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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.

168,742 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199319922001200920172026
48 results for sampled-data systems

Time-aware neural models improve system identification from unevenly sampled data.

problem Improving system identification from continuous variables with unevenly sampled time data.
method Introduced a time-aware and stationary extension of recurrent neural networks.
result Demonstrated improved performance on industrial input/output processes.

This paper tackles robust control of noisy systems with uncertain distributions.

problem Optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity.
method Develops a convex relaxation to handle the ``concave-max'' geometry and derives a probabilistic performance guarantee.
result Derives an explicit, non-asymptotic bound on the duality gap and proves robust viability conditions.

A new classifier improves one-class predictions on unevenly sampled data.

problem Non-uniformly sampled data affects one-class classifier performance.
method Dynamic decision boundary based on minimum spanning tree.
result Proves effectiveness and robustness compared to state-of-the-art classifiers.

New method compresses large sample data for faster discriminant analysis.

problem Large sample sizes in discriminant analysis increase computational burden.
method Proposes a new compression approach for reducing training samples.
result Significant computational gains and superior predictive ability compared to random sub-sampling.

q-VAE extracts disentangled latent spaces for robot control and dynamic systems.

problem Disentangled representation learning for latent spaces in robotics.
method Proposes q-VAE based on Tsallis statistics, improving disentanglement and latent dynamics.
result Improves disentangled representation while maintaining data reconstruction accuracy.

Proposes a real-time DDoS detection framework using machine learning.

problem Challenges of anomaly detection in real-time, non-sampled data networks.
method Intelligent framework using machine learning techniques, feature selection.
result Improves detection accuracy and efficiency in real-time environments.

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 ↗

Flow Matching models help generative models stay within the subspace of real data.

problem How do generative models stay within the subspace of real data?
method Flow Matching models using a learned velocity field to transform a simple prior into a complex target distribution.
result Generated samples memorize real data points and represent the sample data subspace exactly.

Two simulation-based methods improve optimal sampling design in systems biology.

problem Optimal selection of sampling points for accurate parameter estimation in dynamical systems.
method E-optimal-ranking (EOR) and LSTM neural network-based methods.
result Simulation studies show the proposed methods outperform random selection and classical E-optimal design.

We compare and contrast two approaches to validating a trained classifier while using all in-sample data for training. One is simultaneous validation over an organized set of hypotheses (SVOOSH), the well-known method that began with VC theory. The other is withhold and gap (WAG). WAG withholds a validation set, trains…

2015-10-09abs ↗pdf ↗

We propose a deep learning approach for discovering kernels tailored to identifying clusters over sample data. Our neural network produces sample embeddings that are motivated by--and are at least as expressive as--spectral clustering. Our training objective, based on the Hilbert Schmidt Information Criterion, can be o…

2019-08-09abs ↗pdf ↗

Generative adversarial networks reconstruct MRI images without full data.

problem Lack of fully-sampled ground truth data for supervised MRI reconstruction.
method Generative adversarial networks for unsupervised MRI reconstruction.
result Reconstructed images show more anatomical structure than conventional methods.

Actively sampled data can have very different characteristics than passively sampled data. Therefore, it's promising to investigate using different inference procedures during AL than are used during passive learning (PL). This general idea is explored in detail for the focused case of AL with cost-weighted SVMs for im…

2014-09-17abs ↗pdf ↗

SympNets identify Hamiltonian systems from data using linear, activation, and gradient modules.

problem Identifying Hamiltonian systems from data.
method Composition of linear, activation, and gradient modules; universal approximation theorems.
result SympNets can approximate arbitrary symplectic maps and generalize well to various Hamiltonian systems.

This paper tackles Bayesian system identification with probabilistic numerical methods.

problem Accurately modeling nonlinear dynamic systems from noisy data.
method Probabilistic Sequential Monte Carlo (SMC) combined with probabilistic numerical integration.
result Efficient identification of latent states and system parameters from noisy measurements.

Paper presents a new way to analyze machine learning generalization without probabilistic assumptions.

problem Traditional generalization analysis assumes i.i.d. data, which is often unverifiable.
method Uses sensitivity analysis of optimization problems to derive deterministic generalization bounds.
result Obtains generalization bounds that relate in-sample and out-of-sample evaluations through an error term quantifying data similarity.

This work learns models for population dynamics using variational methods and higher-order quadrature.

problem Modeling population dynamics of physical systems with stochastic and mean-field effects.
method Variational problem to infer gradient fields, combining Monte Carlo sampling with higher-order quadrature rules.
result Accurate prediction of population dynamics over a wide range of parameters.

Method recovers causal diffusion mechanisms from steady-state data without parametric assumptions.

problem Recovering causal diffusion mechanisms from steady-state gene expression data.
method Non-parametric kernel estimator for drift function, cross-validation for hyperparameter tuning.
result Full causal mechanism can be non-parametrically identified under weak non-explosion criterion.

Neural GDEs improve graph prediction by blending discrete structures and differential equations.

problem Dynamic graph prediction challenges in irregularly sampled data.
method Continuous-depth graph neural networks (GNNs) with Neural GDEs.
result Neural GDEs enhance performance across various applications.

New active learning method uses combinatorial coverage to improve data transfer and reduce bias.

problem Inability to transfer sampled data to new models and sampling bias issues.
method Data-centric active learning methods utilizing combinatorial coverage.
result Sampling data with coverage leads to better data transfer and competitive sampling bias.

The paper identifies potential adversarial samples near decision boundaries of neural networks.

problem Vulnerability of deep neural networks to small perturbations of inputs.
method Developed a method to explore near decision boundaries of trained classifiers to identify potential adversarial samples.
result Potential adversarial samples represent only 61% of the test data but cover more than 82% of adversarial samples produced by iFGSM and 92% of those by DeepFool on CIFAR10.

The paper examines how sampling data affects the performance of submodular maximization.

problem Performance loss due to probability sampling in submodular maximization.
method Examines a simple probability sampling method where each data point is selected with probability at least r.
result The sampling gap is both upper and lower bounded by 1/r for policywise submodular utility functions.

Dimensionality reduction methods, also known as projections, are frequently used for exploring multidimensional data in machine learning, data science, and information visualization. Among these, t-SNE and its variants have become very popular for their ability to visually separate distinct data clusters. However, such…

2019-02-21abs ↗pdf ↗

GINNs combine deep learning with PGMs for physics-based multiscale systems.

problem Intrinsic computational bottlenecks and lack of sufficient data for QoI estimation.
method Hybrid approach combining deep learning with probabilistic graphical models, informed by structured priors for CVs.
result GINNs produce tight confidence intervals for non-Gaussian QoIs.

Modeling complex systems with multi-resolution data and causal dependencies.

problem Accurate prediction of complex systems with varying causal dependencies and multi-resolution data.
method Score-based Variational Graphical Diffusion Model (Temporal-SVGDM) that constructs individual SDEs for each variable at its native resolution and couples them through a causal score mechanism.
result Improved prediction accuracy and causal understanding compared to existing methods, especially in temporal scenarios.

Proposes a method to detect anomalies in multi-subgroup normal data.

problem Anomaly detection with limited labeled anomalies and multi-subgroup normal data.
method Learn multi-normal prototypes with deep embedding clustering and contrastive learning. Estimate the likelihood of unlabeled samples being normal during training.
result Superior performance compared to state-of-the-art methods on various datasets.

Networks are a natural representation of complex systems across the sciences, and higher-order dependencies are central to the understanding and modeling of these systems. However, in many practical applications such as online social networks, networks are massive, dynamic, and naturally streaming, where pairwise inter…

2019-08-02abs ↗pdf ↗

The paper analyzes the generalization performance of spectral clustering algorithms and proposes new methods to improve their effectiveness.

problem Theoretical analysis of spectral clustering's generalization performance.
method Theoretical analysis and development of new spectral clustering algorithms.
result The excess risk bounds of spectral clustering algorithms have a O(1/n)\mathcal{O}(1/\sqrt{n}) convergence rate.

This study compares three portfolio design approaches for stock selection.

problem Designing a profitable portfolio with precise stock returns and risks.
method Three portfolio design approaches: mean-variance portfolio, hierarchical risk parity, and autoencoder-based portfolio.
result Autoencoder portfolios outperform MVP on annual returns, but MVP is best on risk-adjusted returns.

Paper proposes S2S^2ConvSCN for robust subspace clustering and classification.

problem Insufficient handling of nonlinear manifolds, data corruptions, and out-of-sample data.
method Self-supervised convolutional subspace clustering network (S2S^2ConvSCN) with FC layer, CIM for robustness, and BD regularization.
result Robust S2S^2ConvSCN outperforms baseline on unseen data.

Proposes new attribution methods for trees with regularization.

problem Feature attribution for trees trained with regularization.
method Prediction Decomposition Attribution (PreDecomp) and TreeInner.
result TreeInner shows state-of-the-art feature selection performance.

We propose a modification that corrects for split-improvement variable importance measures in Random Forests and other tree-based methods. These methods have been shown to be biased towards increasing the importance of features with more potential splits. We show that by appropriately incorporating split-improvement as…

2019-03-12abs ↗pdf ↗

Optimizes experimental designs for intractable models using mutual information bounds.

problem Finding optimal experimental designs for models with intractable data-generating distributions.
method Maximizes mutual information lower bounds parametrized by neural networks, updating network parameters and designs simultaneously.
result Framework enables experimental design for various tasks including parameter estimation and model discrimination.

We address the problem of prescribing an optimal decision in a framework where the cost function depends on uncertain problem parameters that need to be learned from data. Earlier work proposed prescriptive formulations based on supervised machine learning methods. These prescriptive methods can factor in contextual in…

2017-11-27abs ↗pdf ↗

A comprehensive methodology is provided for smoothing noisy, irregularly sampled data with non-Gaussian noise using smoothing splines. We demonstrate how the spline order and tension parameter can be chosen a priori from physical reasoning. We also show how to allow for non-Gaussian noise and outliers which are typical…

2019-04-26abs ↗pdf ↗

Microbes are everywhere, including in and on our bodies, and have been shown to play key roles in a variety of prevalent human diseases. Consequently, there has been intense interest in the design of bacteriotherapies or "bugs as drugs," which are communities of bacteria administered to patients for specific therapeuti…

2018-05-11abs ↗pdf ↗

For manifold learning, it is assumed that high-dimensional sample/data points are embedded on a low-dimensional manifold. Usually, distances among samples are computed to capture an underlying data structure. Here we propose a metric according to angular changes along a geodesic line, thereby reflecting the underlying …

2018-02-15abs ↗pdf ↗

Jeffreys Flow improves robustness of Boltzmann generators for rare event sampling.

problem Rare events and metastable trapping in sampling physical systems with rough energy landscapes.
method Introduces Jeffreys Flow, a robust generative framework using Parallel Tempering distillation and symmetric Jeffreys divergence to mitigate mode collapse and improve mode coverage.
result Minimizing Jeffreys divergence suppresses mode collapse and corrects inaccuracies in multi-modal distributions.

Method locates equilibria on unknown Riemannian manifolds using iterative sampling and parallel transport.

problem Locating equilibria on unknown Riemannian manifolds defined by point-clouds.
method Iterative sampling, parallel transport, and generalized isoclines.
result Algorithm reliably locates equilibria of dynamical systems on unknown manifolds.

We propose a new sparsity-smoothness penalty for high-dimensional generalized additive models. The combination of sparsity and smoothness is crucial for mathematical theory as well as performance for finite-sample data. We present a computationally efficient algorithm, with provable numerical convergence properties, fo…

2008-06-25abs ↗pdf ↗

A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample from the original full sample and uses it as a surrogate for subsequent computati…

2015-09-17abs ↗pdf ↗

Randomized algorithm solves vector-valued regression problems with low-rank operators.

problem Vector-valued regression problems involving infinite-dimensional spaces.
method Randomized Reduced Rank Regression (R4) using Gaussian sketching for optimization.
result R4 estimators are efficient and accurate, with empirical risk close to optimal.