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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.

168,695 papers · 148 categories

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202403605806 · Jun 202019922001200920172026
48 results for state measurements

Quantum states can be learned efficiently using gentle measurements.

problem Efficiently learning quantum states with minimal measurements.
method Introducing α-LGM measurements and proving strong quantum DPI.
result The number of states needed for accurate learning is of order 1/(ε^2 α^2).

Method learns topological states from randomized measurements.

problem Detecting topologically ordered two-dimensional states on quantum processors.
method Variational tensor network tomography with randomized measurements.
result Demonstrated ability to learn ground states of surface code and quantum spin liquid states.

The paper reviews historical and modern approaches to asset pricing probability measures.

problem Constructing or selecting probability measures for asset pricing.
method Historical review of various approaches including state price theory, martingale measures, and modern data-driven methods.
result Modern asset pricing involves constructing, transforming, or selecting probability measures to represent market prices.

Counterexample shows state-constrained optimal control problems can have Young measure gaps.

problem Existence of Young measure gaps in state-constrained optimal control problems.
method Provided a counterexample for smooth controllable systems state-constrained to the unit ball.
result Gap occurs in a regular setting with non-convex Lagrangian density.

Due to the insufficient measurements in the distribution system state estimation (DSSE), full observability and redundant measurements are difficult to achieve without using the pseudo measurements. The matrix completion state estimation (MCSE) combines the matrix completion and power system model to estimate voltage b…

2019-02-06abs ↗pdf ↗

Framework integrates mental disorder measurements for personalized treatment.

problem Optimizing treatment for mental disorders with latent mental states and heterogeneity.
method Measurement theory and multi-layer neural network for complex treatment effects.
result Learned treatment policies outperform alternatives on heterogeneous treatment effects.

We axiomatically introduce risk-consistent conditional systemic risk measures defined on multidimensional risks. This class consists of those conditional systemic risk measures which can be decomposed into a state-wise conditional aggregation and a univariate conditional risk measure. Our studies extend known results f…

2016-09-26abs ↗pdf ↗

VSE estimates complex processes from noisy measurements without a model.

problem Estimating states of complex, model-free processes from noisy data.
method Variational state estimation using recurrent neural networks (RNNs) in both learning and inference phases.
result VSE provides a competitive state estimate for a benchmark process (Lorenz system) compared to known and data-driven methods.

Agents learn state ambiguity from non-linear sensor data using Gaussian approximations.

problem Learning state representation from non-linear sensor data.
method Second-order Taylor approximation of Gaussian distribution for non-linear measurement functions.
result Induces a preference for states based on inferability from observations.

New risk measures incorporate economic states to assess crude oil derivatives.

problem Assessing risk in crude oil derivatives with varying economic conditions.
method Introduced regime switching entropic risk measures using Markov chains.
result Closed formulae for risk measures derived, showing term structure and mean-reverting convenience yield.

We propose a statistical model for natural language that begins by considering language as a monoid, then representing it in complex matrices with a compatible translation invariant probability measure. We interpret the probability measure as arising via the Born rule from a translation invariant matrix product state.

2017-11-04abs ↗pdf ↗

This work defines a complexity measure for BAMDP planning and introduces state abstraction for more efficient approximate planning.

problem The computational intractability of exact BAMDP planning solutions.
method Define a complexity measure for BAMDP planning, introduce state abstraction, and develop an approximate planning algorithm.
result Introduces a computationally tractable approximate planning algorithm using state abstraction.

Failures are challenging for learning to control physical systems since they risk damage, time-consuming resets, and often provide little gradient information. Adding safety constraints to exploration typically requires a lot of prior knowledge and domain expertise. We present a safety measure which implicitly captures…

2019-10-07abs ↗pdf ↗

Recently, Ross showed that it is possible to recover an objective measure from a risk-neutral measure. His model assumes that there is a finite-state Markov process X that drives the economy in discrete time. Many authors extended his model to a continuous-time setting with a Markov diffusion process X with state space…

2014-10-08abs ↗pdf ↗

How can we design safe reinforcement learning agents that avoid unnecessary disruptions to their environment? We show that current approaches to penalizing side effects can introduce bad incentives, e.g. to prevent any irreversible changes in the environment, including the actions of other agents. To isolate the source…

2018-06-04abs ↗pdf ↗

Clinical forecasting based on electronic medical records (EMR) can uncover the temporal correlations between patients' conditions and outcomes from sequences of longitudinal clinical measurements. In this work, we propose an intervention-augmented deep state space generative model to capture the interactions among clin…

2019-12-04abs ↗pdf ↗

Unified deep sequential and state-space models for robust option pricing with uncertainty.

problem Combining robustness to noise and uncertainty measurement in option pricing models.
method Unscattered reservoir smoother (URS) integrating deep sequential and state-space models.
result URS achieves competitive forecasting accuracy and uncertainty measurement in noisy datasets.

Quantum machine learning has received significant attention in recent years, and promising progress has been made in the development of quantum algorithms to speed up traditional machine learning tasks. In this work, however, we focus on investigating the information-theoretic upper bounds of sample complexity - how ma…

2015-01-03abs ↗pdf ↗

Study uses supervised learning to classify quantum phases with limited measurements.

problem Classifying quantum phases of matter with incomplete phase diagrams.
method Combines classical and quantum techniques, including tensor networks, kernel methods, and quantum algorithms.
result Certification of new ground states can be achieved with polynomial measurements.

SnapMMD forecasts cell differentiation outcomes from snapshot data.

problem Forecasting cell differentiation outcomes from limited snapshot data.
method SnapMMD learns dynamics by directly fitting the joint distribution of state measurements and observation time with MMD loss, allowing for unknown and state-dependent volatilities.
result SnapMMD delivers accurate forecasts and an R2-style statistic for diagnosing fit.

A new constructivist approach to modeling in economics and theory of consciousness is proposed. The state of elementary object is defined as a set of its measurable consumer properties. A proprietor's refusal or consent for the offered transaction is considered as a result of elementary economic measurement. We were al…

2011-10-24abs ↗pdf ↗

New techniques improve the accuracy of identifying nonlinear systems from noisy data.

problem Identifying nonlinear dynamical systems from noisy state measurements.
method Comparative study of local and global smoothing techniques to denoise state measurements and improve sparse regression methods.
result Global smoothing methods outperform local methods in improving the accuracy of governing equation recovery.

MASF improves score-based filters for high-dimensional nonlinear systems with spatially sparse measurements.

problem Challenges in data assimilation for nonlinear, high-dimensional systems with spatially sparse measurements.
method Developed a forward process tailored for filtering that transforms the system state toward the measurement space, enabling a theoretically sound formulation of the likelihood score.
result MASF shows improved performance over existing score-based filters and ensemble-type Kalman filters, achieving up to a 28.2× wall-clock speedup.

Researchers develop a method to measure treatment effects in settings with shared states.

problem Measuring treatment effects in settings with shared states like prices, recommendations, or social signals.
method Double machine learning (DML) theorem with conditions for efficient inference under shared-state interference.
result Efficient estimation of average direct effect (ADE) and global average treatment effect (GATE) in various models.

Recursive KalmanNet combines neural networks with Kalman filters for precise state estimation.

problem State estimation in systems with noisy measurements and non-Gaussian noise.
method Recursive KalmanNet uses a recurrent neural network to estimate states with consistent error covariance, optimizing for Gaussian negative log-likelihood.
result Recursive KalmanNet outperforms conventional Kalman filters and deep learning-based estimators in non-Gaussian noise conditions.