Zobrazeno 1 - 10
of 25 314
pro vyhledávání: '"Blanchet AS"'
The Wasserstein distance $\mathcal{W}_p$ is an important instance of an optimal transport cost. Its numerous mathematical properties as well as applications to various fields such as mathematical finance and statistics have been well studied in recen
Externí odkaz:
http://arxiv.org/abs/2407.21492
Autor:
Kuiper, Patrick, Hasan, Ali, Yang, Wenhao, Ng, Yuting, Bidkhori, Hoda, Blanchet, Jose, Tarokh, Vahid
The goal of this paper is to develop distributionally robust optimization (DRO) estimators, specifically for multidimensional Extreme Value Theory (EVT) statistics. EVT supports using semi-parametric models called max-stable distributions built from
Externí odkaz:
http://arxiv.org/abs/2408.00131
We compute the gravitational radiation-reaction force on a compact binary source at the fourth-and-a-half post-Newtonian (4.5PN) order of general relativity, i.e., 2PN order beyond the leading 2.5PN radiation reaction. The calculation is valid for ge
Externí odkaz:
http://arxiv.org/abs/2407.18295
We develop a novel generative model to simulate vehicle health and forecast faults, conditioned on practical operational considerations. The model, trained on data from the US Army's Predictive Logistics program, aims to support predictive maintenanc
Externí odkaz:
http://arxiv.org/abs/2407.17654
We consider a class of chance-constrained programs in which profit needs to be maximized while enforcing that a given adverse event remains rare. Using techniques from large deviations and extreme-value theory, we show how the optimal value scales as
Externí odkaz:
http://arxiv.org/abs/2407.11825
Overparameterized stochastic differential equation (SDE) models have achieved remarkable success in various complex environments, such as PDE-constrained optimization, stochastic control and reinforcement learning, financial engineering, and neural S
Externí odkaz:
http://arxiv.org/abs/2407.10065
Autor:
Warburton, Niels, Wardell, Barry, Trestini, David, Henry, Quentin, Pound, Adam, Blanchet, Luc, Durkan, Leanne, Faye, Guillaume, Miller, Jeremy
The past three years have seen two significant advances in models of gravitational waveforms emitted by quasicircular compact binaries in two regimes: the weak-field, post-Newtonian regime, in which the gravitational wave energy flux has now been cal
Externí odkaz:
http://arxiv.org/abs/2407.00366
We study the problem of fusing pre-trained (auxiliary) generative models to enhance the training of a target generative model. We propose using KL-divergence weighted barycenters as an optimal fusion mechanism, in which the barycenter weights are opt
Externí odkaz:
http://arxiv.org/abs/2406.19619
We explore the control of stochastic systems with potentially continuous state and action spaces, characterized by the state dynamics $X_{t+1} = f(X_t, A_t, W_t)$. Here, $X$, $A$, and $W$ represent the state, action, and exogenous random noise proces
Externí odkaz:
http://arxiv.org/abs/2406.11281
Convergence rate analysis for general state-space Markov chains is fundamentally important in areas such as Markov chain Monte Carlo and algorithmic analysis (for computing explicit convergence bounds). This problem, however, is notoriously difficult
Externí odkaz:
http://arxiv.org/abs/2405.20435