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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.

169,181 papers · 148 categories

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90179269358 · Jun 202019922001200920182026
48 results for observation delay

Neural Laplace Control tackles offline RL for continuous-time delayed systems with irregular observations.

problem Offline reinforcement learning problems involving continuous-time environments with delays and irregular observations.
method Combines a Neural Laplace dynamics model with a model predictive control (MPC) planner.
result Achieves near expert policy performance on continuous-time delayed environments.

New algorithm tackles non-stationary delayed feedback in recommender systems.

problem Challenges in learning from delayed feedback in non-stationary environments.
method Developed a UCRL-based algorithm for non-stationary, delayed bandits with intermediate observations.
result Sublinear regret guarantees for the proposed algorithm in non-stationary delayed environments.

Proposes neural delay differential equations for stable system identification with partially observed states.

problem Learning stable models for systems with partial or delayed observations.
method Augments states with history, uses neural delay differential equations, and ensures stability through time delay analysis.
result The approach ensures stability of learned models for partially observed systems.

New algorithm for multiarmed bandits with variable, unbounded delays achieves similar regret bounds.

problem Variable, unbounded delays in multiarmed bandits.
method Introduces a new algorithm that skips rounds with excessively large delays and uses a doubling scheme.
result Achieves the same regret bound as Exp3 with variable, unbounded delays.

New algorithms for linear bandits with delayed feedback, achieving optimal regret bounds.

problem Delayed and partially observable feedback in stochastic linear bandits.
method Formalized as stochastic delayed linear bandit, proposed two algorithms tOTFLinUCB{ t OTFLinUCB} and tOTFLinTS{ t OTFLinTS}.
result Proved optimal ildeO(dT) ilde O(\smash{d\sqrt{T}}) bounds on the regret for tOTFLinUCB{ t OTFLinUCB}.

New algorithm handles delayed feedback robustly, reducing regret without knowing delay bounds.

problem Bandits with variably delayed feedback, especially excessive delays.
method Implicit exploration scheme, adaptive skipping, drifted regret control.
result Can tolerate arbitrary excessive delays up to order T, reducing regret.

Optimal strategy for reinforcement learning with delayed observations.

problem Delayed state observation in reinforcement learning.
method Combines augmentation method and upper confidence bound approach.
result Minimax optimal regret bound of ildeO(HDmaxSAK) ilde{\mathcal{O}}(H \sqrt{D_{\max} SAK}).

Optimal policy for multi-hypothesis testing with controlled sensing to minimize delay and error.

problem Minimizing delay in multi-hypothesis testing with controlled sensing.
method Designing a policy to control the delay while ensuring error probability constraint.
result Policy achieves information-theoretic lower bound on expected delay asymptotically.

Study explores strategies for randomized allocation in delayed rewards bandits.

problem Understanding the exploration-exploitation tradeoff in randomized strategies with delayed rewards.
method Examines two strategies: updating exploration sequence at every time point vs. updating only when a new reward is observed.
result The strategy updating only when a new reward is observed leads to strong consistency in allocation for a wider scope of situations.

New algorithm tackles stochastic bandits with varying arm-dependent delays.

problem Applying existing algorithms to stochastic delayed bandit settings is restricted by strong assumptions on delay distributions.
method Proposes a simple UCB-based algorithm called PatientBandits that weakens assumptions on delay distributions.
result Provides bounds on regret and performance lower bounds for the PatientBandits algorithm.

Study improves risk evaluation timing with right-censored reporting delays.

problem Improving risk evaluation under short observation windows due to administrative censoring.
method Jointly models parametric hazards for event and reporting processes, uses Monte Carlo expectation-maximization algorithm, and proposes transfer-learning procedure.
result Improves accuracy of timely risk evaluation under administrative censoring.

A controller learns to control a nonlinear plant with unknown model and partial observation using continuous deep Q-learning.

problem Designing a controller for a nonlinear plant with unknown model and partial sensor observation under network delays.
method Continuous deep Q-learning applied to an extended state including past control inputs and outputs.
result The controller can learn a robust control policy to network delays with partial sensor observation.

Adapts two algorithms for online learning with delayed rewards.

problem Online learning with delayed rewards in generalized linear contextual bandits.
method Modifies upper confidence bounds and Thompson sampling algorithms for delayed rewards.
result Both algorithms can be made robust to delays, improving their performance.

BayTiDe discovers time-delayed differential equations from noisy data.

problem Discovering time-delayed differential equations from data with large delays and noise.
method Bayesian inference with a sparsity-promoting prior.
result BayTiDe accurately identifies time-delayed differential equations with accuracy proportional to data resolution.

Paper tackles delays in multi-agent reinforcement learning, improving performance.

problem Challenges in reinforcement learning due to delays in real-world systems.
method Proposes a novel framework for multi-agent reinforcement learning with delays, using Delay-Aware Markov Games and centralized-decentralized training.
result Demonstrates significant improvement in performance with delay-aware multi-agent reinforcement learning.

Time-delayed embeddings avoid self-intersections for high enough delay.

problem Analyzing self-intersections in time-delayed embeddings.
method Study of time-delayed coordinate maps for diffeomorphisms on compact manifolds.
result For high enough delay, time-delayed embeddings avoid self-intersections almost everywhere.

Study utility indifference pricing with delayed investment information in a Bachelier model.

problem Investment decisions based on delayed information in a Bachelier model.
method Developed discrete-time duality and used techniques from [7] to compute scaling limits.
result Utility indifference prices scaling limit for vanishing delay with quadratic penalty.

Proposes a nonparametric model for predicting conversion rates with delayed feedback.

problem Predicting conversion rates with time delays and unknown distribution.
method Nonparametric delayed feedback model without assuming a specific distribution.
result The proposed model outperforms existing methods in conversion rate prediction.

Paper proposes GrokTransfer to eliminate delayed generalization in neural networks.

problem Delayed generalization in neural networks, compromising predictability and efficiency.
method Trains a smaller, weaker model to reach a nontrivial test performance, then uses its learned input embedding to initialize the stronger model.
result GrokTransfer enables the target model to generalize directly without delay, across various tasks.

EviTrack improves sequential prediction in delayed disambiguation scenarios.

problem Challenges in sequential prediction with delayed disambiguation where early observations are ambiguous.
method EviTrack operates over latent trajectories, applying evidence- and likelihood-ratio-based selection to delay commitment until supported by data.
result EviTrack outperforms sampling-based baselines in a controlled synthetic benchmark, achieving faster post-disambiguation recovery.

New algorithm for multi-armed bandits with delayed, partially observed rewards.

problem Sequential decision-making with delayed feedback.
method Proposed multi-armed bandits with generalized temporally-partitioned rewards, introducing β-spread property.
result Upper bound on performance of TP-UCB-FR-G algorithm improves state of the art.

New RL algorithm handles delayed feedback with posterior sampling.

problem Challenges of delayed feedback in reinforcement learning with linear function approximation.
method Posterior sampling with delayed feedback for value-based RL.
result Achieves optimal regret guarantee with improved computational efficiency.

Improved online convex optimization with delayed feedback using curvature.

problem Online convex optimization with curved losses and delayed feedback.
method Variant of follow-the-regularized-leader and Online Newton Step algorithm with adaptive learning rate.
result Regret bounds of order min{σmaxlnT,dtot}\min\{σ_{\max}\ln T, \sqrt{d_{\mathrm{tot}}}\} for exp-concave losses.

Study non-oblivious adversarial bandits with delayed feedback and propose algorithms with improved regret bounds.

problem Adversarial bandit problem with delayed, composite anonymous feedback.
method Propose wrapper algorithm for non-oblivious delay setting, achieving o(T)o(T) policy regret.
result Achieve o(T)o(T) policy regret for many adversarial bandit problems with bounded memory loss sequences.

Improved algorithm for bandits with delayed feedback, combining adversarial and stochastic performance.

problem Adversarial and stochastic multiarmed bandits with delayed feedback.
method Modified Zimmert and Seldin's algorithm with near-optimal regret guarantees.
result Near-optimal regret guarantees in both adversarial and stochastic settings.

New method disentangles latent variables in nonstationary data.

problem Disentangling latent variables in nonstationary sequential data.
method NCTRL framework exploiting Markov assumption and temporal structure.
result Independent latent components can be recovered from nonlinear mixture without auxiliary variables.

The paper defines and analyzes Poissonian occupation times for negative Lévy processes.

problem Analyzing the time spent below zero for Lévy processes with interruptions.
method Introduces Poissonian occupation times for spectrally negative Lévy processes.
result Extends results on continuous observation to interrupted observation.

New algorithm for decentralized online convex optimization with unknown delays.

problem Decentralized online convex optimization with unknown, time-varying feedback delays.
method Proposes a novel algorithm that incorporates adaptive learning rates and gossip-based delay estimation.
result Achieves improved regret bounds of O(N √d tot + N √T (1-σ^2)^(1/4)) and O(N δmax ln T α) for different settings.

Proposes a method to train classifiers with delayed feedback using a time window.

problem Training classifiers with delayed feedback that can be biased due to delayed user actions.
method Uses a time window to select samples for training, constructs unbiased empirical risk from all samples.
result Improves classifier performance by using all samples with a time window assumption.

This paper tackles delayed feedback in continuous training for CTR prediction, improving model performance by 3%.

problem Delayed feedback in CTR prediction leads to inferior performance and user experience.
method Comparing 5 loss functions and models in offline and online settings.
result Proposed methods outperform previous state-of-the-art by 3% relative cross entropy (RCE).