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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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275480107 · May 202619922001200920172026
48 results for Multivariate Outcomes

Develops a new multivariate regression model for complex outcomes.

problem Flexible, heterogeneous, and residual-dependent multivariate regression problems.
method MultiVCBART framework with Graphical Horseshoe priors.
result Empirically outperforms existing models on sparse, high-dimensional datasets.

Technology and collaboration enable dramatic increases in the size of psychological and psychiatric data collections, but finding structure in these large data sets with many collected variables is challenging. Decision tree ensembles like random forests (Strobl, Malley, and Tutz, 2009) are a useful tool for finding st…

2015-11-06abs ↗pdf ↗

Bayesian method improves multivariate periodontal outcome modeling.

problem Modeling periodontal outcomes is challenging and requires consideration of demographic differences.
method Jointly models multivariate outcomes using an online Bayesian transfer learning framework.
result Significant improvement over univariate RECaST method demonstrated.

New method assesses multivariate stochastic dominance using Optimal Transport.

problem Benchmarking models across multiple metrics considering dependencies.
method Characterization of multivariate first stochastic dominance via couplings, entropic regularization, and Optimal Transport.
result Established CLT and consistency for the empirical statistic, enabling hypothesis testing.

Method estimates multivariate counterfactual distributions efficiently and accurately.

problem Estimating multivariate counterfactual distributions in causal models with correlation structures.
method Proposes a method leveraging a one-dimensional subspace to capture correlation structures and efficiently estimate multivariate counterfactual distributions.
result Demonstrates superior performance over existing methods on synthetic and real-world data.

BCF models estimate causal effects on multiple outcomes in TIMSS data.

problem Estimating causal effects on multiple outcomes in educational data.
method Bayesian Additive Regression Trees (BART) for multivariate causal inference.
result Positive and negative effects of home study conditions and school absence on student achievement.

New method analyzes complex multivariate pathways in high-dimensional data.

problem High-dimensional mediation analysis of multivariate exposures, mediators, and outcomes.
method Simultaneous variable selection, indirect effect matrix estimation, and prediction of multivariate outcomes.
result Identifies biologically interpretable genetic-neural-cognitive pathways.

We establish a foundation for multivariate counterfactual identification using dynamic optimal transport.

problem Addressing the open question of counterfactual identification for high-dimensional multivariate outcomes from observational data.
method Establish a foundation for multivariate counterfactual identification using continuous-time flows, including non-Markovian settings, with tools from dynamic optimal transport.
result Characterise the conditions under which flow matching yields a unique, monotone, and rank-preserving counterfactual transport map, ensuring consistent inference.

LUQ-Learning adapts Q-learning for healthcare decisions considering patient preferences.

problem Optimizing treatment decisions for multivariate outcomes based on individual preferences.
method Latent Utility Q-Learning (LUQ-Learning) framework that adapts Q-learning for composite outcomes.
result LUQ-Learning achieves highly competitive performance compared to alternative methods in simulations.

Proposes MinPEN framework for estimating relationships in multivariate models.

problem Estimating relationships between multivariate outcomes in statistical learning.
method MinPEN framework using minimum function penalty for non-convex optimization.
result Theoretical and practical validation of MinPEN framework for multivariate models.

Improved statistical efficiency of Thompson Sampling for combinatorial semi-bandits.

problem Efficiency of policies in stochastic combinatorial multi-armed bandits with semi-bandit feedback.
method Analysis of Combinatorial Thompson Sampling (CTS) using Beta and Gaussian priors for mutually independent and multivariate sub-Gaussian outcomes.
result CTS provides an efficient policy with optimal asymptotic regret for both mutually independent and multivariate sub-Gaussian outcomes.

This paper describes a hierarchical learning strategy for generating sparse representations of multivariate datasets. The hierarchy arises from approximation spaces considered at successively finer scales. A detailed analysis of stability, convergence and behavior of error functionals associated with the approximations…

2019-06-27abs ↗pdf ↗

Combines MCTM and NF for flexible multivariate density regression with interpretable marginals.

problem Difficult interpretation of flexible NF models and limitations of MCTM in flexibility.
method Hybrid approach combining MCTM for interpretable marginals and NF for complex joint distributions.
result Demonstrates versatility and improved performance compared to MCTM and other NF models.

Multi-SpaCE generates valid counterfactual explanations for multivariate time series data.

problem Lack of transparency in deep learning models for multivariate time series data.
method Multi-objective counterfactual explanation method using NSGA-II for multivariate time series data.
result Ensures perfect validity and superior performance compared to existing methods.

Outlier detection aims to identify unusual data instances that deviate from expected patterns. The outlier detection is particularly challenging when outliers are context dependent and when they are defined by unusual combinations of multiple outcome variable values. In this paper, we develop and study a new conditiona…

2015-05-15abs ↗pdf ↗

Two methods use BART to model missing data in leaf photosynthetic trait data.

problem Handling missing data in multivariate outcomes with non-ignorable mechanisms.
method Bayesian Additive Regression Trees (BART) for joint modeling of data and missingness indicators.
result Both methods effectively recover various missingness mechanisms and outperform existing approaches.

New method detects bearing faults using multivariate statistical process control.

problem Early detection of bearing faults in rotating machinery.
method Multivariate statistical process control charts applied to Fourier transform features of fixed-time batches.
result Effectiveness in detecting bearing faults across different conditions.

The paper studies causal effects of multiple treatments in healthcare databases with rare outcomes.

problem Estimating causal effects of multiple treatments in healthcare databases with rare outcomes.
method The paper designs three sets of simulations and compares the operating characteristics of three types of methods: Bayesian Additive Regression Trees (BART), regression adjustment on multivariate spline of generalized propensity scores (RAMS), and inverse probability of treatment weighting (IPTW) with multinomial logistic regression or generalized boosted models.
result BART and RAMS provide lower bias and mean squared error compared to IPTW methods.

Adaptive prediction timing improves healthcare outcomes by predicting patient events at the right frequency.

problem Inconsistent prediction granularity in healthcare models.
method Introduces a novel approach using Bayesian recurrent models and a new aggregation method to adapt prediction frequency based on uncertainty.
result Adaptive prediction timing leads to improved predictive performance, especially in the critical first 12 hours of patient stay.

STAM learns important time steps and variables for multivariate time series prediction.

problem Accurate interpretation of multivariate time series predictions.
method Spatiotemporal attention mechanism (STAM) for multivariate time series modeling.
result STAM maintains state-of-the-art prediction accuracy with improved interpretability.

Frengression models causal data flexibly and faithfully.

problem Challenges in robust benchmarking and evaluation of causal inference with real-world data.
method Introduces frengression, a deep generative model for joint distribution of covariates, treatments, and outcomes.
result Frengression provides accurate estimation and flexible simulation of multivariate, time-varying data.

New methods for selecting variables in complex biomedical data.

problem Selecting important variables in multivariate, functional, and complex biomedical data.
method Optimization-based variable selection methods for various regression models.
result Outperforms state-of-the-art methods in accuracy and speed.

New clustering method uses Wasserstein distance to analyze simulation outputs.

problem Analyzing stochastic simulation outputs to uncover relationships and patterns.
method Agglomerative clustering using regularized Wasserstein distance.
result Identifies staffing plans yielding similar performance outcomes.

New method extends conformal prediction to multivariate settings using optimal transport.

problem Limited applicability of conformal prediction to multivariate real-valued scores.
method Use optimal transport to define vector-ranks and multivariate quantile regions for finite-sample coverage.
result Constructs the first multivariate conformal predictive distributions with finite-sample calibration.

Estimates missing distributions using nearest neighbors with kernel methods.

problem Missing data and unobserved confounding in multivariate distributions.
method Distributional matrix completion framework with kernel nearest neighbors.
result Consistent recovery of underlying distributions with missing data.

Framework generates personalized insulin treatment strategies using deep models.

problem Developing optimal personalized treatment strategies for diabetes patients.
method Combines deep generative time series models with decision theory.
result Demonstrated improved personalized insulin treatment strategies for diabetes patients.

Introduces FairCOCCO for fair learning with multitype, multivariate sensitive attributes.

problem Fairness in machine learning with multiple, complex sensitive attributes.
method FairCOCCO measure based on cross-covariance operators, incorporating a regularisation term.
result Consistent improvements in balancing fairness and predictive power on real-world datasets.

Framework integrates mental disorder measurements for personalized treatment.

problem Optimizing treatment for mental disorders with latent mental states and heterogeneity.
method Measurement theory and multi-layer neural network for complex treatment effects.
result Learned treatment policies outperform alternatives on heterogeneous treatment effects.

CausalLongPFN predicts counterfactual outcomes from time-series data.

problem Predicting future outcomes under varying treatments in time-series data with confounding and heterogeneity.
method Prior-fitted network pretrained on synthetic episodes of temporal structural causal models.
result CausalLongPFN outperforms domain-trained models on factual and counterfactual prediction tasks.

Study improves forecasting of ED crowding using advanced ML models.

problem Improving forecasting of emergency department crowding.
method Advanced machine learning models (N-BEATS, LightGBM, DeepAR) using multivariable input data.
result N-BEATS and LightGBM outperform benchmarks in forecasting ED occupancy.

AJL framework detects dynamic patterns in high-dimensional time-varying models.

problem Complex time-varying associations and abrupt regime shifts in longitudinal processes.
method Hierarchical regularization framework integrating functional variable selection with structural changepoint detection.
result The refined estimator achieves the oracle property in ultra-high-dimensional settings.

Study examines dependence of extreme electricity prices in Australian markets.

problem Understanding and managing risks of extreme price outcomes in Australian electricity markets.
method Examined extremal dependence using extremograms for 5-minute and 30-minute price data.
result Persistence and dependence of extreme prices are influenced by market structure and renewable energy share.

Estimates statistical power for cluster analysis in biomedical research.

problem Lack of established methods to compute a priori statistical power for cluster analysis.
method Simulation studies varying subgroup size, number, separation, and covariance structure.
result Sufficient statistical power achieved with small samples (N=20-30) for large effect sizes.