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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.

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124248371495 · Jun 202019922001200920172026
48 results for surrogate estimation

Study uses surrogate data to improve treatment effect estimation with scarce outcome data.

problem Limited outcome data hinders estimating treatment effects.
method Uses abundant surrogate data to estimate treatment effects without stringent assumptions.
result Improves precision of treatment effect estimation.

Proposes a method for inference in high-dimensional classification with non-differentiable surrogate losses.

problem Lack of inference procedures for identifying driving factors in high-dimensional classification with non-differentiable surrogate losses.
method Kernel-smoothed decorrelated score and cross-fitted version for hypothesis tests and interval estimators.
result Valid and superior inference methods for high-dimensional classification with non-differentiable surrogate losses.

The paper proposes a method to estimate treatment effects using surrogates when primary outcomes are missing.

problem Missing primary outcomes in causal inference applications can lead to biased estimates.
method Doubly robust method that uses both labeled and unlabeled data, incorporating surrogates.
result The proposed estimator is asymptotically normal and has improved variance compared to methods using only labeled data.

This paper develops nudging algorithms using learned surrogates for state estimation in dynamical systems.

problem Estimating the state of a dynamical system from partial observations when dynamics are unknown or expensive to simulate.
method Unified finite-dimensional analysis of nudging algorithms employing learned surrogate models of the dynamics.
result Nudging algorithms with surrogate models retain exponential convergence up to an explicit error floor.

Proposes a method to refine PDE-driven high-dimensional rare-event simulation.

problem Challenges in constructing accurate surrogates for rare-event simulation.
method Adaptive importance sampling framework that refines a locally constructed surrogate.
result Achieves accuracy comparable to true-model adaptive importance sampling with fewer high-fidelity evaluations.

We establish linear regret bounds for convex smooth losses using Fenchel-Young losses.

problem Establishing linear regret bounds for convex smooth losses.
method Constructing a convex smooth surrogate loss using Fenchel-Young losses generated by the convolutional negentropy.
result We derive a smooth loss with a linear surrogate regret bound.

Optimizes hard-to-optimize metrics using adaptive surrogates.

problem Training models with black-box and hard-to-optimize metrics.
method Expresses metric as a function of surrogates, solves optimization problem over relaxed surrogate space.
result Approach performs on par with known methods and adds value when metric form is unknown.

UA-SABI uses surrogates to speed up Bayesian inference for expensive models.

problem Inference for computationally expensive models is slow and uncertain.
method Combines surrogate modeling with Amortized Bayesian Inference (ABI) to propagate uncertainties.
result Reliable, fast, and repeated Bayesian inference for expensive models is achieved.

Develops multi-modal neural network models for improved prediction and uncertainty quantification.

problem Improving prediction accuracy and uncertainty quantification for multi-modal data.
method Multi-modal Bayesian neural network models with conjugate last-layer estimation using SVI.
result Improved prediction accuracy and uncertainty quantification compared to uni-modal models.

Neural surrogate predicts SPN rates from token trajectories.

problem Challenging parameter estimation in SPNs with covariates.
method 1D Convolutional Residual Network trained on Gillespie-simulated SPN realizations.
result Surrogate predicts rate-function coefficients with RMSE = 0.043.

Study of estimation errors in surrogate loss minimizers, providing stronger guarantees than existing methods.

problem Estimation errors in surrogate loss minimizers for various hypothesis sets.
method Detailed study of H\mathscr{H}-consistency estimation error bounds, proving general theorems for distribution-dependent and independent settings.
result Explicit bounds for zero-one and adversarial losses, showing enhancements under distributional assumptions.

Paper introduces efficient methods for estimating cross-partial derivatives and sensitivity indices.

problem Efficiently estimating cross-partial derivatives and sensitivity indices in complex models.
method Using randomized points and constraints, the paper develops estimators with optimal convergence rates and low bias.
result The estimators achieve optimal rates of convergence and do not suffer from the curse of dimensionality.

The paper proposes a scalable framework for uncertainty quantification and propagation in surrogate-based Bayesian inference.

problem Uncertainty in surrogate models and its impact on inference and decision-making.
method Bayesian inference methods for surrogate models with measurement data.
result Scalable framework for uncertainty quantification and propagation in surrogate models.

EASE estimator improves probabilistic value estimation efficiency.

problem Efficiently estimating probabilistic values like Shapley and semivalues.
method Developed an Efficiency-Aware Surrogate-adjusted Estimator (EASE) that minimizes first-order mean squared error.
result EASE consistently outperforms existing estimators for various probabilistic values.

Adaptive learning method for stochastic programs with latent uncertainty.

problem Stochastic programming problems with implicitly decision-dependent uncertainty.
method Adaptive learning-based surrogate method integrating simulation and statistical estimates.
result Established non-asymptotic convergence rate analysis for enhanced stability and efficiency.

A new training method uses multilevel minimization for machine learning.

problem Training machine learning models with high variance and low efficiency.
method Constructs a multilevel hierarchy by reducing sample size and internally trains surrogate models with fewer samples.
result The multilevel method enhances model training efficiency compared to subsampled Newton's and variance reduction methods.

Study on HH-consistency bounds for machine learning surrogates.

problem Estimating target loss error relative to surrogate loss error in machine learning.
method Developed HH-consistency bounds for various surrogates and loss functions.
result Stronger guarantees than existing methods, offering distribution-dependent and -independent bounds.

Deep neural networks provide meaningful uncertainty estimates for large-scale simulations.

problem Uncertainty estimates for deep neural network predictions from large-scale simulations.
method General variational inference approach to calibrate Bayesian uncertainties.
result Calibrated Bayesian uncertainties preserved physics-correlations in predicted quantities.

Study improves Bayesian calibration of mechanical properties using active learning and MCMC.

problem Inference of spatially varying material parameters in computational mechanics.
method Comprehensive comparative study of surrogate models and MCMC algorithms.
result Active learning strategy outperforms a priori trained models in posterior estimation.

This work improves surrogate models using low-fidelity data to enhance accuracy and efficiency.

problem Limited training data makes high-fidelity models unreliable.
method Uses low-fidelity data to augment input space and condition high-fidelity models.
result Increased predictive accuracy and reduced computational cost compared to existing methods.

We present a new machine learning approach to estimate personalized treatment effects in the classical potential outcomes framework with binary outcomes. To overcome the problem that both treatment and control outcomes for the same unit are required for supervised learning, we propose surrogate loss functions that inco…

2018-03-10abs ↗pdf ↗

Optimal sampling strategy improves prediction accuracy with surrogate variables under measurement constraints.

problem Measurement-constrained datasets and lack of labeled data.
method A-optimality criterion for optimal sampling, leveraging surrogate variables.
result Achieves lower asymptotic variance and reduced empirical mean squared error.

Study on learning to defer to multiple experts with consistent surrogates and confidence calibration.

problem Addressing the open problems of consistent surrogates, confidence calibration, and ensembling of experts.
method Derive two consistent surrogates (softmax and OvA) and propose a conformal inference technique for choosing experts.
result The OvA-based loss does not cause mis-calibration propagation, while the softmax-based loss does.

This paper improves parameter estimation in cardiac models using Gaussian process-based MH sampling.

problem Uncertainty in estimating patient-specific model parameters from sparse and noisy clinical data.
method Integrates surrogate modeling into Metropolis-Hastings sampling to improve computational efficiency and accuracy.
result Significant gain in computational efficiency without compromising accuracy, and insights into tissue heterogeneity.

Adapts Gaussian process surrogate evaluation with conformal prediction for better coverage guarantees.

problem Uncertainty quantification and model specification issues in Gaussian process surrogate models.
method Adaptive cross-conformal prediction intervals using posterior standard deviation weighting.
result Conformal prediction intervals provide significant correlation with surrogate model error and frequentist coverage guarantees.

This paper presents a method to efficiently estimate rare event probabilities using a combination of high and low-fidelity models.

problem Estimating the probability of failure for complex systems using high-fidelity models is expensive and inaccurate for rare events.
method The paper introduces a multi-fidelity surrogate modeling strategy using active learning and subset simulation to merge high and low-fidelity models.
result The method significantly reduces computational cost while maintaining high accuracy in estimating rare event probabilities.

Bayesian deep learning improves building energy simulation accuracy.

problem Uncertainty in surrogate models for building energy performance.
method Training dropout neural networks and stochastic variational Gaussian Processes.
result Surrogate models reduce errors by up to 30% with uncertainty-aware sampling.

ConfEviSurrogate improves surrogate model accuracy and uncertainty quantification.

problem Uncertainty in surrogate models hinders reliable analysis.
method Introduces ConfEviSurrogate, a novel model that learns evidential distributions, separates uncertainty sources, and provides reliable prediction intervals.
result Demonstrates accurate predictions and robust uncertainty estimates in various simulations.

Researchers develop methods to reduce simulation costs for cardiovascular modeling.

problem High computational cost of high-fidelity simulations in cardiovascular modeling.
method Use low-fidelity approximations, neural networks, and normalizing flows to construct surrogates.
result Validated methods reduce computational cost while maintaining accuracy.

A new method removes biases in data integration by using surrogate control outcomes.

problem Data integration methods can be biased due to data-dependent processes.
method Post-integrated inference method using surrogate control outcomes to account for latent heterogeneity.
result The method provides consistent and efficient estimators under minimal assumptions and potential misspecifications.

Enhanced HH-consistency bounds derived under relaxed conditions.

problem Quantifying the relationship between zero-one estimation error and surrogate loss estimation error.
method Relaxing the condition on the surrogate loss conditional regret and presenting a general framework for establishing enhanced HH-consistency bounds.
result Derivation of more favorable HH-consistency bounds in various scenarios.