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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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13274053 · Oct 201919922001200920182026
48 results for spatial metamodels

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.

Review of quantile regression methods for stochastic computer experiments.

problem Quantile regression in stochastic computer experiments.
method Six metamodels categorized by order statistics, functional approaches, and Bayesian methods tested on various problems.
result Metamodels reveal good contrasts, providing guidelines for selecting the best method.

Study evaluates GP metamodels and sequential designs for noisy level set estimation.

problem Efficiently reconstructing the level set of a noisy function.
method Investigates Gaussian process (GP) and Student-t process (TP) metamodels, along with various acquisition functions.
result GPs with Student-t observations and TPs perform better than classification GPs in noisy conditions.

Surrogate models improve tidal model calibration efficiency.

problem Efficiently calibrate complex tidal models for climate change scenarios.
method Proposes two surrogate-based methods to replace complex models: PODEn3DVAR and POD-PCE-3DVAR.
result Both methods show superior convergence and robustness to noise compared to classical 3DVAR.

Paper develops efficient Bayesian inference for enzymatic SRNs with LNA metamodel.

problem Bayesian inference for nonlinear SDE-based mechanistic models with partial observations and measurement errors.
method Interpretable Bayesian updating LNA metamodel and efficient posterior sampling.
result Proposed approach demonstrates promising performance in empirical studies.

Study compares neural nets and gradient boosting for traffic optimization, revealing accuracy issues near local optima.

problem Accuracy of neural nets and gradient boosting models in traffic optimization near local optima.
method 16 neural nets and 20 genetic algorithm settings analyzed for traffic optimization.
result Accuracy drops near local optima, affecting traffic optimization efficiency.

A new method uses Gaussian processes to efficiently model and compute counterparty credit valuation adjustments (CVA).

problem Efficiently modeling and computing CVA for large OTC derivative portfolios.
method Multi-Gaussian process regression approach to learn a metamodel for the mark-to-market cube of a derivative portfolio.
result The method accurately and efficiently computes CVA for interest rate swap portfolios.

Adaptive batching improves Gaussian process surrogates for noisy level set estimation.

problem Learning the level set of noisy simulator responses.
method Developed four novel adaptive batching schemes for Gaussian process metamodels.
result Adaptive batching brings significant computational speed-ups with minimal loss of modeling fidelity.

BayCANN uses ANN to speed up Bayesian calibration in health sciences.

problem Bayesian calibration's practical and computational burdens in health decision sciences.
method BayCANN trains an ANN metamodel to calibrate parameters probabilistically, comparing accuracy and speed to direct Bayesian calibration.
result BayCANN is more accurate and faster than direct Bayesian calibration methods.

Polynomial chaos expansion improves machine learning regression accuracy.

problem Improving pointwise prediction accuracy in machine learning regression.
method Data-driven polynomial chaos expansion trained on input-output data.
result PCE metamodels achieve comparable accuracy to ML models on benchmark datasets.

Paper proposes an efficient AL-GP method for CDF/CCDF estimation in UQ.

problem Estimating full probability distribution in forward UQ analysis.
method Active learning-based Gaussian process (AL-GP) metamodelling method.
result Efficient estimation of CDF/CCDF without explicit discretization.

New method improves stochastic kriging for high-dimensional simulations.

problem High-dimensional simulation models require prohibitive sample sizes and computational costs.
method Tensor Markov kernels and sparse grid experimental designs.
result Sample complexity grows only slightly with dimensionality, improving accuracy and efficiency.

LMGPs extend GPs to handle mixed data, offering better accuracy and interpretability.

problem Handling mixed data types (quantitative and qualitative) in metamodeling.
method Introduce LMGPs that learn a latent manifold for qualitative inputs, using a low-rank linear map.
result LMGPs outperform existing methods in accuracy and versatility.

We investigate two new strategies for the numerical solution of optimal stopping problems within the Regression Monte Carlo (RMC) framework of Longstaff and Schwartz. First, we propose the use of stochastic kriging (Gaussian process) meta-models for fitting the continuation value. Kriging offers a flexible, nonparametr…

2015-09-07abs ↗pdf ↗

In the field of structural reliability, the Monte-Carlo estimator is considered as the reference probability estimator. However, it is still untractable for real engineering cases since it requires a high number of runs of the model. In order to reduce the number of computer experiments, many other approaches known as …

2011-04-18abs ↗pdf ↗

Deep learning models optimize urban transportation scheduling.

problem Optimizing transportation systems with complex dynamics and large data sets.
method Developed deep learning metamodels for simulators and reinforcement learning algorithms.
result Improved optimal scheduling of travelers on transportation networks.

We develop a framework for warm-starting Bayesian optimization, that reduces the solution time required to solve an optimization problem that is one in a sequence of related problems. This is useful when optimizing the output of a stochastic simulator that fails to provide derivative information, for which Bayesian opt…

2016-08-11abs ↗pdf ↗

Spatial variable selection is crucial for reliable spatial predictions in machine learning.

problem Spatial autocorrelation leads to overfitting and poor spatial predictions.
method Used Random Forests with non-spatial and spatial cross-validation strategies.
result Spatial variable selection is essential for reliable spatial predictions.

Spatial blind source separation simplifies multivariate spatial prediction.

problem Predicting multivariate measurements at unobserved locations with spatial dependencies.
method Spatial blind source separation as a pre-processing tool compared to Cokriging and neural networks.
result Spatial blind source separation simplifies spatial prediction by avoiding cross-dependencies.

STICC clusters geographic objects considering both spatial contiguity and attributes.

problem Discovering repeated geographic patterns with spatial contiguity.
method Spatial Toeplitz Inverse Covariance-Based Clustering (STICC) method.
result STICC significantly outperforms baseline methods in adjusted rand index and macro-F1 score.

Defines non-parabolic curves in spatial hybrid space with applications.

problem Defining and analyzing non-parabolic spatial hybrid framed curves.
method Definition and proof of existence and uniqueness theorem for non-parabolic spatial hybrid framed curves.
result Existence and uniqueness theorem for non-parabolic spatial hybrid framed curves.

A framework converts spatial data into embeddings for insurance risk modelling.

problem Improving underwriting precision and risk management in insurance with spatial data.
method Multi-view contrastive learning framework for generating spatial embeddings.
result Spatial embeddings consistently improve predictive accuracy across various models.

This study analyses, through cross-section estimation methods, the influence of spatial effects in the conditional product convergence in the parishes' economies of mainland Portugal between 1991 and 2001 (the last year with data available for this spatial disaggregation level). To analyse the data, Moran's I statistic…

2011-10-25abs ↗pdf ↗

Proposes a self-supervised method for generating spatial audio from monaural audio and video.

problem Generating spatial audio from monaural audio and video recordings is challenging and expensive.
method Uses a self-supervised network with an auxiliary classifier to classify video channels and generate spatial audio.
result The proposed method effectively generates spatial audio from monaural audio and video.

New method estimates spatial weights matrix for lattice data, improving prediction accuracy.

problem Estimating spatial dependence structure for regular lattice data.
method Adaptive lasso with cross-sectional resampling to estimate sparse spatial weights matrix.
result Improves prediction accuracy of nitrogen dioxide concentrations.

Spatial Adapter adds structured spatial representation to frozen predictors.

problem Efficiently adding spatial structure to pre-trained models.
method Structured spatial decomposition and closed-form covariance for residual fields.
result Adapter improves spatial prediction and uncertainty quantification.

A new adaptive kriging method improves binary classification of mechanical problems.

problem Efficient binary classification of mechanical problems with high fluctuation.
method Monte Carlo-intersite Voronoi (MiVor) adaptive scheme for regression surrogate model.
result The MiVor algorithm provides accurate binary classification with fewer observation points for highly fluctuating response surfaces.