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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.

169,341 papers · 148 categories

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133265398530 · Jun 202019922001200920182026
48 results for sample recycling

A new method prioritizes and recycles experiences for better reinforcement learning.

problem Improving reinforcement learning efficiency by prioritizing and recycling experiences.
method Double-prioritized state-recycled (DPSR) experience replay.
result DPSR achieved state-of-the-art results in Atari games, outperforming original and prioritized methods.

A new method for efficient nested Monte Carlo simulations in financial modeling.

problem Computational challenges in nested stochastic modeling for financial risk assessment.
method Sample recycling approach to speed up inner loop estimations.
result Significantly more efficient than traditional techniques.

Paper predicts recycling bin full events to reduce RVM downtime.

problem Predicting bin full events to increase RVM uptime.
method Hybrid approach combining machine learning and statistical approximation.
result Forecasting leads to less downtime and costs compared to emptying strategies.

The paper analyzes debt recycling strategies for mortgage repayment, revealing complex phases of success and failure.

problem Evaluating the effectiveness of debt recycling strategies compared to standard mortgage repayment.
method Developed a dynamical model to study the time evolution of equity and mortgage balance under various conditions.
result The model identifies four phases: strongly successful, weakly successful, default, and permanent re-mortgaging, with sensitivity to initial conditions.

Model analyzes debt recycling strategies under various fiscal regimes and jurisdictions.

problem Understanding debt recycling dynamics and their impact on repayment times and equity growth.
method Developed a calibrated model incorporating mortgage interest rates, borrowing costs, and tax shields.
result Introducing positive interest rates without tax shields contracts success regions and lengthens repayment times, but tax shields partially reverse these effects.

Paper proposes recycling model updates in federated learning by exploiting low-rank gradient subspaces.

problem Large parameter transmissions in federated learning.
method Look-back Gradient Multiplier (LBGM) algorithm exploiting low-rank property of gradient subspaces.
result LBGM reduces communication overhead with minimal performance loss.

Faster matrix completion through randomized SVD algorithms.

problem Efficiently completing large sparse matrices for applications like image inpainting and recommender systems.
method Proposed two fast randomized algorithms (rSVD-PI and rSVD-BKI) and a new subspace recycling technique to accelerate singular value thresholding (SVT) method.
result The proposed algorithms achieve up to 15X faster computation time for image inpainting and movie rating estimation problems.

Normalizing flow regression approximates posterior distributions without additional sampling.

problem Bayesian inference with computationally expensive likelihood evaluations.
method Normalizing flow regression (NFR) for offline inference.
result NFR yields a tractable posterior approximation through regression on existing log-density evaluations.

Free adversarial training improves robustness without generating adversarial examples.

problem Training robust models against adversarial attacks is costly and impractical for large-scale datasets.
method Recycles gradient information from parameter updates to generate adversarial examples.
result Free adversarial training achieves comparable robustness to PGD training at negligible cost.

This work improves testing of machine learning model modifications using novel statistical methods.

problem Overfitting and conservative Bonferroni correction when testing multiple model modifications.
method Introduces alpha-recycling and SRGPs to control error rate and approve more beneficial modifications.
result Novel statistical methods approve a higher number of beneficial modifications than previous approaches.

A new ML-based framework improves variational inference efficiency.

problem Efficient and accurate gradient estimation in variational inference.
method Multilevel Monte Carlo (MLMC) with reparameterized gradient estimators and adaptive learning rate.
result Our method achieves faster convergence and reduces gradient variance.

Persistent sampling improves SMC efficiency by retaining and reusing particles.

problem High computational costs and particle impoverishment in SMC.
method Persistent sampling (PS) retains and reuses particles from all prior iterations, using multiple importance sampling and resampling from a mixture of historical distributions.
result PS achieves more accurate posterior approximations and lower variance in marginal likelihood estimates without additional likelihood evaluations.

Improved nested simulation for financial risk measurement.

problem Efficiently estimating nested risk measures in financial engineering.
method Reusing inner simulation outputs to improve efficiency and accuracy.
result The proposed approach outperforms standard nested simulation and regression methods.

The paper proposes AIS for Bayesian inversion of multioutput signals with covariance estimation.

problem Performing uncertainty analysis of covariance matrices in Bayesian inversion problems for multioutput signals.
method Adaptive Importance Sampling (AIS) scheme, split variables, frequentist approach for noise covariance, prior density over covariance matrix.
result Estimation of model parameters and covariance matrix of noise.

NAPP-ERM improves ERM with differential privacy guarantees by iteratively achieving target regularization and delivering strong convexity.

problem Over-regularization in privacy-preserving ERM approaches.
method Noise-Augmented Privacy-Preserving Empirical Risk Minimization (NAPP-ERM) with a dual-purpose l2 regularizer and privacy budget retrieval strategy.
result Mitigates over-regularization and achieves strong convexity through a single regularizer.

Every production-recycling iteration accumulates an inevitable proportion of its matter-energy in the environment, lest the production process itself would be a system in perpetual motion, violating the second law of Thermodynamics. Such high-entropy matter depletes finite stocks of ecosystem services provided by the e…

2013-09-09abs ↗pdf ↗

Paper analyzes CRL generalization under non-i.i.d. settings, providing bounds for practical data reuse.

problem Limited theoretical understanding of CRL generalization under non-i.i.d. data conditions.
method Inspired by U-statistics, derives generalization bounds for CRL under non-i.i.d. settings.
result Required number of samples scales logarithmically with class covering number.

Improved Monte-Carlo models by constraining mutual information between latent and observable variables.

problem Training density models leads to latent variables being useless.
method Weave tighter Monte-Carlo bounds with mutual information constraints.
result Improved training of models with continuous and discrete latent variables.

The paper improves SBI for BHMs by diagnosing misspecification and inferring parameters.

problem Model misspecification in Bayesian hierarchical models.
method Two-step framework: latent function diagnosis followed by SBI of target parameters.
result Improved simulation-based inference for complex models without explicit model checking.

New methods accelerate NCGP inference by trading computation for uncertainty.

problem Prohibitively expensive exact inference in NCGPs for large datasets.
method Iterative methods explicitly modeling approximation error, leveraging parallel computing.
result Significant acceleration of posterior inference compared to baselines.

This paper improves neural network predictions with early stopping using conformal calibration.

problem Lack of precise statistical guarantees for neural networks trained with early stopping.
method Conformalized early stopping that combines early stopping with conformal calibration.
result Models provide both accuracy and precise inferences without additional data splits.

Self-regularizing RBMs learn optimal hidden units efficiently.

problem Learning optimal number of hidden units in RBMs.
method Grand-canonical extension of RBMs with varying hidden units, using chemical potential to control size.
result Efficiently deduces optimal number of hidden units with small generalization error.

New method speeds up machine learning computations using structured matrices.

problem Improving efficiency of machine learning computations, especially for nonlinear embeddings.
method Applying structured matrices to speed up randomized computations of kernels and multivariate functions.
result Significant reduction in space complexity and improvement in quality of embeddings.

The study examines dataset usage patterns in machine learning research.

problem Lack of attention to dataset dynamics in machine learning research.
method Analysis of dataset usage patterns across machine learning subcommunities and time periods (2015-2020).
result Increasing concentration on fewer and fewer datasets, significant adoption from other tasks, and concentration across the field on datasets introduced by elite institutions.

Proposes a method to reduce parallel complexity of MLMC in SGD.

problem Poor scalability of MLMC in SGD on parallel platforms.
method Proposes a delayed MLMC gradient estimator to reduce parallel complexity.
result Proves reduction in average parallel complexity per iteration at the cost of slightly worse convergence rate.

BPN defends against adversarial attacks by generating beneficial perturbations.

problem Adversarial attacks cause deep neural networks to misclassify clean inputs.
method BPN generates beneficial perturbations during training to neutralize future adversarial attacks.
result BPN is robust to adversarial examples and more efficient than classical adversarial training.

DeFi exploits lead to reduced CP spreads, contrary to contagion hypothesis.

problem Vulnerabilities in DeFi destabilize traditional short-term funding markets.
method Analysis of commercial paper spreads and regulatory segmentation.
result DeFi exploits lead to a 'Flight-to-Quality' pattern, narrowing rather than widening CP spreads.

MOBONS optimizes complex systems with multi-objective Bayesian optimization.

problem Balancing multiple objectives in networked systems with varying model types.
method Leverages network representations and Bayesian optimization for grey-box systems.
result Efficiently optimizes general function networks with cyclic dependencies.

New samplers improve compositional generation with diffusion models.

problem Improving compositional generation with diffusion models.
method Score-based interpretation, energy-based parameterization, Metropolis-corrected samplers.
result New samplers enable successful compositional generation across various tasks.