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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.

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84168251335 · Jun 202019922001200920172026
48 results for Coverage Properties

Improved conformal prediction for better conditional coverage of classifier predictions.

problem Achieving exact conditional coverage in finite samples for prediction sets.
method Developed a variant of conformal prediction targeting coverage conditional on confidence and trust score.
result Empirically improved conditional coverage properties compared to standard conformal prediction.

Examines WENDy-IRLS algorithm's noise robustness and efficiency in various differential equations.

problem Noise robustness and efficiency of WENDy-IRLS algorithm.
method Studied coverage and bias properties of WENDy-IRLS algorithm's estimators in various differential equations and noise distributions.
result WENDy-IRLS algorithm shows notable noise robustness and computational efficiency.

Adapts conformal prediction for missing data, ensuring valid coverage.

problem Uncertainty quantification with missing covariates.
method Proposes a reweighted conformal prediction procedure for handling missing values.
result Guaranteed Marginal Coverage and Mask-Conditional Validity for general missing data mechanisms.

New method for conformal prediction under Markovian data reduces coverage gap.

problem Reducing coverage gap in conformal prediction for Markovian data.
method Split Conformal Prediction method adapted to Markovian data, with K-split CP for improved performance.
result Coverage gap typically scales as √(t_mix * ln(n) / n) for general Markov chains, and can be reduced to t_mix / (n * ln(n)) with K-split CP.

Unified coverage analysis for linear off-policy evaluation in reinforcement learning.

problem Lack of a unified understanding of coverage parameters in linear off-policy evaluation.
method Developed a novel finite-sample analysis for LSTDQ algorithm, introducing feature-dynamics coverage.
result Unified understanding of coverage parameters in linear off-policy evaluation.

New insights show coverage conditions are crucial for efficient online reinforcement learning.

problem The role of coverage conditions in determining sample complexity of offline reinforcement learning.
method Established a connection between coverage conditions and sample efficiency in online reinforcement learning.
result Coverability, a structural property of MDPs, enables sample-efficient exploration in online reinforcement learning.

This paper applies combinatorial testing to machine learning for robust model performance.

problem Identifying robust machine learning models using test and training sets.
method Adapting combinatorial interaction testing for machine learning, focusing on simple features.
result Combinatorial coverage can enhance model performance and robustness.

Unified neural network model for astro-particle physics predictions with coverage, systematics, and goodness-of-fit.

problem Lack of statistical uncertainties, coverage, systematic uncertainties, and goodness-of-fit in neural network predictions.
method KL-divergence objective for joint distribution of data and labels, conditional normalizing flows, amortized with neural networks.
result Unified supervised learning and VAEs under stochastic variational inference for event property predictions.

Adaptive PI by reweighting nonconformity scores improves model uncertainty reflection.

problem CP methods using a constant correction for all test points ignore individual uncertainties.
method QRF learns distribution of nonconformity scores and assigns weights to samples.
result PI lengths more aligned with model uncertainty and improved adaptiveness.

Unified study of nine multi-output conformal methods with generalized scores.

problem Challenges in extending conformal prediction to multi-output problems.
method Nine conformal methods with generalized multi-output conformity scores.
result Generalized scores ensure asymptotic conditional coverage and exact finite-sample marginal coverage.

The paper improves off-policy evaluation in contextual bandits using conformal prediction.

problem Quantifying the performance of a target policy using data from a different behavior policy.
method Proposes a novel algorithm based on a PAC-valid conformal prediction framework to construct probably approximately correct prediction intervals.
result Establishes PAC-type bounds on coverage, improving theoretical guarantees.

Locally Valid and Discriminative prediction intervals for deep learning models.

problem Efficient and theoretically sound uncertainty quantification for deep learning models.
method Locally Valid and Discriminative prediction intervals (LVD) using kernel regression.
result Locally Valid and Discriminative prediction intervals (LVD) offer better performance and scalability compared to existing methods.

Improved multivariate conformal prediction by standardizing residuals.

problem Weak conditional coverage in heteroskedastic multivariate settings.
method Natural extension of univariate normalization to multivariate setting, whitening residuals and standardizing local variance.
result Standardized residuals yield asymptotic conditional coverage under certain distributions.

Optimal transport improves multivariate prediction uncertainty quantification.

problem Uncertainty quantification in multivariate learning tasks, especially in regression and classification.
method Introducing a novel Conformal Prediction procedure using optimal transport to handle multivariate score functions and construct flexible prediction regions.
result Ensures finite-sample, distribution-free coverage guarantees for multivariate prediction sets.

Paper introduces detect-then-impute conformal prediction for cellwise outliers.

problem Uncertainty in prediction intervals for models with cellwise outliers.
method Detects outliers, imputes them, and constructs exchangeable features for conformal prediction.
result JDI-CP achieves a finite sample 12α1-2\alpha coverage guarantee.

We introduce the notion of pointwise coverage to measure the explainability properties of machine learning classifiers. An explanation for a prediction is a definably simple region of the feature space sharing the same label as the prediction, and the coverage of an explanation measures its size or generalizability. Wi…

2019-10-18abs ↗pdf ↗

We study the statistical properties of an estimator derived by applying a gradient ascent method with multiple initializations to a multi-modal likelihood function. We derive the population quantity that is the target of this estimator and study the properties of confidence intervals (CIs) constructed from asymptotic n…

2018-07-12abs ↗pdf ↗

Generalizes conformal prediction to multiple learnable parameters for efficient prediction sets.

problem Learning valid and efficient prediction sets with low-capacity function classes.
method Constrained empirical risk minimization (ERM) with gradient-based optimization of differentiable surrogate losses and Lagrangians.
result Achieves approximate valid population coverage and near-optimal efficiency within class.

Selective classification can worsen accuracy disparities between groups.

problem Selective classification can magnify existing accuracy disparities between various groups.
method Study of margin distribution and distributionally-robust models.
result Selective classification can uniformly improve each group on distributionally-robust models.

New method uses label-weighted conformal prediction for macro-coverage guarantees in classification.

problem Finding a balance between class-conditional and marginal coverage in long-tailed datasets.
method Label-weighted conformal prediction for macro-coverage guarantees.
result Validated prediction sets with macro-coverage guarantees on large-scale image datasets.

TRACE improves conformal prediction for multi-dimensional outputs.

problem Challenges in constructing valid and informative conformal prediction regions for multi-dimensional outputs.
method TRACE uses transport alignment in diffusion and flow matching models to define nonconformity scores.
result TRACE yields valid and adaptive conformal prediction regions for multimodal and non-convex distributions.

Algorithm balances learning and coverage for multi-robots over unknown fields.

problem Balancing learning and coverage for multi-robots over unknown, nonuniform sensory fields.
method DSLC algorithm that schedules learning and coverage epochs, using Gaussian Process modeling and coverage regret analysis.
result Upper bound on expected cumulative coverage regret provided for DSLC.

Adaptive coverage policies improve conformal prediction accuracy.

problem Fixed coverage levels in traditional conformal prediction lead to uninformative predictions.
method Optimizes adaptive coverage policy using a neural network trained on leave-one-out calibration.
result Adaptive coverage policies produce more informative and flexible prediction sets.

Study on future-dependent value functions for off-policy evaluation in complex environments.

problem Exponential dependence on horizon in off-policy evaluation for complex observations.
method Developed novel coverage assumptions for POMDPs to achieve polynomial bounds.
result Achieved polynomial bounds on previously exponential quantities, improving off-policy evaluation.

The paper addresses the gap between theoretical and practical confidence set widths in universal inference.

problem Inference procedures can be overly conservative, leading to wider confidence sets than expected.
method The authors identify the source of asymptotic conservativeness and propose a remedy based on studentization and bias correction.
result The proposed method achieves exact asymptotic coverage at the nominal 1α1-α level, even under model misspecification.

New metrics improve understanding of predictive system reliability.

problem Evaluating conditional coverage of predictive systems.
method Casting conditional coverage estimation as a classification problem, using excess risk of the target coverage (ERT) metrics.
result Modern classifiers provide higher statistical power for estimating conditional coverage.

ST-BCP narrows the coverage gap in BCP by transforming nonconformity scores.

problem The looseness in BCP's coverage guarantee due to Markov's inequality.
method Introduces a data-dependent transformation of nonconformity scores.
result Reduces the average coverage gap from 4.20% to 1.12% on benchmarks.

Improves conditional coverage of regression models using conformal prediction.

problem Lack of conditional coverage guarantees in conformal prediction methods.
method Proposes a novel algorithm to train a regression function to improve conditional coverage after split conformal prediction.
result Establishes an upper bound for miscoverage gap and proposes an end-to-end algorithm to control it.

New method optimizes prediction set volume in conformal prediction.

problem Achieving volume optimality in conformal prediction without sacrificing coverage guarantees.
method Dynamic programming algorithm for finding near-optimal volume unions of k-intervals.
result Efficient algorithm finds unions of k-intervals with near-optimal volume for any distribution.

This study uses AI to analyze financial market coverage from YouTube videos.

problem Challenges in analyzing a large number of financial market videos.
method Used Whisper model to generate text from videos, applied natural language processing.
result Highlights dynamics of financial market coverage and identifies trending topics.

OnlineSCI extends ACI for adaptive selective inference with improved coverage and IER control.

problem Adaptive selective inference in online settings with improved coverage and IER control.
method Adaptive selective inference with extended ACI algorithm.
result OnlineSCI controls average missed coverage and instantaneous error rate at selected times, up to a non-asymptotic remainder term.

TQA improves prediction intervals for time series data by adjusting quantiles for both cross-sectional and longitudinal coverage.

problem Constructing reliable prediction intervals for cross-sectional time series data.
method Temporal Quantile Adjustment (TQA) method that adjusts the quantile in Conformal Prediction to account for both cross-sectional and longitudinal coverage.
result TQA improves longitudinal coverage while preserving cross-sectional coverage, as validated through extensive experimentation.