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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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97195292389 · Jun 202019922001200920172026
48 results for uncertainty minimization

Optimal financial strategies minimize risk under uncertain models.

problem Maximizing utility in financial markets with model uncertainty.
method Optimized strategies converge to those with minimal norm as uncertainty increases.
result Optimal strategies with minimal norm emerge as uncertainty grows.

The ultimate goal of optimization is to find the minimizer of a target function.However, typical criteria for active optimization often ignore the uncertainty about the minimizer. We propose a novel criterion for global optimization and an associated sequential active learning strategy using Gaussian processes.Our crit…

2012-02-09abs ↗pdf ↗

TS-RSR improves batch Bayesian Optimization by minimizing redundancy and focusing on high uncertainty points.

problem Efficient batch selection in Bayesian Optimization to reduce redundancy and improve performance.
method TS-RSR uses Thompson Sampling to minimize a regret to uncertainty ratio for batch selection.
result TS-RSR outperforms state-of-the-art batch BO algorithms on various test functions.

Unified framework for planning under uncertainty using variational inference.

problem Planning under uncertainty with separate objectives for exploration and exploitation.
method Variational inference on a generative model augmented with priors.
result EFE-based planning emerges as variational inference, enabling scalable, resource-aware policies.

Unified method for input, data, and model uncertainty in neural networks.

problem Uncertainty in neural network inputs and outputs.
method Propagating uncertainty through inputs using a unified formulation.
result More stable decision boundaries with input noise, and propagation of input uncertainty to model outputs.

Bayesian regression underestimates parameter uncertainties in noisy models.

problem Parameter uncertainties are underestimated in Bayesian regression for imperfect models.
method Analyzed and designed an ansatz to correct for misspecification in near-deterministic surrogate models.
result Posterior distributions must cover all training points to avoid divergent generalization error.

CRC method provides tighter uncertainty intervals for CT images.

problem Expressing uncertainty in CT images in clinically meaningful terms.
method Semantically adaptive CRC procedure leveraging length minimization.
result Valid coverage of ground-truth images with tighter uncertainty intervals.

This manuscript introduces the idea of using Distributionally Robust Optimization (DRO) for the Counterfactual Risk Minimization (CRM) problem. Tapping into a rich existing literature, we show that DRO is a principled tool for counterfactual decision making. We also show that well-established solutions to the CRM probl…

2019-06-14abs ↗pdf ↗

Aims to learn from multiple unpredictable teachers with minimal interaction.

problem Learning from multiple non-deterministic teachers with low interaction cost.
method Develops a framework and an active learning algorithm to estimate a distribution over policy space.
result Significantly reduces interaction with teachers without compromising performance.

Regulator allocates buffers to prevent financial contagion in networks with common assets.

problem Containment of default contagion in financial networks with common asset exposures.
method Allocates nonnegative buffer vectors under linear budget constraints to maximize default or insolvency resilience margins or minimize worst-case systemic losses.
result Exact synthesis results for buffer allocation under \ell_{\infty} and 1\ell_{1} uncertainty sets, showing significant gains over uniform and exposure-proportional allocations.

Analyzes how uncertainty in financial networks affects stability.

problem Understanding how uncertainty in financial networks impacts stability.
method Introduced a minimal stochastic dynamical model of the interbank network with linear interactions. Derived the interaction correction to the stress expectation and studied it on the short-medium timescale.
result Interactions increase the stress expectation on average, highlighting the importance of disclosure.

This paper concerns the problem of learning control policies for an unknown linear dynamical system to minimize a quadratic cost function. We present a method, based on convex optimization, that accomplishes this task robustly: i.e., we minimize the worst-case cost, accounting for system uncertainty given the observed …

2019-06-04abs ↗pdf ↗

We study a notion of good-deal hedging, that corresponds to good-deal valuation for generalized good-deal constraints. Under model uncertainty about the market prices of risk of hedging assets, a robust approach leads to a reduction or even elimination of a speculative component in good-deal hedging, which is shown to …

2016-07-15abs ↗pdf ↗

SON learns SPDE solutions and uncertainty from noisy data.

problem Uncertainty quantification in SPDEs with unknown model uncertainties.
method Combining DeepONet and SNNs, SON models stochasticity and predicts uncertainty.
result SON accurately captures solution structure and quantifies predictive uncertainty.

Study highlights how model choice affects uncertainty estimation in neural network regression.

problem Uncertainty estimation under model misspecification in neural network regression.
method Analyzed the impact of model choice on uncertainty estimation in neural network regression, focusing on aleatoric and epistemic uncertainties.
result Model misspecification leads to unreliable uncertainty estimates, highlighting the importance of choosing appropriate models.

A new method optimizes complex engineering designs under uncertainty efficiently.

problem Optimizing large, uncertain engineering designs with limited resources.
method Multi-level informed optimization via decomposed Kriging.
result Significantly faster and more accurate optimization compared to state-of-the-art methods.

CE improves climate uncertainty quantification using GCM ensembles and observational data.

problem Uncertainty in climate projections due to model inadequacies and variability.
method Conformal ensembles integrating GCM ensembles and observational data.
result CE generates statistically rigorous, easy-to-interpret uncertainty estimates.

C-IP improves LLMs' query selection for interactive tasks by estimating uncertainty robustly.

problem Minimizing the number of queries for interactive LLMs.
method Conformal Information Pursuit (C-IP) using conformal prediction sets.
result C-IP achieves better predictive performance and shorter query-answer chains.

DAIS minimizes symmetrized KL divergence between initial and target distributions.

problem Optimizing over initial distributions in importance sampling.
method Differentiable annealed importance sampling (DAIS) minimizing symmetrized KL divergence.
result DAIS minimizes symmetrized KL divergence between initial and target distributions.

Gittins index optimizes decision-making under uncertainty, even in complex scenarios.

problem Optimal decision-making under uncertainty.
method Gittins index optimizes allocation of resources among uncertain options.
result Gittins index can be effectively applied to practical problems, including Bayesian optimization and queue latency minimization.

We study the superreplication of contingent claims under model uncertainty in discrete time. We show that optimal superreplicating strategies exist in a general measure-theoretic setting; moreover, we characterize the minimal superreplication price as the supremum over all continuous linear pricing functionals on a sui…

2013-01-15abs ↗pdf ↗

New federated conformal prediction method addresses label shift for uncertainty quantification.

problem Label shift in federated learning and its impact on uncertainty quantification.
method Quantile regression-based federated conformal prediction method with privacy constraints.
result Method provides valid coverage of prediction sets and differential privacy guarantees.

A new method to break down insurance costs into risk and uncertainty.

problem Understanding and quantifying insurance costs in uncertain environments.
method An axiomatic approach to decompose premium principles into risk and deviation measures.
result Maximal risk and minimal deviation measures can be uniquely identified in decompositions.

Paper uses conformal prediction for solar power forecasting in electricity markets.

problem Enhancing participation in electricity markets through accurate day-ahead PV power predictions.
method Combines machine learning for point predictions and conformal prediction for uncertainty quantification.
result CP with k-nearest neighbors and Mondrian binning outperforms linear quantile regressors in predicting PV power.

Study examines uncertainty in adversarially trained models and proposes improved AT methods.

problem Uncertainty quantification in adversarially trained models for safety-critical applications.
method Investigates conformal prediction (CP) for adversarial attacks, proposes Beta-weighting loss with entropy minimization for improved prediction set size (PSS).
result Proposed AT-UR method improves CP efficiency and prediction set size.

A new method for estimating uncertainties in neural ODEs without numerical integration.

problem Accurate estimation of predictive uncertainties in neural ODEs.
method Distributional Gradient Matching (DGM) algorithm that jointly trains a smoother and a dynamics model.
result Significantly more accurate predictions compared to traditional methods.

Controller seeks informative system observations to predict nonlinear dynamics.

problem Predicting nonlinear dynamics with uncertain parameters.
method Expected free energy minimization for balancing goal state and informative observations.
result Controller improves performance in uncertain parameter scenarios.

Unified predictive uncertainty disentangled using deep split ensembles.

problem Understanding and quantifying uncertainty in NNs for real-world applications.
method Deep split ensemble approach using multivariate Gaussian mixture model.
result Inherently well-calibrated models with high flexibility to group features.

New method reduces uncertainty in deep neural networks with minimal computation.

problem Uncertainty in over-parameterized neural networks hinders reliability and statistical guarantees.
method Procedural-noise-correcting (PNC) predictor and resampling methods.
result Asymptotically exact-coverage confidence intervals constructed with minimal computation.

It is well known that the minimal superhedging price of a contingent claim is too high for practical use. In a continuous-time model uncertainty framework, we consider a relaxed hedging criterion based on acceptable shortfall risks. Combining existing aggregation and convex dual representation theorems, we derive duali…

2018-12-28abs ↗pdf ↗

This paper proposes a probabilistic imputation method with uncertainty quantification.

problem Missing value imputation with uncertainty estimation for large datasets.
method Low Rank Gaussian Copula framework that augments PPCA with column-specific transformations.
result The method yields state-of-the-art imputation accuracy and well-calibrated uncertainty estimates.

This paper proposes a new method to approximate posterior distributions using generative neural networks trained via scoring rule minimization.

problem Bayesian Likelihood-Free Inference for models with intractable likelihood.
method Approximate posterior with generative neural networks trained via scoring rule minimization, avoiding the instability of adversarial training.
result Scoring Rule minimization leads to better performance and uncertainty quantification compared to adversarial training.

Estimates of predictive uncertainty are important for accurate model-based planning and reinforcement learning. However, predictive uncertainties---especially ones derived from modern deep learning systems---can be inaccurate and impose a bottleneck on performance. This paper explores which uncertainties are needed for…

2019-06-19abs ↗pdf ↗

TQF models multivariate uncertainty by learning conditional quantiles.

problem Challenges in fully nonparametric estimation of multivariate conditional distributions.
method Tomographic Quantile Forests (TQF) learns conditional quantiles of directional projections.
result TQF reconstructs multivariate conditional distribution efficiently without convexity restrictions.

A new active learning method considers both uncertainty and diversity to minimize labeling and decision costs.

problem Classical AL approaches fail to capture data distribution in unlabeled data, leading to mislabeling of outliers.
method CBAL considers classification uncertainty and instance diversity, using a min-max approach to minimize labeling and decision costs.
result Extensive experiments show CBAL outperforms state-of-the-art AL approaches.

ABNN converts pre-trained DNNs into BNNs for reliable uncertainty quantification.

problem Uncertainty quantification in deep neural networks (DNNs) is challenging and critical for real-world applications.
method Adaptable Bayesian Neural Network (ABNN) that transforms pre-trained DNNs into BNNs with minimal overhead.
result ABNN achieves state-of-the-art performance in image classification and semantic segmentation tasks.