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Portfolio optimization methods suffer from a catalogue of known problems, mainly due to the facts that pair correlations of asset returns are unstable, and that extremal risk measures such as maximum drawdown are difficult to predict due to…

Portfolio Management · Quantitative Finance 2022-05-20 Jan Rosenzweig

Global expression analyses using microarray technologies are becoming more common in genomic research, therefore, new statistical challenges associated with combining information from multiple studies must be addressed. In this paper we…

Applications · Statistics 2013-01-29 Jia Li , George C. Tseng

Propensity score matching (PSM) and augmented inverse propensity weighting (AIPW) are widely used in observational studies to estimate causal effects. The two approaches present complementary features. The AIPW estimator is doubly robust…

Methodology · Statistics 2025-12-12 Tanchumin Xu , Yunshu Zhang , Shu Yang

In importance sampling (IS)-based reinforcement learning algorithms such as Proximal Policy Optimization (PPO), IS weights are typically clipped to avoid large variance in learning. However, policy update from clipped statistics induces…

Machine Learning · Computer Science 2019-05-30 Seungyul Han , Youngchul Sung

Combining p-values from multiple independent tests is a fundamental task in statistical inference, but presents unique challenges when the p-values are discrete. We extend a recent optimal transport-based framework for combining discrete…

Methodology · Statistics 2025-08-05 Gonzalo Contador , Zheyang Wu

We consider a global variable consensus ADMM algorithm for solving large-scale PDE parameter estimation problems asynchronously and in parallel. To this end, we partition the data and distribute the resulting subproblems among the available…

Numerical Analysis · Mathematics 2019-05-01 Samy Wu Fung , Lars Ruthotto

Reinforcement learning with verifiable rewards has driven recent advances in LLM post-training, in particular for reasoning. Policy optimization algorithms generate a number of responses for a given prompt and then effectively weight the…

Machine Learning · Computer Science 2026-02-12 Reinhard Heckel , Mahdi Soltanolkotabi , Christos Thramboulidis

Many data-driven algorithms in dynamical systems rely on ergodic averages that converge painfully slowly. One simple idea changes this: taper the ends. Weighted Birkhoff averages can converge much faster (sometimes superpolynomially, even…

Dynamical Systems · Mathematics 2026-02-26 Maria Bou-Sakr-El-Tayar , Jason J. Bramburger , Matthew J. Colbrook

Recent advances in reinforcement learning for foundation models, such as Group Relative Policy Optimization (GRPO), have significantly improved the performance of foundation models on reasoning tasks. Notably, the advantage function serves…

Artificial Intelligence · Computer Science 2025-09-26 Wenke Huang , Quan Zhang , Yiyang Fang , Jian Liang , Xuankun Rong , Huanjin Yao , Guancheng Wan , Ke Liang , Wenwen He , Mingjun Li , Leszek Rutkowski , Mang Ye , Bo Du , Dacheng Tao

The factor modeling for high-dimensional time series is powerful in discovering latent common components for dimension reduction and information extraction. Most available estimation methods can be divided into two categories: the…

Methodology · Statistics 2026-05-26 Xinghao Qiao , Zihan Wang , Qiwei Yao , Bo Zhang

When the experimental objective is expressed by a set of estimable functions, and any eigenvalue-based optimality criterion is selected, we prove the equivalence of the recently introduced weighted optimality and the 'standard' optimality…

Statistics Theory · Mathematics 2016-10-21 Samuel Rosa

Training machine learning interatomic potentials often requires optimizing a loss function composed of three variables: potential energies, forces, and stress. The contribution of each variable to the total loss is typically weighted using…

Computational Physics · Physics 2024-03-29 Daniel Ocampo , Daniela Posso , Reza Namakian , Wei Gao

Partial Adaptation (PDA) addresses a practical scenario in which the target domain contains only a subset of classes in the source domain. While PDA should take into account both class-level and sample-level to mitigate negative transfer,…

Computer Vision and Pattern Recognition · Computer Science 2020-08-10 Youngeun Kim , Sungeun Hong , Seunghan Yang , Sungil Kang , Yunho Jeon , Jiwon Kim

Reinforcement learning with verifiable rewards (RLVR) has become a highly effective method for improving the reasoning abilities of Large Language Models (LLMs). Recent research shows that Negative Sample Reinforcement (NSR) -- which…

Machine Learning · Computer Science 2026-05-11 Yash Ingle , Jaival Chauhan , Ankit Yadav , Sudhakar Mishra

Decision making and planning have long relied heavily on AI-driven forecasts. The government and the general public are working to minimize the risks while maximizing benefits in the face of potential future public health uncertainties.…

Neural and Evolutionary Computing · Computer Science 2024-03-01 Sales Aribe

Recommendation from implicit feedback is a highly challenging task due to the lack of the reliable observed negative data. A popular and effective approach for implicit recommendation is to treat unobserved data as negative but downweight…

Information Retrieval · Computer Science 2020-03-05 Jiawei Chen , Can Wang , Sheng Zhou , Qihao Shi , Jingbang Chen , Yan Feng , Chun Chen

Improving the reasoning capabilities of diffusion-based large language models (dLLMs) through reinforcement learning (RL) remains an open problem. The intractability of dLLMs likelihood function necessitates approximating the current, old,…

Machine Learning · Computer Science 2026-02-17 Xiaohang Tang , Rares Dolga , Sangwoong Yoon , Ilija Bogunovic

This study presents the development of a spatially adaptive weighting strategy for Total Variation regularization, aimed at addressing under-determined linear inverse problems. The method leverages the rapid computation of an accurate…

Numerical Analysis · Mathematics 2025-01-20 Elena Morotti , Davide Evangelista , Andrea Sebastiani , Elena Loli Piccolomini

The policy represented by the deep neural network can overfit the spurious features in observations, which hamper a reinforcement learning agent from learning effective policy. This issue becomes severe in high-dimensional state, where the…

Machine Learning · Computer Science 2023-05-01 Md Masudur Rahman , Yexiang Xue

Many inference-time language-model pipelines combine a cheap reward signal with an expensive verifier, such as exact answer checking in mathematical reasoning or hidden-test execution in code generation. We formalize this setting using a…

Machine Learning · Computer Science 2026-05-19 Shaddin Dughmi , Mahdi Haghifam , Yusuf Hakan Kalayci