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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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3006009001,200 · Jun 202019922001200920172026
48 results for surrogate method

The paper proposes a method to assess surrogate heterogeneity in non-randomized data.

problem Lack of methods to evaluate surrogate heterogeneity in non-randomized data.
method Proposes a framework using meta-learners to assess surrogate heterogeneity in real-world data.
result Identifies individuals for whom the surrogate is a valid replacement of the primary outcome.

New method uses sparse random features for crashworthiness analysis.

problem Efficient surrogate modelling for uncertainty quantification.
method Sparse Random Features combined with self-supervised dimensionality reduction.
result Superiority over state-of-the-art techniques in crashworthiness analysis.

Paper proposes hybrid modeling to improve surrogate accuracy using multiple data sources.

problem Improving surrogate model accuracy by integrating simulation and real-world data.
method Two novel probabilistic approaches: separate and combined surrogates with weighting strategy.
result Hybrid models improve predictive accuracy and coverage compared to single-source surrogates.

This work improves surrogate models for balancing accuracy and cost in multi-fidelity methods.

problem Balancing accuracy and computational cost in multi-fidelity methods.
method Develops context-aware surrogate models for multi-fidelity importance sampling and Bayesian inverse problems.
result Context-aware surrogate models can lead to runtime speedups of up to one order of magnitude.

Bayesian method refines surrogate models for accurate full waveform inversion.

problem Complex input/output relations in full waveform inversion make accurate surrogate models difficult.
method Iterative refinement of surrogate models using MCMC samples and progressively expanding frequency bandwidth.
result Highly accurate surrogate model across full bandwidth enables accurate final MCMC inversion.

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.

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.

Develops methods to create consistent surrogate models for agent-based simulators.

problem High computational costs and misjudgment of interventions in agent-based models.
method Causal abstractions to learn interventionally consistent surrogate models.
result Surrogates trained for interventional consistency closely mimic the agent-based model's behavior under interventions.

The paper develops a faster surrogate model for simulators using hybrid methods.

problem The need for faster validation of automotive technologies using simulators.
method Testing classical methods and building hybrid models combining them.
result A hybrid surrogate model outperforms classical methods in multivariate time series prediction.

New method integrates real and synthetic data to improve machine learning models.

problem Expensive or impractical collection of high-quality data limits machine learning.
method Weighted empirical risk minimization approach for integrating surrogate data.
result Integrating surrogate data can significantly reduce test error on the original distribution.

The paper compares multi-fidelity methods for Gaussian process surrogates in physics.

problem Limited availability of data due to expensive simulations.
method Extending non-linear autoregressive methods to multi-fidelity models and incorporating delay terms.
result Multi-fidelity methods generally have smaller prediction error for the same computational cost.

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.

Proposes a method to improve surrogate models by incorporating sensitivity information.

problem Pruned neural networks often fail to capture sensitivities and uncertainties of original models.
method Combines Interval Adjoint Significance Analysis and Sobolev Training to accurately model sensitivities.
result Pruned models based on the proposed method better match original sensitivities.

Generalizes NTK for surrogate gradient learning in neural networks.

problem Lack of theoretical foundation for surrogate gradient learning.
method Generalizes neural tangent kernel (NTK) for surrogate gradient learning (SGL).
result Surrogate gradient NTK provides a good characterization of SGL.

This paper develops efficient surrogate models for optimization of complex dynamical systems.

problem Computational expense in solving complex dynamical systems through numerical simulation.
method Combination of proper orthogonal decomposition and radial basis functions for constructing low-dimensional surrogate models.
result Surrogate models reduce computational time for optimization problems while maintaining accuracy.

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.

New method simplifies checking consistency of differentiable loss functions.

problem Verifying consistency of differentiable loss functions is difficult.
method Developed a new approach called strong indirect elicitation (strong IE) to simplify checking consistency.
result Strong IE is equivalent to calibration for strongly convex, differentiable surrogates.

A method constructs a stochastic surrogate from dimensionality reduction results for high-dimensional uncertainty quantification.

problem High-dimensional uncertainty quantification with physics-based models.
method Constructs a stochastic surrogate model from dimensionality reduction results.
result Preserves convenience of sequential dimensionality reduction and Gaussian process regression while overcoming limitations.

We study consistency properties of machine learning methods based on minimizing convex surrogates. We extend the recent framework of Osokin et al. (2017) for the quantitative analysis of consistency properties to the case of inconsistent surrogates. Our key technical contribution consists in a new lower bound on the ca…

2018-10-26abs ↗pdf ↗

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 framework improves reinforcement learning algorithms with policy guarantees.

problem Designing efficient and stable reinforcement learning algorithms.
method A general framework (FMA-PG) based on functional mirror ascent that constructs surrogate functions enabling policy improvement guarantees.
result The proposed framework enables policy improvement guarantees that hold regardless of policy parameterization, and recovers important heuristics.

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.

A new sampling strategy improves reliability and robustness optimization for complex designs.

problem High sample requirements for optimizing reliability and robustness in complex designs.
method Local Latin Hypercube Refinement (LoLHR) for multi-objective design uncertainty optimization.
result LoLHR achieves better results compared to other surrogate-based strategies.

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.

LazyDINO efficiently solves high-dimensional Bayesian inverse problems with fast and scalable solutions.

problem High-dimensional nonlinear Bayesian inverse problems with expensive parameter-to-observable maps.
method LazyDINO combines derivative-informed neural surrogates and lazy map variational inference for efficient posterior approximation.
result Significant cost reduction in amortized Bayesian inversion, achieving one to two orders of magnitude improvement.

SURGIN uses generative models to infer subsurface flow data efficiently.

problem Inefficient and task-specific inversion methods for subsurface multiphase flow.
method SURGIN integrates U-FNO surrogate with SGM for zero-shot conditional generation.
result Decent inference of heterogeneous geological fields and flow dynamics with uncertainty quantification.

SMT-EX enhances SMT for explaining surrogate models of mixed-variable design problems.

problem Making decisions and understanding complex systems using surrogate models of mixed-variable design problems.
method Integrates explainability techniques into SMT, including Shapley Additive Explanations, Partial Dependence Plot, and Individual Conditional Expectations.
result Demonstrates versatility in addressing diverse problem characteristics.

Local update methods' performance depends on learning rates, affecting convergence rates and alignment with true loss.

problem The performance of local update methods in federated learning and meta-learning is sensitive to learning rates.
method Proved that local update methods perform SGD on a surrogate loss function, characterized the surrogate loss, and derived convergence rates.
result Proper learning rate tuning is crucial for near-optimal behavior in communication-limited settings.

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.

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.

This study proposes an efficient surrogate for Darcy flow inverse problems.

problem Efficiently constructing accurate surrogate models for high-dimensional complex inverse problems.
method Sequential Bayesian design strategy to acquire a locally accurate surrogate model focusing on high-probability regions.
result The proposed method accelerates inversion accuracy and computational speed.

Hyperboost uses gradient boosting for hyperparameter optimization, outperforming state-of-the-art methods.

problem Hyperparameter tuning for machine learning algorithms
method Gradient boosting surrogate model with quantile regression and distance metric
result Hyperboost outperforms state-of-the-art techniques in empirical tests

Bayesian surrogate models reduce uncertainty in high-dimensional design optimisation problems.

problem Uncertainty in high-dimensional inputs for complex computational models.
method Variational Bayesian inference for constructing statistical surrogates with Gaussian process priors and KL divergence for approximation.
result The RDVGP surrogate provides accurate and versatile approximations for robust structural optimisation.

Improved machine learning model performance through data augmentation, custom loss functions, and transfer learning.

problem Poor performance of a traditional engineering model due to limited training data.
method Data augmentation, custom loss functions, transfer learning.
result Improvement of at least 38% in performance across five models.

Improved surrogate model for field-valued QoIs using LF and HF simulations.

problem Accurate and efficient modeling of field-valued quantities under uncertain inputs.
method Bifidelity Karhunen-Loève expansion with active learning.
result Consistent improvements in predictive accuracy and sample efficiency.