English
Related papers

Related papers: Calibrating Agent-Based Financial Markets Simulato…

200 papers

Calibrating complex epidemiological models to observed data is a crucial step to provide both insights into the current disease dynamics, i.e.\ by estimating a reproductive number, as well as to provide reliable forecasts and scenario…

Multimodal learning pipelines have benefited from the success of pretrained language models. However, this comes at the cost of increased model parameters. In this work, we propose Adapted Multimodal BERT (AMB), a BERT-based architecture…

Computation and Language · Computer Science 2022-12-02 Odysseas S. Chlapanis , Georgios Paraskevopoulos , Alexandros Potamianos

Large Language Models (LLMs) have greatly pushed forward advancements in natural language processing, yet their high memory and computational demands hinder practical deployment. Binarization, as an effective compression technique, can…

Computer Vision and Pattern Recognition · Computer Science 2026-02-02 Zhiteng Li , Xianglong Yan , Tianao Zhang , Haotong Qin , Dong Xie , Jiang Tian , zhongchao shi , Linghe Kong , Yulun Zhang , Xiaokang Yang

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a…

Optimization and Control · Mathematics 2025-12-08 Ruanui Nicholson , Radoslav Vuchkov , Umberto Villa , Noemi Petra

Surrogate-assisted Evolutionary Algorithm (SAEA) is an essential method for solving expensive expensive problems. Utilizing surrogate models to substitute the optimization function can significantly reduce reliance on the function…

Neural and Evolutionary Computing · Computer Science 2024-05-28 Hao Hao , Xiaoqun Zhang , Bingdong Li , Aimin Zhou

This paper develops a novel multi-agent reinforcement learning (MARL) framework for reinsurance treaty bidding, addressing long-standing inefficiencies in traditional broker-mediated placement processes. We pose the core research question:…

Artificial Intelligence · Computer Science 2026-03-24 Stella C. Dong , James R. Finlay

Response-adaptive randomization (RAR) has been studied extensively in conventional, single-stage clinical trials, where it has been shown to yield ethical and statistical benefits, especially in trials with many treatment arms. However, RAR…

Methodology · Statistics 2024-01-09 Peter Norwood , Marie Davidian , Eric Laber

The development of next-generation autonomous control of fission systems, such as nuclear power plants, will require leveraging advancements in machine learning. For fission systems, accurate prediction of nuclear transport is important to…

Computational Physics · Physics 2021-06-01 Akshay J. Dave , Jiankai Yu , Jarod Wilson , Bren Phillips , Kaichao Sun , Benoit Forget

This paper suggests parametrically transformed nested error regression models (TNERM), which transform the data flexibly to follow the normal linear mixed regression. We provide a procedure for estimating consistently the parameters of the…

Methodology · Statistics 2018-03-14 Shonosuke Sugasawa , Tatsuya Kubokawa

The study of system complexity primarily has two objectives: to explore underlying patterns and to develop theoretical explanations. Pattern exploration seeks to clarify the mechanisms behind the emergence of system complexity, while…

Multiagent Systems · Computer Science 2026-02-18 Xiao Xue , Deyu Zhou , Ming Zhang , Xiangning Yu , Fei-Yue Wang

The complex and computationally expensive nature of landscape evolution models pose significant challenges in the inference and optimisation of unknown parameters. Bayesian inference provides a methodology for estimation and uncertainty…

Machine Learning · Statistics 2020-06-30 Rohitash Chandra , Danial Azam , Arpit Kapoor , R. Dietmar Müller

Due to the expensive nature of field data gathering, the lack of training data often limits the performance of Automatic Target Recognition (ATR) systems. This problem is often addressed with domain adaptation techniques, however the…

Computer Vision and Pattern Recognition · Computer Science 2020-09-17 Jean de Bodinat , Thomas Guerneve , Jose Vazquez , Marija Jegorova

Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…

Numerical Analysis · Computer Science 2023-04-25 Chao Zhang , Zebang Shen , Hui Qian , Tengfei Zhou , Jianya Zhou , Jianying Zhou

Financial portfolio management (PM) is one of the most applicable problems in reinforcement learning (RL) owing to its sequential decision-making nature. However, existing RL-based approaches rarely focus on scalability or reusability to…

Portfolio Management · Quantitative Finance 2022-02-22 Zhenhan Huang , Fumihide Tanaka

Agent-Based Models (ABMs) are gaining great popularity in economics and social science because of their strong flexibility to describe the realistic and heterogeneous decisions and interaction rules between individual agents. In this work,…

Machine Learning · Computer Science 2026-01-13 Junyao Zhang , Jinglai Li , Junqi Tang

An alternating direction method of multipliers (ADMM) framework is developed for nonsmooth biconvex optimization for inverse problems in imaging. In particular, the simultaneous estimation of activity and attenuation (SAA) problem in…

Medical Physics · Physics 2024-02-13 Zhimei Ren , Emil Y. Sidky , Rina Foygel Barber , Chien-Min Kao , Xiaochuan Pan

Agent-Based Modelling (ABM) has emerged as an essential tool for simulating social networks, encompassing diverse phenomena such as information dissemination, influence dynamics, and community formation. However, manually configuring varied…

The Alternating Direction Method of Multipliers (ADMM) has been studied for years. The traditional ADMM algorithm needs to compute, at each iteration, an (empirical) expected loss function on all training examples, resulting in a…

Machine Learning · Statistics 2014-06-10 Peilin Zhao , Jinwei Yang , Tong Zhang , Ping Li

Parameter-efficient fine-tuning methods such as LoRA enable practical adaptation of large language models but provide no principled uncertainty estimates, leading to poorly calibrated predictions and unreliable behavior under domain shift.…

Machine Learning · Computer Science 2026-02-23 Ibne Farabi Shihab , Sanjeda Akter , Anuj Sharma

To backpropagate the gradients through stochastic binary layers, we propose the augment-REINFORCE-merge (ARM) estimator that is unbiased, exhibits low variance, and has low computational complexity. Exploiting variable augmentation,…

Machine Learning · Statistics 2019-09-11 Mingzhang Yin , Mingyuan Zhou
‹ Prev 1 4 5 6 7 8 10 Next ›