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Sparked by Al\`os, Le\'on, and Vives (2007); Fukasawa (2011, 2017); Gatheral, Jaisson, and Rosenbaum (2018), so-called rough stochastic volatility models such as the rough Bergomi model by Bayer, Friz, and Gatheral (2016) constitute the…

Pricing of Securities · Quantitative Finance 2018-10-09 Christian Bayer , Benjamin Stemper

We develop and implement a non-parametric method for joint exact calibration of a local volatility model and a correlated stochastic short rate model using semimartingale optimal transport. The method relies on the duality results…

Mathematical Finance · Quantitative Finance 2023-08-29 Benjamin Joseph , Gregoire Loeper , Jan Obloj

Chronic diseases are long-lasting conditions that require lifelong medical attention. Using big EMR data, we have developed early disease risk prediction models for five common chronic diseases: diabetes, hypertension, CKD, COPD, and…

Machine Learning · Computer Science 2026-03-13 Shaheer Ahmad Khan , Muhammad Usamah Shahid , Muddassar Farooq

Continuous-time nonlinear optimal control problems hold great promise in real-world applications. After decades of development, reinforcement learning (RL) has achieved some of the greatest successes as a general nonlinear control design…

Systems and Control · Electrical Eng. & Systems 2023-07-19 Brent A. Wallace , Jennie Si

This work explores the trade-off between the number of samples required to accurately build models of dynamical systems and the degradation of performance in various control objectives due to a coarse approximation. In particular, we show…

Optimization and Control · Mathematics 2017-12-01 Stephen Tu , Ross Boczar , Andrew Packard , Benjamin Recht

While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…

Machine Learning · Statistics 2022-05-17 Hsin-Hsiung Huang , Feng Yu , Xing Fan , Teng Zhang

Graph-level regression underpins many real-world applications, yet public benchmarks remain heavily skewed toward molecular graphs and citation networks. This limited diversity hinders progress on models that must generalize across both…

Machine Learning · Computer Science 2026-05-04 Peter Samoaa , Marcus Vukojevic , Morteza Haghir Chehreghani , Antonio Longa

Conditional heteroscedastic (CH) models are routinely used to analyze financial datasets. The classical models such as ARCH-GARCH with time-invariant coefficients are often inadequate to describe frequent changes over time due to market…

Statistics Theory · Mathematics 2021-03-09 Sayar Karmakar , Arkaprava Roy

Software reliability growth models (SRGM) enable failure data collected during testing. Specifically, nonhomogeneous Poisson process (NHPP) SRGM are the most commonly employed models. While software reliability growth models are important,…

Software Engineering · Computer Science 2024-02-01 Shadow Pritchard , Bhaskar Mitra , Vidhyashree Nagaraju

Several efforts have been done to bring ROC analysis beyond (binary) classification, especially in regression. However, the mapping and possibilities of these proposals do not correspond to what we expect from the analysis of operating…

Statistics Theory · Mathematics 2013-10-17 Jose Hernandez-Orallo

Adaptive cubic regularization (ARC) methods for unconstrained optimization compute steps from linear systems involving a shifted Hessian in the spirit of the Levenberg-Marquardt and trust-region methods. The standard approach consists in…

Optimization and Control · Mathematics 2021-04-01 Jean-Pierre Dussault , Dominique Orban

Extremal graphical models encode the conditional independence structure of multivariate extremes and provide a powerful tool for quantifying the risk of rare events. Prior work on learning these graphs from data has focused on the setting…

Methodology · Statistics 2025-04-15 Sebastian Engelke , Armeen Taeb

Miss-ratio curve (MRC), or equivalently hit-ratio curve (HRC), construction techniques have recently gathered the attention of many researchers. Recent advancements have allowed for approximating these curves in constant time, allowing for…

Performance · Computer Science 2018-04-06 Daniel Byrne

We introduce a HD DCC-HEAVY class of hierarchical-type factor models for high-dimensional covariance matrices, employing the realized measures built from higher-frequency data. The modelling approach features straightforward estimation and…

Econometrics · Economics 2024-07-17 Emilija Dzuverovic , Matteo Barigozzi

High-dimensional and incomplete (HDI) data, characterized by massive node interactions, have become ubiquitous across various real-world applications. Second-order latent factor models have shown promising performance in modeling this type…

Machine Learning · Computer Science 2025-07-08 Jialiang Wang , Junzhou Wang , Xin Liao

Hidden Markov models (HMMs) and partially observable Markov decision processes (POMDPs) form a useful tool for modeling dynamical systems. They are particularly useful for representing environments such as road networks and office…

Artificial Intelligence · Computer Science 2013-01-30 Hagit Shatkay

Predictive models are often required to produce reliable predictions under statistical conditions that are not matched to the training data. A common type of training-testing mismatch is covariate shift, where the conditional distribution…

Machine Learning · Computer Science 2025-01-22 Matteo Zecchin , Fredrik Hellström , Sangwoo Park , Shlomo Shamai , Osvaldo Simeone

The Cox regression model and its associated hazard ratio (HR) are frequently used for summarizing the effect of treatments on time to event outcomes. However, the HR's interpretation strongly depends on the assumed underlying survival…

Methodology · Statistics 2021-08-10 Pablo Martinez-Camblor , Todd A. MacKenzie , A. James O'Malley

We develop cointegration for multivariate continuous-time stochastic processes, both in finite and infinite dimension. Our definition and analysis are based on factor processes and operators mapping to the space of prices and cointegration.…

Probability · Mathematics 2017-10-27 Fred Espen Benth , Andre Suess

Empirical risk minimization (ERM) can be computationally expensive, with standard solvers scaling poorly even in the convex setting. We propose a novel lossless compression framework for convex ERM based on color refinement, extending prior…

Optimization and Control · Mathematics 2026-02-03 Bryan Zhu , Ziang Chen