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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,694 papers · 148 categories

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48 results for Bias Error

The study examines methods to correct measurement error in nutritional epidemiology studies.

problem Measurement error in nutritional studies leads to biased and underconfident estimates.
method The article reviews various bias-correction models for exposure variables in nutritional epidemiology.
result Bias-correction methods are essential for accurate inference in nutritional studies.

Paper analyzes LSA algorithm bias and error bounds with RR extrapolation.

problem Analyzing bias and high-order error bounds of LSA with Markovian noise.
method Polyak-Ruppert averaging, linearization, Richardson-Romberg extrapolation.
result RR extrapolation effectively cancels the leading bias term.

Study shows exponential error reduction in multiclass classification without bias-variance trade-off.

problem Multiclass classification with margin conditions.
method Analysis of classification error under hard-margin conditions.
result Exponential decrease in classification error without bias-variance trade-off.

New insights into bias and variance in over-parameterized models.

problem Understanding bias and variance in over-parameterized models.
method Analytic expressions derived from statistical physics for two minimal models.
result Over-parameterized models can overfit even in noiseless conditions.

The bias-variance tradeoff tells us that as model complexity increases, bias falls and variances increases, leading to a U-shaped test error curve. However, recent empirical results with over-parameterized neural networks are marked by a striking absence of the classic U-shaped test error curve: test error keeps decrea…

2018-10-19abs ↗pdf ↗

Generalizes bias-variance decomposition for Bregman divergences.

problem No specific problem stated; generalization of bias-variance for Bregman divergences.
method Provided a generalization of the bias-variance decomposition for Bregman divergences.
result A clear, standalone derivation of the bias-variance decomposition for Bregman divergences.

Machine learning algorithms can misrepresent training data, study finds.

problem Misrepresentation of training data in machine learning algorithms.
method Demonstrated through underestimation of training data due to irreducible error, regularization, and class imbalance.
result Careful management of synthetic counterfactuals can mitigate underestimation bias.

Paper proposes methods to reduce bias and variance in recommender systems.

problem Bias in recommender systems due to users' preferences.
method Proposes a principled approach to reduce bias and variance in DR methods, and a novel semi-parametric collaborative learning approach.
result The proposed methods outperform existing debiasing methods in both theory and experiments.

We find the optimal error for a constrained regression model under a linear model.

problem Minimizing error while adhering to demographic parity constraints.
method Proposed a minimax optimal error analysis for a demographic parity-constrained regression problem within a linear model.
result The minimax optimal error is characterized by $Θ( rac{dM}{n})$.

LatentNN corrects neural network attenuation bias in astronomical data.

problem Neural networks underestimate extreme values due to measurement errors.
method Jointly optimizes network parameters and latent input values.
result LatentNN reduces attenuation bias across various signal-to-noise ratios.

Bias - variance decomposition of the expected error defined for regression and classification problems is an important tool to study and compare different algorithms, to find the best areas for their application. Here the decomposition is introduced for the survival analysis problem. In our experiments, we study bias -…

2011-09-24abs ↗pdf ↗

ASGD outperforms SGD in overparameterized linear regression, especially in subspaces of small eigenvalues.

problem Generalization of ASGD for overparameterized linear regression.
method Established instance-dependent excess risk bound for ASGD in each eigen-subspace of the data covariance matrix.
result ASGD outperforms SGD in subspaces of small eigenvalues, exhibiting faster decay of bias error.

New method reduces bias in estimating causal effects from discretized variables.

problem Bias in estimating causal effects from discretized continuous variables.
method Proposes a bias-reduced functional that evaluates outcome regression at within-bin conditional means.
result Demonstrates substantial bias reduction and near-nominal confidence interval coverage.

Deep neural networks can generalize by reducing high-frequency noise over time, not always following a monotonic learning bias.

problem Understanding the learning dynamics and generalization of over-parameterized DNNs.
method Experimental analysis of deep double descent, focusing on the spectral bias of DNNs.
result The high-frequency components of DNNs diminish over training, leading to a second descent in test error.

New theory shows how learning algorithms can create a bias towards negative outcomes.

problem Negativity bias in adaptive learning algorithms.
method Generalization of the Hot Stove Effect to settings with negative estimates leading to smaller sample sizes.
result Negativity bias persists even when negative estimates do not lead to avoidance.

Corporate bond factor research is flawed due to measurement errors and ex-post filtering.

problem Replication crisis in corporate bond factor research.
method Analysis of 108 signals across nine thematic clusters, correction of transaction prices and return filtering.
result Majority of previously documented factors do not produce statistically significant alphas after correction.

Depth uncertainty networks don't improve with bias correction, contrary to expectations.

problem Improving performance in active learning with overparameterised models like NNs.
method Depth uncertainty networks, compared to underparameterised models, show no improvement in performance with bias correction.
result Depth uncertainty networks do not improve with bias correction, unlike underparameterised models.

Deep networks generalize well even when they fit training data perfectly, thanks to overparametrization.

problem Understanding generalization in overparametrized deep networks.
method Random features regression, asymptotic analysis, ensemble averaging.
result Bias remains constant beyond the interpolation threshold, while variance components decay with overparametrization.

New insights into bias mitigation show DRO isn't a complete solution.

problem Bias in machine learning systems across different data subsets.
method Theoretical analysis of Distributionally Robust Optimization (DRO) and data curation.
result Neither DRO nor data curation alone can fully address bias issues.

Paper proposes a new method to separate low rank and sparse matrices without bias.

problem Recovering low rank and sparse matrices from measurements.
method Uses nonconvex regularizers and alternating proximal gradient descent.
result Error bounds for the algorithm applied to sparse optimization, matrix completion, and robust PCA.

We use tools from geometric statistics to analyze the usual estimation procedure of a template shape. This applies to shapes from landmarks, curves, surfaces, images etc. We demonstrate the asymptotic bias of the template shape estimation using the stratified geometry of the shape space. We give a Taylor expansion of t…

2016-09-06abs ↗pdf ↗

This paper analyzes error bounds for biased SMC samplers in conditional sampling.

problem Analyzing error bounds for biased SMC samplers in conditional sampling.
method Develops a non-asymptotic error analysis for SMC samplers with biased mutation kernels.
result Derives the first non-asymptotic error bound for conditional sampling with score-based diffusion models.

This lecture presents recent advances in the theory of errors propagation. We first explain in which cases the propagation of errors may be performed with a first order differential calculus or needs a second order differential calculus. Then we point out the link between error propagation and the concept of second ord…

2007-05-03abs ↗pdf ↗

Overparameterized models can worsen minority group errors even when overall test error improves.

problem Overparameterization exacerbates spurious correlations, harming minority groups.
method Simulations and experiments on image datasets, theoretical analysis of linear models.
result Subsampling the majority group can achieve low minority error in overparameterized models.

We analyze Gibbs-based transfer learning algorithms using information theory.

problem Understanding the generalization error of transfer learning.
method Information-theoretic analysis focusing on αα-weighted-ERM and two-stage-ERM.
result Exact characterization of generalization behavior using conditional symmetrized KL information.

In this paper, we study the accuracy of values aggregated over classes predicted by a classification algorithm. The problem is that the resulting aggregates (e.g., sums of a variable) are known to be biased. The bias can be large even for highly accurate classification algorithms, in particular when dealing with class-…

2019-02-06abs ↗pdf ↗

Deep learning models show bias and variance are aligned, not in trade-off.

problem The classical bias-variance trade-off in deep learning models.
method Empirical evidence and theoretical analysis of bias and variance in deep learning models.
result Squared bias is approximately equal to variance for correctly classified sample points in deep learning models.

Ensembles improve classifier performance by reducing bias, not variance.

problem Improving classifier performance through ensemble methods.
method Extended bias-variance decomposition for classification tasks, introducing dual reparameterization.
result Ensembling reduces bias in classifiers, contrary to the traditional view.

This paper proposes a novel multiscale estimator for the integrated volatility of an Ito process, in the presence of market microstructure noise (observation error). The multiscale structure of the observed process is represented frequency-by-frequency and the concept of the multiscale ratio is introduced to quantify t…

2008-03-04abs ↗pdf ↗

Paper proposes a new method to stabilize noisy gradient algorithms.

problem Stochastic-gradient Langevin algorithms can introduce bias when taming denominators depend on stochastic-gradient realizations.
method Proposes a structure-preserving framework for designing tamed denominators that avoid unnecessary taming and maintain the stabilizing effect of taming.
result The method avoids stationary bias and explains the stationary error split into bias and remaining error.