Related papers: VISP: Volatility Informed Stochastic Projection fo…

Visual Prompt Tuning (VPT) has emerged as a parameter-efficient fine-tuning paradigm for vision transformers, with conventional approaches utilizing dataset-level prompts that remain the same across all input instances. We observe that this…

Volatility is a key variable in option pricing, trading and hedging strategies. The purpose of this paper is to improve the accuracy of forecasting implied volatility using an extension of genetic programming (GP) by means of dynamic…

In neural networks with binary activations and or binary weights the training by gradient descent is complicated as the model has piecewise constant response. We consider stochastic binary networks, obtained by adding noises in front of…

This paper shows a novel machine learning model for realized volatility (RV) prediction using a normalizing flow, an invertible neural network. Since RV is known to be skewed and have a fat tail, previous methods transform RV into values…

World models simulate environment dynamics from raw sensory inputs like video. However, using them for planning can be challenging due to the vast and unstructured search space. We propose a robust and highly parallelizable planner that…

Reverberant speech, denoting the speech signal degraded by reverberation, contains crucial knowledge of both anechoic source speech and room impulse response (RIR). This work proposes a variational Bayesian inference (VBI) framework with…

Incorporating the audio stream enables Video Saliency Prediction (VSP) to imitate the selective attention mechanism of human brain. By focusing on the benefits of joint auditory and visual information, most VSP methods are capable of…

We cast motion planning under uncertainty as a stochastic optimal control problem, where the optimal posterior distribution has an explicit form. To approximate this posterior, this work frames an optimization problem in the space of…

The means to obtain the adsorption isotherms is a fundamental open problem in competitive chromatography. A modern technique of estimating adsorption isotherms is to solve an inverse problem so that the simulated batch separation coincides…

Forecasting multiscale chaotic dynamical systems, such as turbulent flows, with deep learning remains a formidable challenge due to the spectral bias of neural networks, which hinders the accurate representation of fine-scale structures in…

As large language models are increasingly used in high-stakes domains, it is essential that their outputs reflect not average} human preference, rather range of varying perspectives. Achieving such pluralism, however, remains challenging.…

In this paper, we present a method of estimating the volatility of a signal that displays stochastic noise (such as a risky asset traded on an open market) utilizing Linear Predictive Coding. The main purpose is to associate volatility with…

This paper proposes a novel stable learning theory for recurrent neural networks (RNNs), so-called variational adaptive noise and dropout (VAND). As stabilizing factors for RNNs, noise and dropout on the internal state of RNNs have been…

The plug-and-play (PnP) method uses a deep denoiser within a proximal algorithm for model-based image reconstruction (IR). Unlike end-to-end IR, PnP allows the same pretrained denoiser to be used across different imaging tasks, without the…

Vortex-induced vibration (VIV) is a typical nonlinear fluid-structure interaction phenomenon, which widely exists in practical engineering (the flexible riser, the bridge and the aircraft wing, etc). The conventional finite element model…

Stochastic optimization plays a crucial role in the advancement of deep learning technologies. Over the decades, significant effort has been dedicated to improving the training efficiency and robustness of deep neural networks, via various…

An appropriate calibration and forecasting of volatility and market risk are some of the main challenges faced by companies that have to manage the uncertainty inherent to their investments or funding operations such as banks, pension funds…

Solving high-dimensional Bayesian inverse problems (BIPs) with the variational inference (VI) method is promising but still challenging. The main difficulties arise from two aspects. First, VI methods approximate the posterior distribution…

Deep neural networks often produce overconfident predictions, undermining their reliability in safety-critical applications. This miscalibration is further exacerbated under distribution shift, where test data deviates from the training…

This paper considers parameter estimation for nonlinear state-space models, which is an important but challenging problem. We address this challenge by employing a variational inference (VI) approach, which is a principled method that has…