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This survey (re)introduces reinforcement learning methods to economists. The curse of dimensionality limits how far exact dynamic programming can be effectively applied, forcing us to rely on suitably "small" problems or our ability to…

General Economics · Economics 2026-03-25 Pranjal Rawat

This paper proposes a nonparametric multivariate density forecast model based on deep learning. It not only offers the whole marginal distribution of each random variable in forecasting targets, but also reveals the future correlation…

Systems and Control · Electrical Eng. & Systems 2022-10-28 Zichao Meng , Ye Guo , Wenjun Tang , Hongbin Sun

A well-conditioned Jacobian spectrum has a vital role in preventing exploding or vanishing gradients and speeding up learning of deep neural networks. Free probability theory helps us to understand and handle the Jacobian spectrum. We…

Probability · Mathematics 2020-02-13 Tomohiro Hayase

Randomized experiments are a crucial tool for causal inference in many different fields. Rerandomization addresses any covariate imbalance in such experiments by resampling treatment assignments until certain balance criteria are satisfied.…

Methodology · Statistics 2025-05-27 Jiuyao Lu , Daogao Liu , Zhanran Lin , Xiaomeng Wang

Latent variable models are popularly used to measure latent factors (e.g., abilities and personalities) from large-scale assessment data. Beyond understanding these latent factors, the covariate effect on responses controlling for latent…

Methodology · Statistics 2026-01-12 Jing Ouyang , Chengyu Cui , Kean Ming Tan , Gongjun Xu

Gradient descent during the learning process of a neural network can be subject to many instabilities. The spectral density of the Jacobian is a key component for analyzing stability. Following the works of Pennington et al., such Jacobians…

Machine Learning · Statistics 2023-04-26 Reda Chhaibi , Tariq Daouda , Ezechiel Kahn

Random number generators are widely used in practical algorithms. Examples include simulation, number theory (primality testing and integer factorization), fault tolerance, routing, cryptography, optimization by simulated annealing, and…

Data Structures and Algorithms · Computer Science 2010-04-21 Richard P. Brent

Fairness and robustness play vital roles in trustworthy machine learning. Observing safety-critical needs in various annotation-expensive vision applications, we introduce a novel learning framework, Fair Robust Active Learning (FRAL),…

Machine Learning · Computer Science 2022-11-18 Tsung-Han Wu , Hung-Ting Su , Shang-Tse Chen , Winston H. Hsu

A new approach for efficiently exploring the configuration space and computing the free energy of large atomic and molecular systems is proposed, motivated by an analogy with reinforcement learning. There are two major components in this…

Chemical Physics · Physics 2018-04-18 Linfeng Zhang , Han Wang , Weinan E

Recent experimental advances in neuroscience have opened new vistas into the immense complexity of neuronal networks. This proliferation of data challenges us on two parallel fronts. First, how can we form adequate theoretical frameworks…

Neurons and Cognition · Quantitative Biology 2015-06-12 Madhu Advani , Subhaneil Lahiri , Surya Ganguli

Bayesian neural networks with latent variables are scalable and flexible probabilistic models: They account for uncertainty in the estimation of the network weights and, by making use of latent variables, can capture complex noise patterns…

Machine Learning · Statistics 2018-06-19 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…

Machine Learning · Statistics 2025-07-22 Yuejie Chi , Yuxin Chen , Yuting Wei

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

Supervised operator learning centers on the use of training data, in the form of input-output pairs, to estimate maps between infinite-dimensional spaces. It is emerging as a powerful tool to complement traditional scientific computing,…

Machine Learning · Computer Science 2024-08-14 Nicholas H. Nelsen , Andrew M. Stuart

Cognitive neuroscience is enjoying rapid increase in extensive public brain-imaging datasets. It opens the door to large-scale statistical models. Finding a unified perspective for all available data calls for scalable and automated…

Machine Learning · Statistics 2019-05-16 Arthur Mensch , Julien Mairal , Danilo Bzdok , Bertrand Thirion , Gaël Varoquaux

The Influence Function (IF) is a widely used technique for assessing the impact of individual training samples on model predictions. However, existing IF methods often fail to provide reliable influence estimates in deep neural networks,…

Machine Learning · Computer Science 2025-12-02 Xichen Ye , Yifan Wu , Weizhong Zhang , Cheng Jin , Yifan Chen

The increasing application of Artificial Intelligence and Machine Learning models poses potential risks of unfair behavior and, in light of recent regulations, has attracted the attention of the research community. Several researchers…

Machine Learning · Computer Science 2023-02-17 Giandomenico Cornacchia , Vito Walter Anelli , Fedelucio Narducci , Azzurra Ragone , Eugenio Di Sciascio

This paper investigates the use of probabilistic neural networks (PNNs) to model aleatoric uncertainty, which refers to the inherent variability in the input-output relationships of a system, often characterized by unequal variance or…

Machine Learning · Statistics 2024-02-22 Farhad Pourkamali-Anaraki , Jamal F. Husseini , Scott E. Stapleton

Random features is one of the most popular techniques to speed up kernel methods in large-scale problems. Related works have been recognized by the NeurIPS Test-of-Time award in 2017 and the ICML Best Paper Finalist in 2019. The body of…

Machine Learning · Statistics 2021-07-13 Fanghui Liu , Xiaolin Huang , Yudong Chen , Johan A. K. Suykens

Reward factorization personalizes large language models (LLMs) by decomposing rewards into shared basis functions and user-specific weights. Yet, existing methods estimate user weights from scarce data in isolation and as deterministic…

Computation and Language · Computer Science 2026-04-02 Gyuseok Lee , Wonbin Kweon , Zhenrui Yue , SeongKu Kang , Jiawei Han , Dong Wang
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