

BLADE uses Bayesian methods to discover complex systems from scarce data.

problem Efficiently discovering governing equations of complex dynamical systems from limited data.
method Combines replica-exchange stochastic gradient Langevin Monte Carlo with active learning.
result Reduces measurement requirements by 60% for Lotka-Volterra and 40% for Burgers' equation.

This work surveys unsupervised learning methods for high-dimensional uncertainty quantification in complex PDEs.

problem Uncertainty quantification in high-dimensional stochastic inputs of complex PDEs.
method Review and investigation of thirteen dimension reduction methods including linear and nonlinear, spectral, blind source separation, convex and non-convex methods.
result Manifold PCE (m-PCE) provides a cost-effective approach compared to deep neural network-based surrogates.

New methods accelerate NCGP inference by trading computation for uncertainty.

problem Prohibitively expensive exact inference in NCGPs for large datasets.
method Iterative methods explicitly modeling approximation error, leveraging parallel computing.
result Significant acceleration of posterior inference compared to baselines.

Deep learning predicts uncertainty to optimize Eurodollar futures trading.

problem Optimizing investment size in high-frequency Eurodollar futures trading.
method Deep learning models to estimate prediction uncertainty, scaling investment size.
result Clear outperformance with Sharpe ratio metric compared to alternative strategies.

Bayesian framework for identifying localized regions of interest in dynamical systems.

problem Identifying regions of high-resolution uncertainty quantification in complex dynamical systems.
method Bayesian inference with Gaussian process surrogate and polynomial chaos expansion.
result Unified computational scheme reduces overall cost for uncertainty quantification.

Many expensive black-box optimisation problems are sensitive to their inputs. In these problems it makes more sense to locate a region of good designs, than a single-possibly fragile-optimal design. Expensive black-box functions can be optimised effectively with Bayesian optimisation, where a Gaussian process is a popu…

2019-04-25abs ↗pdf ↗

Machine learning helps create accurate models of neutron star postmerger signals.

problem Creating accurate postmerger waveforms for binary neutron stars is challenging due to theoretical uncertainties and limited numerical simulations.
method Used a conditional variational autoencoder (CVAE) to construct postmerger models based on numerical-relativity simulations.
result The CVAE can accurately generate postmerger waveforms and encode the neutron star equation of state.

This study examines how neural network latent representations correlate with model uncertainty.

problem Detecting model uncertainty in neural networks.
method Empirical verification and analysis of latent representations' distribution and conditional output.
result Deep layers in neural networks can infer uncertainty similar to more computationally expensive methods.

Ribbon: Scalable Approximation and Robust Uncertainty Quantification

problem Reliably quantifying predictive uncertainty for complex models
method Ribbon, a scalable approximation to Dirichlet-reweighted bootstrap uncertainty
result Asymptotically equivalent to a flat-prior Laplace approximation under correct likelihood specification, recovers robust sandwich covariance under misspecification

This paper presents efficient sampling methods for Gaussian processes.

problem High cost of global sensitivity analysis and optimization due to limited high-quality observations.
method Two sampling methods: random Fourier features and pathwise conditioning.
result Efficient generation of posterior samples from Gaussian processes at reduced computational cost.

GAPA method provides efficient uncertainty quantification for pretrained networks.

problem Reliable uncertainty estimates for pretrained models are challenging.
method Post-hoc Gaussian Process Activations (GAPA) method that shifts Bayesian modeling from weights to activations.
result GAPA method provides efficient uncertainty quantification without altering the backbone's predictions.