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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.

169,051 papers · 148 categories

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22446688 · Jun 202019922001200920182026
48 results for sequential surrogate-based

Develops an SSBO algorithm for global optimization of expensive models.

problem Global optimization of expensive black-box models.
method Asynchronous hybrid-criterion with interval reduction.
result Improves global search ability and local search efficiency.

A new sampling strategy improves reliability and robustness optimization for complex designs.

problem High sample requirements for optimizing reliability and robustness in complex designs.
method Local Latin Hypercube Refinement (LoLHR) for multi-objective design uncertainty optimization.
result LoLHR achieves better results compared to other surrogate-based strategies.

Improved ABC method using Gaussian processes for more efficient simulations and uncertainty quantification.

problem Efficiently simulate and quantify uncertainty in ABC methods.
method Batch-sequential Bayesian experimental design, numerical method for uncertainty quantification, improved GP modeling assumptions.
result Improved framework for ABC methods that quantifies uncertainty and parallelizes simulations.

Meta-model framework improves efficiency in parameter estimation of dynamical systems.

problem Efficiently estimating parameters of complex dynamical systems with computationally expensive objective functions.
method Dynamic adaptation of surrogate model and substitution strategy using a meta-model framework.
result Significant improvement in optimization efficiency, reducing evaluations by up to 77%.

MVRSM optimizes expensive functions with mixed variables, outperforming state-of-the-art methods.

problem Minimizing expensive functions with mixed continuous and integer variables.
method Mixed-Variable ReLU-based Surrogate Modelling (MVRSM) using rectified linear units.
result MVRSM outperforms state-of-the-art methods on synthetic and real-life benchmarks.

UA-SABI uses surrogates to speed up Bayesian inference for expensive models.

problem Inference for computationally expensive models is slow and uncertain.
method Combines surrogate modeling with Amortized Bayesian Inference (ABI) to propagate uncertainties.
result Reliable, fast, and repeated Bayesian inference for expensive models is achieved.

YAHPO Gym introduces a new benchmark for evaluating hyperparameter optimization methods.

problem Evaluating and comparing hyperparameter optimization methods on well-curated benchmark suites.
method Surrogate-based benchmark collection of 14 scenarios, each with multi-fidelity and multi-objective hyperparameter optimization problems.
result Surrogate-based benchmarks produce more faithful results than tabular benchmarks.

The paper proposes a scalable framework for uncertainty quantification and propagation in surrogate-based Bayesian inference.

problem Uncertainty in surrogate models and its impact on inference and decision-making.
method Bayesian inference methods for surrogate models with measurement data.
result Scalable framework for uncertainty quantification and propagation in surrogate models.

Multi-expert L2D underfits more severely, requiring new methods.

problem Underfitting in multi-expert L2D settings.
method PiCCE (Pick the Confident and Correct Expert), a surrogate-based method.
result PiCCE effectively reduces multi-expert L2D to a single-expert-like problem, resolving underfitting.

REMAL: Residual Equilibrium Manifold Active Learning for Surrogate-Based Multidisciplinary Design Analysis

problem Multidisciplinary design analysis of coupled engineering systems requires solving equilibrium states where all disciplinary coupling variables are consistent.
method Residual manifold surrogate modeling framework for coupled systems.
result REMAL learns a surrogate model of the joint residual manifold via multitask Gaussian process models.

New method for fast exact EHVI calculation in multi-objective optimization.

problem Efficient computation of EHVI for multi-objective optimization problems.
method Combining decomposition algorithms, proposes new exact EHVI calculation methods.
result Proposed algorithms are significantly faster than existing methods.

Bayesian Optimization tackles hidden constraints in architecture optimization.

problem Optimizing system architectures with hidden constraints using expensive physics-based simulations.
method Surrogate-based optimization with Gaussian Process models, including strategies for handling failed evaluations.
result Best performance achieved with a mixed-discrete GP predicting Probability of Viability (PoV) and minimum PoV threshold selection.

This study explains and mitigates inflated returns and turnover in SPO-based portfolio optimization.

problem Inflated returns and excessive turnover in SPO-based portfolio optimization.
method KKT-based interpretation of portfolio decisions as ranking over adjusted scores, empirical evaluation of stabilization mechanisms.
result Realistic output constraints and portfolio-level turnover control improve SPO-based strategies.

Human stablecoin transactions predict political risk in cryptocurrency markets.

problem Predicting political risk in cryptocurrency markets.
method Structural break analysis and surrogate-based robustness tests.
result Human-driven stablecoin transactions shift significantly before major political events.

New active learning framework for multiclass classification beyond realizability assumption.

problem Active learning in non-realizable settings with convex model classes.
method Surrogate risk minimization, epoch-based fitting, aggregation of models.
result Achieves label and sample complexity comparable to prior work in non-realizable settings.

mlr3mbo is a modular R toolbox for Bayesian optimization.

problem Efficiently solving optimization problems with multiple objectives and constraints.
method Bayesian optimization with support for multi-objective, multi-point proposals, parallelization, and custom algorithms.
result mlr3mbo performs competitively with state-of-the-art optimizers and robustly handles various optimization regimes.

Study uses topological signatures to quantify financial market complexity.

problem Capturing temporal organization beyond volatility measures.
method Null validated topological approach using L1L^1 norm of persistence landscapes.
result Persistence landscape norms reveal dynamical structure during market stress.

Differentiable pipeline replaces non-differentiable CAE components for shape optimization.

problem Gradient-based optimization is limited by non-differentiable components in CAE workflows.
method Surrogate models replace non-differentiable pipeline components, enabling gradient-based optimization.
result Gradient-based shape optimization possible without differentiable solvers.

Local surrogate models, to approximate the local decision boundary of a black-box classifier, constitute one approach to generate explanations for the rationale behind an individual prediction made by the back-box. This paper highlights the importance of defining the right locality, the neighborhood on which a local su…

2018-06-19abs ↗pdf ↗

New method improves signal estimation by convexifying 0\ell_0-norm constraints.

problem Signal estimation with sparsity and smoothness priors.
method Iterative convex conic quadratic relaxations exploiting 0\ell_0-norm and smoothness terms.
result Significantly better estimators than 1\ell_1-norm approaches and interpretable parameters.

In this note, we introduce a new type of warped products called as sequential warped products to cover a wider variety of exact solutions to Einstein's equation. First, we study the geometry of sequential warped products and obtain covariant derivatives, curvature tensor, Ricci curvature and scalar curvature formulas. …

2015-06-19abs ↗pdf ↗

OptIMIS method improves SRAM yield estimation efficiency and accuracy.

problem Efficient estimation of SRAM failure probability with shrinking technology nodes.
method Generalized norm minimization method, optimal manifold concept, onion sampling, neural coupling flow.
result OptIMIS method delivers up to 3.5x efficiency and 3x accuracy over state-of-the-art methods.

Paper proposes AdaBoost-assisted ELM for efficient online sequential classification.

problem Efficient online sequential classification with improved accuracy and stability.
method Utilizes AdaBoost for cost-sensitive learning and forgetting mechanism for stability.
result Achieves 94.41% accuracy on MNIST dataset with reduced standard deviation.

Study finds conditions for certain warped product manifolds to be quasi-Einstein.

problem Conditions for quasi-Einstein sequential warped product manifolds.
method Investigated necessary and sufficient conditions for specific types of manifolds.
result Identified conditions for sequential warped product manifolds to be quasi-Einstein.

This paper reviews methods for interpreting deep learning models with sequential data.

problem Limited interpretability of deep learning models in sequential data domains.
method Reviews and compares techniques for sequential interpretability.
result Current techniques have limitations and future research is needed.

An adversarial detector identifies anomalous sequences in sequential data.

problem Detecting anomalous sequences in one-class settings with limited data.
method Solves a minimax problem to find an optimal detector against the worst-case sequences from a generator, using marked point process model.
result Demonstrated good performance on simulations and real credit card fraud datasets.

We present a novel framework for kernel learning with sequential data of any kind, such as time series, sequences of graphs, or strings. Our approach is based on signature features which can be seen as an ordered variant of sample (cross-)moments; it allows to obtain a "sequentialized" version of any static kernel. The…

2016-01-29abs ↗pdf ↗

Reduces change detection to estimation using confidence sequences.

problem Detecting changes in data streams with minimal delay and false alarms.
method Reduction from sequential change detection to sequential estimation using confidence sequences.
result Change detection scheme with minimal structural assumptions and strong guarantees.

A universal framework for constructing confidence sets using sequential likelihood mixing.

problem Constructing reliable confidence sets for realizable likelihood functions.
method Sequential likelihood mixing, integrating Bayesian inference and regret inequalities.
result Establishes fundamental connections and provable coverage guarantees for various inference techniques.

Unified framework for modeling hierarchical spaces in design problems.

problem Challenges in modeling hierarchical, conditional, heterogeneous, or tree-structured domains.
method Unified framework combining feature modeling and graph theory, introducing meta and partially-decreed variables.
result Demonstrated effectiveness on complex system design problems, including neural networks and green-aircraft.

New private algorithm for sequential hypothesis testing with privacy and error rate guarantees.

problem Privacy protection in sequential hypothesis testing for sensitive data.
method Renyi differential privacy, Wald's Sequential Probability Ratio Test (SPRT).
result Private algorithm with strong privacy guarantees and theoretical performance analysis.

Paper tackles uncertainty prediction for deep sequential regression.

problem Challenges in generating accurate uncertainty estimates for deep recurrent networks.
method Flexible method that generates symmetric and asymmetric uncertainty estimates without stationarity assumptions.
result Outperforms competitive baselines on both drift and non-drift scenarios.