2 citations · 4 across the 8 of their papers we have counts for
5 papers · 1 filter
Hierarchical Gaussian Processes for Survey Weighting: Local Equivalent Weights in Structured Populations
Seonghun Lee
Regression-based survey weighting connects model-based population estimation with design-based inference through equivalent weights. For nonlinear models, equivalent weights can be…
ReLOBGen: Replayable Limit Order Book Message Generation
Junoh Kang, Kiseop Lee, Bohyung Han
We propose ReLOBGen, a method for generating limit order book (LOB) messages that are replayable by construction. Replayability is required for closed-loop market simulation, yet e…
D2PO: Optimizing Diffusion Samplers via Dynamic Preference
Jinkyu Kim, Jinyoung Choi, Bohyung Han
We propose D2PO (Dynamic Direct Preference Optimization), a principled framework for optimizing diffusion sampling policies with respect to timestep schedules and classifier-free g…
Probabilistic Signature Inversion: Learning Conditional Distributions from Truncated Signatures
Junoh Kang, Kiseop Lee, Bohyung Han
The signature transform is a principled feature map for continuous-time paths, valued for its uniqueness and universality. Recovering a path from its truncated signature is, howeve…
Score-Repellent Monte Carlo: Toward Efficient Non-Markovian Sampler with Constant Memory in General State Spaces
Jie Hu, Lingyun Chen, Geeho Kim +3
History-dependent sampling can reduce long-run Monte Carlo variance by discouraging redundant revisits, but existing schemes typically encode history through empirical measure on f…