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.
ConvGNP improves sensor placement for climate monitoring.
New approach uses secants to improve sensor placement and feature selection for nonlinear systems.
New method optimizes sensor placement for stochastic systems efficiently.
Deep RL optimizes sensor placement in digital twins for dynamic data acquisition.
Study optimizes sensor placement for accurate parameter estimation in complex systems.
This paper designs sensor arrays for estimating unsteady flows efficiently.
Optimal sensor placement minimizes information loss from simulations.
Optimizes seismic monitoring networks using Bayesian OED.
Study uses GPLFM to create Digital Twin for ferry quay health monitoring.
In a number of situations, collecting a function value for every data point may be prohibitively expensive, and random sampling ignores any structure in the underlying data. We introduce a scalable optimization algorithm with no correction steps (in contrast to Frank-Wolfe and its variants), a variant of gradient ascen…
Synthesizes sensor likelihoods to enforce accuracy constraints in uncertain systems.
Self-attention model improves HAR from wearable sensors.
We consider the problem of adaptively placing sensors along an interval to detect stochastically-generated events. We present a new formulation of the problem as a continuum-armed bandit problem with feedback in the form of partial observations of realisations of an inhomogeneous Poisson process. We design a solution m…
GO-OED maximizes predictive information gain on nonlinear QoIs.
We consider the exploration problem: an agent equipped with a depth sensor must map out a previously unknown environment using as few sensor measurements as possible. We propose an approach based on supervised learning of a greedy algorithm. We provide a bound on the optimality of the greedy algorithm using submodulari…
Catastrophic forgetting continues to severely restrict the learnability of controllers suitable for multiple task environments. Efforts to combat catastrophic forgetting reported in the literature to date have focused on how control systems can be updated more rapidly, hastening their adjustment from good initial setti…
Bayesian Algorithm Execution uses mutual information to infer properties of black-box functions efficiently.
The control and sensing of large-scale systems results in combinatorial problems not only for sensor and actuator placement but also for scheduling or observability/controllability. Such combinatorial constraints in system design and implementation can be captured using a structure known as matroids. In particular, the…
We present Placeto, a reinforcement learning (RL) approach to efficiently find device placements for distributed neural network training. Unlike prior approaches that only find a device placement for a specific computation graph, Placeto can learn generalizable device placement policies that can be applied to any graph…
PLoP optimizes LoRA placement for efficient large model finetuning.
A new method reduces both input and output dimensions for better goal-oriented analysis.
In most agent-based simulators, pedestrians navigate from origins to destinations. Consequently, destinations are essential input parameters to the simulation. While many other relevant parameters as positions, speeds and densities can be obtained from sensors, like cameras, destinations cannot be observed directly. Ou…
We study the optimal placement problem of a stock trader who wishes to clear his/her inventory by a predetermined time horizon t, by using a limit order or a market order. For a diffusive market, we characterize the optimal limit order placement policy and analyze its behavior under different market conditions. In part…
Bayesian optimization techniques have been successfully applied to robotics, planning, sensor placement, recommendation, advertising, intelligent user interfaces and automatic algorithm configuration. Despite these successes, the approach is restricted to problems of moderate dimension, and several workshops on Bayesia…
The facility location problem is widely used for summarizing large datasets and has additional applications in sensor placement, image retrieval, and clustering. One difficulty of this problem is that submodular optimization algorithms require the calculation of pairwise benefits for all items in the dataset. This is i…
A large number of engineering, science and computational problems have yet to be solved in a computationally efficient way. One of the emerging challenges is how evolving technologies grow towards autonomy and intelligent decision making. This leads to collection of large amounts of data from various sensing and measur…
Inertial information processing plays a pivotal role in ego-motion awareness for mobile agents, as inertial measurements are entirely egocentric and not environment dependent. However, they are affected greatly by changes in sensor placement/orientation or motion dynamics, and it is infeasible to collect labelled data …
A new model approximates complex functions in parameter space.
BALLAST optimizes Lagrangian observer placement for ocean vector fields.
Optimal wind farm placement using quantile constraints for better power output.
To execute a trade, participants in electronic equity markets may choose to submit limit orders or market orders across various exchanges where a stock is traded. This decision is influenced by the characteristics of the order flow and queue sizes in each limit order book, as well as the structure of transaction fees a…
While the objective in traditional multi-armed bandit problems is to find the arm with the highest mean, in many settings, finding an arm that best captures information about other arms is of interest. This objective, however, requires learning the underlying correlation structure and not just the means of the arms. Se…
Paper proposes a COP model for Algo trading using LQR.
Using ultra-high-frequency data extracted from the order flows of 23 stocks traded on the Shenzhen Stock Exchange, we study the empirical regularities of order placement in the opening call auction, cool period and continuous auction. The distributions of relative logarithmic prices against reference prices in the thre…
DeepONet accelerates nuclear DT inference with high accuracy and efficiency.
Runtime and scalability of large neural networks can be significantly affected by the placement of operations in their dataflow graphs on suitable devices. With increasingly complex neural network architectures and heterogeneous device characteristics, finding a reasonable placement is extremely challenging even for do…
A novel method for feature selection using a reparameterized logitNormal distribution.
We observe the effects of the three different events that cause spread changes in the order book, namely trades, deletions and placement of limit orders. By looking at the frequencies of the relative amounts of price changing events, we discover that deletions of orders open the bid-ask spread of a stock more often tha…
Marine buoys aid in the battle against Illegal, Unreported and Unregulated (IUU) fishing by detecting fishing vessels in their vicinity. Marine buoys, however, may be disrupted by natural causes and buoy vandalism. In this paper, we formulate marine buoy placement as a clustering problem, and propose dropout k-means an…
We identify and analyze statistical regularities and irregularities in the recent order flow of different NASDAQ stocks, focusing on the positions where orders are placed in the orderbook. This includes limit orders being placed outside of the spread, inside the spread and (effective) market orders. We find that limit …
Deployment of unmanned aerial vehicles (UAVs) as aerial base stations can deliver a fast and flexible solution for serving varying traffic demand. In order to adequately benefit of UAVs deployment, their efficient placement is of utmost importance, and requires to intelligently adapt to the environment changes. In this…
Study designs neural networks for fault localization, state estimation, and optimal PMU placement in power systems.
With the growing demand for data connectivity, network service providers are faced with the task of reducing their capital and operational expenses while simultaneously improving network performance and addressing the increased connectivity demand. Although Network Function Virtualization (NFV) has been identified as a…
Optimal stock trading strategy with market orders and limit orders in a risky market.
This work builds a sensor graph from DC sensors for anomaly detection.
In this work we introduce two novel deterministic annealing based clustering algorithms to address the problem of Edge Controller Placement (ECP) in wireless edge networks. These networks lie at the core of the fifth generation (5G) wireless systems and beyond. These algorithms, ECP-LL and ECP-LB, address the dominant …
We study the relaxation dynamics of the bid-ask spread and of the midprice after a sudden, large variation of the spread, corresponding to a temporary crisis of liquidity in a double auction financial market. We find that the spread decays very slowly to its normal value as a consequence of the strategic limit order pl…
Proposes a neural network for handling multi-sensor time series with varying input dimensions.