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This script offers an implementation-oriented introduction to deep learning methods for solving and estimating high-dimensional dynamic stochastic models in economics and finance. Its starting point is the curse of dimensionality:…

综合经济学 · 经济学 2026-05-15 Simon Scheidegger

Predictive uncertainty estimation is essential for deploying Deep Neural Networks in real-world autonomous systems. However, most successful approaches are computationally intensive. In this work, we attempt to address these challenges in…

计算机视觉与模式识别 · 计算机科学 2022-07-22 Gianni Franchi , Xuanlong Yu , Andrei Bursuc , Emanuel Aldea , Severine Dubuisson , David Filliat

In matching markets such as kidney exchanges and freight exchanges, delayed matching has been shown to improve overall market efficiency. The benefits of delay are highly sensitive to participants' sojourn times and departure behavior, and…

机器学习 · 计算机科学 2026-02-27 Ruiqi Zhou , Donghao Zhu , Houcai Shen

Dynamic Algorithm Configuration (DAC) aims to dynamically control a target algorithm's hyperparameters in order to improve its performance. Several theoretical and empirical results have demonstrated the benefits of dynamically controlling…

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

动力系统 · 数学 2025-02-04 David Sabin-Miller , Daniel M. Abrams

We consider the load balancing problem in large-scale heterogeneous systems with multiple dispatchers. We introduce a general framework called Local-Estimation-Driven (LED). Under this framework, each dispatcher keeps local (possibly…

性能 · 计算机科学 2020-02-21 Xingyu Zhou , Ness Shroff , Adam Wierman

Storm surge and waves are responsible for a substantial portion of tropical and extratropical cyclones-related damages. While high-fidelity numerical models have significantly advanced the simulation accuracy of storm surge and waves, they…

大气与海洋物理 · 物理学 2024-03-27 Saeed Saviz Naeini , Reda Snaiki

Optimization using network traffic models requires computing gradients of objective functions with respect to model parameters. However, derivation of such gradients has often been considered difficult or impractical due to their complexity…

系统与控制 · 电气工程与系统科学 2026-04-30 Toru Seo

Current approaches to scheduling workloads on heterogeneous systems with specialized accelerators often rely on manual partitioning, offloading tasks with specific compute patterns to accelerators. This method requires extensive…

分布式、并行与集群计算 · 计算机科学 2025-02-12 Zhenyu Bai , Dan Wu , Pranav Dangi , Dhananjaya Wijerathne , Venkata Pavan Kumar Miriyala , Tulika Mitra

Embedding is a useful technique to project a high-dimensional feature into a low-dimensional space, and it has many successful applications including link prediction, node classification and natural language processing. Current approaches…

信息检索 · 计算机科学 2020-09-21 Meimei Liu , Hongxia Yang

Reliable channel estimation (CE) is fundamental for robust communication in dynamic wireless environments, where models must generalize across varying conditions such as signal-to-noise ratios (SNRs), the number of resource blocks (RBs),…

信号处理 · 电气工程与系统科学 2025-09-22 Tianyu Li , Yan Xin , Jianzhong , Zhang

Partial Differential Equations (PDEs) are central to science and engineering. Since solving them is computationally expensive, a lot of effort has been put into approximating their solution operator via both traditional and recently…

机器学习 · 计算机科学 2025-02-14 Alessandro Longhi , Danny Lathouwers , Zoltán Perkó

In this chapter, we utilize dynamical systems to analyze several aspects of machine learning algorithms. As an expository contribution we demonstrate how to re-formulate a wide variety of challenges from deep neural networks, (stochastic)…

动力系统 · 数学 2025-07-08 Dennis Chemnitz , Maximilian Engel , Christian Kuehn , Sara-Viola Kuntz

Network Utility Maximization (NUM) studies the problems of allocating traffic rates to network users in order to maximize the users' total utility subject to network resource constraints. In this paper, we propose a new NUM framework,…

网络与互联网体系结构 · 计算机科学 2020-12-18 Xinzhe Fu , Eytan Modiano

Several non-linear operators in stochastic analysis, such as solution maps to stochastic differential equations, depend on a temporal structure which is not leveraged by contemporary neural operators designed to approximate general maps…

动力系统 · 数学 2025-04-11 Luca Galimberti , Anastasis Kratsios , Giulia Livieri

Advanced traffic navigation systems, which provide routing recommendations to drivers based on real-time congestion information, are nowadays widely adopted by roadway transportation users. Yet, the emerging effects on the traffic dynamics…

最优化与控制 · 数学 2023-12-19 Gianluca Bianchin , Fabio Pasqualetti

Dynamic computation has emerged as a promising avenue to enhance the inference efficiency of deep networks. It allows selective activation of computational units, leading to a reduction in unnecessary computations for each input sample.…

计算机视觉与模式识别 · 计算机科学 2024-02-21 Yizeng Han , Zeyu Liu , Zhihang Yuan , Yifan Pu , Chaofei Wang , Shiji Song , Gao Huang

In multiple access channels (MAC), multiple users share a transmission medium to communicate with a common receiver. Traditional constellations like quadrature amplitude modulation are optimized for point-to-point systems and lack…

信息论 · 计算机科学 2025-05-05 Stepan Gorelenkov , Mojtaba Vaezi

When network users are satisficing decision-makers, the resulting traffic pattern attains a satisficing user equilibrium, which may deviate from the (perfectly rational) user equilibrium. In a satisficing user equilibrium traffic pattern,…

计算机科学与博弈论 · 计算机科学 2019-11-20 Mahdi Takalloo , Changhyun Kwon

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

机器学习 · 计算机科学 2021-06-11 Sifan Wang , Paris Perdikaris