pwc-archive/papers-with-abstracts huggingface dataset:
A Perturbation and Speciation-Based Algorithm for Dynamic Optimization Uninformed of Change
Authors: Federico Signorelli, Anil Yaman
Date: 2025-05-16 00:00:00
Tasks: Change Detection

Dynamic optimization problems (DOPs) are challenging due to their changing conditions. This requires algorithms to be highly adaptable and efficient in terms of finding rapidly new optimal solutions under changing conditions. Traditional approaches often depend on explicit change detection, which can be impractical or inefficient when the change detection is unreliable or unfeasible. We propose Perturbation and Speciation-Based Particle Swarm Optimization (PSPSO), a robust algorithm for uninformed dynamic optimization without requiring the information of environmental changes. The PSPSO combines speciation-based niching, deactivation, and a newly proposed random perturbation mechanism to handle DOPs. PSPSO leverages a cyclical multi-population framework, strategic resource allocation, and targeted noisy updates, to adapt to dynamic environments. We compare PSPSO with several state-of-the-art algorithms on the Generalized Moving Peaks Benchmark (GMPB), which covers a variety of scenarios, including simple and multi-modal dynamic optimization, frequent and intense changes, and high-dimensional spaces. Our results show that PSPSO outperforms other state-of-the-art uninformed algorithms in all scenarios and leads to competitive results compared to informed algorithms. In particular, PSPSO shows strength in functions with high dimensionality or high frequency of change in the GMPB. The ablation study showed the importance of the random perturbation component.
Joint stochastic localization and applications
Authors: Tom Alberts, Yiming Xu, Qiang Ye
Date: 2025-05-19 00:00:00

Stochastic localization is a pathwise analysis technique originating from convex geometry. This paper explores certain algorithmic aspects of stochastic localization as a computational tool. First, we unify various existing stochastic localization schemes and discuss their localization rates and regularization. We then introduce a joint stochastic localization framework for constructing couplings between probability distributions. As an initial application, we extend the optimal couplings between normal distributions under the 2-Wasserstein distance to log-concave distributions and derive a normal approximation result. As a further application, we introduce a family of distributional distances based on the couplings induced by joint stochastic localization. Under a specific choice of the localization process, the induced distance is topologically equivalent to the 2-Wasserstein distance for probability measures supported on a common compact set. Moreover, weighted versions of this distance are related to several statistical divergences commonly used in practice. The proposed distances also motivate new methods for distribution estimation that are of independent interest.
A Kolmogorov-Arnold Neural Model for Cascading Extremes
Authors: Miguel de Carvalho, Clemente Ferrer, Ronny Vallejos
Date: 2025-05-19 00:00:00

This paper addresses the growing concern of cascading extreme events, such as an extreme earthquake followed by a tsunami, by presenting a novel method for risk assessment focused on these domino effects. The proposed approach develops an extreme value theory framework within a Kolmogorov-Arnold network (KAN) to estimate the probability of one extreme event triggering another, conditionally on a feature vector. An extra layer is added to the KAN's architecture to enforce the definition of the parameter of interest within the unit interval, and we refer to the resulting neural model as KANE (KAN with Natural Enforcement). The proposed method is backed by exhaustive numerical studies and further illustrated with real-world applications to seismology and climatology.
Scalable Importance Sampling in High Dimensions with Low-Rank Mixture Proposals
Authors: Liam A. Kruse, Marc R. Schlichting, Mykel J. Kochenderfer
Date: 2025-05-19 00:00:00

Importance sampling is a Monte Carlo technique for efficiently estimating the likelihood of rare events by biasing the sampling distribution towards the rare event of interest. By drawing weighted samples from a learned proposal distribution, importance sampling allows for more sample-efficient estimation of rare events or tails of distributions. A common choice of proposal density is a Gaussian mixture model (GMM). However, estimating full-rank GMM covariance matrices in high dimensions is a challenging task due to numerical instabilities. In this work, we propose using mixtures of probabilistic principal component analyzers (MPPCA) as the parametric proposal density for importance sampling methods. MPPCA models are a type of low-rank mixture model that can be fit quickly using expectation-maximization, even in high-dimensional spaces. We validate our method on three simulated systems, demonstrating consistent gains in sample efficiency and quality of failure distribution characterization.
Discretion in the Loop: Human Expertise in Algorithm-Assisted College Advising
Authors: Sofiia Druchyna, Kara Schechtman, Benjamin Brandon, Jenise Stafford, Hannah Li, Lydia T. Liu
Date: 2025-05-19 00:00:00
Tasks: Heterogeneous Treatment Effect Estimation

In higher education, many institutions use algorithmic alerts to flag at-risk students and deliver advising at scale. While much research has focused on evaluating algorithmic predictions, relatively little is known about how discretionary interventions by human experts shape outcomes in algorithm-assisted settings. We study this question using rich quantitative and qualitative data from a randomized controlled trial of an algorithm-assisted advising program at Georgia State University. Taking a mixed-methods approach, we examine whether and how advisors use context unavailable to an algorithm to guide interventions and influence student success. We develop a causal graphical framework for human expertise in the interventional setting, extending prior work on discretion in purely predictive settings. We then test a necessary condition for discretionary expertise using structured advisor logs and student outcomes data, identifying several interventions that meet the criterion for statistical significance. Accordingly, we estimate that 2 out of 3 interventions taken by advisors in the treatment arm were plausibly "expertly targeted" to students using non-algorithmic context. Systematic qualitative analysis of advisor notes corroborates these findings, showing that advisors incorporate diverse forms of contextual information--such as personal circumstances, financial issues, and student engagement--into their decisions. Finally, we explore the broader implications of human discretion for long-term outcomes and equity, using heterogeneous treatment effect estimation. Our results offer theoretical and practical insight into the real-world effectiveness of algorithm-supported college advising, and underscore the importance of accounting for human expertise in the design, evaluation, and implementation of algorithmic decision systems.
Rapidly Varying Completely Random Measures for Modeling Extremely Sparse Networks
Authors: Valentin Kilian, Benjamin Guedj, François Caron
Date: 2025-05-19 00:00:00

Completely random measures (CRMs) are fundamental to Bayesian nonparametric models, with applications in clustering, feature allocation, and network analysis. A key quantity of interest is the Laplace exponent, whose asymptotic behavior determines how the random structures scale. When the Laplace exponent grows nearly linearly - known as rapid variation - the induced models exhibit approximately linear growth in the number of clusters, features, or edges with sample size or network nodes. This regime is especially relevant for modeling sparse networks, yet existing CRM constructions lack tractability under rapid variation. We address this by introducing a new class of CRMs with index of variation $\alpha\in(0,1]$, defined as mixtures of stable or generalized gamma processes. These models offer interpretable parameters, include well-known CRMs as limiting cases, and retain analytical tractability through a tractable Laplace exponent and simple size-biased representation. We analyze the asymptotic properties of this CRM class and apply it to the Caron-Fox framework for sparse graphs. The resulting models produce networks with near-linear edge growth, aligning with empirical evidence from large-scale networks. Additionally, we present efficient algorithms for simulation and posterior inference, demonstrating practical advantages through experiments on real-world sparse network datasets.
Modeling Nonstationary Extremal Dependence via Deep Spatial Deformations
Authors: Xuanjie Shao, Jordan Richards, Raphael Huser
Date: 2025-05-18 00:00:00

Modeling nonstationarity that often prevails in extremal dependence of spatial data can be challenging, and typically requires bespoke or complex spatial models that are difficult to estimate. Inference for stationary and isotropic models is considerably easier, but the assumptions that underpin these models are rarely met by data observed over large or topographically complex domains. A possible approach for accommodating nonstationarity in a spatial model is to warp the spatial domain to a latent space where stationarity and isotropy can be reasonably assumed. Although this approach is very flexible, estimating the warping function can be computationally expensive, and the transformation is not always guaranteed to be bijective, which may lead to physically unrealistic transformations when the domain folds onto itself. We overcome these challenges by developing deep compositional spatial models to capture nonstationarity in extremal dependence. Specifically, we focus on modeling high threshold exceedances of process functionals by leveraging efficient inference methods for limiting $r$-Pareto processes. A detailed high-dimensional simulation study demonstrates the superior performance of our model in estimating the warped space. We illustrate our method by modeling UK precipitation extremes and show that we can efficiently estimate the extremal dependence structure of data observed at thousands of locations.
Stereographic Multi-Try Metropolis Algorithms for Heavy-tailed Sampling
Authors: Zhihao Wang, Jun Yang
Date: 2025-05-18 00:00:00

Markov chain Monte Carlo (MCMC) methods for sampling from heavy-tailed distributions present unique challenges, particularly in high dimensions. Multi-proposal MCMC algorithms have recently gained attention for their potential to improve performance, especially through parallel implementation on modern hardware. This paper introduces a novel family of gradient-free MCMC algorithms that combine the multi-try Metropolis (MTM) with stereographic MCMC framework, specifically designed for efficient sampling from heavy-tailed targets. The proposed stereographic multi-try Metropolis (SMTM) algorithm not only outperforms traditional Euclidean MTM and existing stereographic random-walk Metropolis methods, but also avoids the pathological convergence behavior often observed in MTM and demonstrates strong robustness to tuning. These properties are supported by scaling analysis and extensive simulation studies.
Opening the Black Box of Local Projections
Authors: Philippe Goulet Coulombe, Karin Klieber
Date: 2025-05-18 00:00:00

Local projections (LPs) are widely used in empirical macroeconomics to estimate impulse responses to policy interventions. Yet, in many ways, they are black boxes. It is often unclear what mechanism or historical episodes drive a particular estimate. We introduce a new decomposition of LP estimates into the sum of contributions of historical events, which is the product, for each time stamp, of a weight and the realization of the response variable. In the least squares case, we show that these weights admit two interpretations. First, they represent purified and standardized shocks. Second, they serve as proximity scores between the projected policy intervention and past interventions in the sample. Notably, this second interpretation extends naturally to machine learning methods, many of which yield impulse responses that, while nonlinear in predictors, still aggregate past outcomes linearly via proximity-based weights. Applying this framework to shocks in monetary and fiscal policy, global temperature, and the excess bond premium, we find that easily identifiable events-such as Nixon's interference with the Fed, stagflation, World War II, and the Mount Agung volcanic eruption-emerge as dominant drivers of often heavily concentrated impulse response estimates.
Metric Graph Kernels via the Tropical Torelli Map
Authors: Yueqi Cao, Anthea Monod
Date: 2025-05-17 00:00:00

We propose new graph kernels grounded in the study of metric graphs via tropical algebraic geometry. In contrast to conventional graph kernels that are based on graph combinatorics such as nodes, edges, and subgraphs, our graph kernels are purely based on the geometry and topology of the underlying metric space. A key characterizing property of our construction is its invariance under edge subdivision, making the kernels intrinsically well-suited for comparing graphs that represent different underlying spaces. We develop efficient algorithms for computing these kernels and analyze their complexity, showing that it depends primarily on the genus of the input graphs. Empirically, our kernels outperform existing methods in label-free settings, as demonstrated on both synthetic and real-world benchmark datasets. We further highlight their practical utility through an urban road network classification task.
T-Rex: Fitting a Robust Factor Model via Expectation-Maximization
Authors: Daniel Cederberg
Date: 2025-05-17 00:00:00
Tasks: Direction of Arrival Estimation

Over the past decades, there has been a surge of interest in studying low-dimensional structures within high-dimensional data. Statistical factor models $-$ i.e., low-rank plus diagonal covariance structures $-$ offer a powerful framework for modeling such structures. However, traditional methods for fitting statistical factor models, such as principal component analysis (PCA) or maximum likelihood estimation assuming the data is Gaussian, are highly sensitive to heavy tails and outliers in the observed data. In this paper, we propose a novel expectation-maximization (EM) algorithm for robustly fitting statistical factor models. Our approach is based on Tyler's M-estimator of the scatter matrix for an elliptical distribution, and consists of solving Tyler's maximum likelihood estimation problem while imposing a structural constraint that enforces the low-rank plus diagonal covariance structure. We present numerical experiments on both synthetic and real examples, demonstrating the robustness of our method for direction-of-arrival estimation in nonuniform noise and subspace recovery.
Proximal optimal transport divergences
Authors: Ricardo Baptista, Panagiota Birmpa, Markos A. Katsoulakis, Luc Rey-Bellet, Benjamin J. Zhang
Date: 2025-05-17 00:00:00

We introduce proximal optimal transport divergence, a novel discrepancy measure that interpolates between information divergences and optimal transport distances via an infimal convolution formulation. This divergence provides a principled foundation for optimal transport proximals and proximal optimization methods frequently used in generative modeling. We explore its mathematical properties, including smoothness, boundedness, and computational tractability, and establish connections to primal-dual formulation and adversarial learning. Building on the Benamou-Brenier dynamic formulation of optimal transport cost, we also establish a dynamic formulation for proximal OT divergences. The resulting dynamic formulation is a first order mean-field game whose optimality conditions are governed by a pair of nonlinear partial differential equations, a backward Hamilton-Jacobi and a forward continuity partial differential equations. Our framework generalizes existing approaches while offering new insights and computational tools for generative modeling, distributional optimization, and gradient-based learning in probability spaces.
Thompson Sampling-like Algorithms for Stochastic Rising Bandits
Authors: Marco Fiandri, Alberto Maria Metelli, Francesco Trovò
Date: 2025-05-17 00:00:00
Tasks: Model Selection, Thompson Sampling

Stochastic rising rested bandit (SRRB) is a setting where the arms' expected rewards increase as they are pulled. It models scenarios in which the performances of the different options grow as an effect of an underlying learning process (e.g., online model selection). Even if the bandit literature provides specifically crafted algorithms based on upper-confidence bounds for such a setting, no study about Thompson sampling TS-like algorithms has been performed so far. The strong regularity of the expected rewards in the SRRB setting suggests that specific instances may be tackled effectively using adapted and sliding-window TS approaches. This work provides novel regret analyses for such algorithms in SRRBs, highlighting the challenges and providing new technical tools of independent interest. Our results allow us to identify under which assumptions TS-like algorithms succeed in achieving sublinear regret and which properties of the environment govern the complexity of the regret minimization problem when approached with TS. Furthermore, we provide a regret lower bound based on a complexity index we introduce. Finally, we conduct numerical simulations comparing TS-like algorithms with state-of-the-art approaches for SRRBs in synthetic and real-world settings.
Integrative Analysis and Imputation of Multiple Data Streams via Deep Gaussian Processes
Authors: Ali Akbar Septiandri, Deyu Ming, F. Alejandro DiazDelaO, Takoua Jendoubi, Samiran Ray
Date: 2025-05-17 00:00:00
Tasks: Gaussian Processes, Imputation, Missing Values, Uncertainty Quantification

Healthcare data, particularly in critical care settings, presents three key challenges for analysis. First, physiological measurements come from different sources but are inherently related. Yet, traditional methods often treat each measurement type independently, losing valuable information about their relationships. Second, clinical measurements are collected at irregular intervals, and these sampling times can carry clinical meaning. Finally, the prevalence of missing values. Whilst several imputation methods exist to tackle this common problem, they often fail to address the temporal nature of the data or provide estimates of uncertainty in their predictions. We propose using deep Gaussian process emulation with stochastic imputation, a methodology initially conceived to deal with computationally expensive models and uncertainty quantification, to solve the problem of handling missing values that naturally occur in critical care data. This method leverages longitudinal and cross-sectional information and provides uncertainty estimation for the imputed values. Our evaluation of a clinical dataset shows that the proposed method performs better than conventional methods, such as multiple imputations with chained equations (MICE), last-known value imputation, and individually fitted Gaussian Processes (GPs).
Variance-Optimal Arm Selection: Regret Minimization and Best Arm Identification
Authors: Sabrina Khurshid, Gourab Ghatak, Mohammad Shahid Abdulla
Date: 2025-05-17 00:00:00

This paper focuses on selecting the arm with the highest variance from a set of $K$ independent arms. Specifically, we focus on two settings: (i) regret setting, that penalizes the number of pulls of suboptimal arms in terms of variance, and (ii) fixed-budget BAI setting, that evaluates the ability of an algorithm to determine the arm with the highest variance after a fixed number of pulls. We develop a novel online algorithm called \texttt{UCB-VV} for the regret setting and show that its upper bound on regret for bounded rewards evolves as $\mathcal{O}\left(\log{n}\right)$ where $n$ is the horizon. By deriving the lower bound on the regret, we show that \texttt{UCB-VV} is order optimal. For the fixed budget BAI setting, we propose the \texttt{SHVV} algorithm. We show that the upper bound of the error probability of \texttt{SHVV} evolves as $\exp\left(-\frac{n}{\log(K) H}\right)$, where $H$ represents the complexity of the problem, and this rate matches the corresponding lower bound. We extend the framework from bounded distributions to sub-Gaussian distributions using a novel concentration inequality on the sample variance. Leveraging the same, we derive a concentration inequality for the empirical Sharpe ratio (SR) for sub-Gaussian distributions, which was previously unknown in the literature. Empirical simulations show that \texttt{UCB-VV} consistently outperforms \texttt{$\epsilon$-greedy} across different sub-optimality gaps, though it is surpassed by \texttt{VTS}, which exhibits the lowest regret, albeit lacking in theoretical guarantees. We also illustrate the superior performance of \texttt{SHVV}, for a fixed budget setting under 6 different setups against uniform sampling. Finally, we conduct a case study to empirically evaluate the performance of the \texttt{UCB-VV} and \texttt{SHVV} in call option trading on $100$ stocks generated using geometric Brownian motion (GBM).
Multi-Attribute Graph Estimation with Sparse-Group Non-Convex Penalties
Authors: Jitendra K Tugnait
Date: 2025-05-17 00:00:00
Tasks: Attribute, Graph Learning

We consider the problem of inferring the conditional independence graph (CIG) of high-dimensional Gaussian vectors from multi-attribute data. Most existing methods for graph estimation are based on single-attribute models where one associates a scalar random variable with each node. In multi-attribute graphical models, each node represents a random vector. In this paper we provide a unified theoretical analysis of multi-attribute graph learning using a penalized log-likelihood objective function. We consider both convex (sparse-group lasso) and sparse-group non-convex (log-sum and smoothly clipped absolute deviation (SCAD) penalties) penalty/regularization functions. An alternating direction method of multipliers (ADMM) approach coupled with local linear approximation to non-convex penalties is presented for optimization of the objective function. For non-convex penalties, theoretical analysis establishing local consistency in support recovery, local convexity and precision matrix estimation in high-dimensional settings is provided under two sets of sufficient conditions: with and without some irrepresentability conditions. We illustrate our approaches using both synthetic and real-data numerical examples. In the synthetic data examples the sparse-group log-sum penalized objective function significantly outperformed the lasso penalized as well as SCAD penalized objective functions with $F_1$-score and Hamming distance as performance metrics.
Accelerating Neural Network Training Along Sharp and Flat Directions
Authors: Daniyar Zakarin, Sidak Pal Singh
Date: 2025-05-17 00:00:00

Recent work has highlighted a surprising alignment between gradients and the top eigenspace of the Hessian -- termed the Dominant subspace -- during neural network training. Concurrently, there has been growing interest in the distinct roles of sharp and flat directions in the Hessian spectrum. In this work, we study Bulk-SGD, a variant of SGD that restricts updates to the orthogonal complement of the Dominant subspace. Through ablation studies, we characterize the stability properties of Bulk-SGD and identify critical hyperparameters that govern its behavior. We show that updates along the Bulk subspace, corresponding to flatter directions in the loss landscape, can accelerate convergence but may compromise stability. To balance these effects, we introduce interpolated gradient methods that unify SGD, Dom-SGD, and Bulk-SGD. Finally, we empirically connect this subspace decomposition to the Generalized Gauss-Newton and Functional Hessian terms, showing that curvature energy is largely concentrated in the Dominant subspace. Our findings suggest a principled approach to designing curvature-aware optimizers.