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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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1 result for “RePPI”
Unified Inference Framework for Single and Multi-Player Performative Prediction: Method and Asymptotic Optimalitystat.ML

Unified framework for predicting data changes influenced by predictions.

problem Complex feedback loops in environments where predictions alter data distributions.
method Repeated Risk Minimization (RRM) and two-step plug-in estimator integrating RePPI and Importance Sampling.
result Achieves semiparametric efficiency bound and robustness under mild misspecification.
performative predictionasymptotic optimalitystatistical inferencedynamic environmentsRePPI
2026-02-03abs ↗pdf ↗