English
Related papers

Related papers: Improving Macroeconomic Model Validity and Forecas…

200 papers

AI-driven decision-making systems are becoming instrumental in the public sector, with applications spanning areas like criminal justice, social welfare, financial fraud detection, and public health. While these systems offer great…

Machine Learning · Computer Science 2024-10-15 Unai Fischer-Abaigar , Christoph Kern , Noam Barda , Frauke Kreuter

Over the past decades, researchers and ML practitioners have come up with better and better ways to build, understand and improve the quality of ML models, but mostly under the key assumption that the training data is distributed…

Machine Learning · Computer Science 2019-10-14 Yeounoh Chung , Peter J. Haas , Eli Upfal , Tim Kraska

In response to climate change, assessing crop productivity under extreme weather conditions is essential to enhance food security. Crop simulation models, which align with physical processes, offer explainability but often perform poorly.…

Machine Learning · Computer Science 2025-01-03 Miro Miranda , Marcela Charfuelan , Andreas Dengel

Mixture of autoregressions (MoAR) models provide a model-based approach to the clustering of time series data. The maximum likelihood (ML) estimation of MoAR models requires the evaluation of products of large numbers of densities of normal…

Computation · Statistics 2016-10-19 Hien D Nguyen , Geoffrey J McLachlan , Pierre Orban , Pierre Bellec , Andrew L Janke

We find that improvements in speedrunning world records follow a power law pattern. Using this observation, we answer an outstanding question from previous work: How do we improve on the baseline of predicting no improvement when…

Machine Learning · Computer Science 2023-04-21 Ege Erdil , Jaime Sevilla

Machine learning models are commonly applied to human brain imaging datasets in an effort to associate function or structure with behaviour, health, or other individual phenotypes. Such models often rely on low-dimensional maps generated by…

Quantitative Methods · Quantitative Biology 2021-09-21 Gregory Kiar , Yohan Chatelain , Ali Salari , Alan C. Evans , Tristan Glatard

Many macroeconomic policy questions may be assessed in a case study framework, where the time series of a treated unit is compared to a counterfactual constructed from a large pool of control units. I provide a general framework for this…

Econometrics · Economics 2018-03-02 Daniel Kinn

We consider the problem of retraining machine learning (ML) models when new batches of data become available. Existing approaches greedily optimize for predictive power independently at each batch, without considering the stability of the…

Machine Learning · Computer Science 2025-02-05 Dimitris Bertsimas , Vassilis Digalakis , Yu Ma , Phevos Paschalidis

Building on our prior explorations of convolutional neural networks (CNNs) for financial data processing, this paper introduces two significant enhancements to refine our CNN model's predictive performance and robustness for financial…

Computational Finance · Quantitative Finance 2024-08-23 Sina Montazeri , Haseebullah Jumakhan , Sonia Abrasiabian , Amir Mirzaeinia

We propose an approach to estimate the number of samples required for a model to reach a target performance. We find that the power law, the de facto principle to estimate model performance, leads to large error when using a small dataset…

Many engineering processes can be accurately modelled using partial differential equations (PDEs), but high dimensionality and non-convexity of the resulting systems pose limitations on their efficient optimisation. In this work, a model…

Optimization and Control · Mathematics 2024-10-17 Min Tao , Panagiotis Petsagkourakis , Jie Li , Constantinos Theodoropoulos

As image-based deep reinforcement learning tackles more challenging tasks, increasing model size has become an important factor in improving performance. Recent studies achieved this by focusing on the parameter efficiency of scaled…

Machine Learning · Computer Science 2025-09-04 Raphael Trumpp , Ansgar Schäfftlein , Mirco Theile , Marco Caccamo

Partially-observable problems pose a trade-off between reducing costs and gathering information. They can be solved optimally by planning in belief space, but that is often prohibitively expensive. Model-predictive control (MPC) takes the…

Machine Learning · Computer Science 2023-04-21 Baris Kayalibay , Atanas Mirchev , Ahmed Agha , Patrick van der Smagt , Justin Bayer

The prediction of streamflows and other environmental variables in unmonitored basins is a grand challenge in hydrology. Recent machine learning (ML) models can harness vast datasets for accurate predictions at large spatial scales.…

Machine Learning · Computer Science 2024-10-29 Jared D. Willard , Fabio Ciulla , Helen Weierbach , Vipin Kumar , Charuleka Varadharajan

Multi-model ensembles provide a pragmatic approach to the representation of model uncertainty in climate prediction. However, such representations are inherently ad hoc, and, as shown, probability distributions of climate variables based on…

Atmospheric and Oceanic Physics · Physics 2009-08-26 T. N. Palmer , F. J. Doblas-Reyes , A. Weisheimer , G. J. Shutts , J. Berner , J. M. Murphy

Long-term climate projections require running global Earth system models on timescales of hundreds of years and have relatively coarse resolution (from 40 to 160 km in the horizontal) due to their high computational costs. Unresolved…

Quantum Physics · Physics 2025-02-17 Lorenzo Pastori , Arthur Grundner , Veronika Eyring , Mierk Schwabe

Modeling geophysical processes as low-dimensional dynamical systems and regressing their vector field from data is a promising approach for learning emulators of such systems. We show that when the kernel of these emulators is also learned…

Atmospheric and Oceanic Physics · Physics 2021-08-11 Boumediene Hamzi , Romit Maulik , Houman Owhadi

Data augmentation has been widely applied as an effective methodology to improve generalization in particular when training deep neural networks. Recently, researchers proposed a few intensive data augmentation techniques, which indeed…

Machine Learning · Computer Science 2019-11-22 Zhuoxun He , Lingxi Xie , Xin Chen , Ya Zhang , Yanfeng Wang , Qi Tian

Recent studies increasingly adopt simulation-based machine learning (ML) models to analyze critical infrastructure system resilience. For realistic applications, these ML models consider the component-level characteristics that influence…

Machine Learning · Computer Science 2022-05-09 Srijith Balakrishnan , Beatrice Cassottana , Arun Verma

Machine learning (ML) methods are becoming popular tools for the prediction and design of novel materials. In particular, neural network (NN) is a promising ML method, which can be used to identify hidden trends in the data. However, these…