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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.

169,341 papers · 148 categories

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52104156208 · Jun 202019922001200920182026
48 results for DOOR probability

Unified framework estimates desirability of outcome ranking for benefit-risk evaluation.

problem Estimating desirability of outcome ranking in randomized and observational studies.
method Unified covariate-adjusted causal inference framework, estimating conditional ordinal distributions through sequential risk-set hazards, and deriving efficient influence function (EIF).
result CVTMLE-SL showed strongest performance across various settings.

FDR criterion simplifies complex causal graphs to a standard front-door setting.

problem Complex causal graphs make identification of causal effects difficult and computationally infeasible.
method Front-door reducibility (FDR) criterion and FDR-TID algorithm.
result Many graphs can be simplified to a standard front-door setting, making causal effect identification simpler and more interpretable.

New methods estimate causal effects using front-door criterion in presence of unmeasured confounders.

problem Estimating causal effects in observational studies with unmeasured confounders.
method Developed novel one-step and targeted minimum loss-based estimators for front-door assumptions.
result Established conditions for root-n consistency and asymptotic linearity.

Flow Matching enables robust training of CNFs with various probability paths.

problem Training Continuous Normalizing Flows (CNFs) at large scales.
method Flow Matching (FM) is a simulation-free approach for training CNFs by regressing vector fields of conditional probability paths.
result Flow Matching with diffusion paths yields more robust and stable training compared to diffusion-based methods.

New estimators for causal effects in DAGs with hidden variables, addressing computational and statistical challenges.

problem Estimating causal effects in DAGs with hidden variables beyond traditional criteria.
method Introduces novel one-step corrected plug-in and targeted minimum loss-based estimators for causal effects in DAGs with hidden variables.
result Root-n consistent causal effect estimates with desirable statistical properties.

A new method estimates rare events using tensor trains.

problem Estimating rare event probabilities in high-dimensional problems.
method Approximating optimal importance distribution via tensor-train decompositions and compositions.
result Better variance reduction and efficient computation of rare event probabilities.

Debiased learners estimate heterogeneous treatment effects in observational studies.

problem Estimating heterogeneous treatment effects in observational studies with unmeasured confounders.
method Debiased Front-Door (FD) learners, FD-DR-Learner and FD-R-Learner, under specific assumptions.
result Debiased learners satisfy error bounds and stage-error decompositions, delivering reliable HTE estimates.

Develops a measure-theoretic framework for complex co-occurrence data.

problem Modeling and interpreting complex co-occurrences in high-dimensional data.
method Introduces measure-theoretic probability and conditional probability, investigates E-integrals.
result Establishes a rigorous measure-theoretic foundation for co-occurrence modeling.

Paper uses GMM and MAF for probabilistic classification, outperforming simpler models.

problem Classifying data with complex distributions.
method Density estimation using Gaussian Mixture Model and Masked Autoregressive Flow.
result Proposed classifiers outperform simpler models like linear discriminant analysis.

We win EVA2025 by estimating extreme precipitation events using Peaks Over Thresholds and martingale testing.

problem Estimating the probability of extreme precipitation events with limited data.
method Modeling Peaks Over Thresholds with an exponential distribution and using martingale testing for evaluation.
result Our method outperforms other approaches in estimating extreme precipitation events.

A lemma of Tits establishes a connection between the simple connectivity of an incidence geometry and the universal completion of an amalgam induced by a sufficiently transitive group of automorphisms of that geometry. In the present paper, we generalize this lemma to intransitive geometries, thus opening the door for …

2007-08-11abs ↗pdf ↗

We introduce a model in which a regulator employs mechanism design to embed her human capital beta signal(s) in a firm's capital structure, in order to enhance the value of her post career change indexed executive stock option contract with the firm. We prove that the agency cost of this revolving door behavior increas…

2013-12-27abs ↗pdf ↗

Introduces a framework using information theory for understanding machine learning.

problem Understanding the effectiveness and design of modern machine learning architectures.
method An information-theoretic approach to learning, focusing on model complexity and architecture.
result Successful architectures have a broad complexity range, enabling learning in over-parameterized model classes.

A new causal graph framework identifies treatment effects without adjusting for confounders.

problem Invalid identification of causal effects due to unmeasured confounders.
method Developed the Napkin graph to identify causal effects through a ratio of g-formulas, using influence-function-based estimators.
result Demonstrated substantial efficiency gains in estimating causal effects using the Napkin graph.

OCEAN infers online task identities from context variables.

problem Online task inference for compositional tasks with context adaptation.
method Variational inference framework OCEAN models global and local context variables in a joint latent space.
result OCEAN provides more effective task inference with sequential context adaptation.

We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the proposed approximation preserves the linear complexity of the standard LMS. Numerical…

2015-01-27abs ↗pdf ↗

Heavy-tailed outliers are more resilient to robust estimation than adversarial ones.

problem Developing robust estimators for data with outliers.
method Analyzing the relationship between adversarial and heavy-tailed outlier models.
result Optimal estimators for heavy-tailed outliers are also optimal for adversarial settings, but not vice versa.

Unified framework for estimating indirect effects in observational studies with unmeasured confounding.

problem Challenges in evaluating indirect effects due to unmeasured confounding and unethical exposures.
method Developed a unified identification and estimation framework using proximal causal inference.
result Unified identification and estimation of PIIE and causal effect of an intervening variable in settings with pervasive unmeasured confounding.

The goal of this paper is to exhibit a deep relation between the partition function of the Ising model on a planar trivalent graph and the generating series of the spin network evaluations on the same graph. We provide respectively a fermionic and a bosonic Gaussian integral formulation for each of these functions and …

2015-04-11abs ↗pdf ↗

New algorithm improves active learning in agnostic pool-based classification.

problem Efficient active learning in the agnostic setting with minimized sample complexity.
method Solves an experimental design problem to determine a distribution over examples for label requests.
result Achieves sample complexity bounds never worse than best disagreement coefficient-based bounds, sometimes significantly smaller.

Deep learning classifies over 94% of crystallization images accurately.

problem Classifying macromolecular crystallization outcomes from various experiments.
method Deep convolutional neural networks trained on a large annotated dataset.
result More than 94% of test images correctly labeled, regardless of origin.

Quantum computing tackles non-convex portfolio optimization with cardinality constraints.

problem Non-convex portfolio optimization problems in asset management.
method Application of quantum annealing with non-linear cardinality constraints.
result Quantum portfolio optimization yields smaller, more profitable portfolios.

The paper develops algorithms to minimize risk and regret in uncertain decisions.

problem Minimizing risk and regret in multistage decisions under uncertainty.
method Established dual representations and used Lagrangian duality theory to develop progressive hedging algorithms.
result Modified progressive hedging algorithm can handle new linkage constraints.

Bayesian approach improves semi-supervised learning with deep generative models.

problem Lack of model uncertainty and flexibility in existing semi-supervised learning methods.
method Proposes a discriminative component with stochastic inputs and extends it to be fully Bayesian.
result Improved handling of model uncertainty and flexibility in capturing complex patterns.

Noise decreases the Hessian spectrum in overparameterized networks, aiding generalization.

problem Understanding why SGD leads to good generalization in overparameterized neural networks.
method Analyzing the Hessian spectrum under noise and other conditions.
result Noise decreases the trace and determinant of the Hessian spectrum in overparameterized networks.