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.
Paper introduces exact credible sets for classification problems.
CP4SBI improves the calibration of credible sets in SBI models.
In many settings, it is important that a model be capable of providing reasons for its predictions (i.e., the model must be interpretable). However, the model's reasoning may not conform with well-established knowledge. In such cases, while interpretable, the model lacks \textit{credibility}. In this work, we formally …
Develops a new method for sampling from Bayesian credible sets using deep generative quantile learning.
The paper analyzes uncertainty quantification in sparse Gaussian process regression with a Brownian motion prior.
Transformer architecture improved with credibility mechanism for better model performance.
Recent explainability related studies have shown that state-of-the-art DNNs do not always adopt correct evidences to make decisions. It not only hampers their generalization but also makes them less likely to be trusted by end-users. In pursuit of developing more credible DNNs, in this paper we propose CREX, which enco…
The paper proposes a method to assess survey data credibility without needing many samples, regardless of data dimension.
Online reviews provide viewpoints on the strengths and shortcomings of products/services, influencing potential customers' purchasing decisions. However, the proliferation of non-credible reviews -- either fake (promoting/ demoting an item), incompetent (involving irrelevant aspects), or biased -- entails the problem o…
Generative sampler learns velocity fields for efficient posterior inference.
Credibility theory provides tools to obtain better estimates by combining individual data with sample information. We apply the Credibility theory to a Uniform distribution that is used in testing the reliability of forecasting an interest rate for long term horizons. Such empirical exercise is asked by Regulators (CRR…
This project demonstrated a methodology to estimating cooperate credibility with a Natural Language Processing approach. As cooperate transparency impacts both the credibility and possible future earnings of the firm, it is an important factor to be considered by banks and investors on risk assessments of listed firms.…
New method uses fractional posteriors for semiparametric inference with improved uncertainty quantification.
Bayesian inference corrected for bias in high-dimensional models.
New auction design uses statistical learning to reduce costs and improve fairness.
One of the major hurdles preventing the full exploitation of information from online communities is the widespread concern regarding the quality and credibility of user-contributed content. Prior works in this domain operate on a static snapshot of the community, making strong assumptions about the structure of the dat…
Bayesian method improves estimation of unseen species.
Gaussian process (GP) regression is a powerful interpolation technique due to its flexibility in capturing non-linearity. In this paper, we provide a general framework for understanding the frequentist coverage of point-wise and simultaneous Bayesian credible sets in GP regression. As an intermediate result, we develop…
In situations like tax declarations or analyzes of household budgets we would like to automatically evaluate credibility of exogenous variable (declared income) based on some available (endogenous) variables - we want to build a model and train it on provided data sample to predict (conditional) probability distributio…
New method for credible intervals of Covid19 reproduction number.
The paper proposes a fair and private decentralized deep learning framework.
Bayesian method for estimating ATE with robustness to model misspecification.
EENNs improve inference efficiency but need nested prediction sets for reliable uncertainty estimates.
The paper tests the credibility of public and private surveys using linear regression and differential privacy.
Media seems to have become more partisan, often providing a biased coverage of news catering to the interest of specific groups. It is therefore essential to identify credible information content that provides an objective narrative of an event. News communities such as digg, reddit, or newstrust offer recommendations,…
Paper introduces SCI to distinguish market signals from coordination.
Online health communities are a valuable source of information for patients and physicians. However, such user-generated resources are often plagued by inaccuracies and misinformation. In this work we propose a method for automatically establishing the credibility of user-generated medical statements and the trustworth…
BIGUE algorithm provides credible intervals for hyperbolic network embeddings.
Bayesian GNNs with temperature improve prediction efficiency in CP.
This paper approaches the definition and properties of dynamic convex risk measures through the notion of a family of concave valuation operators satisfying certain simple and credible axioms. Exploring these in the simplest context of a finite time set and finite sample space, we find natural risk-transfer and time-co…
Purpose: Malicious web domain identification is of significant importance to the security protection of Internet users. With online credibility and performance data, this paper aims to investigate the use of machine learning tech-niques for malicious web domain identification by considering the class imbalance issue (i…
There is considerable debate whether the domestic political institutions (specifically, the country s level of democracy) of the host developing country toward foreign investors are effective in establishing the credibility of commitments are still underway, researchers have also analyzed the effect of international in…
Bayesian inference engines improve density estimation accuracy and scalability.
The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model using approximate Bayesian computation (ABC) methodology. We demonstrate how to estimate quantities of interest in claims reserving and compare the estimates to those obtained from classical and credibility approaches. In …
Adapts Gaussian process surrogate evaluation with conformal prediction for better coverage guarantees.
New method for uncertainty analysis in TabPFN, a state-of-the-art tabular transformer.
To meet the Basel II regulatory requirements for the Advanced Measurement Approaches in operational risk, the bank's internal model should make use of the internal data, relevant external data, scenario analysis and factors reflecting the business environment and internal control systems. One of the unresolved challeng…
Walley's Imprecise Dirichlet Model (IDM) for categorical i.i.d. data extends the classical Dirichlet model to a set of priors. It overcomes several fundamental problems which other approaches to uncertainty suffer from. Yet, to be useful in practice, one needs efficient ways for computing the imprecise=robust sets or i…
Most machine learning classifiers give predictions for new examples accurately, yet without indicating how trustworthy predictions are. In the medical domain, this hampers their integration in decision support systems, which could be useful in the clinical practice. We use a supervised learning approach that combines E…
It is important to collect credible training samples for building data-intensive learning systems (e.g., a deep learning system). Asking people to report complex distribution , though theoretically viable, is challenging in practice. This is primarily due to the cognitive loads required for human agents t…
With the increasing use of online social networks as a source of news and information, the propensity for a rumor to disseminate widely and quickly poses a great concern, especially in disaster situations where users do not have enough time to fact-check posts before making the informed decision to react to a post that…
BCPO optimizes offline RL policies by converting uncertainty into conservative bounds.
Ubiquitous systems with End-Edge-Cloud architecture are increasingly being used in healthcare applications. Federated Learning (FL) is highly useful for such applications, due to silo effect and privacy preserving. Existing FL approaches generally do not account for disparities in the quality of local data labels. Howe…
No policy can simultaneously be fully autonomous, optimally calibrated, and helpful, proving a trilemma.
Improved MALA method for neural networks uncertainty quantification.
Simulation workflow is a top-level model for the design and control of simulation process. It connects multiple simulation components with time and interaction restrictions to form a complete simulation system. Before the construction and evaluation of the component models, the validation of upper-layer simulation work…
Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use of approximate inference, Bayesian uncertainty estimates are often inaccurate -…
This work develops rigorous theoretical basis for the fact that deep Bayesian neural network (BNN) is an effective tool for high-dimensional variable selection with rigorous uncertainty quantification. We develop new Bayesian non-parametric theorems to show that a properly configured deep BNN (1) learns the variable im…