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Stochastic differential equation (SDE) models are the foundation for pricing and hedging financial derivatives. The drift and volatility functions in SDE models are typically chosen to be algebraic functions with a small number (less than…

Computational Finance · Quantitative Finance 2024-06-04 Lei Fan , Justin Sirignano

The score function estimator is widely used for estimating gradients of stochastic objectives in stochastic computation graphs (SCG), eg, in reinforcement learning and meta-learning. While deriving the first-order gradient estimators by…

Machine Learning · Computer Science 2018-11-07 Jakob Foerster , Gregory Farquhar , Maruan Al-Shedivat , Tim Rocktäschel , Eric P. Xing , Shimon Whiteson

Reconstructing force fields (FFs) from atomistic simulation data is a challenge since accurate data can be highly expensive. Here, machine learning (ML) models can help to be data economic as they can be successfully constrained using the…

Chemical Physics · Physics 2022-10-27 Niklas Frederik Schmitz , Klaus-Robert Müller , Stefan Chmiela

In functional data analysis, replicate observations of a smooth functional process and its derivatives offer a unique opportunity to flexibly estimate continuous-time ordinary differential equation models. Ramsay (1996) first proposed to…

Methodology · Statistics 2024-06-27 Edward Gunning , Giles Hooker

Automatic data augmentation (AutoDA) plays an important role in enhancing the generalization of neural networks. However, mainstream AutoDA methods often encounter two challenges: either the search process is excessively time-consuming,…

Computer Vision and Pattern Recognition · Computer Science 2025-08-12 Anqi Xiao , Weichen Yu , Hongyuan Yu

Machine learning has emerged as a transformative tool for solving differential equations (DEs), yet prevailing methodologies remain constrained by dual limitations: data-driven methods demand costly labeled datasets while model-driven…

Machine Learning · Computer Science 2026-01-01 Heng Wu , Benzhuo Lu

Automated machine learning (AutoML) can produce complex model ensembles by stacking, bagging, and boosting many individual models like trees, deep networks, and nearest neighbor estimators. While highly accurate, the resulting predictors…

Machine Learning · Computer Science 2021-11-05 Rasool Fakoor , Jonas Mueller , Nick Erickson , Pratik Chaudhari , Alexander J. Smola

Symbolic Data Analysis (SDA) is a relatively new field of statistics that extends conventional data analysis by taking into account intrinsic data variability and structure. Unlike conventional data analysis, in SDA the features…

Statistics Theory · Mathematics 2021-01-27 M. Rosário Oliveira , Margarida Azeitona , António Pacheco , Rui Valadas

In this review we present hyper-dual numbers as a tool for the automatic differentiation of computer programs via operator overloading. We start with a motivational introduction into the ideas of algorithmic differentiation. Then we…

Mathematical Software · Computer Science 2018-01-16 Martin Neuenhofen

Direct alignment algorithms (DAAs), such as direct preference optimization (DPO), have become popular alternatives for Reinforcement Learning from Human Feedback (RLHF) due to their simplicity, efficiency, and stability. However, the…

Machine Learning · Computer Science 2024-10-15 Jongwoo Ko , Saket Dingliwal , Bhavana Ganesh , Sailik Sengupta , Sravan Bodapati , Aram Galstyan

This paper presents a generalised symbolic algorithm for solving systems of linear algebraic equations with multi-diagonal coefficient matrices. The algorithm is given in a pseudocode. A theorem which gives the condition for correctness of…

Symbolic Computation · Computer Science 2026-05-22 Milena Veneva

We consider the formulation of a symbolic execution (SE) procedure for functional programs that interact with effectful, opaque libraries. Our procedure allows specifications of libraries and abstract data type (ADT) methods that are…

Programming Languages · Computer Science 2024-11-26 Yongwei Yuan , Zhe Zhou , Julia Belyakova , Suresh Jagannathan

We extend the higher-order termination method of dynamic dependency pairs to Algebraic Functional Systems (AFSs). In this setting, simply typed lambda-terms with algebraic reduction and separate {\beta}-steps are considered. For left-linear…

Logic in Computer Science · Computer Science 2015-07-01 Cynthia Kop , Femke van Raamsdonk

Two-dimensional (2D) Multiple Signal Classification algorithm is a powerful technique for high-resolution direction-of-arrival (DOA) estimation in array signal processing. However, the exhaustive search over the 2D an-gular domain leads to…

Signal Processing · Electrical Eng. & Systems 2025-07-29 Bo Zhou , Kaijie Xu , Yinghui Quan , Mengdao Xing

Up to now, it is not possible to obtain analytical solutions for complex molecular association processes (e.g. Molecule recognition in Signaling or catalysis). Instead Brownian Dynamics (BD) simulations are commonly used to estimate the…

Computational Engineering, Finance, and Science · Computer Science 2010-02-23 Fiete Haack , Stefan Leye , Adelinde M. Uhrmacher

Data assimilation (DA) is a fundamental computational technique that integrates numerical simulation models and observation data on the basis of Bayesian statistics. Originally developed for meteorology, especially weather forecasting, DA…

Many real-world decision-theoretic planning problems can be naturally modeled with discrete and continuous state Markov decision processes (DC-MDPs). While previous work has addressed automated decision-theoretic planning for DCMDPs,…

Artificial Intelligence · Computer Science 2012-02-20 Scott Sanner , Karina Valdivia Delgado , Leliane Nunes de Barros

We present different methods for symbolic computer algebra computations in higher dimensional (\ge9) Clifford algebras using the \Clifford\ and \Bigebra\ packages for \Maple(R). This is achieved using graded tensor decompositions,…

Mathematical Physics · Physics 2012-06-19 Rafal Ablamowicz , Bertfried Fauser

We introduce Deep Linear Discriminant Analysis (DeepLDA) which learns linearly separable latent representations in an end-to-end fashion. Classic LDA extracts features which preserve class separability and is used for dimensionality…

Machine Learning · Computer Science 2016-02-18 Matthias Dorfer , Rainer Kelz , Gerhard Widmer

Automatic differentiation is a technique which allows a programmer to define a numerical computation via compositions of a broad range of numeric and computational primitives and have the underlying system support the computation of partial…

Mathematical Software · Computer Science 2017-06-02 Samer Abdallah