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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.

169,051 papers · 148 categories

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92185277369 · Jun 202019922001200920172026
48 results for Normality Tests

The statistical analysis of discrete data has been the subject of extensive statistical research dating back to the work of Pearson. In this survey we review some recently developed methods for testing hypotheses about high-dimensional multinomials. Traditional tests like the χ2χ^2 test and the likelihood ratio test ca…

2017-12-17abs ↗pdf ↗

The paper classifies and computes limits of equivariant compactifications of groups.

problem Classifying and computing limits of equivariant compactifications of groups.
method Equivariant normal R-test configurations and semistable limits.
result Semistable limits of K-unstable Fano group compactifications are computed.

We introduce online learning algorithms which are independent of feature scales, proving regret bounds dependent on the ratio of scales existent in the data rather than the absolute scale. This has several useful effects: there is no need to pre-normalize data, the test-time and test-space complexity are reduced, and t…

2014-08-09abs ↗pdf ↗

We introduce online learning algorithms which are independent of feature scales, proving regret bounds dependent on the ratio of scales existent in the data rather than the absolute scale. This has several useful effects: there is no need to pre-normalize data, the test-time and test-space complexity are reduced, and t…

2013-05-28abs ↗pdf ↗

For test configurations, the Donaldson-Futaki invariant F_1 is well-known. In this note, its refinement will be discussed. Then we see that Li-Xu's pathology doesn't occur, since their example of a non-normal test configuration, with trivial normalization, actually has non-vanishing F_1 in this refined sense.

2013-05-28abs ↗pdf ↗

Study uses neural networks to predict stock prices and tests market efficiency.

problem Predicting stock prices from historical data.
method Used Recurrent Neural Networks and Multilayer Perceptrons, compared normalization techniques.
result Found that neural networks can predict stock prices accurately and challenged the efficient-market hypothesis.

New technique trains deep neural networks without normalization or minibatch statistics.

problem Training deep neural networks at high learning rates without normalization.
method Channel-wise zero-mean initialization and gradient modification to maintain common mode rejection.
result Achieves higher accuracy compared to batch normalization and shows minibatches are unnecessary.

Study improves BN TTA under distribution shift using higher-order asymptotics.

problem Improving BN TTA for changing data distributions.
method Integrates Edgeworth expansion and saddlepoint approximation with one-step M-estimation.
result Derives optimal weighting parameter for minimized mean-squared error.

This paper tests the multivariate normality of node degrees in Erdős-Rényi graphs.

problem Testing the multivariate normality of node degrees in Erdős-Rényi graphs.
method Chi-square goodness of fit test, Anderson-Darling test, CDF comparison, maximum likelihood estimation.
result The degrees of nodes in Erdős-Rényi graphs do not follow a multivariate normal distribution, but the approximation is valid for large values of n and p.

Method measures weight similarity in neural networks using normalization and statistical inference.

problem Quantifying weight similarity in non-convex neural networks.
method Chain normalization rule and hypothesis-training-testing statistical inference.
result Weights of identical neural networks converge to similar local solutions.

As all physical adaptive quantum-enhanced metrology schemes operate under noisy conditions with only partially understood noise characteristics, so a practical control policy must be robust even for unknown noise. We aim to devise a test to evaluate the robustness of AQEM policies and assess the resource used by the po…

2018-09-14abs ↗pdf ↗

Statistical test evaluates if personalizing interventions is cost-effective.

problem Balancing the benefits of personalizing interventions with their potential costs.
method Developed a statistical hypothesis test to assess the performance of personalized interventions.
result The test shows that personalized interventions can outperform standard approaches under certain conditions.

Normalization effects on deep neural networks impact output variance and test accuracy.

problem The impact of normalization on deep neural networks' statistical behavior and test accuracy.
method Asymptotic expansion analysis of neural network's output for different γiγ_i values.
result Equal γiγ_i values (one) provide the best statistical behavior and test accuracy.

Paper proposes using truncated normal distribution for RRC model, improving detection of minority classes.

problem Improving weak classifiers in RRC models.
method Proposes using truncated normal distribution and soft confusion matrix for RRC model.
result Truncated-normal-based SCM algorithm outperforms beta distribution in discovering minority classes.

A new method tests conditional independence by transforming it into an unconditional problem using transport maps.

problem Testing conditional independence between two random vectors given a third.
method Constructing transport maps to transform conditional independence into unconditional independence, estimating these maps from data using conditional continuous normalizing flow models.
result The proposed method is validated through simulations and real-data analysis, demonstrating practical effectiveness.

New method trains deep ResNets without normalization, achieving state-of-the-art performance.

problem Training deep ResNets without normalization layers leads to instability and lower accuracy.
method Adaptive gradient clipping and Normalizer-Free ResNets design.
result Normalizer-Free ResNets achieve 86.5% top-1 accuracy on ImageNet, matching EfficientNet-B7.

Embeddings of lab test codes improve mortality prediction and preserve ordinality.

problem Improving mortality prediction using lab test embeddings.
method Training embeddings for LOINC codes and their concatenations with abnormality symbols, evaluating performance on mortality prediction tasks.
result Embeddings of lab test codes improve mortality prediction and preserve ordinality.

One of the challenges in the study of generative adversarial networks is the instability of its training. In this paper, we propose a novel weight normalization technique called spectral normalization to stabilize the training of the discriminator. Our new normalization technique is computationally light and easy to in…

2018-02-16abs ↗pdf ↗

LSTM-FCN and ALSTM-FCN improve time series classification performance.

problem Improving time series classification performance.
method Ablation tests on LSTM-FCN and ALSTM-FCN, comparing z-normalizing techniques, dimension shuffle impact, and GRU replacement.
result LSTM and FCN blocks perform better together, and z-normalizing the whole dataset is more effective.

The Normal Means problem plays a fundamental role in many areas of modern high-dimensional statistics, both in theory and practice. And the Empirical Bayes (EB) approach to solving this problem has been shown to be highly effective, again both in theory and practice. However, almost all EB treatments of the Normal Mean…

2018-12-18abs ↗pdf ↗

FF algorithm uses goodness as a likelihood-ratio test for scalar normalization.

problem Training each layer locally with scalar goodness.
method FF algorithm uses a likelihood-ratio test with squared goodness as the sufficient statistic.
result The FF algorithm generalizes to anisotropic and heavy-tailed populations.

Study shows how network width affects SGD hyper-parameters and generalization.

problem Understanding how network width impacts SGD hyper-parameters and generalization.
method Generated model families by increasing network width, performed hyper-parameter search.
result Wider networks achieve higher test accuracy and optimal normalized noise scale.

The paper proves asymptotic normality for multinomial logistic regression on null covariates.

problem Classical asymptotic normality results fail in high-dimensional multinomial logistic models.
method Developed asymptotic normality and chi-square results for multinomial logistic MLE on null covariates.
result Validated new methodology to test feature significance in high-dimensional classification problems.

Improved generalization with semantic perturbations using normalizing flows.

problem Overfitting in deep neural networks training.
method Use normalizing flows for generating semantically meaningful perturbations in latent space.
result Achieved 96.6% test accuracy on CIFAR-10 with ResNet-18, outperforming existing methods.

PL-MCMC samples from normalizing flows' conditional distributions.

problem Sampling from complex conditional distributions learned by normalizing flows.
method Metropolis-Hastings implementation of PL-MCMC.
result PL-MCMC asymptotically samples from exact conditional distributions.

Non-asymptotic rates for SGD via martingale CLT.

problem Improving the convergence rates of SGD.
method Combining Stein's method and Lindeberg's argument for multivariate martingale CLT, then applying to SGD.
result Explicit rates for multivariate martingale CLT and SGD convergence.

Adapts CNN for robust medical image segmentation across different scanners and protocols.

problem Performance degradation of CNNs in medical image segmentation due to mismatch between training and test images.
method Designs a segmentation CNN as a concatenation of a shallow normalization CNN and a deep CNN. At test time, adapts the normalization sub-network for each test image using a denoising autoencoder.
result Consistently improves performance on multi-center MRI datasets of brain, heart, and prostate.

Study tests adequacy of FARIMA models with uncorrelated but non-independent errors.

problem Testing adequacy of FARIMA models with specific error characteristics.
method Derive asymptotic distributions of residual autocovariances and autocorrelations, propose self-normalization approach.
result Asymptotic distributions of modified portmanteau statistics for weak FARIMA models.

In this work, we investigate Batch Normalization technique and propose its probabilistic interpretation. We propose a probabilistic model and show that Batch Normalization maximazes the lower bound of its marginalized log-likelihood. Then, according to the new probabilistic model, we design an algorithm which acts cons…

2018-02-13abs ↗pdf ↗

New exact tests detect changepoints in binary and count data, especially when normal approximations fail.

problem Detecting changepoints in multichannel binary and count data.
method Exact tests combining two-sample conditional tests with multiplicity correction.
result Exact tests are much more powerful than asymptotic tests in various settings.

Batch Normalization (BN) is a common technique used to speed-up and stabilize training. On the other hand, the learnable parameters of BN are commonly used in conditional Generative Adversarial Networks (cGANs) for representing class-specific information using conditional Batch Normalization (cBN). In this paper we pro…

2018-06-01abs ↗pdf ↗

CPME embeds counterfactual outcomes in RKHS for flexible policy evaluation.

problem Estimating counterfactual policy outcomes for decision-making.
method Counterfactual Policy Mean Embedding (CPME) framework in RKHS, plug-in and doubly robust estimators, kernel test statistic.
result Doubly robust estimator improves convergence rates and asymptotic normality.

The paper improves A/B testing for non-Gaussian data, ensuring reliable results with large sample sizes.

problem Inaccurate A/B testing results due to non-normal data and unequal sample sizes.
method Derives explicit formulas for minimum sample size and introduces an Edgeworth-based correction.
result Corrected method improves reliability of A/B testing in real-world conditions.

Paper discusses sliced generative models for improved sample discrimination.

problem Improving sample discrimination in generative models.
method One-dimensional slicing of AutoEncoder-based generative models, focusing on normality tests and classical distances.
result The second group of methods based on classical distances gives a faster decrease rate of Fréchet Inception Distance (FID).

This paper uses multivariate probability models to assess financial system risks.

problem Assessing systemic risk in financial systems.
method Computes multivariate conditional probability distributions for elliptical distributions, focusing on Student-t and Normal models.
result Proposes measures of stress impact and systemic risk.