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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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106212317423 · Jun 202019922001200920172026
48 results for Synthetic rates

New strategy debiases synthetic data generated by DGMs for improved statistical inference.

problem Bias and imprecision in synthetic data generated by DGMs impede statistical convergence and inference.
method Debiasing strategy based on debiased and targeted machine learning.
result Enhanced convergence rates and accurate estimators with easily approximated variances.

Novel approach integrates Multivariate Square-root Lasso into Synthetic Control for high-dimensional data.

problem Challenges in practical implementation and computational efficiency of Synthetic Control method for high-dimensional disaggregated data.
method Integrates Multivariate Square-root Lasso into Synthetic Control framework.
result Demonstrates superior computational efficiency without compromising estimation accuracy.

Enhances FDR control in variable selection using neural networks.

problem Balancing rigorous error control with statistical power in high-dimensional variable selection.
method Learning-augmented T-Rex Selector framework with a neural network trained on synthetic datasets.
result Achieves superior detection of true variables compared to existing approaches.

New method generates private synthetic data with optimal utility for smooth queries.

problem Achieving strong utility guarantees for meaningful downstream analysis of sensitive datasets.
method Proposes a polynomial-time algorithm for generating (ε,δ)(\varepsilon,δ)-differentially private synthetic data with minimax optimal error rates for smooth queries.
result Achieves a minimax error rate of Ok,d(nmin{1,kd})O_{k,d}(n^{-\min \{1, \frac{k}{d}\}}) for kk-smooth queries, up to a log(n)\log(n) factor.

The rapid digital transformation without security considerations has resulted in the rise of global-scale cyberattacks. The first line of defense against these attacks are Network Intrusion Detection Systems (NIDS). Once deployed, however, these systems work as blackboxes with a high rate of false positives with no mea…

2019-08-26abs ↗pdf ↗

Paper proposes a sparse synthetic control method to select important predictors.

problem Choosing and weighting predictors affects synthetic control estimator performance.
method Sparse synthetic control procedure that penalizes predictors, derived in a linear factor model.
result Sparse synthetic control achieves lower bias and better post-treatment performance.

Hybrid model improves synthetic equity data generation.

problem Generating realistic synthetic financial time series.
method Discretized excess growth rates into states with Poisson jumps, estimating parameters directly.
result Framework achieved high pass rates for distributional and volatility clustering tests.

Synthetic augmentation helps but not always in imbalanced learning.

problem Imbalanced learning causes poor performance on rare classes.
method Developed a statistical framework for synthetic augmentation in imbalanced learning.
result Synthetic augmentation is not always beneficial and depends on the imbalance regime.

Paper proposes a method to estimate total variation distance for synthetic data fidelity.

problem Assessing the fidelity of synthetic data generated by AI.
method Discriminative approach to estimate total variation distance between two distributions.
result Estimation of total variation distance reduces to quantifying Bayes risk in classification.

Estimates treatment effects in panel data with general intervention patterns.

problem Estimating average treatment effects in panel data with heterogeneous treatment effects.
method Extends synthetic control framework to allow rate-optimal recovery of average treatment effects for general intervention patterns.
result First rate-optimal guarantees for general intervention patterns in estimating average treatment effects.

Model collapse occurs quickly for synthetic data generated by previous models.

problem Model quality degrades over recursive training on synthetic data.
method Theoretical and experimental evaluations of discrete and Gaussian distributions under near ML estimation.
result Model collapse for discrete distributions is approximately linearly dependent on the number of times a word occurs in the original corpus, and for Gaussian models, the standard deviation reduces to zero roughly at n iterations.

The paper provides theoretical guarantees for neural network-based anomaly detection.

problem Theoretical guarantees for unsupervised neural network-based anomaly detection.
method Casting anomaly detection as a binary classification problem, establishing non-asymptotic upper bounds and convergence rates.
result The convergence rate on the excess risk matches the minimax optimal rate.

New methods for inferring, predicting, and estimating continuous-time, discrete-event processes.

problem Inferring, predicting, and estimating entropy rate of continuous-time, discrete-event processes.
method Bayesian structural inference extended with neural networks.
result Methods are competitive for prediction and entropy-rate estimation with state-of-the-art.

CardiacGen generates realistic ECG signals for training deep learning models.

problem Creating realistic synthetic ECG signals for training deep learning models.
method Hierarchical deep generative model with multi-objective loss functions.
result Synthetic ECG signals from CardiacGen can be used for data augmentation and improve classifier performance.

This study analyzes communication constraints in MoE architectures using information theory.

problem Communication constraints in Mixture-of-Experts (MoE) architectures.
method Developed a rate-distortion characterization of finite-rate gating in MoE architectures using information theory.
result Yielded capacity-aware limits for communication-constrained MoE systems.

A novel approach models rating transitions using Lie groups and Deep Learning.

problem Modeling rating transitions with geometric properties and stochastic processes.
method Introducing Itô-SDEs on Lie groups, using TimeGAN for calibration, and examining rating matrix properties.
result The geometric approach using Lie groups and Deep Learning generates a good fit for rating transitions.

PrAda-GAN improves synthetic data generation under differential privacy.

problem Generating synthetic data under differential privacy with marginal-based methods.
method Sequential generator architecture integrating GAN and marginal-based approaches, with adaptive regularization of Bayes network structure.
result PrAda-GAN outperforms existing methods in privacy-utility trade-off on synthetic and real-world datasets.

Synthetic data augmentation can improve imbalanced classification metrics.

problem Improving imbalanced classification metrics
method Developing a framework for analyzing the effects of synthetic data augmentation on score-based classification
result Augmentation can improve AUROC, AUPRC, balanced accuracy, and F1 score

This paper reviews methods for constructing confidence intervals for error rates in 1:1 matching tasks.

problem Challenges in assessing uncertainty of error rates in matching algorithms, especially when data are dependent and error rates are low.
method Derives and examines statistical properties of methods for constructing confidence intervals for error rates in 1:1 matching tasks.
result Coverage and interval width vary with sample size, error rates, and data dependence.

In general, homeowners refinance in response to a decrease in interest rates, as their borrowing costs are lowered. However, it is worth investigating the effects of refinancing after taking the underlying costs into consideration. Here we develop a synthetic mortgage calculator that sufficiently accounts for such cost…

2016-03-05abs ↗pdf ↗

We present a unified framework for low-rank matrix estimation with nonconvex penalties. We first prove that the proposed estimator attains a faster statistical rate than the traditional low-rank matrix estimator with nuclear norm penalty. Moreover, we rigorously show that under a certain condition on the magnitude of t…

2015-05-18abs ↗pdf ↗

New method for estimating heterogeneous treatment effects in panel data.

problem Estimating heterogeneous treatment effects in non-stationary, temporally dependent panel data.
method Proposes H1SL and H2SL, synthetic learners for panel data, based on existing non-panel data estimators.
result Established convergence rates for proposed estimators and demonstrated superior performance.

Latent Noise Injection improves synthetic data generation for privacy and statistical alignment.

problem Slow convergence of generative models in high-dimensional settings.
method Latent Noise Injection using Masked Autoregressive Flows (MAF).
result Synthetic data closely reflects the underlying distribution, especially in high-dimensional settings.

Exploiting low-rank structure of the user-item rating matrix has been the crux of many recommendation engines. However, existing recommendation engines force raters with heterogeneous behavior profiles to map their intrinsic rating scales to a common rating scale (e.g. 1-5). This non-linear transformation of the rating…

2018-10-31abs ↗pdf ↗

We prove that, under low noise assumptions, the support vector machine with NmN\ll m random features (RFSVM) can achieve the learning rate faster than O(1/m)O(1/\sqrt{m}) on a training set with mm samples when an optimized feature map is used. Our work extends the previous fast rate analysis of random features method from…

2018-09-12abs ↗pdf ↗

Rate-In dynamically adjusts dropout rates during inference to improve uncertainty estimation in neural networks.

problem Static dropout rates lead to suboptimal uncertainty estimates in neural networks.
method Rate-In dynamically adjusts dropout rates using information-theoretic principles.
result Rate-In improves calibration and sharpens uncertainty estimates compared to fixed or heuristic dropout rates.

New methods control false discoveries near the boundary in conformal novelty detection.

problem Over-optimistic assessments near the rejection threshold in conformal novelty detection.
method Support line (SL) correction and alternative procedures to control boundary false discovery rate (bFDR).
result New procedures control the boundary false discovery rate (bFDR) in the conformal setting.

C-PP-COAD detects anomalies with limited real data, reducing dependency on real calibration data.

problem Limited real calibration data for online anomaly detection.
method Context-aware prediction-powered conformal online anomaly detection (C-PP-COAD).
result Significantly reduces dependency on real calibration data without compromising FDR control.

This paper provides a method for noise-calibrated inference from DP synthetic data.

problem Inference from DP synthetic data is often miscalibrated and lacks principled uncertainty quantification.
method Release DP sufficient statistics, perform noise-calibrated likelihood-based inference, and optional synthetic data generation.
result Asymptotic normality and valid confidence intervals for the plug-in DP MLE.

Most of the existing recommender systems use the ratings provided by users on individual items. An additional source of preference information is to use the ratings that users provide on sets of items. The advantages of using preferences on sets are two-fold. First, a rating provided on a set conveys some preference in…

2019-04-22abs ↗pdf ↗

The study analyzes convergence rates for sparse pivotal estimators in high-dimensional regression.

problem Sparse pivotal estimation in high-dimensional regression problems.
method Theoretical analysis and comparison of non-smooth + non-smooth optimization problems, including smoothing techniques.
result Minimax sup-norm convergence rates for square-root Lasso-type estimators are derived.