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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.

168,742 papers · 148 categories

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3671107142 · Jun 202019922001200920172026
48 results for Confidence Aggregation

This work introduces COLA, a strategy to aggregate conformal prediction sets efficiently.

problem Efficiently combining multiple conformity scores to reduce prediction set size.
method Introduces COnfidence-Level Allocation (COLA) to optimally allocate confidence levels across sets.
result COLA achieves smaller prediction sets than state-of-the-art methods while maintaining valid coverage.

A conformal procedure improves CoT reasoning by aggregating reasoning paths and calibrating abstention rules.

problem Aggregation uncertainty in chain-of-thought reasoning makes correct answers less reliable.
method Introduces a conformal procedure for CoT reasoning that uses weighted score aggregation and abstention rules.
result Achieves higher selective accuracy with abstention, reducing confident-error rate.

Improved time series causal discovery with bootstrap aggregation and confidence measures.

problem Uncertainty estimation in time series causal discovery.
method Bootstrap aggregation and confidence measures for time series causal discovery.
result Bagged-PCMCI+ improves precision and recall compared to PCMCI+.

Aggregates diverse zero-shot LLM outputs for better corporate disclosure classification.

problem Combining varied zero-shot LLM predictions for improved stock return prediction.
method Multi-prompt framework with three fixed zero-shot LLM classifiers, logistic meta-classifier aggregation.
result Aggregated model outperforms single classifiers and baseline models, increasing balanced accuracy from 0.566 to 0.606.

The paper improves confidence regions for band-limited functions using tighter norm bounds and majority voting.

problem Constructing reliable confidence regions for band-limited functions from noisy data.
method Improved norm bounds using Hoeffding's inequality and empirical Bernstein bound, majority voting to aggregate intervals.
result Confidence intervals retain their simultaneous coverage guarantee even when aggregated from random subsamples.

Algorithm aggregates rewards from multiple players to learn related tasks in online bandit learning.

problem Learning related but slightly different tasks in an online setting with heterogeneous feedback.
method RobustAgg(ε)(ε) algorithm that aggregates rewards from different players.
result Achieves instance-dependent regret guarantees and nearly matching lower bounds.

Using Monte Carlo simulation to calculate the Value at Risk (VaR) as a possible risk measure requires adequate techniques. One of these techniques is the application of a compound distribution for the aggregates in a portfolio. In this paper, we consider the aggregated loss of Gamma distributed severities and estimate …

2017-02-14abs ↗pdf ↗

Estimating statistical uncertainties allows autonomous agents to communicate their confidence during task execution and is important for applications in safety-critical domains such as autonomous driving. In this work, we present the uncertainty-aware imitation learning (UAIL) algorithm for improving end-to-end control…

2019-05-07abs ↗pdf ↗

We investigate a multi-household DSGE model in which past aggregate consumption impacts the confidence, and therefore consumption propensity, of individual households. We find that such a minimal setup is extremely rich, and leads to a variety of realistic output dynamics: high output with no crises; high output with i…

2019-07-17abs ↗pdf ↗

Study optimal policy regret in partially observable Markov games with adaptive opponents.

problem Optimal sequential decision-making in partially observable environments against strategic, adaptive opponents.
method An epoch-based optimistic maximum-likelihood algorithm that selects one policy per epoch using confidence sets built cumulatively from past data.
result Achieves ildeO(T) ilde{O}(\sqrt{T}) policy regret for fixed problem parameters, with explicit dependence on horizon, adversary memory, confidence radius, and aggregate Eluder dimension.

One of the problems on the way to successful implementation of neural networks is the quality of annotation. For instance, different annotators can annotate images in a different way and very often their decisions do not match exactly and in extreme cases are even mutually exclusive which results in noisy annotations a…

2018-07-23abs ↗pdf ↗

Majority Vote is optimal for reliable data labeling under certain conditions.

problem Reliable data labeling requires aggregating multiple annotators' labels, but the optimality of Majority Vote is not well understood.
method Characterized conditions under which Majority Vote achieves the optimal label estimation error.
result Majority Vote optimally recovers labels for a given class distribution under tolerable annotation noise limits.

New method improves LLM judge accuracy by accounting for dependencies in aggregated binary labels.

problem Classical label aggregation methods fail to account for dependencies among LLM judges, leading to miscalibrated predictions.
method Dependence-aware models based on Ising graphical models and latent factors.
result The proposed method outperforms classical methods on real-world datasets, reducing excess risk.

BoC probe assesses neural network confidence coherence, revealing architecture-specific uncertainty.

problem Poor calibration and OOD detection in neural networks.
method Bag-of-Coins (BoC) probe compares softmax confidence to pairwise dominance probabilities.
result BoC reveals clear ID/OOD separation for some architectures but not others.

This study examines representation bias in open-source Qwen models for investment decisions.

problem Representation bias in financial applications of large language models.
method Balanced round-robin prompting over 150 U.S. equities, constrained decoding, token-logit aggregation.
result Firm size and valuation increase model confidence, while risk factors decrease it.

Study online learning in MDPs with aggregate bandit feedback, achieving low regret in both stochastic and adversarial settings.

problem Online learning in finite-horizon episodic MDPs with aggregate bandit feedback.
method Best-of-both-worlds (BOBW) algorithms using FTRL over occupancy measures, self-bounding techniques, and new loss estimators.
result First BOBW algorithms for episodic tabular MDPs with aggregate bandit feedback achieving O(logT)O(\log T) regret in stochastic and O(T){O}(\sqrt{T}) regret in adversarial settings.

OpenAlpha validates decentralized capital strategies using game theory and market aggregation.

problem Decentralized capital management's lack of trust-minimised, adaptive deployment.
method Game-theoretic validation, adversarial auditing, market-based belief aggregation.
result Confidence scores from validation phases inform capital allocation rules.

Study learns optimal bidding strategy in auctions with dynamic values and aggregated feedback.

problem Optimizing bidding in auctions with time-dependent values and limited feedback.
method Combines plug-in estimators with differential-equation characterization of optimal policy.
result Achieves near optimal regret bounds for learning optimal policy.

Study improves fraud detection in e-commerce with a stacked model combining CNNs, GNNs, and confidence gating.

problem Detecting credit card fraud in online transactions.
method Stacking approach with attention and confidence-driven layers, using DOWA and IOWA operators.
result The method achieves high accuracy and robust generalization in CCF detection.

This paper introduces sample-averaged Q-learning for better RL performance.

problem Improving reinforcement learning algorithms by managing uncertainty.
method Integrates statistical inference into Q-learning through sample averaging and functional central limit theorem.
result Establishes a unified theoretical foundation for sample-averaged Q-learning.

Framework for online resource allocation using social welfare functions.

problem Optimal allocation of resources over time steps in a population.
method Confidence sequence framework for SWF-based online learning and inference, valid for any monotonic, concave, and Lipschitz-continuous SWF.
result Achieves near-optimal regret of ildeO(n+nkT) ilde{O}(n+\sqrt{nkT}) for SWF-agnostic algorithm SWF-UCB.

Contrastive regularization improves semi-supervised learning by better propagating confident pseudo-labels.

problem Consistency regularization's limitation in high performance and efficiency.
method Proposes contrastive regularization to update model features, pushing confident labels into unlabeled samples.
result Improves semi-supervised learning tasks with fewer training iterations and robust performance.

We introduce a statistical model for operational losses based on heavy-tailed distributions and bipartite graphs, which captures the event type and business line structure of operational risk data. The model explicitly takes into account the Pareto tails of losses and the heterogeneous dependence structures between the…

2019-02-08abs ↗pdf ↗

New method for online learning IC models with node-level feedback.

problem Learning IC models with node-level feedback in social networks.
method Detailed analysis and online algorithm with O(T)\mathcal{O}( \sqrt{T}) cumulative regret.
result First confidence-region result and online algorithm for IC models with node-level feedback.

Cubic predicts stock market indices by fusing stock latent embeddings and converting to binary classification.

problem Challenges in predicting stock market indices due to isolated time series treatment and simple regression.
method Fusion of stock latent embeddings, binary encoding classification, and confidence-guided prediction.
result Cubic outperforms state-of-the-art baselines in stock index prediction tasks.

Unified approach for sample aggregation in transfer learning across various divergence measures.

problem Optimizing sample aggregation from source to target distributions for improved target performance.
method Unified algorithmic approach that adapts to multiple divergence measures via a weak modulus of transfer.
result Unified approach achieves near optimal rates in terms of the unknown strong modulus, applicable in more general settings.

The paper proposes a method for constructing confidence sets that adapt to the cardinality of the smallest component of a mean vector.

problem Forming confidence sets for the smallest component of an unknown mean vector.
method Sample splitting and self-normalization approach to test each component for being the smallest, maintaining validity regardless of dd and nn.
result The proposed tests achieve the local minimax separation rate and robust to heavy-tailed distributions.

A new framework evaluates LLMs by considering judge reliability.

problem Evaluating LLMs without ground truth labels can lead to biased results.
method Introduces judge-specific discrimination parameters and estimates model quality and judge reliability.
result Improves agreement with human preferences and produces calibrated uncertainty quantification.

We introduce a simple approach for testing the reliability of homogeneous generators and the Markov property of the stochastic processes underlying empirical time series of credit ratings. We analyze open access data provided by Moody's and show that the validity of these assumptions - existence of a homogeneous genera…

2014-03-31abs ↗pdf ↗

OPERA blends multiple OPE estimators to evaluate new policies offline.

problem Lack of reliable offline policy evaluation methods for new policies.
method Adaptive blending of multiple OPE estimators without explicit selection.
result Consistent and reliable policy evaluation framework for offline RL.

Paper proves impossible for large language models to control hallucinations without sacrificing other properties.

problem Achieving truthful knowledge representation, semantic information conservation, and knowledge-constrained optimality simultaneously in large language models.
method Modeling inference as an auction of ideas, using mechanism design, proper scoring rules, and transformer architecture analysis.
result No LLM can simultaneously achieve all four essential properties without violating at least one.