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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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206413619825 · Jun 202019922001200920172026
48 results for Realness estimation

TAKDE optimizes kernel density estimation for real-time dynamic processes.

problem Real-time density estimation in applications like computer vision and signal processing.
method Derives asymptotic mean integrated squared error (AMISE) upper bound for 'sliding window' kernel density estimator and proposes TAKDE as a novel, theoretically optimal estimator.
result TAKDE outperforms other dynamic density estimators in terms of test log-likelihood and runtime.

Paper proposes real-time VaR estimation using quantile regression forest with conformal calibration.

problem Real-time estimation of Value at Risk (VaR) in rapidly changing markets.
method Quantile regression forest trained offline, real-time VaR estimates via observed risk factors, conformalized estimator for reliability.
result The proposed method provides reliable real-time VaR estimates.

Real-time uncertainty estimation for computer vision tasks.

problem Real-time inference of uncertainty in deep learning models.
method Uncertainty-Aware Distribution Distillation method for fast inference.
result Significantly reduced inference time with improved uncertainty and predictive performance.

A new real-time method estimates system matrices and states using Kalman filter.

problem Real-time estimation of system matrices and states using Kalman filter.
method Estimation in an observation space, time-invariant interval, and online learning framework.
result Extraordinary performance in estimating matrices for damped oscillation model.

Study improves queue length estimation from connected vehicles by filtering parameters.

problem Large errors in estimated queue lengths at low market penetration rates.
method Used Kalman and Particle filters as multilevel real-time estimators.
result Filters reduce estimation errors and improve accuracy within 15 minutes.

InfoAtlas speeds up MI estimation for real-time data analysis.

problem Efficiently measuring statistical dependency between high-dimensional datasets.
method Directly infers mutual information in a single forward pass using a pretrained model.
result Matches state-of-the-art accuracy with 100x speedup.

Study introduces a benchmark suite for evaluating neural MI estimators on real-world unstructured datasets.

problem Lack of comprehensive evaluation methods for neural MI estimators on real-world unstructured datasets.
method Developed a benchmark suite using same-class sampling and a binary symmetric channel trick.
result Showed accurate manipulation of true MI values of real-world datasets.

Evaluation of the marginal likelihood plays an important role in model selection problems. The widely applicable Bayesian information criterion (WBIC) and singular Bayesian information criterion (sBIC) give approximations to the log marginal likelihood, which can be applied to both regular and singular models. When the…

2019-06-04abs ↗pdf ↗

Improved real-time UAV terrain following with RVM-RLS filter.

problem Accurate real-time waypoints estimation under measurement noise in nonlinear, time-varying systems.
method Residual Variance Matching Recursive Least Squares (RVM-RLS) filter guided by RVME criterion.
result Improved waypoints estimation accuracy by approximately 88% compared to benchmarks.

Study reveals gaps between simulated and real-world treatment effect evaluation metrics.

problem Evaluation of treatment effect estimation models differs between academic and practical settings.
method Comprehensive empirical study comparing semi-simulated benchmarks and real-world datasets.
result Counterfactual metrics do not reliably predict observable metrics, and rankings from simulated benchmarks do not generalize to real-world data.

The growth rate of real GDP per capita in the biggest OECD countries is represented as a sum of two components - a steadily decreasing trend and fluctuations related to the change in some specific age population. The long term trend in the growth rate is modelled by an inverse function of real GDP per capita with a con…

2012-05-25abs ↗pdf ↗

In this paper, we consider gradient estimates for two type of nonlinear parabolic equations under the Ricci flow: one is the equation ut=Δu+aulogu+buu_t=Δu+au\log u+bu with a,ba,b two real constants, the other is ut=Δu+λuαu_t=Δu+λu^α with λ,αλ,α two real constants. By a suitable scaling for the above two equations, we obtain Hamilton-So…

2015-08-30abs ↗pdf ↗

We study the problem of distribution to real-value regression, where one aims to regress a mapping ff that takes in a distribution input covariate PIP\in \mathcal{I} (for a non-parametric family of distributions I\mathcal{I}) and outputs a real-valued response Y=f(P)+εY=f(P) + ε. This setting was recently studied, and a "K…

2013-11-10abs ↗pdf ↗

A new method learns noise characteristics for better state estimation in real-time systems.

problem Challenges in accurately estimating states due to uncertainty in process and measurement models.
method Proposes a learning-based approach with different loss functions to identify noise characteristics.
result Demonstrates improved performance in real-time vehicle state estimation.

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.

We consider the problem of accurately estimating the reliability of workers based on noisy labels they provide, which is a fundamental question in crowdsourcing. We propose a novel lower bound on the minimax estimation error which applies to any estimation procedure. We further propose Triangular Estimation (TE), an al…

2016-06-01abs ↗pdf ↗

New method ensures generated data statistics match real data distributions.

problem Ensuring generated data statistics match real data distributions in GANs.
method Added a new loss term to the generator loss function using f-divergences and kernel density estimation.
result Improved performance on synthetic and real-world datasets.

New method estimates treatment effects across different populations.

problem Estimating treatment effects across populations with changing distributions.
method SBRL-HAP framework combining balancing and independence regularizers with hierarchical attention.
result Significant improvement in HTE estimation across out-of-distribution populations.

RealCause provides a realistic benchmark for causal inference.

problem Lack of a reliable benchmark for comparing causal effect estimators.
method Flexible generative models to create a benchmark that is both ground-truth and realistic.
result Evaluation of over 1500 causal estimators provides evidence for choosing hyperparameters using predictive metrics.

SurvHTE-Bench benchmarks HTE estimation in survival analysis with diverse datasets.

problem Challenges in estimating HTEs from right-censored survival data.
method Modular synthetic datasets, semi-synthetic datasets, and real-world datasets.
result First rigorous comparison of survival HTE methods under diverse conditions.

This work broadens optimal transport map estimation theory to stochastic settings.

problem Existing theory for optimal transport map estimation is restricted to deterministic maps under specific conditions.
method Introduces a novel metric for evaluating stochastic maps, develops computationally efficient estimators with robust guarantees.
result First general-purpose theory for map estimation compatible with real-world stochastic applications.

We present a multi-task learning approach to jointly estimate the means of multiple independent data sets. The proposed multi-task averaging (MTA) algorithm results in a convex combination of the single-task maximum likelihood estimates. We derive the optimal minimum risk estimator and the minimax estimator, and show t…

2011-07-21abs ↗pdf ↗

New estimator accurately estimates mean of real-valued distributions without variance knowledge.

problem Estimating the mean of real-valued distributions without prior variance knowledge.
method Introduces a novel estimator that converges sub-Gaussian and works across distributions with bounded variance.
result The estimator achieves accuracy of σ·(1+o(1))√(2log(1/δ)/n) with parameters n, δ, and σ².

The paper extends Strichartz's conjecture to spinor bundles over real hyperbolic spaces.

problem Extending Strichartz's conjecture to spinor bundles.
method Characterization of Poisson transform for spinor bundles and uniform L2L^2 estimates.
result Strichartz's conjecture is extended to spinor bundles over real hyperbolic spaces.

We show that a generic real projective n-dimensional hypersurface of degree 2n-1 contains "many" real lines, namely, not less than (2n-1)!!, which is approximately the square root of the number of complex lines. This estimate is based on the interpretation of a suitable signed count of the lines as the Euler number of …

2012-01-13abs ↗pdf ↗

RCUKF combines data-driven modeling and Bayesian estimation for accurate system state estimation.

problem Challenges in obtaining reliable process models for complex systems.
method Integrates reservoir computing with unscented Kalman filtering.
result Demonstrated effectiveness on benchmark problems and real-time vehicle trajectory estimation.

The study establishes inequalities for functions on manifolds using Green function estimates.

problem Developing inequalities for functions on manifolds.
method Used integral representations and uniform estimates for Green functions.
result Proved LpL^p Sobolev-type and Poincaré-type inequalities for functions on real and complex manifolds.

New research finds uncertainty estimation techniques fail to reliably detect abnormal medical cases.

problem Uncertainty estimation does not reliably detect out-of-distribution patients in medical tabular data.
method A series of tests on various uncertainty estimation techniques on real-world medical data.
result Almost all techniques fail to identify out-of-distribution patients, contradicting earlier findings.

STAD improves travel time estimation by learning from real traffic data.

problem Travel time estimation using GPS traces is inaccurate and requires offline optimization.
method STAD uses machine learning and real-time trip data to adjust travel time estimates.
result STAD reduces median absolute errors by 14% in Doha and New York City, and 29% in Porto.

The paper provides guidelines for choosing between SBI methods in complex biological models.

problem Choosing appropriate SBI methods for real-world biological data.
method Comprehensive guidelines and application to agent-based models.
result Statistical SBI methods outperform neural SBI methods with sufficient computational resources.

This paper presents the recurrent estimation of distributions (RED) for modeling real-valued data in a semiparametric fashion. RED models make two novel uses of recurrent neural networks (RNNs) for density estimation of general real-valued data. First, RNNs are used to transform input covariates into a latent space to …

2017-05-30abs ↗pdf ↗

Modern CATE models often fail to outperform a trivial zero-effect predictor, highlighting significant challenges.

problem Lack of robustness in CATE models when applied to real-world data.
method Large-scale benchmark study using diverse observational sampling strategies and novel statistics.
result 62% of CATE estimates have higher MSE than a trivial zero-effect predictor, indicating poor performance.

A new method predicts student skill success rates in real-time.

problem Accurate and explainable prediction of student skill success rates in real-time.
method Performance Distribution Tracing (PDT) using a Dynamic Bayesian Network with continuous random variables.
result PDT provides both explainability and accuracy in real-time predictions of student skill success rates.

Measuring Mutual Information (MI) between high-dimensional, continuous, random variables from observed samples has wide theoretical and practical applications. Recent work, MINE (Belghazi et al. 2018), focused on estimating tight variational lower bounds of MI using neural networks, but assumed unlimited supply of samp…

2019-05-08abs ↗pdf ↗