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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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100200300400 · Jun 202019922001200920172026
48 results for noisy observations

A corrected EI acquisition function handles noisy observations in Bayesian optimization.

problem Noisy observations in Bayesian optimization.
method Proposes a modified expected improvement (EI) acquisition function that incorporates covariance information from the Gaussian Process model.
result Achieves a sublinear convergence rate on cumulative regret bound under heteroscedastic observation noise.

Paper studies zero-sum games with noisy observations and identifies equilibrium conditions.

problem Zero-sum games with noisy observations of the leader's actions.
method Analyzes the equilibrium of games with noisy action observability, identifies necessary conditions for uniqueness, and investigates the cardinality of best responses.
result The noisy observations significantly impact the cardinality of the follower's set of best responses, and under certain conditions, this set becomes a singleton almost surely.

Extends PD-NJ-ODE to noisy observations and dependent observation times.

problem Predicting continuous-time stochastic processes with irregular and noisy observations.
method Extends PD-NJ-ODE to handle conditional independence and noisy observations.
result Theoretical guarantees and empirical examples for handling noisy observations and dependent observation times.

Develops a method to estimate treatment effects using noisy proxies over time.

problem Estimating individualized treatment effects from noisy proxies of confounders.
method Deconfounding Temporal Autoencoder (DTA) combining autoencoder and causal regularization.
result Improves treatment effect estimates by leveraging noisy proxies and learning hidden confounders.

The paper cleans label noise in supervised classification using Bernoulli sampling.

problem Label noise degrades supervised classifier performance.
method Proposes a label noise cleaning method based on Bernoulli random sampling.
result The method separates clean and noisy observations without prior label information.

New algorithm for online learning with noisy side observations.

problem Online learning with noisy side feedback and graph-structured dependencies.
method Proposes an algorithm using a weighted directed graph to model dependencies and guarantees a regret bound of O(√α* T).
result Guarantees a regret of O(√α* T) after T rounds, where α* is the effective independence number.

Study noisy rewards in online decision-making with unknown distributions.

problem Learning optimal decisions in online settings with noisy and unknown reward distributions.
method Proposes algorithms integrating learning and decision-making via LCB thresholding.
result Achieves competitive ratios of 1 - 1/e and 1/2 in various settings.

We address the problem of estimating the parameters of a time-homogeneous Markov chain given only noisy, aggregate data. This arises when a population of individuals behave independently according to a Markov chain, but individual sample paths cannot be observed due to limitations of the observation process or the need…

2016-04-14abs ↗pdf ↗

Agents learning to act autonomously in real-world domains must acquire a model of the dynamics of the domain in which they operate. Learning domain dynamics can be challenging, especially where an agent only has partial access to the world state, and/or noisy external sensors. Even in standard STRIPS domains, existing …

2012-10-16abs ↗pdf ↗

DAISI improves data assimilation for complex systems with noisy observations.

problem Limited accuracy of classical DA methods in complex, nonlinear systems.
method Generative models with inverse sampling for flexible probabilistic inference.
result DAISI achieves accurate filtering results in challenging nonlinear systems.

Paper relaxes symmetry conditions for universal feature selection in noisy data.

problem Feature selection in noisy data with weak symmetry.
method Developed a universal feature selection framework using singular value decomposition of canonical dependence matrix.
result Selected features achieve asymptotically optimal error exponents up to a residual term.

The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal inference studies may require unobserved high-level information which needs to be …

2017-03-13abs ↗pdf ↗

Study of 2imes22 imes 2 zero-sum games with noisy observations and commitments.

problem Analyzing 2imes22 imes 2 zero-sum games with noisy observations and commitments.
method Modeling a 2imes22 imes 2 zero-sum game with a leader committing to a strategy and a follower observing a noisy version of the leader's action.
result Observing the leader's action is either beneficial or immaterial for the follower, and the equilibrium payoff is bounded.

Thompson Sampling tackles noisy context in stochastic bandits.

problem Designing an action policy for noisy, corrupted contexts in stochastic bandits.
method Introducing a Thompson Sampling algorithm for Gaussian bandits with Gaussian context noise, adopting an information-theoretic analysis.
result Demonstrates the Bayesian regret of the proposed algorithm concerning the oracle's action policy.

The paper tackles tensor factorization and completion from noisy data.

problem Sparse nonnegative tensor factorization and completion from partial and noisy observations.
method Minimizes the sum of maximum likelihood estimation and tensor 0\ell_0 norm with nonnegativity constraints.
result Error bounds and minimax lower bounds are established for the proposed model.

A new particle filter uses diffusion models to improve state estimation from noisy data.

problem Sequentially estimating the state of a dynamical system from noisy and incomplete observations.
method Uses a diffusion model to simulate and predict system dynamics, incorporating noisy observations to refine predicted states.
result An unbiased particle filtering method that rigorously fuses observational data with diffusion model simulations.

The paper analyzes how deep neural networks handle noisy labels and finds disparate impacts.

problem Disparate impacts of noisy labels on instances with different representation frequencies.
method Quantifying harms, analyzing solutions, and comparing their impacts on different frequency instances.
result Existing solutions lead to disparate treatments, benefiting higher-frequency instances more.

Improved averaging method for noisy observations converges strongly.

problem Noisy observations from random dynamical systems require stable estimates.
method Introduced pp-EMA, a modified exponential moving average with subharmonic weight decay.
result Stochastic convergence guarantees for pp-EMA under mild assumptions.

The study examines Kernel Ridge Regression error rates across noiseless and noisy conditions.

problem Characterizing Kernel Ridge Regression error rates in different noise levels.
method Unified analysis of Kernel Ridge Regression under various noise and regularization conditions.
result A crossover from noiseless to noisy error rates is observed as sample complexity increases.

Paper analyzes convergence rate of noisy Bayesian Optimization with Expected Improvement.

problem Theoretical convergence behaviors and rates of Expected Improvement (EI) in Bayesian optimization.
method Analyzes Expected Improvement (EI) under Gaussian process (GP) prior assumption, considering noisy observations.
result Established asymptotic error bound and rate for GP-EI with noisy observations.

The paper tackles noisy multi-armed bandit problems with improved regret guarantees.

problem Tackling noisy evaluations in multi-armed bandit problems.
method Derives different algorithmic approaches and theoretical guarantees based on the type of observation functions.
result Improved regret guarantees for noisy linear functions of true rewards.

We consider the behavior of gradient flow and of discrete and noisy gradient descent. It is commonly noted that the addition of noise to the process of discrete gradient descent can affect the trajectory of gradient descent. In previous work, we observed such effects. There, we considered the case where the minima had …

2018-09-14abs ↗pdf ↗

Neural networks can interpolate noisy data and still generalize well.

problem Generalization of neural networks trained on noisy data.
method Two-layer neural networks trained to interpolation by gradient descent on corrupted labels.
result Neural networks can achieve zero training error and optimal test error.

DiEM trains diffusion models from noisy data using EM.

problem Training diffusion models requires clean data, which is often unavailable.
method DiEM uses expectation-maximization algorithm to train diffusion models from incomplete and noisy observations.
result DiEM leads to proper diffusion models suitable for downstream tasks.

Deep learning scheme identifies and reconstructs chaotic and stochastic systems from noisy data.

problem Challenging identification of governing equations from noisy and partial observations.
method Jointly learns inference model and governing laws using variational deep learning.
result Framework generalizes state-of-the-art methods and accounts for stochastic variabilities.

Combining LETKF and RC improves chaotic system prediction from noisy, sparse data.

problem Improving chaotic system prediction from imperfect observations and models.
method Combining LETKF and RC to predict spatio-temporal chaotic systems from noisy and sparsely distributed observations.
result The proposed method using LETKF and RC outperforms LETKF in predicting chaotic systems from noisy and sparse observations.

This work introduces a method to learn dynamical systems from noisy sensor measurements using multiple shooting.

problem Learning dynamical systems from noisy sensor measurements is challenging due to system instability.
method A scalable method based on multiple shooting.
result Robust learning of latent representations of dynamical systems from noisy measurements.

New method recovers manifold distances from noisy data.

problem Reconstructing manifold geometry from noisy distance measurements.
method Develops new framework to estimate L2-norms of expectation-functions, uses geometric clusters to recover distances.
result Recovery of true distances up to an additive error of O(ε log ε⁻¹) under mild geometric assumptions.

The paper analyzes generalization of noisy iterative algorithms using communication theory.

problem Generalization of models trained by noisy iterative algorithms under different distributions.
method Connecting noisy iterative algorithms to additive noise channels in communication theory.
result Distribution-dependent generalization bounds for noisy iterative algorithms.

Study real-world noisy labels from human annotations for better understanding.

problem Understanding and modeling real-world label noise in machine learning.
method Developed two new benchmark datasets (CIFAR-10N, CIFAR-100N) with human-annotated real-world noisy labels.
result Real-world noisy labels exhibit instance-dependent patterns, not class-dependent as previously assumed.

We study learning in a noisy bisection model: specifically, Bayesian algorithms to learn a target value V given access only to noisy realizations of whether V is less than or greater than a threshold theta. At step t = 0, 1, 2, ..., the learner sets threshold theta t and observes a noisy realization of sign(V - theta t…

2012-02-14abs ↗pdf ↗

We investigate the problem of estimating a given real symmetric signal matrix C\textbf{C} from a noisy observation matrix M\textbf{M} in the limit of large dimension. We consider the case where the noisy measurement M\textbf{M} comes either from an arbitrary additive or multiplicative rotational invariant perturbati…

2015-02-24abs ↗pdf ↗

GP-NODE combines Gaussian processes and NeuralODEs for Bayesian system identification.

problem Bayesian systems identification from partial, noisy and irregular observations.
method Differentiable programming, Hamiltonian Monte Carlo, Gaussian Process priors, sparsity-promoting priors.
result Efficient inference of posterior distributions over plausible models with quantified uncertainty.