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Data in modern economic and financial applications often arrive as a stream, requiring models and inference to be updated in real time -- yet most semiparametric methods remain batch-based and computationally impractical in large-scale…

Econometrics · Economics 2026-03-10 Xiaohong Chen , Elie Tamer , Qingsong Yao

The performance of reinforcement learning (RL) agents is sensitive to the choice of hyperparameters. In real-world settings like robotics or industrial control systems, however, testing different hyperparameter configurations directly on…

Machine Learning · Computer Science 2022-05-19 Han Wang , Archit Sakhadeo , Adam White , James Bell , Vincent Liu , Xutong Zhao , Puer Liu , Tadashi Kozuno , Alona Fyshe , Martha White

In this paper, we propose upper and lower error bounding techniques for reduced order modelling applied to the computational homogenisation of random composites. The upper bound relies on the construction of a reduced model for the stress…

Numerical Analysis · Mathematics 2014-05-26 Pierre Kerfriden , Juan José Ródenas García , Stéphane Pierre-Alain Bordas

In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…

Numerical Analysis · Mathematics 2024-08-29 Hendrik Kleikamp , Lukas Renelt

The off-policy learning paradigm allows for recommender systems and general ranking applications to be framed as decision-making problems, where we aim to learn decision policies that optimize an unbiased offline estimate of an online…

Machine Learning · Computer Science 2024-08-15 Shashank Gupta , Olivier Jeunen , Harrie Oosterhuis , Maarten de Rijke

The convergence analysis for least-squares finite element methods led to various adaptive mesh-refinement strategies: Collective marking algorithms driven by the built-in a posteriori error estimator or an alternative explicit…

Numerical Analysis · Mathematics 2023-09-18 Philipp Bringmann

We present a reduced basis (RB) method for parametrized linear elliptic partial differential equations (PDEs) in a least-squares finite element framework. A rigorous and reliable error estimate is developed, and is shown to bound the error…

Numerical Analysis · Mathematics 2020-09-24 Jehanzeb Hameed Chaudhry , Luke N. Olson , Peter Sentz

Existing high-dimensional online learning methods often face the challenge that their error bounds, or per-batch sample sizes, diverge as the number of data batches increases. To address this issue, we propose an asynchronous decomposition…

Machine Learning · Statistics 2026-03-24 Shixiang Liu , Zhifan Li , Hanming Yang , Jianxin Yin

We present an online model-based reinforcement learning algorithm suitable for controlling complex robotic systems directly in the real world. Unlike prevailing sim-to-real pipelines that rely on extensive offline simulation and model-free…

Robotics · Computer Science 2026-05-07 Fang Nan , Hao Ma , Qinghua Guan , Josie Hughes , Michael Muehlebach , Marco Hutter

Principal component analysis (PCA) has been a prominent tool for high-dimensional data analysis. Online algorithms that estimate the principal component by processing streaming data are of tremendous practical and theoretical interests.…

Optimization and Control · Mathematics 2017-10-09 Chris Junchi Li , Mengdi Wang , Han Liu , Tong Zhang

Efficient structural reanalysis for high-rank modification plays an important role in engineering computations which require repeated evaluations of structural responses, such as structural optimization and probabilistic analysis. To…

Computational Engineering, Finance, and Science · Computer Science 2025-05-20 Wenxiong Li , Suiyin Chen , Huan Huang

Lattice-type structures can provide a combination of stiffness with light weight that is desirable in a variety of applications. Design optimization of these structures must rely on approximations of the governing physics to render solution…

Numerical Analysis · Mathematics 2021-05-05 Sean McBane , Youngsoo Choi

Deep neural networks are not resilient to parameter corruptions: even a single-bitwise error in their parameters in memory can cause an accuracy drop of over 10%, and in the worst cases, up to 99%. This susceptibility poses great challenges…

Cryptography and Security · Computer Science 2025-04-03 Tahmid Hasan Prato , Seijoon Kim , Lizhong Chen , Sanghyun Hong

Conventional finite element methods are known to be tedious in adaptive refinements due to their conformal regularity requirements. Further, the enrichment functions for adaptive refinements are often not readily available in general…

Numerical Analysis · Mathematics 2025-09-11 Jonghyuk Baek , Yanran Wang , J. S. Chen

We consider linear reaction-diffusion equations posed on unbounded domains, and discretized by adaptive Lagrange finite elements. To obtain finite-dimensional spaces, it is necessary to introduce a truncation boundary, whereby only a…

Numerical Analysis · Mathematics 2025-11-13 Théophile Chaumont-Frelet , Gregor Gantner

Driven by the flexible manufacturing trend in the process control industry and the uncertain nature of chemical process models, this article aims to achieve offset-free tracking for a family of uncertain nonlinear systems (e.g., using…

Systems and Control · Electrical Eng. & Systems 2022-05-10 Lai Wei , Ryan McCloy , Jie Bao

Engineers manually optimizing a structure using Finite Element based simulation software often employ an iterative approach where in each iteration they change the structure slightly and resimulate. Standard Finite Element based simulation…

Numerical Analysis · Mathematics 2018-03-09 Andreas Buhr , Christian Engwer , Mario Ohlberger , Stephan Rave

The random demodulator is a recent compressive sensing architecture providing efficient sub-Nyquist sampling of sparse band-limited signals. The compressive sensing paradigm requires an accurate model of the analog front-end to enable…

Information Theory · Computer Science 2013-03-26 Pawel Jerzy Pankiewicz , Thomas Arildsen , Torben Larsen

In this contribution we apply an adaptive model hierarchy, consisting of a full-order model, a reduced basis reduced order model, and a machine learning surrogate, to parametrized linear-quadratic optimal control problems. The involved…

Optimization and Control · Mathematics 2024-02-19 Hendrik Kleikamp

In this contribution we present a survey of concepts in localized model order reduction methods for parameterized partial differential equations. The key concept of localized model order reduction is to construct local reduced spaces that…

Numerical Analysis · Mathematics 2019-10-29 Andreas Buhr , Laura Iapichino , Mario Ohlberger , Stephan Rave , Felix Schindler , Kathrin Smetana
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