Research
On-device research index

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.

169,051 papers · 148 categories

Trend · papers per month

2.7%5.5%8.2%11.0% · Jun 202319922001200920182026
48 results for randomized shortest-paths

Landmark-based node embeddings approximate shortest path distances in random graphs.

problem Capturing global graph distances in node representations.
method Landmark-based node embeddings using shortest path distances from a subset of reference nodes (landmarks).
result Random graphs require lower dimensions in landmark-based embeddings compared to worst-case graphs.

Optimizes exploration in networks by interpolating between random and deterministic paths.

problem Balancing exploitation and exploration in network routing with constraints.
method Developed a constrained randomized shortest-paths framework using Lagrangian duality and iterative procedures.
result Optimal routing policy that interpolates between random and deterministic paths while satisfying constraints.

Consider a weighted or unweighted k-nearest neighbor graph that has been built on n data points drawn randomly according to some density p on R^d. We study the convergence of the shortest path distance in such graphs as the sample size tends to infinity. We prove that for unweighted kNN graphs, this distance converges …

2012-06-27abs ↗pdf ↗

Extends RSP model with net flow and capacity constraints for better network analysis.

problem Improving shortest path models with net flows and capacity constraints.
method Developed net flow RSP model and introduced capacity constraints. Proposed algorithms for computing expected routing costs and solving constrained problems using Lagrangian duality.
result Net flow RSP dissimilarity measure is competitive with state-of-the-art dissimilarities.

The classical theorem of Fáry states that every planar graph can be represented by an embedding in which every edge is represented by a straight line segment. We consider generalizations of Fáry's theorem to surfaces equipped with Riemannian metrics. In this setting, we require that every edge is drawn as a shortest pa…

2016-02-22abs ↗pdf ↗

Paper proves convergence of optimistic policy iteration for stochastic shortest path problems.

problem Optimizing policies in stochastic shortest path problems.
method Analyzes optimistic policy iteration algorithm with Monte Carlo and TD(λ) methods.
result Proves convergence of the algorithm under specific conditions.

Paper studies CLO with partial feedback, improving decision-making in uncertain contexts.

problem Improving decision-making in contexts with uncertain cost coefficients using partial feedback.
method Unified class of offline learning algorithms for CLO with different types of feedback, using IERM framework.
result Fast-rate regret bound for IERM with partial feedback and misspecified model classes.

The paper proves properties for random graphs based on geometric submanifolds.

problem Establishing measure-metric properties of random geometric graphs.
method Analyzing ε\varepsilon-neighborhood graphs with specific conditions on submanifold and distribution.
result Volume doubling and local Poincaré inequalities hold for random geometric graphs with high probability.

A new clustering method for intersecting surfaces using curvature constraints.

problem Challenges in clustering intersecting surfaces, especially with shortest path algorithms failing.
method Imposes curvature constraints on shortest paths in Isomap algorithm.
result Outperforms existing methods like K-manifold and spectral multi-manifold clustering.

We present a simple, yet effective, approach to Semi-Supervised Learning. Our approach is based on estimating density-based distances (DBD) using a shortest path calculation on a graph. These Graph-DBD estimates can then be used in any distance-based supervised learning method, such as Nearest Neighbor methods and SVMs…

2012-02-14abs ↗pdf ↗

Control Contraction Metrics (CCMs) provide a nonlinear controller design involving an offline search for a Riemannian metric and an online search for a shortest path between the current and desired trajectories. In this paper, we generalize CCMs to Finsler geometry, allowing the use of non-Riemannian metrics. We provid…

2018-03-02abs ↗pdf ↗

New algorithm reduces regret in stochastic shortest path problems.

problem Planning and control in environments with unknown dynamics and variable episode lengths.
method Developed an algorithm with a new regret bound of O(BSAK)O(B_\star |S| \sqrt{|A| K}).
result Guaranteed a significant reduction in regret compared to previous methods.

New algorithms minimize regret in SSP with optimal sparse updates.

problem Minimizing regret in Stochastic Shortest Path models.
method Implicit finite-horizon approximation for analysis, model-free and model-based algorithms developed.
result Minimax optimal regret for both model-free and model-based algorithms.

Efficient routing algorithms learn from feedback to minimize path lengths.

problem Optimizing online shortest path routing with end-to-end feedback.
method Adaptive exploration algorithms leveraging networked structure.
result Achieves nearly optimal instance-dependent and worst-case regret for directed acyclic networks.

Study examines how information flows in Indian stock market during crises.

problem Understanding information diffusion in financial networks during market turbulence.
method Applied communicability, a measure of ease of information flow, to financial networks.
result Approximately 70% and 80% of stock pairs exhibit significant changes in communicability during crises.

New algorithm reduces regret in linear mixture SSPs without cost bounds.

problem Learning optimal paths in stochastic environments with cost constraints.
method Extended value iteration with variance-aware confidence set.
result Achieves nearly minimax optimal regret bound of O(dBK)O(dB_*\sqrt{K}).

Study shows sample complexity for learning optimal policies in SSP with generative model.

problem Learning optimal policies in Stochastic Shortest Path problems.
method Derive and prove lower and upper bounds on sample complexity.
result Lower bound of Ω(SAB3/(cminε2))Ω(SAB_{\star}^3/(c_{\min}ε^2)) samples for general case, and up to logarithmic factors for bounded hitting time condition.

While state-of-the-art kernels for graphs with discrete labels scale well to graphs with thousands of nodes, the few existing kernels for graphs with continuous attributes, unfortunately, do not scale well. To overcome this limitation, we present hash graph kernels, a general framework to derive kernels for graphs with…

2016-10-01abs ↗pdf ↗

Revisits Isomap, showing it constructs Euclidean representations of geodesic structure.

problem Nonlinear dimension reduction of manifold data.
method Revisits Isomap's rationale, clarifying its approach to constructing Euclidean representations of geodesic structure.
result Convexity is not required for shortest path distances to converge to Riemannian distances.

Study shows hard sample complexity for learning optimal policies in stochastic shortest path problems.

problem Learning optimal policies in stochastic shortest path problems.
method Analyzes sample complexity with and without generative models, derives lower and upper bounds.
result Proves sample complexity bounds and impossibility of horizon-free regret in SSPs.

Study online learning in MDPs with aggregate bandit feedback, achieving low regret in both stochastic and adversarial settings.

problem Online learning in finite-horizon episodic MDPs with aggregate bandit feedback.
method Best-of-both-worlds (BOBW) algorithms using FTRL over occupancy measures, self-bounding techniques, and new loss estimators.
result First BOBW algorithms for episodic tabular MDPs with aggregate bandit feedback achieving O(logT)O(\log T) regret in stochastic and O(T){O}(\sqrt{T}) regret in adversarial settings.

Bayesian framework for SSP problem learns optimal strategy through interactions.

problem Sequential decision-making in stochastic shortest path problems.
method Develops a Bayesian framework to learn optimal action-value function QQ^* through interactions, avoiding unrealistic assumptions.
result Demonstrates data efficiency and uncertainty quantification compared to other methods.

UC-SSP algorithm tackles exploration in stochastic shortest path problems without loop-free assumption.

problem Exploration in goal-oriented reinforcement learning problems under stochastic shortest path formulation.
method UC-SSP algorithm with a novel stopping rule to interrupt and switch policies.
result Regret bound of O~(DSADK)\displaystyle \widetilde{\mathcal{O}}( D S \sqrt{ A D K}) after KK episodes.