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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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48 results for Probability of Improvement

This paper calculates the exact probability distribution of hypervolume improvement for bi-objective problems.

problem Calculating the exact probability distribution of hypervolume improvement in bi-objective problems.
method Cell partition-based method to derive the probability distribution of hypervolume improvement from a bi-variate Gaussian random variable.
result The proposed ε\varepsilon-PoHVI acquisition function outperforms other related functions in Bayesian optimization.

Improved bounds for discrete probability distribution estimation under the ℓ∞ norm.

problem Estimating discrete probability distributions under the ℓ∞ norm with improved bounds.
method Minimax bounds in expectation and high-probability tail bounds.
result Resolved open questions posed in Kontorovich and Painsky (JMLR, 2025), including a fully empirical tightest risk bound and identifying the worst-case extremal distribution.

New probability path model improves flow matching forecasting performance.

problem Impact of probability path model selection on flow matching forecasting performance.
method Proposed a novel probability path model designed to improve forecasting performance.
result Our model achieves faster convergence during training and improved predictive performance compared to existing models.

Obtaining accurate and well calibrated probability estimates from classifiers is useful in many applications, for example, when minimising the expected cost of classifications. Existing methods of calibrating probability estimates are applied globally, ignoring the potential for improvements by applying a more fine-gra…

2018-07-31abs ↗pdf ↗

Paper improves tree probability estimation using stochastic optimization and variance reduction.

problem Improving tree probability estimation in phylogenetic inference.
method Introduces computationally efficient methods for training SBNs and variance reduction for optimization.
result Methods outperform previous baseline methods in tree topology probability estimation and Bayesian phylogenetic inference.

A key prerequisite to optimal reasoning under uncertainty in intelligent systems is to start with good class probability estimates. This paper improves on the current best probability estimation trees (Bagged-PETs) and also presents a new ensemble-based algorithm (MOB-ESP). Comparisons are made using several benchmark …

2012-07-11abs ↗pdf ↗

Quantum probability metrics improve distribution comparison in high dimensions.

problem Challenges in comparing probability distributions, especially in high-dimensional and non-compact domains.
method Quantum probability metrics (QPMs) derived from quantum state spaces, overcoming limitations of MMD.
result QPMs offer enhanced sensitivity to subtle distributional differences in high dimensions and improve performance in generative modeling.

Improves probability estimates for small datasets in multi-class problems.

problem Inaccurate probability estimates in classification tasks, especially on small datasets.
method Introduced Data Generation and Grouping algorithm to improve calibration on small datasets, then applied to multi-class problems.
result Calibration error can be decreased using the proposed approach.

MPT improves CNN and energy-based models' OOD detection and generalization.

problem Challenging out-of-distribution detection in computer vision.
method Applying Maximum Probability Theorem as a regularization scheme in CNN and energy-based models.
result MPT-based regularization strategy stabilizes and improves generalization and robustness of base models.

This work improves deep neural network probability estimation methods.

problem Estimating probabilities from high-dimensional data with inherent uncertainty.
method Investigates and compares methods for probability estimation using deep neural networks, proposing a new method that promotes consistent probabilities.
result The new method outperforms existing approaches on most metrics on simulated and real-world data.

Focal loss improves classification but not class-posterior probability estimation.

problem Improving class-posterior probability estimation from focal loss.
method Proved classification-calibration and derived a transformation to recover true class-posterior probabilities.
result A transformation of the confidence score from focal loss minimization allows recovery of true class-posterior probabilities.

In many classification problems it is desirable to output well-calibrated probabilities on the different classes. We propose a robust, non-parametric method of calibrating probabilities called SplineCalib that utilizes smoothing splines to determine a calibration function. We demonstrate how applying certain transforma…

2018-09-20abs ↗pdf ↗

This paper improves learning uncertain Bayesian networks from incomplete data.

problem Learning conditional probabilities in Bayesian networks with limited data.
method Develops methods to estimate and quantify uncertainty in conditional probabilities with incomplete data.
result Improves state-of-the-art approaches for handling uncertain Bayesian networks with incomplete data.

The paper improves the probability flow ODE sampler for faster sampling of natural images.

problem Improving the convergence rate of the probability flow ODE sampler.
method Adapting the probability flow ODE sampler to exploit intrinsic low-dimensional structures in natural image data.
result Achieves a dimension-free convergence rate of O(k/T)O(k/T) in total variation distance, improving upon existing results.

This work presents a new classifier that is specifically designed to be fully interpretable. This technique determines the probability of a class outcome, based directly on probability assignments measured from the training data. The accuracy of the predicted probability can be improved by measuring more probability es…

2017-10-27abs ↗pdf ↗

Binary classification models get more efficient predictive probabilities.

problem Computing predictive probabilities in Bayesian probit models is computationally challenging.
method Use of expectation propagation (EP) to find a closed-form expression for predictive probabilities.
result Closed-form predictive probabilities improve over existing methods.

New linear algorithms improve wSVMs for multiclass probability estimation.

problem Estimating conditional probabilities for multiclass problems.
method Proposed baseline learning and OVA learning schemes to improve wSVMs.
result Linear algorithms achieve optimal computational efficiency and good estimation accuracy.

RePULSe improves language model alignment by reducing undesired outputs without sacrificing overall performance.

problem Aligning language models with human preferences while minimizing undesired outputs.
method Integrates probabilistic inference into RL training to reduce undesired outputs.
result RePULSe achieves a better balance between expected reward and undesired output probability.

DP-SPRT improves privacy in sequential tests with near-optimal error rates.

problem Privacy constraints in sequential probability ratio tests.
method A wrapper for SPRT that uses a private mechanism to determine when to stop based on predefined intervals.
result DP-SPRT achieves near-optimal error rates and privacy guarantees.

This paper optimizes Bayesian acquisition functions in Gaussian Processes for better optimization.

problem Improving the efficiency of Bayesian optimization methods.
method Analysis of different acquisition functions and optimizers for optimizing Bayesian acquisition functions.
result Optimization of acquisition functions leads to faster and more accurate sampling points.

This paper introduces Probability Engineering to improve deep learning models.

problem Challenges in traditional probabilistic modeling for AI applications.
method Treats learned probability distributions as engineering artifacts and actively modifies them.
result Improves robustness, efficiency, adaptability, and trustworthiness of deep learning models.

Adaptive learning rates improve FTPL's BOBW guarantees in bandit problems.

problem Improving Follow-the-Perturbed-Leader's BOBW guarantees in bandit problems.
method Introducing surrogate probability functions to compute adaptive learning rates without exact probabilities.
result BOBW guarantees for FTPL with Pareto perturbations for any α>1α>1.

New algorithm reduces high-probability regret for time-varying feedback graphs.

problem High-probability regret bounds for adversarial bandits with time-varying feedback graphs.
method Online mirror descent framework with innovative techniques for pessimistic loss estimators.
result Achieves optimal high-probability regret bound for general and weakly observable graphs.

Knowledge distillation improves model accuracy by mimicking teacher model probabilities.

problem Improving model accuracy through model compression.
method Casting knowledge distillation as a semiparametric inference problem, deriving new guarantees, and developing enhancements.
result Enhancements improve student performance by mitigating teacher overfitting and underfitting.

The task of calibration is to retrospectively adjust the outputs from a machine learning model to provide better probability estimates on the target variable. While calibration has been investigated thoroughly in classification, it has not yet been well-established for regression tasks. This paper considers the problem…

2018-06-20abs ↗pdf ↗

Develops a new divergence framework that combines ff-divergences and IPMs.

problem Comparing distributions that are not absolutely continuous.
method Introduces (f,Γ)(f,Γ)-divergences as a two-stage mass-redistribution/mass-transport process.
result Improves estimation, learning, and uncertainty quantification in GANs for heavy-tailed distributions.

The article compares neural networks and logistic regression for credit scoring and introduces a new probability calibration technique.

problem Improving credit scoring accuracy using machine learning techniques.
method Comparison of logistic regression and neural networks, feature importance assessment, temporal feature inclusion, and SURE probability calibration.
result Neural networks can slightly improve credit scoring performance, and SURE calibration technique enhances probability calibration.

New acquisition function improves batch Bayesian active learning.

problem BatchBALD conflates epistemic and aleatoric uncertainty, leading to suboptimal performance.
method Focus on predictive probabilities to separate epistemic uncertainty, leading to better performance and faster evaluation.
result The new acquisition function performs better and allows for larger batches.

Temporal aggregation reveals latent default correlation from monthly data.

problem Understanding effective default correlation from monthly default data.
method Temporal coarse-graining of latent default-probability paths.
result Temporal coarse-graining improves identifiability and reduces over-allocation of long-horizon fluctuations.

A random forest is a popular tool for estimating probabilities in machine learning classification tasks. However, the means by which this is accomplished is unprincipled: one simply counts the fraction of trees in a forest that vote for a certain class. In this paper, we forge a connection between random forests and ke…

2018-12-14abs ↗pdf ↗

Improved probabilistic forecasts using behavioral transformations.

problem Improving accuracy and consistency of probabilistic asset price forecasts.
method Behavioral transformation of fundamental expectations to disentangle sentiment-induced biases.
result Substantial forecast gains across various models and risk-preferences.

New algorithms estimate and test collision probability with near-optimal sample complexity.

problem Estimating and testing collision probability in discrete distributions.
method Developed algorithms for (α,β)(α, β)-local differential privacy and sequential testing.
result Achieved nearly optimal sample complexity for estimating and testing collision probability.

Temporal coarse-graining of latent default paths explains effective correlation in corporate defaults.

problem Understanding effective default correlation in corporate defaults.
method Temporal coarse-graining of latent default-probability paths, applied to corporate default-count data.
result Temporal coarse-graining provides a scale-consistent baseline that improves identifiability and reduces over-allocation of long-horizon fluctuations.

Improved algorithm for selecting a hypothesis locally privately with fewer queries.

problem Locally private hypothesis selection with minimal privacy-preserving queries.
method Introduces a Scheffé graph to reduce query complexity for hypothesis selection.
result Algorithm performs O~(k3/2)\tilde{O}(k^{3/2}) queries, improving on previous methods.