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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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48 results for TUG test

We develop an option pricing model based on a tug-of-war game. This two-player zero-sum stochastic differential game is formulated in the context of a multi-dimensional financial market. The issuer and the holder try to manipulate asset price processes in order to minimize and maximize the expected discounted reward. W…

2014-10-07abs ↗pdf ↗

New methods reveal symmetries in Chern-Simons theory.

problem Understanding symmetries in Chern-Simons theory.
method Introduced a special basis in the center of the universal enveloping algebra to present group factors in arbitrary representations.
result Computed Vassiliev invariants and proved the tug-the-hook symmetry of the colored HOMFLY polynomial.

Novel symmetry found in colored HOMFLY polynomials from superalgebras.

problem Understanding symmetries in colored HOMFLY polynomials.
method Exploring the sl(NM)\mathfrak{sl}(N|M) superalgebra to find a symmetry.
result A symmetry relating polynomials colored by different representations.

A method to prevent image representation collapse through data-dependent augmentation.

problem Representation collapse due to image augmentations that damage information.
method Formalizing a stochastic encoding process with a tug-of-war between corruption and preserved information, using infoMax objective.
result Learning a data-dependent distribution of augmentations to avoid representation collapse.

Improved financial market calibration reveals large excess volatility.

problem Large excess volatility in financial markets.
method Extended Chiarella model to handle long-term value drifts, calibrated on multiple asset classes.
result Large excess volatility (factor ≈ 4 for stock indices) and bimodal mispricing distribution.

Noise can affect the overparametrization of QNNs, enabling new directions but also suppressing sensitivity.

problem The overparametrization of QNNs in the presence of noise.
method Analyzing the Quantum Fisher Information Matrix (QFIM) to understand how noise affects the rank of QFIM.
result Noise can turn previously-zero eigenvalues of the QFIM to non-zero, enabling exploration of new directions.

Modeling vessel speed to balance efficiency and environmental risks in Arctic shipping.

problem Balancing vessel speed with environmental and ecological risks in Arctic shipping.
method Inverse control constrained optimization framework with risk parameters estimated from AIS data.
result Distinct decision-making patterns across vessel types and navigational statuses, with varying sensitivity to ice and whale risks.

A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the samples. The choice of block size allows control over the tradeoff between test power and computatio…

2013-07-08abs ↗pdf ↗

USP test improves on Pearson's chi-squared and GG-test for independence.

problem Deficiencies in Pearson's chi-squared and GG-test for independence.
method USP test based on UU-statistic estimator of population dependence measure.
result USP test controls size, handles small cell counts, and detects minimal violations of independence.

This paper provides a comprehensive survey of Machine Learning Testing (ML testing) research. It covers 144 papers on testing properties (e.g., correctness, robustness, and fairness), testing components (e.g., the data, learning program, and framework), testing workflow (e.g., test generation and test evaluation), and …

2019-06-19abs ↗pdf ↗

Robust test for distributions under Hellinger distance, simpler than optimal tests.

problem Testing and estimating distributions robustly under Hellinger distance.
method Simple robust hypothesis test with optimal sample complexity, robust to Hellinger distance perturbations.
result Empirically demonstrated robustness and power of the test on canonical distributions.

Simple methods combine statistical tests for out-of-distribution detection.

problem Detecting data points not following the training distribution.
method Combining classical parametric tests (Rao's score test) and a typicality test.
result Combining Fisher's method of test statistics improves out-of-distribution detection accuracy.

Unified score and distance-based GoF tests for model adequacy.

problem Difficulty in extending score-based GoF tests to nonparametric alternatives.
method Introducing semiparametric kernelized Stein discrepancy (SKSD) test.
result SKSD test is computationally efficient and universally consistent.

New methods for CI testing under model misspecification.

problem Challenges in CI testing with misspecified models.
method Proposes new approximations and upper bounds for testing errors of regression-based CI tests.
result Introduces the Rao-Blackwellized Predictor Test (RBPT) robust against misspecified inductive biases.

Discusses MultiFIT for multivariate dependence, comparing it to HSIC tests.

problem Comparing Multiscale Fisher's Independence Test (MultiFIT) to HSIC tests for multivariate dependence.
method Compares MultiFIT to HSIC tests, highlighting exact level control and performance limitations.
result Observes performance limitations of MultiFIT in terms of test power.

The repeated community-wide reuse of test sets in popular benchmark problems raises doubts about the credibility of reported test-error rates. Verifying whether a learned model is overfitted to a test set is challenging as independent test sets drawn from the same data distribution are usually unavailable, while other …

2019-03-06abs ↗pdf ↗

Develops hypothesis tests for conditional distributions using learning-theoretic bounds.

problem Testing differences in conditional distributions and functionals.
method Transforming learning-theoretic bounds into hypothesis tests for conditional expectations.
result Establishes comprehensive foundation for conditional testing, including theoretical guarantees and practical implementations.

Paper proposes a new method for more accurate group testing of infected patients.

problem Identifying infected patients efficiently with reduced tests and corrected errors.
method Adaptive design of pools based on Bayesian posterior prediction using belief propagation algorithm.
result The proposed method results in more accurate identification of infected patients.

Improved MMD test for two-sample testing with random Fourier features.

problem Quadratic-time complexity of MMD test for large-scale analysis.
method Approximated MMD test using random Fourier features, investigating time-power trade-off.
result Sub-quadratic time complexity with same minimax separation rates as MMD test.

Distance correlation has gained much recent attention in the data science community: the sample statistic is straightforward to compute and asymptotically equals zero if and only if independence, making it an ideal choice to discover any type of dependency structure given sufficient sample size. One major bottleneck is…

2019-12-27abs ↗pdf ↗

Paper proposes a robust test for high-dimensional models with large covariates and instruments.

problem Testing high-dimensional linear instrumental variable models with large covariates and instruments.
method Introduces a test based on the maximum norm of multiple parameters and a power-enhanced test.
result The proposed test is robust to heteroskedastic errors and has higher power than existing tests.

The study analyzes group testing algorithms for identifying defective items with high confidence.

problem Identifying defective items from a population using group testing with high confidence.
method Formulated as a function learning problem using the PAC framework, analyzed three algorithms: column matching, combinatorial basis pursuit, and definite defectives.
result Derived bounds on the number of tests needed for approximate set identification, comparing with existing bounds and simulating performance.

We propose a novel adaptive test of goodness-of-fit, with computational cost linear in the number of samples. We learn the test features that best indicate the differences between observed samples and a reference model, by minimizing the false negative rate. These features are constructed via Stein's method, meaning th…

2017-05-22abs ↗pdf ↗

A permutation-based SW test achieves minimax-optimal power for two-sample testing.

problem Nonparametric two-sample testing using the sliced Wasserstein distance.
method Proposes a permutation-based SW test and analyzes its performance.
result Achieves minimax separation rate n1/2n^{-1/2} over multinomial and bounded-support alternatives.

We conduct an extensive evaluation of price jump tests based on high-frequency financial data. After providing a concise review of multiple alternative tests, we document the size and power of all tests in a range of empirically relevant scenarios. Particular focus is given to the robustness of test performance to the …

2017-08-31abs ↗pdf ↗

This paper explores the information-theoretic limitations of graph property testing in zero-field Ising models. Instead of learning the entire graph structure, sometimes testing a basic graph property such as connectivity, cycle presence or maximum clique size is a more relevant and attainable objective. Since property…

2017-09-20abs ↗pdf ↗

Meta two-sample testing uses auxiliary data to quickly find powerful tests from limited samples.

problem Challenges in identifying powerful kernels for distinguishing complex distributions with limited data.
method Introduces meta two-sample testing (M2ST) to leverage abundant auxiliary data on related tasks.
result Proposed algorithms improve over baselines and identify powerful tests from scarce observations.

We consider the problem of comparing probability densities between two groups. A new probabilistic tensor product smoothing spline framework is developed to model the joint density of two variables. Under such a framework, the probability density comparison is equivalent to testing the presence/absence of interactions.…

2019-11-06abs ↗pdf ↗

Machine learning improves diagnostic test accuracy for bovine tuberculosis.

problem Improving diagnostic test sensitivity for bovine tuberculosis.
method Machine learning to assess risk landscapes and predict infection.
result Test sensitivity improved, detecting 240 more infected herds per year.