Research
On-device research index

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

Trend · papers per month

8.3%16.7%25.0%33.3% · Jan 199319922001200920172026
48 results for Probabilistic Threshold Robustness

Paper proposes efficient AL algorithms for optimizing product performance under environmental variability.

problem Optimizing product performance under varying environmental conditions.
method Formulated as Bayesian Quadrature Optimization problems for probabilistic threshold robustness measure using Gaussian Process model.
result Proposed algorithms provide credible intervals for probabilistic threshold robustness measure and demonstrate efficiency in real-world applications.

New method provides calibrated feature importance explanations for regression models.

problem Lack of uncertainty quantification in existing local explanation methods.
method Extension of Calibrated Explanations method to support regression and probabilistic regression.
result Calibrated Explanations for regression provides quantified uncertainty and robust explanations.

Quantile gradient boosted trees outperform other models in predicting NO2 concentration distributions.

problem Forecasting high NO2 concentration episodes for effective air quality management.
method Compared 10 probabilistic forecasting models for NO2 concentration prediction.
result Quantile gradient boosted trees model outperformed others in predicting NO2 concentration distributions.

Robust learning mixtures of linear regressions improve robustness.

problem Improving robustness in learning mixtures of linear regressions.
method Connecting mixtures of linear regressions and mixtures of Gaussians with thresholding for a quasi-polynomial time algorithm.
result The algorithm has significantly better robustness than previous results.

Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or low) scores as anomalies. This presents a practical limitation on the applicabili…

2019-05-29abs ↗pdf ↗

This project explores several Machine Learning methods to predict movie genres based on plot summaries. Naive Bayes, Word2Vec+XGBoost and Recurrent Neural Networks are used for text classification, while K-binary transformation, rank method and probabilistic classification with learned probability threshold are employe…

2018-01-15abs ↗pdf ↗

New robust method for high-dimensional data analysis in imaging studies.

problem Analyzing high-dimensional data with complex dependence and outliers.
method Robust high-dimensional regression with coefficient thresholding and Huber loss.
result Statistical consistency and computational convergence under high-dimensional settings.

Paper analyzes robust matrix completion with efficient nonconvex method and leave-one-out analysis.

problem Robust matrix completion with sparse noise.
method Alternates between projected gradient step for low-rank and thresholding step for sparse noise.
result Achieves linear convergence for general thresholding functions.

New proof shows neural networks can memorize training data with high accuracy.

problem Proving neural networks can memorize training data with high accuracy.
method Probabilistic construction exploiting sparsity.
result Proves neural networks with threshold or mixed threshold-ReLU activations can memorize training data.

A new SSL method uses instance-dependent thresholds to improve accuracy.

problem Improving semi-supervised learning by better selecting confident unlabeled instances.
method Proposes instance-dependent thresholds that vary based on the ambiguity and error rates of pseudo-labels for each unlabeled instance.
result Demonstrates that instance-dependent thresholds provide a probabilistic guarantee for correct pseudo-labels.

New algorithm robust to probabilistic unbounded adversarial attacks in bandit problems.

problem Powerful adversaries that can catastrophically perturb the revealed reward in bandit problems.
method Proposes med-E-UCB and med-εε-greedy algorithms based on sample median for robustness.
result Achieves O(logT)\mathcal{O}(\log T) pseudo-regret under arbitrary and unbounded reward perturbation.

New algorithm detects communities even with corrupted data, reaching Kesten-Stigum threshold.

problem Robust community detection in stochastic block model with node corruptions.
method Polynomial-time algorithm using Grothendieck norm of principal submatrices.
result First algorithm to achieve weak recovery at Kesten-Stigum threshold with node corruptions.

This research focuses on invariant probabilistic predictions, showing they are not robust under distribution shifts.

problem The challenge of creating robust probabilistic predictions that remain consistent under distribution shifts.
method A causality-inspired framework to investigate invariance and robustness of probabilistic predictions with respect to proper scoring rules.
result Arbitrary distribution shifts do not admit invariant and robust probabilistic predictions, unlike point predictions.

Geometric approach improves probabilistic robustness in neural networks.

problem Widespread lack of robustness in deep neural networks to adversarial examples.
method Geometric view on Probabilistically Robust Learning (PRL) and introduction of new perimeters.
result Existence of solutions and properties of modified PRL models.

FedGVI improves FL robustness to model misspecification.

problem Limited robustness in FL approaches to model misspecification.
method Probabilistic Federated Learning framework that generalizes previous methods.
result FedGVI provides robust and calibrated predictions under model misspecification.

The stochastic block model is one of the oldest and most ubiquitous models for studying clustering and community detection. In an exciting sequence of developments, motivated by deep but non-rigorous ideas from statistical physics, Decelle et al. conjectured a sharp threshold for when community detection is possible in…

2015-11-04abs ↗pdf ↗

New algorithm detects communities near KS threshold with optimal rate, even in noisy conditions.

problem Community detection in symmetric stochastic block models with noisy data.
method Polynomial-time algorithm using Sum-of-Squares framework and robust majority voting.
result Achieves minimax-optimal misclassification rate near Kesten-Stigum threshold, even with node corruption.

Neural networks are becoming increasingly prevalent in software, and it is therefore important to be able to verify their behavior. Because verifying the correctness of neural networks is extremely challenging, it is common to focus on the verification of other properties of these systems. One important property, in pa…

2019-02-15abs ↗pdf ↗

We present a methodology for probabilistic load forecasting that is based on lasso (least absolute shrinkage and selection operator) estimation. The model considered can be regarded as a bivariate time-varying threshold autoregressive(AR) process for the hourly electric load and temperature. The joint modeling approach…

2016-03-04abs ↗pdf ↗

We consider the problem of clustering noisy high-dimensional data points into a union of low-dimensional subspaces and a set of outliers. The number of subspaces, their dimensions, and their orientations are unknown. A probabilistic performance analysis of the thresholding-based subspace clustering (TSC) algorithm intr…

2013-05-15abs ↗pdf ↗

New algorithm resists contamination in high-dimensional regression with optimal performance.

problem Adversarial and measurement errors in high-dimensional data.
method Adversarial Contamination-resistant Iterative Hard Thresholding (AC-IHT) algorithm.
result Achieves minimax near-optimal estimation and signal-adaptive support recovery.

Study proposes active learning method for estimating robust regions in uncertain function evaluations.

problem Estimating robust regions for uncertain function evaluations with unknown distributions.
method Distributionally robust level-set estimation (DRPTR) with active learning.
result The proposed method efficiently identifies reliable regions with theoretical guarantees.

PRoA assesses deep learning robustness against practical functional perturbations.

problem Inadequate practical robustness verification methods for deep learning systems.
method Probabilistic robustness assessment based on adaptive concentration.
result Statistical guarantees on probabilistic robustness against functional perturbations.

Develops RES metrics for stable rare-event forecasting evaluation.

problem Challenges in evaluating forecasts of rare events.
method Rare-event-stable (RES) metrics designed to maintain stable thresholds under extreme rarity.
result RES metrics maintain stable thresholds, consistent model rankings, and near-complete prevalence invariance.

This work analyzes CVaR under heavy-tailed data, providing generalization and robustness bounds.

problem Understanding CVaR's behavior under heavy-tailed data and rare high-impact losses.
method Learning-theoretic analysis of CVaR-based empirical risk minimization.
result Sharp, high-probability generalization and excess risk bounds under minimal moment assumptions.

Proposes Likelihood Regret for VAEs to improve OOD detection.

problem VAEs can assign high likelihoods to OOD samples, making traditional likelihood thresholds unreliable.
method Introduces Likelihood Regret, a new OOD score for VAEs.
result Empirical results show Likelihood Regret outperforms existing methods for VAEs.

LinearAPT optimizes decision-making under resource constraints for a linear threshold problem.

problem Optimizing sequential decisions with a linear threshold under resource limitations.
method LinearAPT, an adaptive algorithm for fixed-budget TLB problem.
result LinearAPT achieves theoretical upper bounds and robust performance on various datasets.

Extends probabilistic approach for Kahler-Einstein metrics on Fano manifolds.

problem Constructing Kahler-Einstein metrics on log Fano manifolds with non-discrete automorphism groups.
method Introduces Gibbs polystability and uses moment map constraint to break symmetry.
result Gibbs polystability conjectured to be equivalent to existence of Kahler-Einstein metric.

The existence of adversarial examples has led to considerable uncertainty regarding the trust one can justifiably put in predictions produced by automated systems. This uncertainty has, in turn, lead to considerable research effort in understanding adversarial robustness. In this work, we take first steps towards separ…

2019-07-31abs ↗pdf ↗

New metrics improve probabilistic forecasting, especially for rare events.

problem Current evaluation frameworks for probabilistic forecasting assume independence and lack sensitivity to tail events.
method Proposed signature kernel-based metrics: Sig-MMD and CSig-MMD.
result These metrics capture complex dependencies and prioritize tail event prediction.

The thresholded feature has recently emerged as an extremely efficient, yet rough empirical approximation, of the time-consuming sparse coding inference process. Such an approximation has not yet been rigorously examined, and standard dictionaries often lead to non-optimal performance when used for computing thresholde…

2018-04-16abs ↗pdf ↗

COLEP improves robustness of conformal prediction via probabilistic circuits.

problem Adversarial perturbations can undermine the coverage guarantees of conformal prediction.
method COLEP uses probabilistic circuits to learn and reason about different semantic concepts, providing certifiable coverage guarantees.
result COLEP achieves higher prediction coverage and accuracy than a single model, especially with non-trivial knowledge models.

Paper shows equivalence between two dividend preference models.

problem Understanding investor and firm preferences for dividends.
method Formulated Epstein-Zin preference, proved equivalence with Maenhout's model.
result Robust dividend policy is equivalent to a threshold strategy based on surplus process.

High-dimensional models become unstable when sample size falls below a critical level, leading to a phase transition.

problem Instability in high-dimensional learning models when sample size is insufficient.
method Proved the necessity of a Fisher eigenvalue threshold for stability, introduced Fisher floor for verification.
result A sharp phase transition between reliable concentration and inevitable failure in high-dimensional learning.