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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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109218327436 · Jun 202019922001200920172026
48 results for trajectory evaluation

New method efficiently evaluates policies using trajectory data.

problem Statistically efficient policy evaluation with limited data.
method Trajectory-based approach for policy evaluation.
result Improved sample complexity for policy evaluation.

The vision of automated driving is to increase both road safety and efficiency, while offering passengers a convenient travel experience. This requires that autonomous systems correctly estimate the current traffic scene and its likely evolution. In highway scenarios early recognition of cut-in maneuvers is essential f…

2019-07-25abs ↗pdf ↗

The paper studies sub and super-replication price bounds for contingent claims defined on general trajectory based market models. No prior probabilistic or topological assumptions are placed on the trajectory space, trading is assumed to take place at a finite number of occasions but not bounded in number nor necessari…

2015-11-04abs ↗pdf ↗

We use splines and the Sasaki metric to analyze and compare manifold-valued trajectories.

problem Analyzing and comparing trajectories on Riemannian manifolds.
method Riemannian hierarchical model, Bézier splines, Sasaki metric.
result Spline-based approaches outperform state-of-the-art methods in intensity classification of trajectories.

New protocol evaluates synthetic data for temporal consistency.

problem Synthetic data generators can produce invalid timestamps and trajectories.
method Characterize datasets by four properties, then measure timestamp validity and dynamics.
result Temporal fidelity must be measured, not inferred from static data.

New insights on offline RL with state aggregation and trajectory data.

problem Understanding sample complexity in offline policy evaluation.
method Analyzing concentrability coefficient in aggregated Markov Transition Model.
result Sample complexity depends on concentrability coefficient in aggregated model.

SOCRATES uses LLMs to automate simulation optimization of complex systems.

problem Optimizing complex, expensive-to-sample stochastic systems.
method Two-stage procedure: replica construction and meta-optimization.
result Adaptive hybrid optimization schedule for real systems.

End-to-end model predicts multiagent trajectories using game theory and neural nets.

problem Predicting trajectories of interacting agents in complex scenarios.
method Hybrid neural net with game-theoretic reasoning, using implicit layers to map preferences to Nash equilibria.
result Trains an interpretable model that predicts future trajectories and transfers to decision making.

Established techniques for simulation and prediction with Gaussian process (GP) dynamics often implicitly make use of an independence assumption on successive function evaluations of the dynamics model. This can result in significant error and underestimation of the prediction uncertainty, potentially leading to failur…

2019-12-23abs ↗pdf ↗

Analyzing the urban trajectory in cities has become an important topic in data mining. How can we model the human mobility consisting of stay and travel from the raw trajectory data? How can we infer such a mobility model from the single trajectory information? How can we further generalize the mobility inference to ac…

2020-01-21abs ↗pdf ↗

Mobility datasets are fundamental for evaluating algorithms pertaining to geographic information systems and facilitating experimental reproducibility. But privacy implications restrict sharing such datasets, as even aggregated location-data is vulnerable to membership inference attacks. Current synthetic mobility data…

2018-11-30abs ↗pdf ↗

Navigating complex urban environments safely is a key to realize fully autonomous systems. Predicting future locations of vulnerable road users, such as pedestrians and cyclists, thus, has received a lot of attention in the recent years. While previous works have addressed modeling interactions with the static (obstacl…

2019-10-15abs ↗pdf ↗

Study uses trajectory embedding to measure place function similarity at fine spatial granularity.

problem Measuring place function similarity at fine spatial granularity.
method Trajectory embedding to reduce dimensions and measure similarity of place functions.
result Embedding similarity can be a metric proxy for place functions at fine spatial granularity.

HAMBO estimates policy performance by hallucinating worst-case trajectories, providing valid lower bounds.

problem Conservative off-policy evaluation of policies in real-world applications.
method HAMBO hallucinates worst-case trajectories based on learned model uncertainty.
result Valid lower bounds on policy performance, converging to true expected return under regular conditions.

WayDCM predicts trajectories considering long-term goals, improving accuracy.

problem Predicting future trajectories of dynamic agents in complex environments.
method WayDCM combines DCM and NN to predict intermediate goals and trajectories, considering long-term goals.
result WayDCM outperforms previous methods on the Waymo Open dataset.

We present a data-efficient reinforcement learning algorithm resistant to observation noise. Our method extends the highly data-efficient PILCO algorithm (Deisenroth & Rasmussen, 2011) into partially observed Markov decision processes (POMDPs) by considering the filtering process during policy evaluation. PILCO conduct…

2016-02-08abs ↗pdf ↗

A new reinforcement learning method reduces action complexity for robust control.

problem Deep reinforcement learning's susceptibility to spurious correlations.
method Minimizing trajectory entropy to encourage simple, predictable actions.
result Trajectory Entropy Reinforcement Learning achieves superior performance and robustness.

A new method detects anomalies in trajectory data using normalizing flows.

problem Detecting anomalous patterns in high-dimensional, varying-length spatial data.
method Probability density estimation via normalizing flows for each trajectory segment, aggregating likelihoods.
result The proposed method, GRADINGS, effectively identifies anomalies in real-world trajectory data.

DeepRacing uses neural networks to predict trajectories for autonomous racing in video games.

problem Training algorithms for high-speed autonomous racing in realistic environments.
method Developed a virtual testbed using F1 video games, trained neural networks to predict trajectories and control commands.
result Trajectory prediction outperforms end-to-end control methods in autonomous racing simulations.

We introduce a method for learning the dynamics of complex nonlinear systems based on deep generative models over temporal segments of states and actions. Unlike dynamics models that operate over individual discrete timesteps, we learn the distribution over future state trajectories conditioned on past state, past acti…

2017-03-12abs ↗pdf ↗

Variational inference improves training of generative flow networks.

problem Training generative flow networks efficiently and accurately.
method Define variational objectives in terms of KL divergences and optimize convex combinations.
result Variational inference methods can reduce the variance of gradients in training generative flow networks.

We consider the problem of recovering an expert's reward function with inverse reinforcement learning (IRL) when there are missing/incomplete state-action pairs or observations in the demonstrated trajectories. This issue of missing trajectory data or information occurs in many situations, e.g., GPS signals from vehicl…

2019-11-16abs ↗pdf ↗

PhysVarMix predicts diverse urban trajectories with physics constraints.

problem Predicting complex urban agent trajectories with multiple plausible scenarios.
method Physics-informed variational mixture model combining learning and physics constraints.
result Superior performance compared to existing methods on benchmark datasets.

The paper investigates how neural network weights evolve to monitor training progress.

problem Monitoring the training progress of neural networks in a cost-effective manner.
method Investigates the evolution of neural network weights in weight space.
result DNN models evolve on unique, smooth trajectories in weight space that can be used to track training progress.

Safe active learning for time-series models with Gaussian processes.

problem Learning time-series models while respecting safety constraints.
method Employing Gaussian processes with a nonlinear exogenous input structure, the approach dynamically explores the input space to generate data for model learning.
result The approach effectively learns time-series models under safety constraints, as demonstrated in a technical application.

Policy analysts wish to visualize a range of policies for large simulator-defined Markov Decision Processes (MDPs). One visualization approach is to invoke the simulator to generate on-policy trajectories and then visualize those trajectories. When the simulator is expensive, this is not practical, and some method is r…

2017-03-28abs ↗pdf ↗

UK's rapid vaccine rollout linked to reduced COVID-19 mortality.

problem Assessing the impact of accelerated vaccine rollout on public health outcomes.
method Flexible probabilistic models combining interrupted time series analysis and synthetic control methods with multi-output Gaussian processes.
result Substantial reduction in COVID-19 mortality with little effect on transmission rates.

CitySim dataset captures vehicle trajectories for safety research.

problem Lack of fine-grain vehicle trajectories for safety-oriented research.
method Five-step procedure: video stabilization, object filtering, stitching, detection, and error filtering.
result CitySim dataset improves safety evaluations and facilitates digital-twin research.

Paper proposes a framework for reliable off-policy evaluation in reinforcement learning.

problem Quantifying uncertainty in off-policy estimates for safe deployment of target policies.
method Distributionally robust optimization for creating confidence bounds.
result Non-asymptotic and asymptotic guarantees for robust cumulative reward estimates.

Diffusion models' sampling paths lie in a low-dimensional subspace, resembling boomerangs.

problem Understanding the geometric structure of diffusion-based generative models.
method Characterization of deterministic sampling trajectories using low-dimensional subspace and kernel-estimated data modeling.
result Sampling trajectories in diffusion models are confined to a low-dimensional subspace and exhibit a boomerang shape.

Unified framework for multi-view diffusion geometries using intertwined diffusion trajectories.

problem Constructing multi-view diffusion geometries with flexible view interaction and fusion.
method Intertwined multi-view diffusion trajectories (MDTs) as a class of inhomogeneous diffusion processes.
result Established theoretical properties and derived diffusion distances and embeddings.