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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.

168,657 papers · 148 categories

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3186369541,272 · Jun 202019922001200920172026
48 results for simulation methods

New method speeds up Bayesian inference for complex simulators.

problem Challenges in Bayesian inference for complex stochastic simulators with intractable likelihood functions.
method Optimization Monte Carlo framework reformulated as deterministic optimization problems with gradient-based methods.
result Accurate posterior inference with reduced runtimes compared to existing methods.

A new fast method simulates stochastic volatility models.

problem Simulating stochastic volatility models efficiently.
method Karhunen-Loève expansions to express stochastic volatility as sine series, followed by analytical derivation of integrals.
result Simulation is several hundred times faster than existing methods.

New method improves simulation efficiency in high dimensions.

problem Efficiency in estimating functionals of conditional expectations in high dimensions.
method Kernel ridge regression exploiting smoothness of conditional expectation.
result Effective reduction of the curse of dimensionality, bridging convergence rates.

Method improves simulation accuracy by mitigating distribution shift in hybrid systems.

problem Mitigating distribution shift in machine-learning augmented hybrid simulation.
method Tangent-space regularized estimator to control distribution shift.
result Marked improvements in simulation accuracy, especially for systems with high distribution shift.

Improved inference efficiency for complex simulations.

problem Challenges in performing inference under resource-intensive stochastic simulators.
method Active sequential neural posterior estimation (ASNPE) integrating active learning into posterior estimation.
result Improved sample efficiency with low computational overhead.

ACE improves GBI for simulators by approximating cost functions, making inference more efficient.

problem Inference for misspecified simulators is overly restrictive.
method Amortized cost estimation (ACE) for Generalized Bayesian Inference (GBI).
result ACE provides accurate cost predictions and more efficient inference.

Two synthetic likelihood methods learn EBM of likelihood from simulator data for SBI.

problem Conduct inference from experimental observations using high-fidelity simulators.
method Learn conditional EBM of likelihood using synthetic data conditioned on parameters.
result Learned likelihood combined with prior yields posterior estimate for sampling.

New method improves sample-efficiency in neural posterior estimation using simulator gradients.

problem High-fidelity posterior estimation with complex physical simulations is time-consuming.
method Neural Posterior Estimation (NPE) with differentiable simulators and gradient information.
result Improves sample-efficiency in posterior density estimation.

Improved flow-based inference speeds up and boosts accuracy for complex simulations.

problem Challenging inverse problems in astronomy, such as modeling strong gravitational lens systems.
method Refines flow-based generative models with simulator feedback for posterior inference.
result Improves accuracy by 53% and speeds up inference by up to 67x.

We propose a novel method for gradient-based optimization of black-box simulators using differentiable local surrogate models. In fields such as physics and engineering, many processes are modeled with non-differentiable simulators with intractable likelihoods. Optimization of these forward models is particularly chall…

2020-02-11abs ↗pdf ↗

New method uses low-fidelity simulations to efficiently infer parameters of high-fidelity models.

problem Challenges in inferring parameters of computationally expensive high-fidelity models.
method Multifidelity simulation-based inference using transfer learning and adaptive selection of high-fidelity parameters.
result Significant reduction in the number of high-fidelity simulations required for inference.

Study shows current simulations are insufficient for optimal neural network training in cosmology.

problem Insufficient training data for neural networks in cosmological inference.
method Empirical neural scaling law and Cramer-Rao bound to forecast training simulations needed.
result Current simulation suites do not provide sufficient training data for optimal neural network performance.

Develops methods to simulate option prices for a specific stochastic volatility model.

problem No method exists to compute option prices numerically for a non-martingale jump-type model.
method Develops two Monte Carlo simulation methods under change of measure.
result Conducts numerical experiments to validate the developed methods.

Paper uses K-NN resampling to simulate and evaluate LOB markets.

problem Simulating and evaluating limit order book (LOB) markets.
method Applies KK-nearest neighbor (KK-NN) resampling to LOB simulation and evaluation.
result Demonstrates the effectiveness and efficiency of KK-NN resampling in LOB simulation and evaluation.

Epidemiology simulations have become a fundamental tool in the fight against the epidemics of various infectious diseases like AIDS and malaria. However, the complicated and stochastic nature of these simulators can mean their output is difficult to interpret, which reduces their usefulness to policymakers. In this pap…

2019-05-29abs ↗pdf ↗

pmsims R package uses Gaussian process for flexible sample size estimation in clinical models.

problem Determining adequate sample size for clinical prediction models.
method Simulation-based Gaussian process search for flexible sample size estimation.
result Gaussian process-based method produces more stable sample size estimates, especially in challenging settings.

Paper introduces RVNP to improve SBI in misspecified models.

problem Misspecification in simulation-based inference leads to unreliable posterior estimation.
method RVNP uses variational inference and error modeling to bridge the simulation-to-reality gap.
result RVNP can recover robust posterior inference without hyperparameters or priors.

New simulation method simplifies Heston model with Poisson conditioning for better accuracy and efficiency.

problem Computational expense in exact simulation schemes for Heston model.
method Proposes a new exact simulation scheme without modified Bessel function evaluations, leveraging conditional integrated variance simplification.
result Good performance in terms of accuracy, efficiency, and reliability compared to existing methods.

Policy analysts wish to visualize a range of policies for large simulator-defined Markov Decision Processes (MDPs). One visualization approach is to invoke the simulator to generate on-policy trajectories and then visualize those trajectories. When the simulator is expensive, this is not practical, and some method is r…

2017-03-28abs ↗pdf ↗

The paper proposes an efficient nested simulation design using likelihood ratio method.

problem Designing nested simulations with fixed outer scenarios and minimizing simulation effort.
method Proposes a bi-level optimization problem to decide inner replications and pooling strategies.
result Optimized design achieves $\cO(Γ^{-1})$ mean squared error of estimators.

Simulated annealing improves candidate optimization for multi-objective Bayesian optimization.

problem Efficient candidate optimization for multi-objective acquisition functions in Bayesian optimization.
method Simulated annealing-based approach for batch acquisition function optimization.
result Simulated annealing outperforms SLSQP in most multi-objective optimization problems, achieving higher hypervolume values and better convergence characteristics.

This paper improves simulation methods for rough Volterra stochastic volatility models.

problem Inefficient techniques in Monte-Carlo simulations for rough Volterra volatility models.
method Comparison and modification of three simulation methods: Cholesky, Hybrid, and rDonsker schemes.
result Suggests modifications to improve simulation accuracy and efficiency.

The paper develops a method to forecast financial risk multiple steps ahead using quantile time series and historical simulation.

problem Forecasting financial risk multiple steps ahead with accurate estimation of Value-at-Risk (VaR) and Expected Shortfall (ES).
method Quantile-based, semi-parametric historical simulation estimation of VaR and ES models, using quantile loss function and resampling.
result The proposed method accurately forecasts VaR and ES one and multiple steps ahead, superior to existing methods.

Scenario discovery is the process of finding areas of interest, known as scenarios, in data spaces resulting from simulations. For instance, one might search for conditions, i.e., inputs of the simulation model, where the system is unstable. Subgroup discovery methods are commonly used for scenario discovery. They find…

2019-10-03abs ↗pdf ↗

The paper uses optimal transport to calibrate stochastic simulations.

problem Improper fidelity of stochastic simulators in scientific applications.
method Optimal transport theory applied to neural network corrections.
result Calibrated stochastic simulations improve fidelity to reality.

New method finds failures in high-fidelity simulators with fewer steps.

problem Finding failures in high-fidelity simulators is expensive and impractical.
method Adaptive stress testing with backward algorithm adaptation from low-fidelity to high-fidelity.
result Significantly fewer high-fidelity simulation steps needed to find failures.

Paper tackles SBI under model misspecification, presenting robust strategies.

problem Challenges in SBI under model misspecification.
method Three key strategies: robust summary statistics, generalised Bayesian inference, and error modelling.
result Empirical results show vulnerabilities of SBI and effectiveness of misspecification-robust alternatives.

MARL improves LBM stability and accuracy across scales.

problem Stability and accuracy issues in under-resolved LBM simulations.
method Multi-Agent Reinforcement Learning (MARL) to dynamically control local relaxation parameters.
result MARL closures stabilize simulations and recover spectra of fully resolved models.

New method reduces uncertainty in AI-driven Monte Carlo simulations.

problem Epistemic uncertainty in AI surrogate models affects Monte Carlo sampling outcomes.
method Penalty Ensemble Method (PEM) modifies Metropolis acceptance rule to increase rejection probability in uncertain regions.
result PEM enhances reliability of Monte Carlo simulations by reducing uncertainty propagation.

New method improves simulation-based inference by avoiding model misspecification.

problem Inefficient parameter estimation for models with intractable likelihoods.
method Proposes a robust SNL method with additional adjustment parameters.
result Demonstrates more accurate point estimates and uncertainty quantification.

A new method uses physics-informed neural networks to solve reliability analysis problems without simulations.

problem Solving reliability analysis problems without the need for expensive simulations.
method Physics-informed neural networks to learn directly from problem physics.
result Eliminates the need for expensive simulations and achieves highly accurate results.

G-Sim uses LLMs to build reliable simulators for complex systems.

problem Building robust simulators for critical domains like healthcare and logistics is challenging.
method Hybrid framework combining LLM-driven structural design and empirical calibration.
result G-Sim produces reliable, causally-informed simulators that handle non-differentiable and stochastic simulators.

LSBI approximates likelihood with linear functions for cosmological parameter estimation.

problem Estimating cosmological parameters from complex data.
method Sequential Linear Simulation-based Inference (LSBI) using Gaussian approximations.
result LSBI achieves convergence after 4-5 rounds of simulations, comparable to neural methods.

SDE Matching eliminates simulation for training Latent SDEs, achieving similar performance.

problem Training Latent SDEs with adjoint sensitivity methods is computationally expensive and limited.
method SDE Matching, inspired by Score- and Flow Matching, eliminates simulation for training Latent SDEs.
result SDE Matching achieves performance comparable to adjoint sensitivity methods while reducing computational complexity.

Simulating the time-evolution of quantum mechanical systems is BQP-hard and expected to be one of the foremost applications of quantum computers. We consider classical algorithms for the approximation of Hamiltonian dynamics using subsampling methods from randomized numerical linear algebra. We derive a simulation tech…

2018-04-06abs ↗pdf ↗

Dynamic SBI improves SBI efficiency without rounds, reducing simulation and training costs.

problem Efficiently perform complex scientific inference with high-dimensional data.
method Adaptive dataset transformation, parallel simulation and training.
result Significant improvements in simulation and training efficiency.