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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.

168,695 papers · 148 categories

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111222333444 · Jun 202019922001200920172026
48 results for Statistical Inference

EFI automates statistical inference for big data.

problem Statistical inference for model parameters based on observations.
method EFI uses stochastic gradient Markov chain Monte Carlo and sparse deep neural networks.
result EFI provides higher fidelity in parameter estimation and automates the inference process.

Efficient method for tensor linear form inference with noisy incomplete data.

problem Statistical inference of tensor linear forms with incomplete and noisy observations.
method Initial estimate + debiasing + one-step power iteration.
result Optimal uncertainty quantification and statistical-to-computational gaps examined.

New method for valid and exact statistical inference of multi-dimensional change-points.

problem Statistical inference of change-points in multi-dimensional sequences.
method Proposes a method to guarantee the statistical reliability of both location and components of detected changes.
result Demonstrates the effectiveness of the method in genomic abnormality identification and human behavior analysis.

Paper uses learned summary statistics for Bayesian inference with difficult likelihood functions.

problem Difficult to obtain exact likelihood function for observation data and simulation model.
method Simulation-based inference with learned summary statistics, using Cressie-Read discrepancy criterion.
result Effective inference performed over selected sample sets of observation data.

New method improves statistical inference using machine learning-imputed data.

problem Improving statistical inference with imputed data from machine learning.
method Two-phase sampling approach for Z-estimation with ML-imputed outcomes.
result Guaranteed efficiency matching or exceeding classical inference, regardless of prediction quality.

U-statistics improve gradient estimation in importance-weighted variational inference.

problem High variance in gradient estimation for importance-weighted variational inference.
method Use U-statistics to average base gradient estimators on overlapping batches of size m, achieving lower variance.
result U-statistic variance reduction leads to modest to significant improvements in inference performance.

Paper develops online statistical inference methods for stochastic optimization using Kiefer-Wolfowitz algorithms.

problem Online statistical inference of model parameters in stochastic optimization problems.
method Kiefer-Wolfowitz algorithm with random search directions, asymptotic distribution analysis.
result Developed valid confidence intervals for online statistical inference.

Valid inference method for DTW distance for abnormal time-series detection.

problem Statistical inference on DTW distance under uncertain conditions.
method Conditional selective inference framework to derive valid p-values.
result First method to provide valid p-values for DTW distance.

Unified framework for statistical inference in gradient boosting regression.

problem Challenges in statistical inference and uncertainty quantification for gradient boosting.
method Integrates dropout or parallel training with regularization for CLT in boosting.
result Increasing dropout rate and parallel trees enhances signal recovery and performance.

Study trade-offs between statistical and computational efficiency in variational inference.

problem Optimizing statistical accuracy vs. computational efficiency in Bayesian inference.
method Case study on Gaussian inferential models with diagonal plus low-rank precision matrices, analyzing Bayesian posterior inference and frequentist uncertainty quantification errors.
result Lower-rank models reduce variance and accelerate convergence but increase posterior inference error.

The paper extends statistical inference methods for black-box generative models.

problem Understanding and validating black-box generative models without access to their internal data.
method Develops model-level statistical inference tasks using generative model representations.
result Model-level representations are effective for multiple inference tasks.

Solla discusses neural processing using statistical physics and Bayesian methods.

problem Understanding neural information processing through statistical physics.
method Bayesian inference, Gibbs description, Generalized Linear Models, dimensionality reduction.
result Connection between neural processing and statistical physics.

We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference in the absence of a likelihood function. The popular synthetic likelihood appro…

2016-11-30abs ↗pdf ↗

This paper develops dimension-agnostic inference methods for high-dimensional data.

problem Understanding how classical inference methods behave in high-dimensional settings.
method Using variational representations, sample splitting, and self-normalization to create a refined test statistic.
result The resulting statistic has a Gaussian limiting distribution regardless of how dimensionality scales with sample size.

Cookbook transforms constrained statistical inference into unconstrained problems.

problem Transforming constrained statistical inference into unconstrained problems.
method Bijective and diffeomorphisms parametrizations.
result Maintains statistical inference properties like identifiability.

Paper develops robust policy evaluation for reinforcement learning with outlier and heavy-tailed rewards.

problem Outlier contamination and heavy-tailed rewards in reinforcement learning.
method Develops a fully online robust policy evaluation procedure and efficient statistical inference.
result Establishes the Bahadur-type representation of the estimator and develops an online inference procedure.

We present a novel method for frequentist statistical inference in MM-estimation problems, based on stochastic gradient descent (SGD) with a fixed step size: we demonstrate that the average of such SGD sequences can be used for statistical inference, after proper scaling. An intuitive analysis using the Ornstein-Uhlen…

2017-05-21abs ↗pdf ↗

This paper analyzes Local SGD for federated learning, achieving both statistical and communication efficiency.

problem Statistical estimation and inference in federated learning with decentralized data.
method Local SGD, a multi-round estimation procedure using intermittent communication.
result Local SGD achieves both statistical efficiency and communication efficiency.

New method improves active statistical inference by reducing noise.

problem Inaccurate uncertainty estimates in active sampling lead to noisy results.
method Robust sampling strategies that interpolate between uniform and active sampling based on uncertainty scores.
result The robust sampling ensures that the estimator is never worse than uniform sampling and usually outperforms active inference.

The paper proposes methods to infer from privacy-protected data using simulation-based techniques.

problem Valid statistical inference from privacy-protected data is computationally challenging.
method Simulation-based inference methods, including sequential Monte Carlo and neural conditional density estimators.
result Valid statistical inferences can be made from privacy-protected data.

Generative models are reinterpreted in statistical terms, enabling better understanding and inference.

problem Insufficient interpretability of generative models in statistical terms.
method Flow matching and orthogonalization/cross-fitting in double/debiased machine learning.
result Generative models can be used to estimate nuisance components while maintaining inferential validity.

A new framework bridges classical and machine learning methods for reliable inference from complex models.

problem Intractable likelihood functions in complex systems make classical statistics ineffective for likelihood-free inference.
method Likelihood-Free Frequentist Inference (LF2I) framework that combines classical statistics and machine learning.
result Valid confidence sets with near finite-sample validity can be constructed for any parameter value.

We analyze a family of methods for statistical causal inference from sample under the so-called Additive Noise Model. While most work on the subject has concentrated on establishing the soundness of the Additive Noise Model, the statistical consistency of the resulting inference methods has received little attention. W…

2013-12-19abs ↗pdf ↗

Paper introduces PTL-SI for statistical inference in TL-HDR, controlling FPR.

problem Quantifying statistical significance in TL-HDR with limited data.
method PTL-SI framework for valid pp-values in TL-HDR feature selection.
result Valid pp-values and controlled FPR in TL-HDR feature selection.

Active inference uses machine learning to prioritize data labeling for more efficient statistical inference.

problem Efficiently collecting data points for statistical inference with limited labels.
method A machine learning-assisted approach that identifies uncertain data points for labeling.
result Achieves the same level of accuracy with fewer samples, resulting in smaller confidence intervals and more powerful p-values.

Paper establishes statistical inference for pairwise comparison models.

problem Statistical inference for pairwise comparison models when the number of subjects diverges.
method Identifies Fisher information matrix as a weighted graph Laplacian for asymptotic normality.
result Near-optimal asymptotic normality result for maximum likelihood estimator.

KIPLMC methods improve statistical inference in latent variable models.

problem Statistical inference in latent variable models.
method Joint diffusion process in parameter and latent variable spaces, with two explicit discretizations.
result KIPLMC methods achieve accelerated convergence rates in Wasserstein-2 distance.