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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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6371,2741,9102,547 · Jun 202019922001200920172026
48 results for Type I and Type II Errors

We formulate statistical watermarking as hypothesis testing and establish near-optimal bounds.

problem Statistical watermarking in the context of hypothesis testing.
method Formulated as a hypothesis testing problem, using coupling of output tokens and rejection regions.
result Established nearly matching upper and lower bounds on the number of i.i.d. tokens required for small Type I and Type II errors.

Despite the great success of deep neural networks, the adversarial attack can cheat some well-trained classifiers by small permutations. In this paper, we propose another type of adversarial attack that can cheat classifiers by significant changes. For example, we can significantly change a face but well-trained neural…

2018-09-03abs ↗pdf ↗

Combines cost-sensitive and Neyman-Pearson paradigms for better binary classification.

problem Asymmetric binary classification problems with unequal error severities.
method Develops TUBE-CS algorithm to bridge cost-sensitive and Neyman-Pearson paradigms.
result High-probability control of population type I error.

The Neyman-Pearson (NP) paradigm in binary classification seeks classifiers that achieve a minimal type II error while enforcing the prioritized type I error controlled under some user-specified level αα. This paradigm serves naturally in applications such as severe disease diagnosis and spam detection, where people h…

2018-02-07abs ↗pdf ↗

FactTest assesses LLM factuality with Type I error control.

problem Lack of rigorous factuality verification for LLMs.
method Formulates factuality testing as hypothesis testing, ensuring Type I and II error control.
result Improves model accuracy by over 40% in abstaining from unknown questions.

Most existing binary classification methods target on the optimization of the overall classification risk and may fail to serve some real-world applications such as cancer diagnosis, where users are more concerned with the risk of misclassifying one specific class than the other. Neyman-Pearson (NP) paradigm was introd…

2015-08-13abs ↗pdf ↗

Motivated by problems of anomaly detection, this paper implements the Neyman-Pearson paradigm to deal with asymmetric errors in binary classification with a convex loss. Given a finite collection of classifiers, we combine them and obtain a new classifier that satisfies simultaneously the two following properties with …

2011-02-28abs ↗pdf ↗

DP synthetic data may inflate statistical test results, caution advised.

problem Inflated Type I errors in statistical tests on DP-synthetic data.
method Evaluation of Mann-Whitney U test, t-test, chi-squared test, and median test on DP-synthetic data generated from real-world and simulated datasets using various DP-synthetic data generation methods.
result A large portion of evaluation results showed inflated Type I errors, especially at low privacy levels.

SONAR improves outlier detection for streaming data with strong theoretical guarantees.

problem Outlier detection for non-stationary streaming data with high Type I/II errors.
method SONAR is an efficient SGD-based OCSVM solver with strong convex regularization and lifelong learning guarantees.
result SONAR outperforms traditional OCSVM in Type I/II error rates under non-stationary data.

Optimal classification rules control error rates in multiclass mixture models.

problem Classifying observations in multiclass mixture models while controlling error rates.
method Finding optimal classification rules by searching an optimal region in the observation space, using Maximum A Posteriori (MAP) rule and heuristic computation.
result The FDR-like optimal rule can be significantly less conservative than thresholded MAP rules.

Gaussian graphical model is a graphical representation of the dependence structure for a Gaussian random vector. It is recognized as a powerful tool in different applied fields such as bioinformatics, error-control codes, speech language, information retrieval and others. Gaussian graphical model selection is a statist…

2017-01-09abs ↗pdf ↗

Study detects signals in spiked Wigner models using log likelihood ratio.

problem Detecting signals in rank-one spiked Wigner models with non-Gaussian noise.
method Proved asymptotic normality of log likelihood ratio and computed error thresholds.
result Optimal signal-to-noise ratio threshold for reliable detection.

DP-SPRT improves privacy in sequential tests with near-optimal error rates.

problem Privacy constraints in sequential probability ratio tests.
method A wrapper for SPRT that uses a private mechanism to determine when to stop based on predefined intervals.
result DP-SPRT achieves near-optimal error rates and privacy guarantees.

In regression settings where explanatory variables have very low correlations and there are relatively few effects, each of large magnitude, we expect the Lasso to find the important variables with few errors, if any. This paper shows that in a regime of linear sparsity---meaning that the fraction of variables with a n…

2015-11-05abs ↗pdf ↗

New method uses CDMs to improve CI testing without distributional assumptions.

problem Testing conditional independence when the conditional distribution is unknown.
method Uses conditional diffusion models (CDMs) to approximate XZX|Z and a classifier-based CMI estimator.
result Proposed method performs better than GAN-based CI tests and controls type I and II errors.

We characterize the asymptotic performance of nonparametric one- and two-sample testing. The exponential decay rate or error exponent of the type-II error probability is used as the asymptotic performance metric, and an optimal test achieves the maximum rate subject to a constant level constraint on the type-I error pr…

2019-08-27abs ↗pdf ↗

The paper tackles data misappropriation in LLMs by embedding watermarks and testing for their presence.

problem Detecting data misappropriation in LLMs trained on copyrighted data.
method Embedding watermarks, formulating as hypothesis testing, developing statistical framework, constructing test statistics, determining optimal thresholds, controlling errors, establishing asymptotic optimality.
result The proposed statistical testing framework effectively detects data misappropriation in LLMs.

In this paper, we study stability and instability problem for type-II partitioning problem. First, we make a complete classification of stable type-II stationary hypersurfaces in a ball in a space form as totally geodesic nn-balls. Second, for general ambient spaces and convex domains, we give some topological restric…

2019-02-25abs ↗pdf ↗

This review explores resampling techniques for imbalanced binary classification.

problem Imbalanced classes lead to poor prediction results in classification.
method Classical, cost-sensitive, and Neyman-Pearson paradigms with resampling techniques and classification methods.
result Complex dynamics among resampling techniques, base methods, metrics, and imbalance ratios.

Efficient tests achieve best error rates in high-dimensional hypothesis testing.

problem Achieving optimal error rates in computationally efficient hypothesis testing.
method Linear spectral statistics and low-degree likelihood ratio analysis.
result An efficient test achieves the best possible error rates among all computationally efficient tests.

Improved generalization bounds for SGD in non-convex learning.

problem Understanding generalization properties of SGD in non-convex settings.
method Introducing Type II perturbed SGD (T2pm-SGD) to analyze generalization error bounds.
result Tighter generalization error bounds for SGD in non-convex learning, especially for sub-Gaussian and bounded loss functions.

Identifying statistical dependence between the features and the label is a fundamental problem in supervised learning. This paper presents a framework for estimating dependence between numerical features and a categorical label using generalized Gini distance, an energy distance in reproducing kernel Hilbert spaces (RK…

2019-06-05abs ↗pdf ↗

Formula derived for sample complexity in binary hypothesis testing.

problem Determine the minimum number of samples to distinguish between two distributions.
method Developed a formula for sample complexity in both prior-free and Bayesian settings, using Jensen-Shannon and Hellinger divergences.
result Formula characterizes sample complexity for a wide range of error parameters, up to multiplicative constants.

The paper proves rigidity theorems for Type II singularities in Lagrangian flows.

problem Understanding Type II singularities in Lagrangian flows with zero Maslov class.
method Rigidity theorems for blow-up limits of Type II singularities.
result Generalized previous results from 2D to arbitrary dimensions.

Type II (ancient) solutions to the Ricci flow on surfaces are not yet classified. It is conjectured that the Rosenau solution and the cigar are the only solutions, modulo scaling. In this paper, we mainly study the backward limit and the circumference at spatial infinity of Type II ancient solutions on noncompact surfa…

2006-11-10abs ↗pdf ↗

We study almost-calibrated, O(n)O(n)-equivariant Lagrangian mean curvature flow in Cn\mathbb{C}^n, and prove structural theorems about the Type I and Type II blowups of finite-time singularities. In particular, we prove that any Type I blowup of such a flow must be a special Lagrangian pair of transversely intersecting p…

2019-10-14abs ↗pdf ↗

Numerical simulations show stability of Type-II singularities in noncompact hypersurfaces.

problem Stability of Type-II singularities in noncompact hypersurfaces with rotationally-symmetric perturbations.
method Adaptation of the overlap method to include angular dependence.
result MCF of noncompact hypersurfaces with angular dependence behaves similarly to rotationally-symmetric perturbations, developing Type-II or Type-I singularities.

Sparse linear (or generalized linear) models combine a standard likelihood function with a sparse prior on the unknown coefficients. These priors can conveniently be expressed as a maximization over zero-mean Gaussians with different variance hyperparameters. Standard MAP estimation (Type I) involves maximizing over bo…

2012-07-10abs ↗pdf ↗

We construct new type II ancient compact solutions to the Yamabe flow. Our solutions are rotationally symmetric and converge, as tt \to -\infty, to a tower of two spheres. Their curvature operator changes sign. We allow two time-dependent parameters in our ansatz. We use perturbation theory, via fixed point arguments,…

2012-09-25abs ↗pdf ↗

Kernel tests assess equivalence between distributions without assuming specific moments.

problem Traditional goodness-of-fit tests fail to detect meaningful distributional differences.
method Proposes kernel-based tests using kernel Stein discrepancy and Maximum Mean Discrepancy.
result Tests assess the absence of meaningful distributional differences under controlled error rates.

We propose a nonparametric sequential test that aims to address two practical problems pertinent to online randomized experiments: (i) how to do a hypothesis test for complex metrics; (ii) how to prevent type 11 error inflation under continuous monitoring. The proposed test does not require knowledge of the underlying…

2016-10-08abs ↗pdf ↗

Adapts Neyman-Pearson classification for both source and target distribution shifts.

problem Minimizing errors while controlling both Type-I and Type-II errors under distribution shifts.
method Derives an adaptive procedure that guarantees improved error rates and adapts to uninformative sources.
result Automatic adaptation to uninformative sources avoids negative transfer.

We study the statistical decision process of detecting the signal from a `signal+noise' type matrix model with an additive Wigner noise. We propose a hypothesis test based on the linear spectral statistics of the data matrix, which does not depend on the distribution of the signal or the noise. The test is optimal unde…

2020-01-16abs ↗pdf ↗

A list of possible holonomy groups contained the exceptional, non-compact Lie group G2\mathrm{G}_2^{*} was provided by Fino and Kath. The classification is due to the corresponding holonomy algebras and divided into Type I, II and III, depending on the dimension of the socle being 1,2 or 3, respectively. It was also sh…

2019-04-05abs ↗pdf ↗

Sharp 2-Wasserstein bounds for DDPMs derived from Föllmer process.

problem Sampling error bounds for DDPMs in 2-Wasserstein distance.
method Lipschitz-type conditions on score function, Föllmer process, and log-concave target distributions.
result Sharp upper bounds for DDPMs in 2-Wasserstein distance, optimal in dimension and steps.

Entropy asymmetry affects regularization in ERM, leading to biased solutions.

problem Analyzing the impact of relative entropy asymmetry in ERM regularization.
method Examined Type-I and Type-II ERM-RER, comparing their solutions and properties.
result Type-II ERM-RER regularization introduces a strong bias against training data.