This paper uses Monte Carlo simulation to value quality options in agricultural futures contracts.
problem Valuation of quality options in agricultural futures to prevent manipulation and improve hedging performance.
method Monte Carlo simulation with antithetic variables for efficiency.
result Demonstrates a method to estimate the value of quality options in agricultural futures contracts.
Smartfluidnet accelerates Eulerian fluid simulation with neural networks.
problem Current neural network methods for Eulerian fluid simulation lack flexibility and generalization.
method Smartfluidnet automates model generation and dynamic switching to meet user requirements.
result Smartfluidnet achieves 1.46x and 590x speedup compared to state-of-the-art models, with better simulation quality.
Convolutional neural networks were recently employed to fully reconstruct fluid simulation data from a set of reduced parameters. However, since (de-)convolutions traditionally trained with supervised L1-loss functions do not discriminate between low and high frequencies in the data, the error is not minimized efficien…
Study compares forecasting methods for logistics time series.
problem Improving forecasting accuracy in logistics.
method Compared statistical and machine learning methods on simulated time series.
result Statistical methods outperformed machine learning in one-step forecasts.
Study improves accuracy of weather data for real-time building simulations.
problem Anomalous and missing weather data affect real-time building energy simulations.
method Introduces a framework for quality control of measured weather data using anomaly detection and neural network infilling.
result Neural Networks enhance the accuracy of data imputation compared to traditional methods.
We propose a training method for deep neural network (DNN)-based source enhancement to increase objective sound quality assessment (OSQA) scores such as the perceptual evaluation of speech quality (PESQ). In many conventional studies, DNNs have been used as a mapping function to estimate time-frequency masks and traine…
Unified method for balancing simulation and data collection.
problem Finding optimal solutions with uncertain inputs.
method Bayesian Information Collection and Optimisation (BICO) procedure.
result Algorithm automatically determines optimal balance between optimisation and data collection.
New methods improve insurance data quality for catastrophic events.
problem Improving precision and size of insurance data for catastrophic events.
method Bootstrap, bootknife, and GAN algorithms.
result Compared MSE and MAE of simulated outputs, direct algorithm for fuzzy expert opinion.
The paper stabilizes invertible neural networks by using Gaussian mixture models.
problem Invertible neural networks can have exploding Lipschitz constants, leading to numerical errors.
method The authors use Gaussian mixture models to stabilize the latent distribution of invertible neural networks.
result Numerical simulations confirm that this modification improves sampling quality in multimodal applications.
New model clusters mixed-type data with missing values, improving air quality analysis.
problem Clustering mixed-type data with missing values and regime persistence.
method Statistical jump model incorporating regime persistence and handling missing data.
result Superior performance in inferring persistent air quality regimes compared to traditional methods.
Flow Matching for count data improves sample quality and efficiency.
problem Mapping between count distributions across batches or time points in high-dimensional count data.
method count-FM, a flow-matching framework based on a continuous-time birth-death process with local unit jumps.
result count-FM achieves better sample quality than representative baselines while using fewer parameters.
Improving software quality through effective organizational learning.
problem Lack of reliable quantification methods for software evolution.
method Leveraging application lifecycle management data to identify and address managerial practices.
result Effective learning from past processes improves software quality indirectly.
C-VAE improves VAE by resolving prior issues and generating better samples.
problem Low-quality samples from VAE due to prior issues.
method Formulates VAE as OT, allows flexible priors, and uses OT formulations.
result C-VAE generates higher quality samples and latent representations.
Medical imaging systems are commonly assessed by use of objective image quality measures. Supervised deep learning methods have been investigated to implement numerical observers for task-based image quality assessment. However, labeling large amounts of experimental data to train deep neural networks is tedious, expen…
Generative neural network simulates characteristic functions.
problem Simulating from characteristic functions inaccessible in closed form.
method Generative neural network with Maximum-Mean-Discrepancy loss.
result Universal algorithm independent of dimensionality and function properties.
MAP-Elites generates diverse trading strategies for improved execution performance.
problem Optimizing trading execution schedules in volatile market conditions.
method Quality-diversity algorithm (MAP-Elites) generating a portfolio of specialized strategies.
result Diverse strategies achieve 8-10% performance improvements, validating quality-diversity methods.
This study examines how DMMs affect market liquidity and competition.
problem The impact of DMMs on market liquidity and competition.
method Agent-based simulations to explore the effects of varying competition levels and incentive structures among DMMs.
result Optimal competition among DMMs maximizes liquidity benefits without negatively impacting price discovery.
A new approach to newsvendor problems reduces loss by up to 40%.
problem Model misspecification in feature-based newsvendor problems.
method Conformal prediction framework combining selective training and calibration phases.
result Statistical guarantees and improved confidence intervals for critical quantiles.
Improved ANN-based Monte Carlo simulation for Higgs decay events.
problem Accurate simulation of Higgs boson decay events.
method Monte Carlo simulation using an Artificial Neural Network (ANN) with improved training algorithm.
result The ANN simulation of Higgs decay is within 0.7% of the true value and achieves 26% unweighting efficiency.
Study shows market quality improves with larger orders, not smaller tick sizes or higher trading frequencies.
problem Impact of order book tick sizes, metaorders, and trading frequencies on market quality.
method Multi-agent reinforcement learning model to simulate stock market dynamics.
result Market quality benefits from larger orders but not from smaller tick sizes or higher trading frequencies.
We introduce a novel generative autoencoder network model that learns to encode and reconstruct images with high quality and resolution, and supports smooth random sampling from the latent space of the encoder. Generative adversarial networks (GANs) are known for their ability to simulate random high-quality images, bu…
We introduce SparseVM, a method that registers clinical-quality 3D MR scans both faster and more accurately than previously possible. Deformable alignment, or registration, of clinical scans is a fundamental task for many clinical neuroscience studies. However, most registration algorithms are designed for high-resolut…
Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an approximate likelihood or fit a fast emulator model for efficient statistical inf…
Crowdsourcing is a relatively economic and efficient solution to collect annotations from the crowd through online platforms. Answers collected from workers with different expertise may be noisy and unreliable, and the quality of annotated data needs to be further maintained. Various solutions have been attempted to ob…
A unified clustering approach that can estimate number of clusters and produce clustering against this number simultaneously is proposed. Average silhouette width (ASW) is a widely used standard cluster quality index. A distance based objective function that optimizes ASW for clustering is defined. The proposed algorit…
We propose a hybrid algorithmic strategy for complex stochastic optimization problems, which combines the use of scenario trees from multistage stochastic programming with machine learning techniques for learning a policy in the form of a statistical model, in the context of constrained vector-valued decisions. Such a …
Urbanism is no longer planned on paper thanks to powerful models and 3D simulation platforms. However, current work is not open to the public and lacks an optimisation agent that could help in decision making. This paper describes the creation of an open-source simulation based on an existing Dutch liveability score wi…
New methods correct bias in LLM-as-a-Judge evaluations, but reliability depends on judge quality and model calibration.
problem Systematic bias in LLM-as-a-Judge evaluations using naive estimators.
method Analytical results, simulations, and real-data case study to diagnose reliability of corrected estimates.
result Corrected estimates, especially shared-calibration comparisons, can be unreliable under certain conditions.
SDM Policy accelerates inference for robotic tasks while maintaining high action quality.
problem Prolonged inference times in diffusion-based policies for high-frequency control tasks.
method Two-stage optimization: score matching and distribution matching; dual-teacher mechanism.
result 6x inference speedup with state-of-the-art action quality.
Machine learning tools are commonly used in modern high energy physics (HEP) experiments. Different models, such as boosted decision trees (BDT) and artificial neural networks (ANN), are widely used in analyses and even in the software triggers. In most cases, these are classification models used to select the "signal"…
Efficiently estimates marginal posteriors for complex simulations.
problem Bayesian inference in high-dimensional, intractable likelihood scenarios.
method Simulates and estimates low-dimensional marginal posteriors, using truncated indicators.
result Simulator efficiency and robustness testing of inference results.
Quantum computing exploits basic quantum phenomena such as state superposition and entanglement to perform computations. The Quantum Approximate Optimization Algorithm (QAOA) is arguably one of the leading quantum algorithms that can outperform classical state-of-the-art methods in the near term. QAOA is a hybrid quant…
DCK improves air quality index prediction with probabilistic spatial models.
problem Non-Gaussian, complex spatial structure of air quality index.
method Deep classifier kriging (DCK) for non-Gaussian, nonlinear spatial prediction.
result DCK outperforms conventional methods in predictive accuracy and uncertainty quantification.
Quantum models generate financial time series with desired properties.
problem Generating synthetic financial data with temporal correlations.
method Quantum generative adversarial networks (QGANs) with quantum and classical components.
result QGANs can generate financial time series with matching distribution and temporal correlations.
We present a simulation framework for spunbond processes and use a design of experiments to investigate the cause-and-effect-relations of process and material parameters onto the fiber laydown on a conveyor belt. The virtual experiments are analyzed by a blocked neural network. This forms the basis for the prediction o…
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…
Time-limited metaheuristics find near-optimal solutions for constrained portfolio optimisation.
problem Finding near-optimal solutions for constrained portfolio optimisation within limited computation time.
method Time-limited metaheuristics (simulated annealing, tabu search, genetic algorithm) tested on historical market data.
result Simulated annealing found near-optimal solutions in 5 seconds across most datasets.
This work improves neural likelihood surrogates for stochastic models with a score-augmented loss.
problem Efficient parameter inference for stochastic models with computationally expensive likelihood functions.
method Score-augmented loss function for neural network likelihood surrogates.
result Improves surrogate quality at a lower computational cost compared to generating more data.
In this article, we consider a stochastic numerical simulator to assess the impact of some factors on a phenomenon. The simulator is seen as a black box with inputs and outputs. The quality of a simulation, hereafter referred to as fidelity, is assumed to be tunable by means of an additional input of the simulator (e.g…
XGL uses global explanations to guide human supervision in machine learning.
problem Improving model quality through human-machine interaction.
method XGL employs global explanations to guide human selection of informative examples.
result XGL avoids overselling the model's quality and performs comparably to other strategies.
We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure and control flow of the reference simulator. Our surrogates target stochastic simul…
New deep learning model optimizes energy use in buildings.
problem Optimizing energy use and comfort in large buildings.
method Transformer-based metamodel trained with simulation and sensor data, calibrated with CMA-ES, optimized with multi-objective algorithms.
result Optimal settings reduce energy loads while maintaining thermal comfort and air quality.
Study evaluates quality of uncertainty estimates for neural networks.
problem Lack of principled assessment methods for evaluating uncertainty quality in deep learning.
method Statistical methods of frequentist interval coverage, interval width, and expected calibration error.
result Different UQ methods produce markedly different quality uncertainty estimates.
Paper improves ETF tail-risk monitoring reliability.
problem Unreliable ETF risk monitoring under degraded data.
method Combines quality checks, prediction, scoring, and adjustment.
result Improves tail-risk monitoring, especially during stressed periods.
QDSB accelerates Schrödinger bridge learning with quantized approximations.
problem Learning generative models from unpaired samples.
method Quantized diffusion Schrödinger bridges (QDSB) using anchor-quantized distributions and cell-wise sampling.
result QDSB achieves sample quality similar to existing methods but with significantly less computational time.
The paper uses interpretable ML to secure data quality in IoT edge computing.
problem Ensuring data quality in IoT edge computing environments.
method Interpretable machine learning methods for feature selection and ensemble learning.
result The proposed method efficiently selects significant features for data processing.
The paper proposes using density ratio estimation to evaluate synthetic data quality.
problem Improving the quality and utility of synthetic data for analysis.
method Density ratio estimation to measure synthetic data quality.
result Density ratio estimation yields more accurate global utility estimates than existing methods.
Paper presents a new video generation model using diffusion probabilistic methods.
problem Generating high-quality video sequences.
method Denoising diffusion probabilistic models, autoregressive, end-to-end optimization.
result Significant improvements in perceptual quality and probabilistic frame forecasting.