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We study rare-event simulation for a class of problems where the target hitting sets of interest are defined via modern machine learning tools such as neural networks and random forests. This problem is motivated from fast emerging studies…

Machine Learning · Computer Science 2020-10-13 Yuanlu Bai , Zhiyuan Huang , Henry Lam , Ding Zhao

In reinforcement learning (RL), experience replay-based sampling techniques play a crucial role in promoting convergence by eliminating spurious correlations. However, widely used methods such as uniform experience replay (UER) and…

Machine Learning · Computer Science 2023-02-07 Ramnath Kumar , Dheeraj Nagaraj

Many real-world applications of tabular data involve using historic events to predict properties of new ones, for example whether a credit card transaction is fraudulent or what rating a customer will assign a product on a retail platform.…

Machine Learning · Computer Science 2024-11-04 Alex Stein , Samuel Sharpe , Doron Bergman , Senthil Kumar , C. Bayan Bruss , John Dickerson , Tom Goldstein , Micah Goldblum

Anomaly detection is the process of identifying abnormal instances or events in data sets which deviate from the norm significantly. In this study, we propose a signatures based machine learning algorithm to detect rare or unexpected items…

Computational Finance · Quantitative Finance 2022-02-09 Erdinc Akyildirim , Matteo Gambara , Josef Teichmann , Syang Zhou

Event cameras are novel vision sensors that sample, in an asynchronous fashion, brightness increments with low latency and high temporal resolution. The resulting streams of events are of high value by themselves, especially for high speed…

Computer Vision and Pattern Recognition · Computer Science 2021-04-13 F. Paredes-Vallés , G. C. H. E. de Croon

Identification of market abuse is an extremely complicated activity that requires the analysis of large and complex datasets. We propose an unsupervised machine learning method for contextual anomaly detection, which allows to support…

Statistical Finance · Quantitative Finance 2024-10-27 Adele Ravagnani , Fabrizio Lillo , Paola Deriu , Piero Mazzarisi , Francesca Medda , Antonio Russo

Extreme events are occurrences whose magnitude and potential cause extensive damage on people, infrastructure, and the environment. Motivated by the extreme nature of the current global health landscape, which is plagued by the coronavirus…

Machine Learning · Computer Science 2021-06-14 Nhuong V. Nguyen , Sybille Legitime

In this work we evaluate the performance of three classes of methods for detecting financial anomalies: topological data analysis (TDA), principal component analyis (PCA), and Neural Network-based approaches. We apply these methods to the…

Statistical Finance · Quantitative Finance 2026-04-06 Luigi Caputi , Nicholas Meadows

Irregularly sampled multivariate event streams remain a stubbornly difficult modality for generative modeling: tokenization-based approaches break down when inter-event intervals vary by orders of magnitude, and neural temporal point…

Machine Learning · Computer Science 2026-05-15 Mohammad R. Rezaei , Tejas Balaji , Rahul G. Krishnan

This paper introduces an incremental semantic mapping approach, with on-line unsupervised learning, based on Self-Organizing Maps (SOM) for robotic agents. The method includes a mapping module, which incrementally creates a topological map…

Robotics · Computer Science 2019-07-12 Ygor C. N. Sousa , Hansenclever F. Bassani

Automated event detection has emerged as one of the fundamental practices to monitor the behavior of technical systems by means of sensor data. In the automotive industry, these methods are in high demand for tracing events in time series…

Machine Learning · Computer Science 2023-10-18 Bahareh Medghalchi , Andreas Vogel

Learning-based methodologies increasingly find applications in safety-critical domains like autonomous driving and medical robotics. Due to the rare nature of dangerous events, real-world testing is prohibitively expensive and unscalable.…

Machine Learning · Computer Science 2021-08-10 Aman Sinha , Matthew O'Kelly , Russ Tedrake , John Duchi

Microseismic event detection and location are two primary components in microseismic monitoring, which offers us invaluable insights into the subsurface during reservoir stimulation and evolution. Conventional approaches for event detection…

Geophysics · Physics 2024-10-02 Yuanyuan Yang , Claire Birnie , Tariq Alkhalifah

Identifying market abuse activity from data on investors' trading activity is very challenging both for the data volume and for the low signal to noise ratio. Here we propose two complementary unsupervised machine learning methods to…

Statistical Finance · Quantitative Finance 2022-12-13 Piero Mazzarisi , Adele Ravagnani , Paola Deriu , Fabrizio Lillo , Francesca Medda , Antonio Russo

Power systems are prone to a variety of events (e.g. line trips and generation loss) and real-time identification of such events is crucial in terms of situational awareness, reliability, and security. Using measurements from multiple…

Systems and Control · Electrical Eng. & Systems 2023-01-18 Nima T. Bazargani , Gautam Dasarathy , Lalitha Sankar , Oliver Kosut

Autoregressive models (ARMs) have become the workhorse for sequence generation tasks, since many problems can be modeled as next-token prediction. While there appears to be a natural ordering for text (i.e., left-to-right), for many data…

Machine Learning · Computer Science 2025-07-15 Zhe Wang , Jiaxin Shi , Nicolas Heess , Arthur Gretton , Michalis K. Titsias

Although machine learning approaches have been widely used in the field of finance, to very successful degrees, these approaches remain bespoke to specific investigations and opaque in terms of explainability, comparability, and…

Trading and Market Microstructure · Quantitative Finance 2022-06-22 Artur Sokolovsky , Luca Arnaboldi

Micro-seismic events, naturally occurring within geological formations and quasi-brittle engineered systems, provide a powerful window into the evolving processes of material degradation and failure. Accurate characterization of these…

Geophysics · Physics 2024-01-18 A. A. M. da Silva , A. A. Novotnty , A. A. S. Amad , B. B. Guzina

Data analysis and machine learning have become an integrative part of the modern scientific methodology, providing automated techniques to predict further information based on observations. One of these classification and regression…

Computer Vision and Pattern Recognition · Computer Science 2019-01-07 Mario Amrehn , Firas Mualla , Elli Angelopoulou , Stefan Steidl , Andreas Maier

This study demonstrates the application of supervised machine learning (ML) techniques to distinguish between isotropic and jet-like event topologies in heavy-ion collisions via the spherocity observable. State-of-the-art ML algorithms,…

High Energy Physics - Phenomenology · Physics 2025-11-25 Dipankar Basak , H. Hushnud , Kalyan Dey
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