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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.

168,695 papers · 148 categories

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6131925 · May 202619922001200920172026
48 results for False Alarms

Optimizes latency and false alarm probability in change detection problems.

problem Balancing latency and false alarms in non-stationary environments.
method Develops order-optimal change detectors under specified latency and false alarm levels.
result Derives a universal lower bound on latency and develops order-optimal detectors.

Online anomaly detection in surveillance videos with false alarm rate bounds.

problem Lack of theoretical performance analysis and online decision making in anomaly detection.
method Proposes an online anomaly detection method with asymptotic bounds on false alarm rate.
result Demonstrates effectiveness on publicly available data sets, outperforming state-of-the-art algorithms.

Detects data drift in deep learning models using neural embeddings.

problem Detecting changes in data distribution in deep learning models.
method Formulates drift detection in a sequential decision framework and introduces a loss function to balance false alarms and quick detection.
result Demonstrates improved ability to balance false alarms and quick detection in change detection.

Interpretation of electroencephalogram (EEG) signals can be complicated by obfuscating artifacts. Artifact detection plays an important role in the observation and analysis of EEG signals. Spatial information contained in the placement of the electrodes can be exploited to accurately detect artifacts. However, when few…

2018-01-03abs ↗pdf ↗

KQT-EWMA monitors multivariate data streams online with flexible and practical change detection.

problem Online monitoring of multivariate data streams for detecting changes.
method Combines Kernel-QuantTree histogram and EWMA statistic for non-parametric monitoring.
result Controls Average Run Length (ARL0) while achieving comparable detection delays.

We propose a novel non-parametric adaptive anomaly detection algorithm for high dimensional data based on rank-SVM. Data points are first ranked based on scores derived from nearest neighbor graphs on n-point nominal data. We then train a rank-SVM using this ranked data. A test-point is declared as an anomaly at alpha-…

2014-05-02abs ↗pdf ↗

New method detects and locates changes in spatio-temporal point processes.

problem Detecting and localizing changes in spatio-temporal data.
method Score-based, likelihood-free approach estimating change time and region.
result The method provides theoretical guarantees on detection and localization accuracy.

Adaptive monitoring for AI systems detects and diagnoses shifts in data distribution.

problem Continuous monitoring of AI systems to detect and address unsafe behavior.
method Weighted-conformal martingales (WCTMs) for online monitoring of AI systems.
result Improved performance over state-of-the-art baselines on real-world datasets.

Balancing graph summarization and change detection in streaming data.

problem Balancing compression rate in graph summarization and accuracy in change detection.
method Introducing a probabilistic hierarchical latent variable model and optimizing parameters based on the minimum description length principle to balance the trade-off.
result Guaranteed suppression of Type I error probability (false alarms) in change detection.

We propose a non-parametric anomaly detection algorithm for high dimensional data. We score each datapoint by its average KK-NN distance, and rank them accordingly. We then train limited complexity models to imitate these scores based on the max-margin learning-to-rank framework. A test-point is declared as an anomaly…

2015-02-06abs ↗pdf ↗

DeXposure-Claw supervises decentralized finance risks by grounding LLM decisions in evidence.

problem Weak evidence leads to over-interventions by general-purpose LLM agents in decentralized finance.
method DeXposure-Claw uses a graph time-series foundation model to forecast exposure networks, turning forecasts into alerts and constraining escalation with data-health gates.
result DeXposure-Claw reduces false alarms and improves regulator alignment in decentralized finance risk supervision.

We propose a non-parametric anomaly detection algorithm for high dimensional data. We first rank scores derived from nearest neighbor graphs on nn-point nominal training data. We then train limited complexity models to imitate these scores based on the max-margin learning-to-rank framework. A test-point is declared as…

2016-01-22abs ↗pdf ↗

The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability distribution. This hypothesis is close, in certain respects, to the hypothesis of exchangeab…

2019-06-21abs ↗pdf ↗

E-valuator converts verifier scores into reliable decision rules.

problem Ensuring the correctness of agent trajectories based on heuristic scores.
method Sequential hypothesis testing framework for online monitoring of agent trajectories.
result E-valuator provides better false alarm rate control and statistical power than other strategies.

Proposes real-time risk monitoring for machine learning systems under unknown shifts.

problem Dynamic distribution shifts challenge real-world machine learning systems' risk assurances.
method Sequential hypothesis testing with 'testing by betting' to detect risk violations.
result Effective real-time risk monitoring under various unknown shifts.

Model change detection is studied, in which there are two sets of samples that are independently and identically distributed (i.i.d.) according to a pre-change probabilistic model with parameter θθ, and a post-change model with parameter θθ', respectively. The goal is to detect whether the change in the model is sign…

2018-11-19abs ↗pdf ↗

Reduces change detection to estimation using confidence sequences.

problem Detecting changes in data streams with minimal delay and false alarms.
method Reduction from sequential change detection to sequential estimation using confidence sequences.
result Change detection scheme with minimal structural assumptions and strong guarantees.

Geometric observables detect financial regime shifts with high accuracy.

problem Detecting regime shifts in financial markets.
method Extracted four geometric observables from equity-index returns and evaluated them against various baseline methods.
result The Berry Phase Rate achieves an unbiased out-of-sample median Cohen's d of 0.72, significantly reducing false alarms.

Paper uses optimal transport-based statistics for change point detection.

problem Change point detection in multivariate data.
method Soft rank energy and entropically regularized optimal transport.
result Soft rank energy performs better in real datasets with strong continuity and convergence properties.

New algorithm for adaptive experimental design in scientific settings.

problem Identifying true positives while controlling false discoveries in adaptive experimental design.
method Provably sample efficient adaptive algorithm for FDR control.
result First provably sample efficient adaptive algorithm for adaptive experimental design.

Automated seizure detection using clinical electroencephalograms is a challenging machine learning problem because the multichannel signal often has an extremely low signal to noise ratio. Events of interest such as seizures are easily confused with signal artifacts (e.g, eye movements) or benign variants (e.g., slowin…

2017-12-28abs ↗pdf ↗

PITMonitor monitors model calibration over time with formal error guarantees.

problem Fixed-sample tests applied to models over time can lead to false alarms.
method PITMonitor uses mixture e-processes to detect distributional shifts in probability integral transforms.
result PITMonitor achieves competitive detection rates on river's FriedmanDrift benchmark.

Deep neural networks predict earthquake locations with high accuracy.

problem Predicting the location of earthquakes with high precision.
method Recurrent Convolutional Neural Networks (R-CNN) model that accounts for spatio-temporal dependencies.
result Neural networks model outperforms baseline models in predicting earthquakes with ROC AUC 0.975 and PR AUC 0.0890.

Detects harmful distribution shifts in deployed models without false alarms.

problem Detecting harmful distribution shifts in deployed models without false alarms.
method Sequential tools for testing if the difference between source and target distributions leads to a significant increase in a risk function.
result Demonstrated the efficacy of the proposed framework through extensive empirical studies.

VSCOUT detects anomalies in high-dimensional data using a hybrid VAE approach.

problem Challenges in classical SPC for high-dimensional, non-Gaussian data.
method Hybrid VAE architecture with ARD prior, ensemble filtering, and changepoint detection.
result VSCOUT achieves superior sensitivity to special-cause structure and controlled false alarms.