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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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48 results for Function Prediction

Develops probabilistic forecasting for Sea Level Anomalies using Conformal Prediction on functional time series.

problem Forecasting and uncertainty quantification for Sea Level Anomalies.
method Functional data analysis, Conformal Prediction, Functional Autoregressive Processes.
result Proposed method provides accurate probabilistic predictions and uncertainty quantification for Sea Level Anomalies.

Unified approach for predicting missing segments in partially observed functions.

problem Predicting missing segments in partially observed functions with complex dependence and irregular noise.
method Unified registration and prediction approach under the conformal prediction framework, integrating amplitude and phase components.
result Effective prediction bands with finite-sample marginal coverage guarantees under weak assumptions.

Similarity measure for Gaussian process predictive distributions.

problem Comparing predictive distributions of Gaussian processes for correlated functions.
method Developed a similarity metric to compare predictive distributions of Gaussian processes.
result Gaussian process predictive distributions can be compared and one is enough to model two correlated functions.

Two new methods improve forecasting of functional time series data.

problem Forecasting of functional time-dependent data.
method Functional Singular Spectrum Analysis (FSFA) based forecasting methods.
result Our methods outperform existing algorithms for periodic stochastic processes.

Improves conformal prediction by combining multiple score functions and optimizing weights.

problem Limitations of single-score conformal predictors in multi-class classification.
method Combines multiple score functions and optimizes weights to minimize prediction set size.
result Consistently outperforms single-score conformal predictors while maintaining valid coverage.

This paper applies conformal prediction techniques to compute simultaneous prediction bands and clustering trees for functional data. These tools can be used to detect outliers and clusters. Both our prediction bands and clustering trees provide prediction sets for the underlying stochastic process with a guaranteed fi…

2013-02-26abs ↗pdf ↗

Neural network learns kernel functions for survival analysis and prediction intervals.

problem Predicting survival times for individuals based on similar training subjects.
method Develops a neural network framework to learn kernel functions for kernel survival analysis and uses these to construct valid prediction intervals.
result Neural network survival estimators are competitive with existing methods and provide valid prediction intervals.

Refines neural network predictions using background knowledge for improved accuracy.

problem Compensate for lack of labeled data in neural networks.
method Introduces differentiable refinement functions and Iterative Local Refinement (ILR) algorithm to refine predictions efficiently and accurately.
result ILR finds competitive results in MNIST addition task and refines predictions on complex SAT formulas.

A regression algorithm uses Green's function and covariance matrix for predictive distributions.

problem Regression and uncertainty quantification for machine learning.
method Green's function theory, Bayesian approach, covariance matrix of normalized Green's function.
result The covariance matrix provides predictive distributions with mean and confidence intervals.

MCP extends conformal prediction to vector-valued score functions without data splitting.

problem Fixed prediction set shapes in scalar score functions limit coverage guarantees.
method MCP uses a single optimization problem for prediction set design and calibration, eliminating data splitting.
result RemMCP and RelMCP achieve target coverage with smaller or comparable prediction set sizes, reducing variance.

The paper presents a method for generating well-calibrated prediction intervals using quality-driven deep ensembles.

problem Generating reliable prediction intervals for regression analysis.
method A multi-objective loss function combining quality measures for prediction intervals and point estimates, with a penalty function to ensure semantic integrity and stability.
result The method produces well-calibrated prediction intervals and point estimates, capturing both aleatoric and epistemic uncertainty.

Topological anomaly scores predict return curves in S&P 500 stocks

problem Detecting anomalies in financial time series
method BallMapper, decoder-conditional VAE, Function-on-Function regression
result Anomaly history carries predictive content for return curves

Study optimizes prediction error for growing-dimensional PFLM models.

problem Optimizing prediction error for growing-dimensional PFLM models.
method Penalized least-squares approach in RKHS with effective dimension consideration.
result Shows exact upper bound for excess prediction risk in non-asymptotic form.

The paper explores conditions for predicting optimization performance.

problem Lack of formal theoretical guarantees linking prediction and optimization performance.
method Exploring conditions for asymptotic convergence and exact quantification of optimization performance.
result Explicit theoretical relationship between prediction and optimization performance.

BrainSurfCNN predicts task contrasts from resting-state fingerprints, improving accuracy over baseline.

problem Predicting task-evoked activity from resting-state functional connectivity.
method Surface-based convolutional neural network (BrainSurfCNN) with reconstructive-contrastive loss.
result Significantly improved accuracy in predicting task contrasts over baseline.

The paper proposes a method for better uncertainty estimation in neural networks.

problem Estimating predictive uncertainty in neural networks is crucial but challenging.
method The paper proposes a function-space variational inference method to infer a posterior distribution over functions.
result The proposed method leads to state-of-the-art uncertainty estimation and predictive performance.

A new convex loss function optimizes set predictions with balanced size and coverage.

problem Optimizing set predictions with balanced size and coverage.
method Proposes a convex loss function using Choquet integrals for nondecreasing subset-valued functions.
result Optimal trade-offs between conditional probabilistic coverage and set size.

This paper provides a theoretical and computational justification of the long held claim that of the similarity of the probit and logit link functions often used in binary classification. Despite this widespread recognition of the strong similarities between these two link functions, very few (if any) researchers have …

2015-02-16abs ↗pdf ↗

The problem of multilabel classification when the labels are related through a hierarchical categorization scheme occurs in many application domains such as computational biology. For example, this problem arises naturally when trying to automatically assign gene function using a controlled vocabularies like Gene Ontol…

2012-05-09abs ↗pdf ↗

How can we explain the predictions of a black-box model? In this paper, we use influence functions -- a classic technique from robust statistics -- to trace a model's prediction through the learning algorithm and back to its training data, thereby identifying training points most responsible for a given prediction. To …

2017-03-14abs ↗pdf ↗

GNet uses Gaussian processes for scalable, flexible neural networks.

problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.

GNet uses Gaussian processes for scalable, flexible neural networks.

problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for efficient training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.

The paper uses distance correlation for brain connectivity and a novel multi-task learning model for age prediction.

problem Estimating age-related gender differences in brain functional connectivity.
method Estimates functional connectivity using distance correlation and proposes a non-convex multi-task learning model.
result The proposed non-convex multi-task learning model outperforms other models in age prediction and gender-specific connectivity.

We introduce a unified framework for random forest prediction error estimation based on a novel estimator of the conditional prediction error distribution function. Our framework enables simple plug-in estimation of key prediction uncertainty metrics, including conditional mean squared prediction errors, conditional bi…

2019-12-16abs ↗pdf ↗

PBI inference may not be calibrated if predictive model is inaccurate.

problem Uncertainty quantification in PBI may be unreliable if the predictive model is not accurate.
method Predictive Bayesian inference with a forward predictive model.
result Posterior concentration depends on the predictive model, leading to potential calibration issues.

Paper proposes a cost-sensitive conformal training method with provably controllable learning bounds.

problem Uncertainty quantification and learning bounds in conformal prediction.
method Cost-sensitive conformal training algorithm that minimizes the expected size of prediction sets using rank weighting.
result Theoretical analysis shows tightness between weighted objective and expected size of conformal prediction sets.

In classic papers, Zellner demonstrated that Bayesian inference could be derived as the solution to an information theoretic functional. Below we derive a generalized form of this functional as a variational lower bound of a predictive information bottleneck objective. This generalized functional encompasses most moder…

2019-10-23abs ↗pdf ↗

SSH-Net: A Deep Neural Network for Predicting Failure Time Distribution Functions under Competing Risks with GPU Data

problem Predicting failure time distribution functions under competing risks
method Structured Segmented Hazard Deep Neural Network (SSH-Net)
result Prediction accuracy validated through simulation studies and GPU data

s-RBFN integrates multiple hypotheses for efficient and diverse prediction.

problem Integrating multiple hypotheses into learning models for regression.
method Structured Radial Basis Function Network (s-RBFN) using Voronoi tessellations and least-squares training.
result s-RBFN achieves superior generalization and efficiency compared to other models.

Proposes a method to generate prediction intervals using weighted asymmetric loss functions.

problem Generating reliable prediction intervals for neural network models.
method Uses a weighted asymmetric loss function to estimate prediction intervals.
result The method produces reliable prediction intervals in complex machine learning scenarios.