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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.

168,932 papers · 148 categories

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48 results for path failure

Sparse neural networks training is difficult due to optimization failures and energy landscape issues.

problem Training sparse neural networks leads to suboptimal solutions and optimization failures.
method Investigated optimization dynamics and energy landscape in sparse neural networks.
result Sparse neural networks have a linear path with a monotonically decreasing objective from initialization to a good solution, but not from a bad solution.

Adaptive Stress Testing detects financial fraud by simulating potential failures.

problem Detecting and mitigating vulnerabilities in financial systems.
method Developed a simplified model using historical data and reinforcement learning.
result Identified the most likely path to system failure and improved fraud detection.

This paper develops a path-first theory using signatures and jump lifts for self-exiting processes.

problem Developing a universal coordinate system for various types of paths and processes.
method Using signatures, jump lifts, and expected signatures, the paper presents a geometricity framework with algebraic properties and obstructions.
result The framework links various mathematical concepts and offers four main contributions to understanding and modeling self-exiting processes.

The paper tackles model failure detection and refitting in real-world systems.

problem Real-world data often fails statistical models due to heterogeneity.
method Develops tools for detecting and identifying model failures and refitting to improve accuracy.
result Empirical and theoretical results show the effectiveness of the proposed methodology.

Unified theory explains two failure modes of deep transformers and provides initialisation guidelines.

problem Two failure modes (rank collapse and entropy collapse) of self-attention layers in deep transformers.
method Analytical theory of signal propagation through deep transformers, using the Random Energy Model analogy.
result Simple algorithm to compute trainability diagrams for correct initialisation hyper-parameters.

We study large deviations and rare default clustering events in a dynamic large heterogeneous portfolio of interconnected components. Defaults come as Poisson events and the default intensities of the different components in the system interact through the empirical default rate and via systematic effects that are comm…

2013-11-03abs ↗pdf ↗

The paper proposes a method to improve random forest classification accuracy by weighting trees based on their decision path reliability.

problem Random forests' uniform voting fails to correct errors in regions where incorrect tree representations outnumber correct ones.
method The paper introduces using the structural pattern of each tree's decision path as an instance-adaptive reliability signal to identify and weight more reliable trees.
result Using the proposed method yields a statistically significant accuracy improvement over RF on 36 binary classification benchmarks.

HalluWorld benchmarks hallucinations in language models across diverse tasks.

problem Inconsistent benchmarks of hallucination in language models.
method Explicit reference-world formulation, synthetic and semi-synthetic environments, controlled variation of world complexity.
result Models struggle with perceptual hallucination but not multi-step state tracking.

Credit networks represent a way of modeling trust between entities in a network. Nodes in the network print their own currency and trust each other for a certain amount of each other's currency. This allows the network to serve as a decentralized payment infrastructure---arbitrary payments can be routed through the net…

2010-07-03abs ↗pdf ↗

In this paper we explore the idea of looking at the Dirac quantisation conditions as \hbar-dependent constraints on the tangent bundle to phase-space. Starting from the path-integral version of classical mechanics and using the natural Poisson brackets structure present in the cotangent bundle to the tangent bundle o…

1997-03-26abs ↗pdf ↗

Economics tool predicts failure times in reliability systems.

problem Predicting optimal failure times in weighted k-out-of-n reliability systems with heterogeneous component failure.
method Using rational expectations to analyze and predict failure times in reliability systems with heterogeneous component failure.
result Different measures are optimal for predicting system failure depending on component failure distributions.

Unified model predicts multi-mode failure with multi-sensor data.

problem Independent failure mode and RUL prediction ignores inherent relationship.
method Hierarchical Bayesian framework with Cox model, Gaussian process, and multinomial distributions.
result Robust uncertainty quantification and accurate prediction of multi-mode failure.

GAN-FP uses GANs to predict equipment failures from imbalanced data.

problem Accurately predicting equipment failures with limited data and high imbalance.
method GAN-FP employs two GAN networks to generate and classify imbalanced data, optimizing a weighted loss objective and a consistency GAN.
result GAN-FP outperforms traditional methods in imbalanced failure prediction.

CalNF models rare failures with limited data, improving safety in autonomous systems.

problem Challenges in modeling and debugging rare safety-critical failures due to limited data.
method CalNF, a self-regularized framework for posterior learning from limited data.
result Achieves state-of-the-art performance on data-limited failure modeling and inverse problems.

This work improves safety validation of autonomous vehicles by finding interpretable failures.

problem Finding interpretable failures of autonomous systems in simulation.
method Signal temporal logic expressions optimized for high likelihood and human interpretability.
result Our methodology finds more interpretable failures with higher likelihood compared to baseline approaches.

Framework predicts remaining useful life of DSH subsystems under unknown failure modes.

problem Predicting remaining useful life of DSH subsystems with unknown failure modes.
method Unsupervised framework using mixture of Gaussian regressions and Expectation-Maximization algorithm.
result Improved prediction accuracy and interpretability of RUL.

The paper calculates the likelihood of a financial market failure involving multiple major banks.

problem Estimating the probability of a market failure involving multiple globally important banks.
method Multivariate Cox process across G-SIBs, deriving various theorems on market failure probabilities.
result The probability of a market failure increases with the number of G-SIBs and is inevitable if there are too many.

New findings show score matching's accuracy doesn't ensure numerical stability in diffusion sampling.

problem Numerical stability issues in diffusion sampling despite small forward-marginal error.
method Constructing a smooth score field with arbitrarily small forward-marginal L2L^2 error, showing nonexplosive behavior and moments of every order.
result Euler--Maruyama discretizations can converge in probability even when moments diverge, demonstrating failure of weak convergence.

Paper proposes a method to predict disk failures using multi-layer domain adaptive learning.

problem Traditional machine learning models struggle to predict disk failures due to limited data.
method Multi-layer domain adaptive learning with source and target domains.
result The proposed method improves failure prediction accuracy on disk data with few failure samples.

We aim to predict and explain service failures in supply-chain networks, more precisely among last-mile pickup and delivery services to customers. We analyze a dataset of 500,000 services using (1) supervised classification with Random Forests, and (2) Association Rules. Our classifier reaches an average sensitivity of…

2018-10-20abs ↗pdf ↗

Improved AST method finds more useful failure scenarios for autonomous vehicles.

problem Finding useful failure scenarios for autonomous vehicle validation is challenging.
method Adaptive Stress Testing with reward augmentation, modified to encode domain information.
result The modified AST method discovers a larger and more expressive subset of failure scenarios.

Predicts failure of autonomous vehicle steering control models.

problem Evaluating and predicting failure of machine learning models in safety-critical applications.
method Trains a student model to predict the main model's error based on saliency maps.
result Preliminary results show the failure predictor model works on autonomous vehicle steering control systems.

New method avoids failures in physics-constrained systems using active learning.

problem Handling fatal failures in systems governed by physics constraints.
method Develops a novel active learning method that considers implicit physics constraints.
result Achieves zero-failure in composite fuselage assembly process without explicit failure regions.

Study tests how U.S. equity prices align with global asset frequencies using financial variables.

problem Testing whether U.S. equity prices align with global asset frequencies using financial variables.
method Examines SPX and RUT gaps, uses OIS-based funding, volatility, trading-friction, financial-condition variables, and residual information.
result Gains in fit survive broad-dollar neutralization, alternative blocks, PCA, residualization, and nested horizon selection, supporting reduced-form P-Q alignment.

New protocol evaluates synthetic data for temporal consistency.

problem Synthetic data generators can produce invalid timestamps and trajectories.
method Characterize datasets by four properties, then measure timestamp validity and dynamics.
result Temporal fidelity must be measured, not inferred from static data.

RODMAN improves ML-based disk failure prediction accuracy in cloud environments.

problem Imperfect data quality in real-world cloud environments degrades ML-based disk failure prediction accuracy.
method RODMAN uses three data preprocessing techniques: failure-type filtering, spline-based data filling, and automated pre-failure backtracking.
result RODMAN significantly improves prediction accuracy compared to no preprocessing.

New method finds failures in high-fidelity simulators with fewer steps.

problem Finding failures in high-fidelity simulators is expensive and impractical.
method Adaptive stress testing with backward algorithm adaptation from low-fidelity to high-fidelity.
result Significantly fewer high-fidelity simulation steps needed to find failures.

Entropy-based GP adaptive design improves failure probability estimation.

problem Limited accuracy in failure probability estimation due to model evaluation costs.
method Entropy-based Gaussian process (GP) adaptive design combined with multifidelity importance sampling (MFIS).
result More accurate failure probability estimates and higher confidence.

Brain uses synaptic failure to sample from posterior distributions.

problem Bayesian inference in the brain's probabilistic computations.
method Adapting synaptic failure to sample posterior predictive distributions.
result Synaptic failure enables sampling of complete posterior predictive distributions.

Study constructs balanced datasets for seismic failure prediction.

problem Imbalanced datasets limit machine learning performance in seismic failure prediction.
method Framework with three steps: GMF identification, probability density estimation, and sample transformation.
result Framework improves machine learning performance in seismic failure mode prediction.

Proposes a deep neural network for early disk drive failure prediction.

problem Early prediction of disk drive failure using multivariate time series sensor data.
method Enriched features derived from sensor data through transformations, combined with ensemble learning and deep neural network architecture.
result Significantly improved classification accuracy in predicting disk drive failure.

Improves FI-PINNs by combining re-sampling and subset simulation for better failure probability estimation.

problem Estimating failure probability in physics-informed neural networks (PINNs).
method Adaptive sampling with re-sampling and subset simulation, using cosine-annealing for uniform to adaptive transition.
result Significant improvement in estimating failure probability and generating new training points in the failure region.

A new algorithm learns from failures to optimize under constraints efficiently.

problem Optimizing under unknown constraints with limited failure tolerance.
method Excursion search controls risk as a function of a failure budget.
result The algorithm achieves lower regret and uses failures budget more efficiently.

The study examines how market completeness is lost when filtering down the information set.

problem Loss of market completeness under filtration shrinkage.
method Bayesian filtering approach to analyze local martingale deflators and their projections.
result Projections of deflators in smaller filtrations are not sufficient to span all local martingale deflators.