Zobrazeno 1 - 10
of 1 706
pro vyhledávání: '"Wiesel, P"'
General web-based agents are increasingly essential for interacting with complex web environments, yet their performance in real-world web applications remains poor, yielding extremely low accuracy even with state-of-the-art frontier models. We obser
Externí odkaz:
http://arxiv.org/abs/2409.01927
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
Optimal transport and the Wasserstein distance $\mathcal{W}_p$ have recently seen a number of applications in the fields of statistics, machine learning, data science, and the physical sciences. These applications are however severely restricted by t
Externí odkaz:
http://arxiv.org/abs/2405.13153
Proving local robustness is crucial to increase the reliability of neural networks. While many verifiers prove robustness in $L_\infty$ $\epsilon$-balls, very little work deals with robustness verification in $L_0$ $\epsilon$-balls, capturing robustn
Externí odkaz:
http://arxiv.org/abs/2405.10924
We consider the problem of learning uncertainty regions for parameter estimation problems. The regions are ellipsoids that minimize the average volumes subject to a prescribed coverage probability. As expected, under the assumption of jointly Gaussia
Externí odkaz:
http://arxiv.org/abs/2405.02441
Autor:
Diskin, Tzvi, Wiesel, Ami
We consider the use of deep learning for covariance estimation. We propose to globally learn a neural network that will then be applied locally at inference time. Leveraging recent advancements in self-supervised foundational models, we train the net
Externí odkaz:
http://arxiv.org/abs/2403.08662
Given a collection of multidimensional pairs $\{(X_i,Y_i):1 \leq i\leq n\}$, we study the problem of projecting the associated suitably smoothed empirical measure onto the space of martingale couplings (i.e. distributions satisfying $\mathbb{E}[Y|X]=
Externí odkaz:
http://arxiv.org/abs/2401.12197
Autor:
Nutz, Marcel, Wiesel, Johannes
We study a martingale Schr\"odinger bridge problem: given two probability distributions, find their martingale coupling with minimal relative entropy. Our main result provides Schr\"odinger potentials for this coupling. Namely, under certain conditio
Externí odkaz:
http://arxiv.org/abs/2401.05209
Autor:
Carassus, Laurence, Wiesel, Johannes
We investigate an expected utility maximization problem under model uncertainty in a one-period financial market. We capture model uncertainty by replacing the baseline model $\mathbb{P}$ with an adverse choice from a Wasserstein ball of radius $k$ a
Externí odkaz:
http://arxiv.org/abs/2306.01503
Let $\mu$ be a probability measure on $\mathbb{R}^d$ and $\mu_N$ its empirical measure with sample size $N$. We prove a concentration inequality for the optimal transport cost between $\mu$ and $\mu_N$ for radial cost functions with polynomial local
Externí odkaz:
http://arxiv.org/abs/2305.18636