Trained SPENs with efficient search in reward function for structured prediction.
problem Expensive ground-truth labeling in structured output prediction.
method Efficient truncated randomized search in reward function for training SPENs.
result Local improvements and effective supervision for SPENs without labeled data.
A new method for multi-objective Bayesian optimization using entropy search and variational lower bound maximization.
problem Efficiently optimizing multiple objectives in continuous domains.
method Approximates the Pareto-frontier using a mixture distribution and optimizes the balance through variational lower bound maximization.
result Demonstrated effectiveness especially with many objective functions.
Decoding strategies often exclude human-like tokens, creating a detectable gap in generated text.
problem Decoding strategies exclude contextually appropriate but statistically rare tokens, creating a detectable gap in generated text.
method Analysis of 1.8 million texts across 8 language models, 5 decoding strategies, and 53 hyperparameter configurations.
result 8-18% of human-selected tokens fall outside typical truncation boundaries, indicating a detectable gap.
In this paper, we propose to combine imitation and reinforcement learning via the idea of reward shaping using an oracle. We study the effectiveness of the near-optimal cost-to-go oracle on the planning horizon and demonstrate that the cost-to-go oracle shortens the learner's planning horizon as function of its accurac…
UDN adapts depth to data complexity, outperforming standard neural networks.
problem Adapting neural network depth to data complexity.
method Variational inference for infinitely deep neural networks with a novel algorithm.
result UDN outperforms standard neural networks and other infinite-depth approaches.
The problem of an arbitrary truncated Levy flight description using the method of cumulant approach has been solved. The set of cumulants of the truncated Levy distribution given the assumption of arbitrary truncation has been found. The influence of truncation shape on the truncated Levy flight properties in the Gauss…
Truncated CauchyNMF robustly learns subspaces from noisy data.
problem Outliers in non-negative matrix factorization (NMF) cause failure.
method Proposes Truncated CauchyNMF loss to handle outliers.
result Theoretical analysis and experimental validation show Truncated CauchyNMF's robustness.
Efficiently estimate Boolean product distribution parameters from truncated samples.
problem Estimating parameters of Boolean product distributions from truncated samples.
method Introducing fatness of truncation set, using membership queries, and adapting Stochastic Gradient Descent.
result Efficiently learn Boolean product distributions from truncated samples with small sample complexity.
In the paper "On Truncated Variation of Brownian Motion with Drift" (Bull. Pol. Acad. Sci. Math. 56 (2008), no.4, 267 - 281) we defined truncated variation of Brownian motion with drift, W t = B t + μ t , t ≥ 0 , W_t = B_t + μt, t\geq 0, W t = B t + μ t , t ≥ 0 , where ( B t ) (B_t) ( B t ) is a standard Brownian motion. Truncated variation differs from regular variation by neglect…
Optimal algorithm learns Gaussian under halfspace truncation with minimal samples.
problem Learning a Gaussian distribution truncated to an unknown halfspace.
method Efficient algorithm using n = i l d e O ( d 2 / ε 2 ) n = ilde{O}(d^2/\varepsilon^2) n = i l d e O ( d 2 / ε 2 ) samples and runtime dominated by empirical covariance matrix computation. result Optimal sample and time complexity bounds for learning a Gaussian under halfspace truncation.
New method for constructing truncated vine copulas.
problem High-dimensional parameter space in vine copulas.
method Propose a new score and algorithm for constructing truncated vines.
result New algorithms exploit conditional independences.
Paper proposes approximate Stein classes for efficient truncated density estimation.
problem Difficulties in estimating truncated density models due to intractable normalising constants and boundary conditions.
method Adapts score matching to solve the problem, introduces approximate Stein classes and a novel discrepancy measure, TKSD.
result TKSD does not require a fixed weighting function and can be evaluated using only boundary samples, leading to improved accuracy.
Paper defines new risk measures for elliptical distributions.
problem Risk measurement for elliptical distributions.
method DTM, DTS, DTK definitions and formula derivation for specific distributions.
result Explicit formulas for DTE, DTV, DTS, and DTK for various distributions.
Statistical model checking for PCTL on MDPs using reinforcement learning.
problem Model checking PCTL specifications on MDPs with statistical methods.
method Reinforcement learning for policy search, statistical model checking with UCB-based Q-learning.
result Provably guaranteed statistical model checking method for PCTL specifications on MDPs.
Paper proposes a method to estimate truncated density models using Score Matching.
problem Estimating parameters of truncated probability densities.
method Score Matching with a novel weight function derived from Stein discrepancy.
result The proposed method minimizes a weighted Fisher divergence and corrects outlier-trimming bias.
New DP framework using data truncation for efficient estimation.
problem Differential privacy in unbounded data support.
method Data truncation, exponential family distributions, maximum likelihood estimation, DP stochastic gradient descent.
result Near-optimal sample complexity for Gaussian mean and covariance estimation.
New methods for scalable causal discovery from complex data.
problem Learning causal structures from nonlinear, continuous or mixed data.
method BF-BIC score and BF-LRT test for scalable causal discovery.
result BF-BIC score and BF-LRT test enable scalable causal discovery with competitive accuracy and runtime.
Unified framework for mean testing under truncation bias.
problem High-dimensional mean testing under arbitrary truncation.
method Characterizes fundamental limits and develops a simple second-order test.
result Unified framework connects finite-moment, sub-Gaussian, and median-regular structural regimes.
Automates bias control in reinforcement learning algorithms.
problem Overestimation bias in reinforcement learning algorithms.
method Data-driven approach for automatic selection of bias control hyperparameters.
result Significant reduction in the number of interactions while maintaining performance.
Score matching method improves density estimation for truncated data on manifolds.
problem Density estimation for truncated data on manifolds with intractable normalising constant.
method Truncated score matching extended to Riemannian manifolds with boundary.
result Score matching estimator approximates true parameter values with low error.
Psychiatric neuroscience is increasingly aware of the need to define psychopathology in terms of abnormal neural computation. The central tool in this endeavour is the fitting of computational models to behavioural data. The most prominent example of this procedure is fitting reinforcement learning (RL) models to decis…
Algorithm estimates Gaussian parameters under unknown truncation sets.
problem Estimating Gaussian parameters when samples are truncated to unknown sets.
method Efficient algorithm for arbitrary unknown truncation sets, using Gaussian surface area as complexity measure.
result Algorithm works for large families of sets including intersections of halfspaces and general convex sets.
The method approximates stationary distributions of Markov models by truncating irrelevant states.
problem Computing the stationary distribution of complex Markov models is computationally challenging.
method A state-space lumping scheme that aggregates states in a grid structure, iteratively refining the state-space.
result The method provides a well-justified finite-state projection tailored to the stationary behavior of Markov models.
A new framework predicts hidden Markov model regimes online.
problem Efficiently identify hidden Markov model regimes in streaming data.
method Develops a predictive-first optimisation framework for streaming HMMs, approximating the full posterior predictive distribution.
result The method provides competitive prequential performance compared to Online EM and Sequential Monte Carlo.
Paper tackles overestimation bias in continuous control, improving performance by 25%.
problem Overestimation bias in off-policy learning.
method Truncated Quantile Critics (TQC) combines distributional representation, truncation, and ensembling of critics.
result TQC outperforms state-of-the-art methods by 25% on the Humanoid environment.
Study improves understanding of why agentic theorem provers succeed.
problem Understanding which components of agentic theorem provers improve proof success.
method Statistical provability theory and finite-horizon reachability MDP model.
result Bounds provability gap and explains components' effectiveness.
We consider an appoximation of a catenoid constructed from "odd" truncated cones that maintains minimality in a certain sense. Thorough this procedure, we obtain a discrete curve approximating a catenary by exploiting the fact that it is the function that generates a catenoid. In this investigation, the theory of the G…
Estimates domain truncation error for option pricing PDEs.
problem Estimating error in option pricing models with domain truncation.
method Derives an estimate of domain truncation error for a multidimensional PDE system.
result Proposes a sharper error estimate for option pricing models.
Choppy optimizes ranked list truncation using Transformer architecture.
problem Optimal truncation of ranked search results to balance relevance and user cost.
method Assumption-free Transformer model optimizing user-defined IR metrics.
result Choppy improves upon recent state-of-the-art methods.
Paper proposes using truncated normal distribution for RRC model, improving detection of minority classes.
problem Improving weak classifiers in RRC models.
method Proposes using truncated normal distribution and soft confusion matrix for RRC model.
result Truncated-normal-based SCM algorithm outperforms beta distribution in discovering minority classes.
New COS method formula improves option pricing accuracy.
problem Determining the optimal truncation range for COS method.
method Derive new formula using Markov's inequality to ensure convergence.
result New formula leads to more accurate option pricing.
We solve for functions from their truncated Hilbert transforms using Chebyshev series.
problem Finding functions from their truncated Hilbert transforms.
method Express functions in Chebyshev series and numerically estimate coefficients.
result Numerical methods work well for extrapolating functions from truncated Hilbert transforms.
Adaptive TBPTT controls gradient bias in RNNs for faster convergence.
problem Choosing optimal truncation length in TBPTT for RNNs is difficult.
method Adaptive TBPTT converts lag selection to bias control, estimating optimal truncation length during training.
result Adaptive TBPTT improves convergence rate and computational efficiency in RNNs.
Spectrally-truncated KRR outperforms full KRR for large data.
problem Computational intensity of KRR for large datasets.
method Spectrally truncating the kernel matrix to its largest r r r eigenvalues. result Spectrally-truncated KRR can outperform full KRR for all finite samples above a threshold.
The generalized correlation approach, which has been successfully used in statistical radio physics to describe non-Gaussian random processes, is proposed to describe stochastic financial processes. The generalized correlation approach has been used to describe a non-Gaussian random walk with independent, identically d…
Lower bound shows super-polynomial gap for estimating truncated Gaussian means.
problem Estimating mean of truncated Gaussian distribution with limited samples.
method Statistical Query (SQ) lower bounds for learning.
result Super-polynomial information-computation gap for the task.
As in standard linear regression, in truncated linear regression, we are given access to observations ( A i , y i ) i (A_i, y_i)_i ( A i , y i ) i whose dependent variable equals y i = A i T ⋅ x ∗ + η i y_i= A_i^{\rm T} \cdot x^* + η_i y i = A i T ⋅ x ∗ + η i , where x ∗ x^* x ∗ is some fixed unknown vector of interest and η i η_i η i is independent noise; except we are only given an observation if its dep…
The paper analyzes and mitigates biases in scalable Gaussian Process methods.
problem Modeling biases in scalable Gaussian Process methods.
method Randomized truncation estimators to eliminate bias in exchange for increased variance.
result Randomized truncation estimators meaningfully outperform biased counterparts with minimal additional computation.
We show that generalised geometry gives a unified description of maximally supersymmetric consistent truncations of ten- and eleven-dimensional supergravity. In all cases the reduction manifold admits a "generalised parallelisation" with a frame algebra with constant coefficients. The consistent truncation then arises …
Proposes a method to handle sparse multiway count data with false zeros using zero-truncated Poisson regression.
problem Handling sparse multiway count data corrupted by false zeros.
method Zero-truncated Poisson regression with tensor completion.
result Accurate estimation of multiway count data from approximately I R 2 log 2 2 ( I ) IR^2\log_2^2(I) I R 2 log 2 2 ( I ) non-zero counts. Adaptive Nucleus Truncation Improves Long-Form Reasoning
problem Improving long-form reasoning in language models
method Adaptive Nucleus Truncation Sampling (ANTS)
result Significant performance gains across various benchmarks
Estimates inverse temperature of Ising models with a single sample.
problem Estimating inverse temperature in truncated Ising models with hard constraints.
method Maximizing pseudolikelihood to estimate the inverse temperature.
result An estimator that is nearly O ( n ) O(n) O ( n ) time and O ( Δ 3 / n ) O(Δ^3/\sqrt{n}) O ( Δ 3 / n ) -consistent. The paper studies deformation spaces of Coxeter truncation polytopes.
problem Understanding the geometric properties and deformations of Coxeter truncation polytopes.
method Analyzing Coxeter truncation polytopes and their deformation spaces.
result Description of deformation spaces for Coxeter truncation polytopes of dimension d ⩾ 4 d \geqslant 4 d ⩾ 4 . The paper connects quantum 6 j 6j 6 j -symbols to tetrahedra volumes via discrete Fourier transforms.
problem Understanding the asymptotic behavior of quantum 6 j 6j 6 j -symbols and their relation to 3-manifold invariants. method Proposing and proving a conjecture linking discrete Fourier transforms of quantum 6 j 6j 6 j -symbols to the volumes of deeply truncated tetrahedra. result Supporting evidence for the conjecture in specific cases, with numerical calculations for larger dihedral angles.
Typically, operational risk losses are reported above some threshold. This paper studies the impact of ignoring data truncation on the 0.999 quantile of the annual loss distribution for operational risk for a broad range of distribution parameters and truncation levels. Loss frequency and severity are modelled by the P…
Bayesian method estimates LTLL distribution parameters for time-to-event data.
problem Parameter estimation for time-to-event data with left truncation.
method Bayesian inference using Metropolis-Hastings algorithm.
result Bayesian estimation provides more stable and reliable parameter estimates.
Paper develops efficient method for probability estimation.
problem Estimating probabilities with high efficiency.
method Adaptive Monte Carlo estimation using truncated inverse binomial sampling.
result Proposed method is orders of magnitude more efficient.
The paper investigates the convergence of Vendi scores under finite samples and introduces a truncated version for better performance.
problem The Vendi score's convergence is hindered by computational limitations when using large sample sizes.
method The authors introduce the t-truncated Vendi score to address this issue by truncating the eigenspectrum of the kernel matrix.
result The t-truncated Vendi score converges to its asymptotic limit with a smaller number of samples, improving upon the standard Vendi score.