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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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90180270360 · Jun 202019922001200920182026
48 results for stochastic ensemble

Bayesian inference using stochastic neural networks ensembles.

problem Approximating Bayesian posterior distributions.
method Formulate stochastic ensembles of neural networks, train with variational inference, and evaluate using Monte Carlo dropout.
result Stochastic ensembles provide more accurate posterior estimates than other methods.

In this article, we advocate the ensemble approach for variable selection. We point out that the stochastic mechanism used to generate the variable-selection ensemble (VSE) must be picked with care. We construct a VSE using a stochastic stepwise algorithm, and compare its performance with numerous state-of-the-art algo…

2010-03-30abs ↗pdf ↗

New method reduces ensemble size for linear bandits, achieving near optimal regret.

problem Achieving near optimal regret in linear bandits with limited ensemble size.
method Ensemble sampling with a size of order dlogTd \log T for a dd-dimensional stochastic linear bandit.
result Regret is at most (dlogT)5/2T(d \log T)^{5/2} \sqrt{T}, improving over linear scaling with TT.

Deep ensembles effectively capture epistemic uncertainty through training stochasticity, providing a frequentist perspective.

problem Understanding and quantifying epistemic uncertainty in machine learning models.
method Bootstrap-based estimator and decomposition of deep ensembles into data variability and training stochasticity.
result Deep ensembles primarily capture training stochasticity, explaining their effectiveness in quantifying epistemic uncertainty.

This work improves SSL by leveraging disentangled latent space for better self-ensembling.

problem Improving semi-supervised learning performance with limited labeled data.
method Stacked SSL model using unsupervised disentangled representation learning for stochastic embedding.
result Improved performance and interpretability of disentangled representations over related SSL models.

Proposes a new method to enhance neural learning by maximizing information gain.

problem Improving neural learning by selecting key variables to maximize information gain.
method Adaptive Ensemble Kalman Filter to quantify uncertainty and maximize information gain.
result The proposed method enables the neural network to learn more effectively from stochastic systems.

ES reduces high-probability regret in stochastic linear bandits.

problem High-probability regret in stochastic linear bandits.
method Linear ensemble sampling with standard Gaussian perturbations, analyzing m=Θ(dlogn)m=Θ(d\log n) ensemble size.
result ES achieves ildeO(d3/2n) ilde O(d^{3/2}\sqrt n) high-probability regret, closing the gap to Thompson sampling.

Stochastic mirror descent improves performance on ensemble models.

problem Improving performance of ensemble models using stochastic mirror descent.
method Utilizes mirror potential to influence training algorithm's implicit bias, mapping evolution to continuous time process.
result Converges to a nonlinear PDE in asymptotic regime of large networks, with mirror potential affecting gradient flow.

Statistical estimates can often be improved by fusion of data from several different sources. One example is so-called ensemble methods which have been successfully applied in areas such as machine learning for classification and clustering. In this paper, we present an ensemble method to improve community detection by…

2013-09-01abs ↗pdf ↗

SETrLUSI combines diverse knowledge from multiple domains for faster convergence.

problem Handling diverse knowledge from multiple domains in transfer learning.
method Stochastic Ensemble Multi-Source Transfer Learning Using Statistical Invariant (SETrLUSI).
result SETrLUSI accelerates convergence and outperforms related methods.

This study shows how social insects and machine learning methods share a common mathematical framework.

problem Understanding how decentralized systems achieve optimal decision-making.
method Developed a rigorous mathematical framework to show isomorphism between ant colonies and ensemble machine learning.
result Demonstrated that ant colony decision-making and random forest learning implement identical variance reduction strategies through decorrelation of identical units.

SPEQ improves quantized neural networks by stochastic precision sharing and cosine similarity loss.

problem Improving quantized deep neural networks for edge devices.
method SPEQ combines stochastic precision sharing and cosine similarity loss for knowledge distillation.
result SPEQ outperforms existing methods in various tasks.

Ensemble models provide more accurate feature importance estimates than single models.

problem Inaccurate variable importance estimates due to model instability and stochasticity.
method Theoretical analysis and validation on benchmarks and real data.
result Ensembling at the model level reduces excess risk and provides more accurate variable-importance estimates.

This paper uses Bayesian optimization to efficiently identify stochastic dynamical systems.

problem Efficiently identifying linear stochastic dynamical systems with unknown coefficients and noise variances.
method Adaptive Bayesian optimization with ensemble Gaussian processes (EGP) and Kalman filter recursion.
result BO-based estimator achieves RMSE below the Cramer-Rao bound, improving robustness and consistency.

The superior performance of ensemble methods with infinite models are well known. Most of these methods are based on optimization problems in infinite-dimensional spaces with some regularization, for instance, boosting methods and convex neural networks use L1L^1-regularization with the non-negative constraint. However…

2017-12-14abs ↗pdf ↗

EnsLoss combines multiple loss functions to prevent overfitting in classification.

problem Preventing overfitting in classification models.
method EnsLoss is an ensemble method that combines loss functions, ensuring calibration and consistency.
result EnsLoss improves classification accuracy compared to fixed loss methods.

AER method improves classifier ensemble for imbalanced data.

problem Overfitting in dynamic ensemble selection for imbalanced data.
method Adaptive ensemble with implicit regularization and global geometry interpolation.
result AER method reduces overfitting and improves performance on imbalanced datasets.

We select n stocks traded in the New York Stock Exchange and we form a statistical ensemble of daily stock returns for each of the k trading days of our database from the stock price time series. We analyze each ensemble of stock returns by extracting its first four central moments. We observe that these moments are fl…

1999-09-21abs ↗pdf ↗

An ensemble method enhances cryptocurrency trading strategies using deep reinforcement learning.

problem Improving generalization performance in stochastic cryptocurrency trading environments.
method Model selection and mixture distribution policy to ensemble deep reinforcement learning models.
result Improved out-of-sample performance compared to benchmarks.

Generative adversarial networks generate realistic, time-evolving high-resolution atmospheric fields.

problem Improving spatial resolution of low-resolution atmospheric images.
method Recurrent, stochastic super-resolution GAN for generating ensembles of time-evolving high-resolution atmospheric fields.
result The GAN produces realistic, temporally consistent super-resolution sequences for radar-measured precipitation and cloud optical thickness.

GER learns particle dynamics from unpaired snapshots using physics-informed GANs.

problem Learning particle dynamics from unpaired snapshots with physics constraints.
method Physics-informed generative model to fit particle ensemble distributions.
result Inferred dynamics of particle ensembles governed by SODEs up to 100 dimensions.

TOO optimizes stochastic epidemiological models by finding both parameter settings and random seeds.

problem Calibrating stochastic epidemiological models to match empirical observations.
method Gaussian process surrogates and Thompson sampling for optimization.
result Produces actual trajectories consistent with ground truth.

A new framework combines multiple loss reserving models for better predictive performance.

problem Combining multiple loss reserving models to improve predictive performance.
method Systematic framework that considers full distributional properties and features of reserving data.
result Optimized ensemble outperforms traditional methods and captures relevant quantiles.

REBEC improves robustness of wind wave models using evolutionary techniques.

problem Improving the calibration of numerical wind wave models to local conditions.
method Robust evolutionary-based calibration approach (REBEC) for building stochastic ensemble of models.
result REBEC outperforms baseline SPEA2 in achieving a balance between model quality and robustness.

Stein variational neural network ensembles improve diversity and uncertainty estimation.

problem Lack of proper Bayesian justification and diversity guarantees in deep neural network ensembles.
method Particle-based inference methods, specifically Stein variational gradient descent (SVGD), operating in weight space, function space, and hybrid settings.
result SVGD methods improve diversity and uncertainty estimation, approaching the true Bayesian posterior more closely.

BI-EqNO improves Bayesian inference with flexible neural operators.

problem Inaccurate estimation of marginal likelihoods in approximate Bayesian methods.
method Equivariant neural operator framework for generalized approximate Bayesian inference.
result BI-EqNO enhances both deterministic and stochastic approaches to Bayesian inference.

New algorithms split deep learning tasks into representation and uncertainty estimation.

problem Challenges in uncertainty quantification for deep learning models.
method Proposes a two-stage approach: representation learning and uncertainty estimation.
result Simple methods outperform complex uncertainty layers in selective classification and out-of-distribution detection.

We study the price dynamics of stocks traded in a financial market by considering the statistical properties both of a single time series and of an ensemble of stocks traded simultaneously. We use the nn stocks traded in the New York Stock Exchange to form a statistical ensemble of daily stock returns. For each tradin…

2000-06-05abs ↗pdf ↗

Bayesian optimization uses BNNs as efficient surrogate models for expensive function evaluations.

problem Optimizing expensive objective functions using Gaussian process surrogates.
method Study of Bayesian neural networks (BNNs) as alternatives to standard Gaussian process (GP) surrogates for optimization.
result Infinite-width BNNs are particularly promising, especially in high dimensions.

A new Bayesian MBRL method improves performance in robotics tasks.

problem Enhancing model-based reinforcement learning with uncertainty.
method Introduces variational inference MPC and probabilistic action ensembles with trajectory sampling (PaETS).
result Consistently improves performance on challenging locomotion tasks.

We prove that a Gaussian ensemble of smooth random sections of a real vector bundle over compact manifold canonically defines a metric on the bundle together with a connection compatible with it. Additionally, we prove a refined Gauss-Bonnet-Chern theorem stating that if the bundle and the manifold are oriented, then t…

2014-08-25abs ↗pdf ↗

Novel filtering method for high-dimensional chaotic systems.

problem Filtering in high-dimensional non-Gaussian models with chaotic dynamics and sparse observations.
method Transportation of measures, convex optimization, probabilistic graphical models, nonlinear couplings.
result State-of-the-art tracking performance on chaotic systems like Lorenz-96 model.

A new method synthesizes expressions from characteristics using GAN for healthcare.

problem Synthesizing expressions from given characteristics in high-dimensional space.
method Generative Adversarial Network (GAN) based selective ensemble learning.
result The proposed SE-CTES method effectively handles deterministic and stochastic patterns.