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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.

168,742 papers · 148 categories

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18355370 · Jun 202019922001200920172026
48 results for state-space agnostic

Study agnostic RL in large state spaces with weak function approximation.

problem Statistical intractability of agnostic policy learning in various environments.
method Investigates agnostic policy learning with different forms of environment access.
result Agnostic policy learning remains statistically intractable with certain forms of environment access.

DAC-SSM learns domain-agnostic states for better imitation learning.

problem Domain shifts hinder imitation learning in partially observable tasks.
method DAC-SSM uses adversarial training to remove domain-dependent information from states.
result DAC-SSM achieves comparable performance to experts in sparse reward tasks.

Unified framework extends adjoint Schrödinger bridge sampler to discrete spaces.

problem Challenges in learning discrete neural samplers due to gradients and combinatorial complexity.
method Introduces discrete ASBS, a unified framework that extends adjoint Schrödinger bridge sampler to discrete spaces.
result Empirically, discrete ASBS achieves competitive sample quality with significant advantages in training efficiency and scalability.

New insights into RL with weak function approximation.

problem Statistical complexity of RL with function approximation in large state spaces.
method Agnostic policy learning framework, exploring environment access, coverage, and representational conditions.
result Characterization of fundamental performance bounds and statistical separations.

New method explains time series classification by assessing causal effects.

problem Understanding machine learning model decisions in time series classification.
method Model-agnostic causal attribution method using diffusion models.
result Causal attributions differ from associational ones, highlighting risks.

Empirical mode modeling improves state-space analysis of noisy data.

problem Analyzing nonlinear systems with noisy data.
method Combining empirical mode decomposition with empirical dynamic modeling.
result Empirical mode modeling enhances state-space representations in noisy data.

First proper learning algorithm for Gaussian halfspaces with matching sample and computational complexity.

problem Agnostically learning halfspaces under Gaussian distribution.
method First proper learning algorithm with matching sample and computational complexity.
result First proper learning algorithm for agnostically learning halfspaces under Gaussian distribution with matching sample and computational complexity.

The paper develops a state-space approach to deep Gaussian processes for efficient state estimation.

problem Efficient regression and state estimation for deep Gaussian processes.
method Hierarchical transformed Gaussian process priors, state-space representation, linear stochastic differential equations, sequential methods.
result The state-space approach enables efficient state estimation and regression for deep Gaussian processes.

State spaces of multifactor approximations of nonnegative Volterra processes are linear transformations of the nonnegative orthant.

problem Characterizing state spaces of multifactor approximations of nonnegative Volterra processes.
method Explicit linear transformation of the nonnegative orthant.
result State spaces of multifactor approximations of nonnegative Volterra processes are given by explicit linear transformation of the nonnegative orthant.

Divides state space into regions with identical term structure shapes.

problem Classifying term structure shapes in the two-factor Vasicek model.
method Using envelopes and winding numbers to divide and classify the state space.
result Nearly complete classification of parameter space regarding term structure shapes.

We provide a comprehensive overview and tooling for GP modeling with non-Gaussian likelihoods using state space methods. The state space formulation allows for solving one-dimensional GP models in O(n)\mathcal{O}(n) time and memory complexity. While existing literature has focused on the connection between GP regression …

2018-02-13abs ↗pdf ↗

The paper analyzes variational autoencoders for state space models with risk bounds.

problem Analyzing the risk associated with variational autoencoders for state space models.
method Backward factorization of variational distributions to analyze excess risk, providing oracle inequalities and upper bounds.
result Explicit upper bounds on variational estimation error for state space models under strong mixing assumptions.

New algorithm learns disjunctions faster than previous methods.

problem Learning Boolean disjunctions in the agnostic PAC model.
method Developed an agnostic learner with complexity 2ildeO(n1/3)2^{ ilde{O}(n^{1/3})}.
result First separation between SQ and CSQ models in distribution-free agnostic learning.

New method for private density estimation of high-dimensional Gaussian mixtures.

problem Private density estimation for mixtures of unrestricted high-dimensional Gaussians.
method Exploits list global stability to prove upper bound on sample complexity.
result First upper bound on sample complexity for agnostic private density estimation.

The study optimizes polynomial regression for learning under Gaussian distributions.

problem Agnostic learning of Boolean and real-valued functions under Gaussian distributions.
method LP duality and polynomial degree analysis for L1L^1-regression.
result Optimal SQ lower bounds for various function classes.

A new method learns state and proposal dynamics in state-space models using neural networks.

problem Inference in non-linear state-space models.
method StateMixNN method using neural networks for proposal and transition distributions.
result Significantly improved recovery of hidden state, especially in highly non-linear scenarios.

Robust state-space radio interferometric imaging using Stochastic Approximation Expectation Maximization

problem Improving state-space radio interferometric imaging in the presence of heavy-tailed noise
method Stochastic Approximation Expectation Maximization
result Significant improvement in reconstruction fidelity and robustness to radio-frequency interference

State-space systems generate probabilistic dependencies between inputs and outputs.

problem Understanding probabilistic dependencies in state-space systems.
method Introducing a probabilistic framework and proving sufficient conditions for output existence and uniqueness.
result State-space systems can generate probabilistic dependencies, even without functional relations.

New algorithms save computation in agnostic learning with membership queries.

problem Efficiently learning touchstone classes with membership queries.
method Designing agnostic learning algorithms for circuits with sublinear gates.
result Agnostic learning algorithms for circuits with sublinear gates achieve significant computational savings.

CoTj improves diffusion model quality and stability via graph planning.

problem Rigidity in diffusion models due to high-dimensional state space.
method Chain-of-Trajectories (CoTj) framework using Diffusion DNA for graph planning.
result CoTj discovers context-aware trajectories improving output quality and stability.

In this paper we investigate a link between state- space models and Gaussian Processes (GP) for time series modeling and forecasting. In particular, several widely used state- space models are transformed into continuous time form and corresponding Gaussian Process kernels are derived. Experimen- tal results demonstrat…

2016-10-25abs ↗pdf ↗

We consider the problem of estimating the mean and covariance of a distribution from iid samples in Rn\mathbb{R}^n, in the presence of an ηη fraction of malicious noise; this is in contrast to much recent work where the noise itself is assumed to be from a distribution of known type. The agnostic problem includes many…

2016-04-24abs ↗pdf ↗

Query access significantly speeds up learning Multi-Index Models under Gaussian distribution.

problem Agnostically learning Multi-Index Models (MIMs) under Gaussian distribution.
method Query access for MIMs with complexity O(k)poly(1/ε)  poly(d)O(k)^{\mathrm{poly}(1/ε)} \; \mathrm{poly}(d) under standard regularity assumptions.
result Query access gives significant runtime improvements over random examples for agnostically learning MIMs.

Boosting with unlabeled data achieves optimal sample complexity in agnostic settings.

problem Boosting's sample inefficiency in agnostic learning.
method Designing an agnostic boosting algorithm with unlabeled data to match ERM's sample complexity.
result The total sample complexity is optimal, with a vanishing fraction needing to be labeled.

The volume of the quantum mechanical state space over nn-dimensional real, complex and quaternionic Hilbert-spaces with respect to the canonical Euclidean measure is computed, and explicit formulas are presented for the expected value of the determinant in the general setting too. The case when the state space is endo…

2006-04-14abs ↗pdf ↗

The paper explores learning good policies from past data in large state spaces.

problem Learning good policies from historical data in large state spaces.
method Introduces expressivity assumptions and data coverage for function approximation and algorithmic design.
result A variety of algorithms and their guarantees are presented based on assumptions and desired complexity.

Study proves steady state space hypersurfaces are hyperplanes under certain curvature constraints.

problem Characterizing complete spacelike hypersurfaces in steady state space.
method Extended Omori-Yau's maximum principle.
result Proves complete spacelike hypersurfaces are hyperplanes under specific curvature conditions.

Proposes class-agnostic object detection to handle all objects without class labels.

problem Difficulty and cost in creating annotated datasets limit conventional object detection models to specific object types.
method Proposes class-agnostic object detection as a new problem and proposes training and evaluation protocols. Uses adversarial learning to exclude class-specific information.
result Adversarial learning improves class-agnostic detection efficacy.

New model for insurance states using Markov jump processes with non-countable state space.

problem Modeling insurance states with non-countable state spaces.
method Developed a new Thiele's differential equation for continuous time rehabilitation rates.
result Allows for consistent calculation of reserves in disability insurance.

New IRL algorithm for continuous state spaces with formal guarantees.

problem Finding a reward function for expert behavior in continuous state spaces.
method Modeling the system using orthonormal functions and providing correctness proofs.
result Proof of correctness and formal guarantees on sample and time complexity.

Study shows transductive learning is equivalent to PAC learning for most natural loss functions.

problem Understanding the relationship between transductive and PAC learning models.
method Extending existing results and developing new techniques to analyze the equivalence of the two models.
result Transductive learning is essentially equivalent to PAC learning for realizable learning with most natural loss functions.