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.
EQO uses a simple bonus term for efficient exploration in tabular RL.
Proposes a new portfolio theory that optimizes returns and risk.
Develops a new RL algorithm for medical treatment regimes.
We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set of the optimal parameter vector with high probability, and achieves a statistic…
In this study, a novel topology optimization approach based on conditional Wasserstein generative adversarial networks (CWGAN) is developed to replicate the conventional topology optimization algorithms in an extremely computationally inexpensive way. CWGAN consists of a generator and a discriminator, both of which are…
We consider the problem where an agent wants to find a hidden object that is randomly located in some vertex of a directed acyclic graph (DAG) according to a fixed but possibly unknown distribution. The agent can only examine vertices whose in-neighbors have already been examined. In this paper, we address a learning s…
The problem of detecting communities in a graph is maybe one the most studied inference problems, given its simplicity and widespread diffusion among several disciplines. A very common benchmark for this problem is the stochastic block model or planted partition problem, where a phase transition takes place in the dete…
Structural reliability methods aim at computing the probability of failure of systems with respect to some prescribed performance functions. In modern engineering such functions usually resort to running an expensive-to-evaluate computational model (e.g. a finite element model). In this respect simulation methods, whic…