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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.

168,742 papers · 148 categories

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153306458611 · Jun 202019922001200920172026
48 results for Population Difference Criterion

Proposes Population Difference Criterion for visually observed subpopulation differences.

problem Statistical significance of visually observed subpopulation differences in high-dimensional and high-signal contexts.
method Balanced permutation approach and bootstrap confidence interval for quantifying uncertainty.
result Balanced permutation approach is more powerful in high-signal contexts.

Proposes a stability evaluation criterion for learning models using distributional perturbations.

problem Ensuring reliable deployment of learning models in out-of-sample environments.
method Uses optimal transport discrepancy with moment constraints to quantify minimal perturbation required for model deterioration.
result Validates the practical utility of the stability evaluation criterion across various real-world applications.

We present a new approach for mitigating unfairness in learned classifiers. In particular, we focus on binary classification tasks over individuals from two populations, where, as our criterion for fairness, we wish to achieve similar false positive rates in both populations, and similar false negative rates in both po…

2017-06-30abs ↗pdf ↗

Stable random variables are motivated by the central limit theorem for densities with (potentially) unbounded variance and can be thought of as natural generalizations of the Gaussian distribution to skewed and heavy-tailed phenomenon. In this paper, we introduce stable graphical (SG) models, a class of multivariate st…

2014-04-16abs ↗pdf ↗

The paper offers simple, near-optimal algorithms for multi-group learning.

problem Learning predictors within subgroups of a population, addressing fairness and hidden stratification.
method Studies the structure of solutions and provides simple, near-optimal algorithms.
result Simple and near-optimal algorithms for multi-group learning.

Investigates optimal pension policies in PAYG systems with forward utility and ageing population.

problem Optimal investment and pension policies in PAYG systems with sustainability and adequacy constraints.
method Non-zero volatility forward CRRA utilities, closed-form optimal policies, detailed numerical analysis.
result Characterization of optimal policies and detailed impact analysis under various scenarios.

The paper proposes a new method for comparing logistic regression models across different populations.

problem Comparing logistic regression models across sub-populations can lead to misleading results.
method Develops a cascading set of equivalence tests for logistic regression models, addressing coding, predictions, and overall accuracy.
result Equivalence testing incentivizes accurate inference and avoids perverse incentives from significance tests.

Stacked regressions improve predictive accuracy by combining estimators.

problem Improve predictive accuracy in regression models.
method Analogous to least-squares, learn combination weights by minimizing regularized empirical risk with nonnegativity constraint.
result The stacked estimator has strictly smaller population risk than the best single estimator, especially when signal-to-noise ratio is small.

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.

New decompositions misattribute differences between populations, even when outcomes are identical.

problem Misattribution of differences between populations using common functional decompositions.
method Extending the Kitagawa-Oaxaca-Blinder decomposition to nonlinear functional decompositions.
result Functional ANOVA and Accumulated Local Effects can misattribute differences even when outcomes are identical in two populations.

Bayesian networks learn sub-population differences from data.

problem Inference from a single network structure can be misleading when data populations are heterogeneous.
method A mixture of Bayesian networks where component probabilities depend on individual characteristics.
result Identifies both network structures and demographic predictors of sub-population membership.

Improved average distance classifier for HDLSS settings with multiple population differences.

problem Poor performance of average distance classifier in HDLSS settings with location and scale differences.
method Proposed transformations to the average distance classifier to handle multiple population differences.
result The proposed classifiers perform well even when populations differ in other aspects than location and scale.

New method combines regional HIV prevention trial data without sharing individual patient info.

problem Regional differences in HIV prevention efficacy, privacy concerns, and data sharing limitations.
method Federated learning approach that combines site-specific estimators via L1-regularization.
result Improved precision in estimating region-specific survival curves.

We investigate the problem of testing whether dd random variables, which may or may not be continuous, are jointly (or mutually) independent. Our method builds on ideas of the two variable Hilbert-Schmidt independence criterion (HSIC) but allows for an arbitrary number of variables. We embed the dd-dimensional joint …

2016-03-01abs ↗pdf ↗

Analyzes how bias evolves in SGD training across different data sub-populations.

problem Understanding bias formation during machine learning training.
method Analytical description of SGD dynamics in a teacher-student setup with Gaussian-mixture model.
result Different sub-populations influence bias at different timescales, revealing shifting classifier preferences.

SDRF estimates complex survey designs for conditional distributions.

problem Estimating conditional distributions under complex survey designs.
method Survey-calibrated distributional random forest (SDRF) with pseudo-population bootstrap and MMD split criterion.
result Established design consistency and model consistency for survey designs.

Population attributes are essential in health for understanding who the data represents and precision medicine efforts. Even within disease infection labels, patients can exhibit significant variability; "fever" may mean something different when reported in a doctor's office versus from an online app, precluding direct…

2018-11-21abs ↗pdf ↗

Optimizes pension mix of PAYGO, EET, and individual savings.

problem Balancing PAYGO, EET, and individual savings in funded pension schemes.
method Solves a Nash equilibrium between pension participants and government, considering age-dependent preferences and optimal asset allocation.
result Identifies critical ages and optimal contribution rates for maximizing overall utility.

New methods resolve conflicting treatment effect estimates in health tech assessments.

problem Conflicting conclusions from different sponsors analyzing the same data.
method Arbitrated indirect treatment comparisons (ArMAIC) targeting a common target population.
result Estimates treatment effects in a common target population, resolving the MAIC paradox.

PSC classifier improves HDLSS classification on class-imbalanced data.

problem Classification on high-dimension low-sample-size data with class imbalance.
method Population Structure-learned Classifier (PSC) maximizing inter-class and intra-class scatter matrices.
result PSC outperforms state-of-the-art methods on IHDLSS.

Develops certificates for local population-risk increments using cross-fitted ridge calibration.

problem Certifying local population-risk increments in statistical models.
method Cross-fitted ridge calibration for linear feature classes, separating Taylor fluctuations and remainders.
result Certifies measurable updates from the same sample with penalties dependent on empirical geometry.

The paper automates policy learning for nonlinear welfare criteria using machine learning and debiasing techniques.

problem Learning optimal policies from observational data with nonlinear welfare criteria.
method Modeling a nonlinear welfare criterion with a utility function, estimating propensity scores with machine learning, and using sieve approximations and cross-validation for model selection.
result The proposed policy learning method satisfies oracle inequalities, providing theoretical guarantees on performance.

Proposes a federated transfer learning method to improve precision medicine models for underrepresented populations.

problem Underrepresentation of minorities in precision medicine research leads to underperforming risk prediction models.
method Two-way federated transfer learning strategy integrating diverse populations and healthcare institutions.
result Improves risk prediction models for underrepresented populations, reducing performance gaps.

We introduce a new criterion to determine the order of an autoregressive model fitted to time series data. It has the benefits of the two well-known model selection techniques, the Akaike information criterion and the Bayesian information criterion. When the data is generated from a finite order autoregression, the Bay…

2015-08-11abs ↗pdf ↗

In many applications, different populations are compared using data that are sampled in a biased manner. Under sampling biases, standard methods that estimate the difference between the population means yield unreliable inferences. Here we develop an inference method that is resilient to sampling biases and is able to …

2019-02-26abs ↗pdf ↗

Kernel measures similarity of nonlinear causal structures in heterogeneous populations.

problem Learning causal structure in populations with diverse underlying structures.
method Distance covariance-based kernel for measuring similarity of causal structures.
result Kernel enables clustering of homogeneous subpopulations for causal structure learning.

New criterion improves predictive evaluation in weighted inference scenarios.

problem Improving predictive evaluation in scenarios with different likelihoods for estimation and evaluation.
method Developed the posterior covariance information criterion (PCIC) to handle weighted likelihood inference.
result PCIC is asymptotically unbiased for quasi-Bayesian generalization error in weighted inference.

Paper develops a two-population model to assess longevity basis risk.

problem Mismatch between hedger's liability and hedging instrument causes longevity basis risk.
method Develops a two-population mortality model using Lee-Carter model and renewal process.
result Proposed model provides significant risk reduction when mortality jumps and sampling risk are considered.

Fiber simplifies RL and population-based methods for distributed training.

problem Challenges in RL and population-based methods, including frequent interaction with simulations and dynamic scaling.
method Introducing Fiber, a scalable distributed computing framework.
result Significantly expands accessibility of large-scale parallel computation.

A new model for heterogeneous populations optimizes consumption and investment over short horizons.

problem Optimizing consumption and investment in economies with a heterogeneous population over short time periods.
method Continuous-time general equilibrium framework with Brownian flow on a type space, solving vanishing-horizon problems under relative-income criteria.
result Existence and characterization of short-horizon Duesenberry equilibrium, with sharp asset-pricing implications.

A new stopping criterion for active learning based on deterministic generalization bounds.

problem Determining the optimal stopping point for active learning when data acquisition is costly.
method The proposed stopping criterion is based on the difference in expected generalization errors and hypothesis testing, derived from PAC-Bayesian theory.
result The proposed stopping criterion effectively stops active learning by combining an upper bound with a statistical test.