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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.

168,695 papers · 148 categories

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2825648461,128 · Jun 202019922001200920172026
48 results for robust state estimation

Due to the insufficient measurements in the distribution system state estimation (DSSE), full observability and redundant measurements are difficult to achieve without using the pseudo measurements. The matrix completion state estimation (MCSE) combines the matrix completion and power system model to estimate voltage b…

2019-02-06abs ↗pdf ↗

Robust method estimates state, input, and parameters of linear systems online.

problem Joint estimation of state, input, and parameters in noisy or outlier-prone measurements.
method Combines recursive, alternating, and iteratively-reweighted least squares into a single algorithm.
result Good performance in presence of outliers and compared to state-of-the-art methods.

Robust state-space radio interferometric imaging using Stochastic Approximation Expectation Maximization

problem Improving state-space radio interferometric imaging in the presence of heavy-tailed noise
method Stochastic Approximation Expectation Maximization
result Significant improvement in reconstruction fidelity and robustness to radio-frequency interference

PINNs solve neuronal parameter and state estimation problems with limited data.

problem Estimating parameters and hidden state variables from noisy partial data in multiscale neuronal models.
method Physics-informed neural networks (PINNs) for joint state and parameter estimation.
result PINNs deliver robust and accurate parameter inference and state reconstruction, even with limited data.

This paper achieves first-order regret bounds in reinforcement learning with large state spaces.

problem Achieving first-order regret bounds in reinforcement learning with large state spaces.
method Developed a novel robust self-normalized concentration bound based on the robust Catoni mean estimator.
result Obtained regret bounds scaling as O~(d3H3V1K+d3.5H3logK)\widetilde{\mathcal{O}}(\sqrt{d^3 H^3 \cdot V_1^\star \cdot K} + d^{3.5}H^3\log K ).

New method estimates robust mean in high dimensions with minimized outliers.

problem Estimating the mean in high dimensions when a fraction of data is corrupted.
method Formulating the problem as 0\ell_0-norm minimization under second moment constraints, and using 1\ell_1 and p\ell_p minimization techniques.
result The proposed method achieves order optimal robust mean estimation and significantly outperforms existing methods.

New method estimates covariance matrices without restrictive assumptions.

problem Estimating high-dimensional covariance matrices under restrictive assumptions.
method Distributionally robust covariance estimation problems with mild conditions.
result Robust estimators are efficient, consistent, and perform well.

The study assesses ML model robustness under worst-case subpopulations.

problem ML model performance degradation under non-training population.
method Two-stage estimation procedure for evaluating worst-case robustness over subpopulations.
result The method certifies model robustness and prevents unreliable deployments.

Estimates intrinsic dimension of data sets robustly to noise.

problem Estimating intrinsic dimension of noisy data sets.
method Quantum Cognition Machine Learning for data representation and spectral gap detection.
result Robust estimation of intrinsic dimension in the presence of Gaussian noise.

ROME improves density estimation for multi-modal, non-normal data.

problem Robust multi-modal density estimation in non-normal, highly correlated distributions.
method ROME uses clustering to segment multi-modal data into uni-modal clusters, then combines KDE estimates for each cluster.
result ROME outperforms state-of-the-art methods and is more robust to various distributions.

RATIO improves neural network robustness and explainability.

problem Neural networks' lack of robustness to adversarial changes and uncertainty on out-distribution samples.
method RATIO: Adversarial Training on In- and Out-distribution.
result RATIO leads to robust models with reliable confidence estimates on out-distribution samples.

Study examines robustness of NPI effectiveness models against COVID-19.

problem How do NPI effectiveness estimates vary with model assumptions and data?
method Investigated 2 NPI effectiveness models and 6 variants, evaluated robustness to unseen countries, parameters, and data.
result NPI effectiveness estimates are remarkably robust to different variables.

Deregulation of energy markets, penetration of renewables, advanced metering capabilities, and the urge for situational awareness, all call for system-wide power system state estimation (PSSE). Implementing a centralized estimator though is practically infeasible due to the complexity scale of an interconnection, the c…

2012-04-04abs ↗pdf ↗

We propose a new framework for designing estimators for off-policy evaluation in contextual bandits. Our approach is based on the asymptotically optimal doubly robust estimator, but we shrink the importance weights to minimize a bound on the mean squared error, which results in a better bias-variance tradeoff in finite…

2019-07-22abs ↗pdf ↗

Examines WENDy-IRLS algorithm's noise robustness and efficiency in various differential equations.

problem Noise robustness and efficiency of WENDy-IRLS algorithm.
method Studied coverage and bias properties of WENDy-IRLS algorithm's estimators in various differential equations and noise distributions.
result WENDy-IRLS algorithm shows notable noise robustness and computational efficiency.

New methods estimate policy value and gradients for deterministic policies from off-policy data.

problem Estimating policy value and gradients for deterministic policies from off-policy data.
method Proposed new doubly robust estimators based on kernelization approaches.
result Demonstrated a rate independent of horizon length for policy value and gradient estimation.

The unscented transformation (UT) is an efficient method to solve the state estimation problem for a non-linear dynamic system, utilizing a derivative-free higher-order approximation by approximating a Gaussian distribution rather than approximating a non-linear function. Applying the UT to a Kalman filter type estimat…

2016-08-26abs ↗pdf ↗

We study the problem of robust subspace recovery (RSR) in the presence of adversarial outliers. That is, we seek a subspace that contains a large portion of a dataset when some fraction of the data points are arbitrarily corrupted. We first examine a theoretical estimator that is intractable to calculate and use it to …

2019-04-05abs ↗pdf ↗

Traditional Kalman filter (KF) is derived under the well-known minimum mean square error (MMSE) criterion, which is optimal under Gaussian assumption. However, when the signals are non-Gaussian, especially when the system is disturbed by some heavy-tailed impulsive noises, the performance of KF will deteriorate serious…

2015-09-15abs ↗pdf ↗

SCOPE estimator improves covariance and precision matrix estimation.

problem Estimating covariance and precision matrices accurately.
method Distributionally robust optimization with convex spectral divergence.
result SCOPE estimator reduces spectral bias and improves condition number.

He et al. (2018) have called into question the utility of pre-training by showing that training from scratch can often yield similar performance to pre-training. We show that although pre-training may not improve performance on traditional classification metrics, it improves model robustness and uncertainty estimates. …

2019-01-28abs ↗pdf ↗

New method improves neural network robustness to adversarial attacks.

problem Improving adversarial robustness of neural networks.
method Inspired by adaptive control theory, the approach uses persistency of excitation to constrain gradient descent updates.
result Networks trained with the PoE-motivated learning rate schedule are significantly more robust to adversarial attacks.

Novel causal effect estimators and distributionally robust prediction methods.

problem Estimating causal effects and distributional robustness in statistical models.
method Developed novel estimators and proposed a general framework for distributional robustness.
result Mean squared error improvements in causal effect estimation compared to existing methods.

Study shows refugee matching gains are robust to different evaluation methods.

problem Stability of refugee matching gains under various evaluation methods.
method Used multiple off-policy evaluation methods including IPW and AIPW.
result Impact estimates remain consistent in magnitude and statistically significant.

Shifts dataset evaluates uncertainty in real-world tasks across modalities.

problem Lack of standard datasets for evaluating uncertainty estimation and robustness to distributional shift.
method Proposes Shifts Dataset for evaluation of uncertainty estimates and robustness to distributional shift across tabular, audio, text, and sensor data.
result Baseline results for tabular weather prediction, machine translation, and SDC vehicle motion prediction.

Improved model robustness against corruptions using online adaptation.

problem Machine vision models' vulnerability to image corruptions like blurring or compression artefacts.
method Using corrupted images' statistics for unsupervised online adaptation to improve robustness.
result ResNet-50 achieves 62.2% mCE on ImageNet-C with adaptation, improving from 76.7% without.

Density-Softmax improves uncertainty estimation and robustness without sampling, reducing model size and latency.

problem Sampling-based uncertainty estimation methods suffer from large model size and high latency.
method Combines a Lipschitz-constrained feature extractor with the softmax layer to create a sampling-free deterministic framework.
result Density-Softmax reduces over-confidence under distribution shifts and achieves competitive results in uncertainty and robustness.

Paper introduces GDR-learners for estimating potential outcomes from observational data.

problem Lack of theoretical property of general Neyman-orthogonality in deep generative models.
method Develops flexible GDR-learners based on various deep generative models.
result GDR-learners possess quasi-oracle efficiency and rate double robustness, asymptotically optimal.

Paper evaluates and proposes a new method for robust curvature estimation from noisy point cloud data.

problem Challenges in discovering a robust manifold structure in point cloud data.
method Proposes a new robust curvature estimation method based on Weingarten map.
result Demonstrates superior performance of the new method in noisy data conditions.

State-space models are used in a wide range of time series analysis formulations. Kalman filtering and smoothing are work-horse algorithms in these settings. While classic algorithms assume Gaussian errors to simplify estimation, recent advances use a broader range of optimization formulations to allow outlier-robust e…

2018-03-07abs ↗pdf ↗

Robust estimation is much more challenging in high dimensions than it is in one dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in theoretical computer science has shown that, in appropriate distributional models, it…

2017-03-02abs ↗pdf ↗

C-kNN-LSH identifies similar patient histories for causal inference in longitudinal data.

problem Estimating causal effects from longitudinal trajectories with high-dimensional confounding.
method C-kNN-LSH uses locality-sensitive hashing to find clinical twins and estimate treatment effects.
result C-kNN-LSH outperforms existing methods in capturing recovery heterogeneity and estimating policy values.