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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.

169,051 papers · 148 categories

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220439659878 · Jun 202019922001200920172026
48 results for unique optimal assignment

New algorithm tackles multiplayer bandits with varying arm means, achieving optimal regret.

problem Stochastic multi-armed bandit problem with non-communicating players and collisions.
method Combines forced collisions for implicit communication and matching eliminations.
result First sublinear minimax regret bound of O(ln(T))O(\ln(T)) for unique optimal assignment.

Framework for sorting with diverse value models and valued assignment examples.

problem Sorting with diverse value models and valued assignment examples.
method Optimization model for constructing preference model from valued examples, regularization techniques, and efficient algorithm.
result Improved predictive ability and flexibility in classification performance.

We consider the problem of learning soft assignments of NN items to KK categories given two sources of information: an item-category similarity matrix, which encourages items to be assigned to categories they are similar to (and to not be assigned to categories they are dissimilar to), and an item-item similarity mat…

2014-05-23abs ↗pdf ↗

Develops a new framework for causal models on cyclic graphs, solving unique solvability issues.

problem Challenges in specifying unique probability distributions for cyclic functional causal models.
method Introduces a new probability rule and graph-separation property (p-separation) for cyclic fCMs.
result Proves p-separation is sound and complete for all consistent cyclic fCMs, recovering d-separation for DAGs.

This letter tackles channel assignment in uplink wireless communication systems.

problem Maximizing the sum rate of all users in uplink wireless communication systems with integer channel assignment constraints.
method A convex optimization based algorithm is used to find the optimal channel assignment. Machine learning approaches, including CNNs, FNNs, random forest, and GRUs, are employed to reduce computation time.
result Machine learning methods largely reduce computation time with slightly compromised prediction accuracy.

Paper proves existence and uniqueness of circle patterns on surfaces with assigned geodesic curvatures.

problem Existence and uniqueness of circle patterns on surfaces with prescribed geodesic curvatures.
method Applied Perron's method and Thurston's algorithm to prove existence and convergence.
result Existence and uniqueness of circle patterns on surfaces with prescribed geodesic curvatures.

Normalized nonnegative models assign probability distributions to users and random variables to items; see [Stark, 2015]. Rating an item is regarded as sampling the random variable assigned to the item with respect to the distribution assigned to the user who rates the item. Models of that kind are highly expressive. F…

2015-11-20abs ↗pdf ↗

New methods optimize personalized treatment assignment in trials with many arms.

problem Poor performance of standard methods in trials with many treatment arms.
method Regularized and clustered joint assignment forest algorithm.
result Gains in predicting arm-wise outcomes and utility gains from personalization.

The paper develops methods to estimate optimal treatment sequences under policy constraints.

problem Estimating the best sequence of treatments over multiple stages for individuals.
method Empirical welfare maximization approach, solving treatment assignment sequentially or simultaneously.
result Established convergence rates and upper bounds for estimation methods.

Study on optimal rates for sequential probability assignment using smoothed analysis.

problem Optimal rates for sequential probability assignment under smoothed adversaries.
method General-purpose reduction from minimax rates to transductive learning, development of an efficient algorithm using MLE oracle.
result Optimal (logarithmic) fast rates for parametric and finite VC dimension classes, sublinear regret for general classes.

Metaheuristics optimize portfolios with pre-assignment and margin trading for better risk-adjusted returns.

problem Maximizing returns while minimizing risk in portfolio optimization.
method Incorporates pre-assignment constraints and margin trading strategies using Genetic Algorithms and Particle Swarm Optimization.
result Metaheuristic-based portfolio optimization yields superior risk-adjusted returns compared to traditional methods.

Study compares methods for treatment assignment, finding A-learner best for playlist generation.

problem Treatment assignment in various applications.
method Three classes of algorithms: O-learner, E-learner, A-learner.
result Optimizing for outcomes or causal effects does not lead to optimal treatment assignments.

This paper studies the problem of inferring a global preference based on the partial rankings provided by many users over different subsets of items according to the Plackett-Luce model. A question of particular interest is how to optimally assign items to users for ranking and how many item assignments are needed to a…

2014-06-21abs ↗pdf ↗

We study the problem to extend an immersed circle f in the 2-dimensional sphere to an immersion of the disc. We analyze existence and uniqueness for this problems in terms of the combinatorial structure of a word assigned to f. Our techniques are based on ideas of Blank who studied the extension problem in case of a pl…

2010-12-22abs ↗pdf ↗

The paper proposes a machine learning technique to optimize prices in fashion e-commerce.

problem Optimizing prices for millions of products in fashion e-commerce to maximize revenue and profit.
method Demand prediction, price elasticity, multiple price demand pairs, linear programming optimization.
result The model improved revenue by 1% and gross margin by 0.81% in AB tests.

The paper introduces a health-informed policy gradient method for multi-agent reinforcement learning.

problem Optimizing joint reward functions in multi-agent systems with varying agent health.
method Health-informed credit assignment in a multi-agent proximal policy optimization algorithm.
result Significant improvement in learning performance compared to traditional methods.

Shapley Flow interprets model predictions using a graph-based approach to feature importance.

problem Existing feature importance methods ignore or hide feature dependencies.
method Shapley Flow considers the entire causal graph and assigns credit to edges.
result Shapley Flow provides a deeper, graph-based view of feature importance.

New framework predicts future shipments with less error and saves labor.

problem Optimizing storage assignment in warehouses under uncertainty.
method Introduces a new framework that combines neural networks to predict future shipments and integrates it into a storage assignment system.
result Achieves up to 29% decrease in MAPE compared to CNN-LSTM on unseen future shipments.

Study optimal treatment assignment policies under strategic agent responses.

problem Learning optimal treatment policies with strategic agents complicates estimation.
method Dynamic model with threshold convergence to mean-field equilibrium, consistent estimator for policy gradient.
result Threshold for treatment assignment converges to mean-field equilibrium threshold under large but finite number of agents.

We consider the problem of automated assignment of papers to reviewers in conference peer review, with a focus on fairness and statistical accuracy. Our fairness objective is to maximize the review quality of the most disadvantaged paper, in contrast to the commonly used objective of maximizing the total quality over a…

2018-06-16abs ↗pdf ↗

Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M) model to estimate a time-varying measure of risk aversion that is based on the observed risk preferences of energy hed…

2011-03-30abs ↗pdf ↗

Self-balancing sampler improves sampling efficiency and unpredictability.

problem Efficient and unpredictable sampling in various applications.
method Adaptive biasing of sampling probabilities to achieve faster convergence and unpredictability.
result Self-balancing sampler converges at O(n1)O(n^{-1}) rate, outperforming IID sampling.

This paper certifies cluster assignments from sum-of-norms clustering algorithms.

problem Certifying the correct cluster assignments from approximate solutions of sum-of-norms clustering.
method Presented a clustering test that identifies and certifies the correct cluster assignment from an approximate solution.
result The correct cluster assignment is guaranteed to be certified by a primal-dual path following algorithm after sufficient iterations.

To an integral homology 3-sphere YY, we assign a well-defined Z\Z-graded (monopole) homology $MH_*(Y, I_{\e}(\T; \e_0))$ whose construction in principle follows from the instanton Floer theory with the dependence of the spectral flow $I_{\e}(\T; \e_0)$, where $\T$ is the unique U(1)-reducible monopole of the Seiberg-…

2000-03-22abs ↗pdf ↗

Survival analysis in the presence of multiple possible adverse events, i.e., competing risks, is a pervasive problem in many industries (healthcare, finance, etc.). Since only one event is typically observed, the incidence of an event of interest is often obscured by other related competing events. This nonidentifiabil…

2018-07-16abs ↗pdf ↗

New method improves treatment effect estimation in adaptive experiments with noncompliance.

problem Estimating average treatment effect in adaptive experiments with binary instrumental variable.
method AMRIV estimator that balances outcome noise and compliance variability.
result AMRIV achieves semiparametric efficiency bound and is robust to noncompliance.

CwA optimizes search performance by jointly learning a balanced database partition and a neural probing function.

problem Suboptimal search performance due to mismatched database and query distributions.
method CwA jointly learns a balanced database partition and a neural probing function to optimize search performance directly for the query distribution.
result CwA achieves up to 4.7x throughput over state-of-the-art methods at equal recall.

Improves domain adaptation by clustering target representations.

problem Learning invariant and discriminative representations for unlabeled target domains.
method Simultaneously learns tightly clustered target representations and assigns each cluster to a unique class from the source.
result Achieves state-of-the-art performance in balanced, imbalanced, and partial domain adaptation.

We establish a moduli space E\mathbb E of stationary vacuum metrics in a spacetime, and set up a well-defined boundary map ΠΠ in E\mathbb E, assigning a metric class with its Bartnik boundary data. Furthermore, we prove the boundary map ΠΠ is Fredholm by showing that the stationary vacuum equations (combined with p…

2018-07-01abs ↗pdf ↗

New framework for modular reinforcement learning reduces sample complexity.

problem Achieving independent credit assignment in reinforcement learning.
method Defining modular credit assignment as minimizing algorithmic mutual information, introducing modularity criterion for causal analysis.
result Single-step temporal difference action-value methods meet the modularity criterion, improving sample efficiency.

The paper proposes an efficient method for estimating ATEs using adaptive experiments.

problem Estimating average treatment effects (ATEs) with minimal sample size and high accuracy.
method The paper defines and uses the efficient treatment-assignment probability to sequentially assign treatments, estimating ATEs using an Adaptive Augmented Inverse Probability Weighting (A2IPW) estimator.
result The proposed experimental design and A2IPW estimator achieve the minimized semiparametric efficiency bound and provide anytime valid confidence intervals for early stopping.

Dugong models multi-resolution weak supervision for sequential data.

problem Estimating unknown accuracies and correlations of weak supervision sources for sequential data.
method Dugong, a framework that models multi-resolution weak supervision sources with complex correlations, using parameter sharing to improve sample complexity.
result Dugong outperforms traditional supervision by 36.8 F1 points on clinician-validated labels for biomedical video repositories.