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Designing and analyzing optimization methods via continuous-time models expressed as ordinary differential equations (ODEs) is a promising approach for its intuitiveness and simplicity. A key concern, however, is that the convergence rates…

Optimization and Control · Mathematics 2025-12-30 Kansei Ushiyama , Shun Sato , Takayasu Matsuo

This paper concerns estimation and inference for treatment effects in deep tails of the counterfactual distribution of unobservable potential outcomes corresponding to a continuously valued treatment. We consider two measures for the deep…

Statistics Theory · Mathematics 2022-09-02 Wei Huang , Shuo Li , Liuhua Peng

A default assumption in reinforcement learning (RL) and optimal control is that observations arrive at discrete time points on a fixed clock cycle. Yet, many applications involve continuous-time systems where the time discretization, in…

Machine Learning · Computer Science 2024-01-17 Zichen Zhang , Johannes Kirschner , Junxi Zhang , Francesco Zanini , Alex Ayoub , Masood Dehghan , Dale Schuurmans

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

The univariate extreme value theory deals with the convergence in type of powers of elements of sequences of cumulative distribution functions on the real line when the power index gets infinite. In terms of convergence of random variables,…

Probability · Mathematics 2018-10-04 Gane Samb Lo , Modou Ngom , Tchilabola Abozou Kpanzou , Mouminou Diallo

Chain-of-Thought (CoT) reasoning successfully enhances the reasoning capabilities of Large Language Models (LLMs), yet it incurs substantial computational overhead for inference. Existing CoT compression methods often suffer from a critical…

Machine Learning · Computer Science 2026-05-26 Yuntian Tang , Bohan Jia , Wenxuan Huang , Lianyue Zhang , Jiao Xie , Wenxi Li , Wei Li , Jie Hu , Xinghao Chen Rongrong Ji , Shaohui Lin

This work proposes an innovative approach using machine learning to predict extreme events in time series of chaotic dynamical systems. The research focuses on the time series of the H\'enon map, a two-dimensional model known for its…

Chaotic Dynamics · Physics 2025-07-11 Alexandre C. Andreani , Bruno R. R. Boaretto , Elbert E. N. Macau

Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…

Optimization and Control · Mathematics 2024-03-26 Caio Kalil Lauand , Sean Meyn

Unsupervised representation learning algorithms such as word2vec and ELMo improve the accuracy of many supervised NLP models, mainly because they can take advantage of large amounts of unlabeled text. However, the supervised models only…

Computation and Language · Computer Science 2018-09-25 Kevin Clark , Minh-Thang Luong , Christopher D. Manning , Quoc V. Le

We study the problem of the intraday short-term volume forecasting in cryptocurrency exchange markets. The predictions are built by using transaction and order book data from different markets where the exchange takes place.…

Trading and Market Microstructure · Quantitative Finance 2020-12-03 Nino Antulov-Fantulin , Tian Guo , Fabrizio Lillo

Utilizing machine learning techniques has always required choosing hyperparameters. This is true whether one uses a classical technique such as a KNN or very modern neural networks such as Deep Learning. Though in many applications,…

Machine Learning · Computer Science 2024-12-12 Edward Ratner , Elliot Farmer , Brandon Warner , Christopher Douglas , Amaury Lendasse

Video Large Multimodal Models (VLMMs) have shown impressive performance in video understanding, yet their ability to accurately capture the temporal order of multiple events remains underexplored. We interestingly observe that, even when…

Computer Vision and Pattern Recognition · Computer Science 2025-12-11 Daechul Ahn , Yura Choi , Hyeonbeom Choi , Seongwon Cho , San Kim , Jonghyun Choi

Maximum likelihood estimation (MLE) is a statistical method used to estimate the parameters of a probability distribution that best explain the observed data. In the context of text generation, MLE is often used to train generative language…

Computation and Language · Computer Science 2023-10-27 Chenze Shao , Zhengrui Ma , Min Zhang , Yang Feng

Test-time adaptation (TTA) offers a compelling remedy for machine learning (ML) models that degrade under domain shifts, improving generalisation on-the-fly with only unlabelled samples. This flexibility suits real deployments, yet…

Machine Learning · Computer Science 2026-02-09 Sudarshan Sreeram , Young D. Kwon , Cecilia Mascolo

Test-time training (TTT) adapts language models through gradient-based updates at inference. But is adaptation the right strategy? We study compute-optimal test-time strategies for verifiable execution-grounded (VEG) tasks, domains like GPU…

Machine Learning · Computer Science 2026-02-10 Jarrod Barnes

MeetEval is an open-source toolkit to evaluate all kinds of meeting transcription systems. It provides a unified interface for the computation of commonly used Word Error Rates (WERs), specifically cpWER, ORC-WER and MIMO-WER along other…

Computation and Language · Computer Science 2024-01-29 Thilo von Neumann , Christoph Boeddeker , Marc Delcroix , Reinhold Haeb-Umbach

We develop a hyperparameter optimisation algorithm, Automated Budget Constrained Training (AutoBCT), which balances the quality of a model with the computational cost required to tune it. The relationship between hyperparameters, model…

Machine Learning · Statistics 2024-02-06 Lukas Cironis , Jan Palczewski , Georgios Aivaliotis

We consider linear two-time-scale stochastic approximation algorithms driven by martingale noise. Recent applications in machine learning motivate the need to understand finite-time error rates, but conventional stochastic approximation…

Machine Learning · Computer Science 2025-12-12 Seo Taek Kong , Sihan Zeng , Thinh T. Doan , R. Srikant

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

Machine Learning · Computer Science 2026-03-13 Yufeng Xin , Ethan Fan

The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…

Computation · Statistics 2018-05-14 Chanseok Park