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Charged particle dynamics under the influence of electromagnetic fields is a challenging spatiotemporal problem. Many high performance physics-based simulators for predicting behavior in a charged particle beam are computationally…

加速器物理 · 物理学 2025-02-27 Mahindra Rautela , Alan Williams , Alexander Scheinker

This paper describes a new approach for using changepoint detection (CPD) to estimate the starting and stopping times of a forced oscillation (FO) in measured power system data. As with a previous application of CPD to this problem, the…

信号处理 · 电气工程与系统科学 2026-02-10 Luke Dosiek , Akaash Karn , Frank Liu

Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient…

机器学习 · 计算机科学 2020-08-28 Jerry Chee , Ping Li

This paper introduces DeepUnifiedMom, a deep learning framework that enhances portfolio management through a multi-task learning approach and a multi-gate mixture of experts. The essence of DeepUnifiedMom lies in its ability to create…

计算金融 · 定量金融 2024-06-14 Joel Ong , Dorien Herremans

Change Point Detection (CPD) is a critical task in time series analysis, aiming to identify moments when the underlying data-generating process shifts. Traditional CPD methods often rely on unsupervised techniques, which lack adaptability…

机器学习 · 计算机科学 2026-01-29 Stefano Bertolasi , Diego Carrera , Diego Stucchi , Pasqualina Fragneto , Luigi Amedeo Bianchi

Traditional Long Short-Term Memory (LSTM) networks are effective for handling sequential data but have limitations such as gradient vanishing and difficulty in capturing long-term dependencies, which can impact their performance in dynamic…

计算工程、金融与科学 · 计算机科学 2026-04-29 Faezeh Sarlakifar , Mohammadreza Mohammadzadeh Asl , Sajjad Rezvani Khaledi , Armin Salimi-Badr

Detecting changes in data streams is a vital task in many applications. There is increasing interest in changepoint detection in the online setting, to enable real-time monitoring and support prompt responses and informed decision-making.…

统计方法学 · 统计学 2024-05-27 Victor K. Khamesi , Niall M. Adams , Dean A. Bodenham , Edward A. K. Cohen

Recent work [1] has utilized Moore-Penrose (MP) inverse in deep convolutional neural network (DCNN) learning, which achieves better generalization performance over the DCNN with a stochastic gradient descent (SGD) pipeline. However, Yang's…

机器学习 · 计算机科学 2021-01-06 Wandong Zhang , Yimin Yang , Jonathan Wu

Model predictive control (MPC) is an effective method for control of constrained systems but is susceptible to the external disturbances and modeling error often encountered in real-world applications. To address these issues, techniques…

系统与控制 · 电气工程与系统科学 2020-12-24 Savva Morozov , Parker C. Lusk , Brett T. Lopez , Jonathan P. How

Within the current sphere of deep learning research, despite the extensive application of optimization algorithms such as Stochastic Gradient Descent (SGD) and Adaptive Moment Estimation (Adam), there remains a pronounced inadequacy in…

机器学习 · 计算机科学 2025-10-30 Zhifeng Wang , Longlong Li , Chunyan Zeng

Consistency Models (CM) (Song et al., 2023) accelerate score-based diffusion model sampling at the cost of sample quality but lack a natural way to trade-off quality for speed. To address this limitation, we propose Consistency Trajectory…

Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are…

投资组合管理 · 定量金融 2022-03-23 Ruan Pretorius , Terence van Zyl

Deep learning has revolutionized the process of new material discovery, with state-of-the-art models now able to predict material properties based solely on chemical compositions, thus eliminating the necessity for material structures.…

材料科学 · 物理学 2023-09-12 Dong Zhu , Zhikuang xin , Siming Zheng , Yangang Wang , Xiaoyu Yang

Given new pairs of source and target point sets, standard point set registration methods often repeatedly conduct the independent iterative search of desired geometric transformation to align the source point set with the target one. This…

图形学 · 计算机科学 2019-07-30 Lingjing Wang , Xiang Li , Jianchun Chen , Yi Fang

Financial markets are inherently volatile and prone to sudden disruptions such as market crashes, flash collapses, and liquidity crises. Accurate anomaly detection and early risk forecasting in financial time series are therefore crucial…

机器学习 · 计算机科学 2025-11-18 Ziling Fan , Ruijia Liang , Yiwen Hu

Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…

机器学习 · 计算机科学 2025-02-14 Yuchen Hu , Xi Chen , Weidong Liu , Xiaojun Mao

Deep learning approaches, known for their ability to model complex relationships and fast execution, are increasingly being applied to solve large optimization problems. However, existing methods often face challenges in simultaneously…

最优化与控制 · 数学 2025-12-16 Zisheng Zhou , Dengyu Zheng , Zirui Chen , Shixiang Chen

Many existing models for clinical trial outcome prediction are optimized using task-specific loss functions on trial phase-specific data. While this scheme may boost prediction for common diseases and drugs, it can hinder learning of…

机器学习 · 计算机科学 2025-05-27 Yiqing Zhang , Xiaozhong Liu , Fabricio Murai

We present Latent Diffeomorphic Dynamic Mode Decomposition (LDDMD), a new data reduction approach for the analysis of non-linear systems that combines the interpretability of Dynamic Mode Decomposition (DMD) with the predictive power of…

机器学习 · 计算机科学 2025-08-04 Willem Diepeveen , Jon Schwenk , Andrea Bertozzi

The detection of anomalies or transitions in complex dynamical systems is of critical importance to various applications. In this study, we propose the use of machine learning to detect changepoints for high-dimensional dynamical systems.…

动力系统 · 数学 2023-05-18 Sen Lin , Gianmarco Mengaldo , Romit Maulik