arXiv Statistics ML

Temporal-Difference Calibration of Black-Box Simulators

arXiv AI
Oct 19

Exploration and Experimentation with a Misspecified Simulator

The paper investigates how to collect data for recalibrating a misspecified simulator that models a partially observed real-world system as a fully observed Markovian process. It compares four data‑collection strategies: never recalibrating, passive on‑policy recalibration, continuous exploration across all units, and randomized experimentation on a sample of units. Theoretical analysis and a vending‑machine simulation show that experimentation can outperform passive adaptation when drift is invisible to on‑policy data or when recalibration lags behind ongoing drift, while exploration is preferable when trying worse actions is costly and dynamics may not have changed.

By Harsh Parikh, Gabriel Levin-Konigsberg, Sohrab Andaz, Akhil Bagaria, Dominique Perrault-Joncas, Alexander Volfovsky
arXiv AI
Oct 9

Equal Path Cost, Unequal Output Effects: Understanding Perturbation Propagation in Diffusion Models

The paper introduces a theoretical framework to study how perturbations introduced during diffusion model sampling affect the generated output. It defines a path cost based on the Kullback–Leibler divergence between perturbed and reference trajectories, showing that this cost bounds but does not fully determine output changes. Using a response identity, the authors link local perturbation propagation to changes in feature means, revealing that first‑order responses can miss significant output variations. Experiments on pretrained diffusion models demonstrate varying output sensitivity across sampling stages and spatial frequencies, and the framework successfully identifies problematic sampling intervals in cache‑based acceleration.

By Wei Guo, Yaowen Zhang, Xingtong Ge, Jun Zhang
arXiv Machine Learning
Aug 14

FlowLOB: Efficient and Controllable Limit Order Book Generation with Flow Matching

arXiv:2608. 13096v1 Announce Type: new Abstract: Limit order book (LOB) simulators are most useful to practitioners when they combine realistic market dynamics, computationally efficient sampling, controllable scenario generation, and the ability to generalize beyond the instruments seen during training---properties that existing agent-based and deep generative simulators provide only partially.

By Zhuohan Wang, Andreea Bacalum, Ollie Olby, Carmine Ventre, Namid Stillman