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.
Robust variable selection for high-dimensional data with missing and measurement errors.
New weighted Lasso estimates improve logistic regression performance with measurement error.
Improved kernel quadrature with convex weights using subsampling.
Gaussian process regression helps approximate Bayesian inverse problems efficiently.
The paper analyzes constrained optimal portfolios in high dimensions using novel statistical learning techniques.
We propose an iterative scheme for feature-based positioning using a new weighted dissimilarity measure with the goal of reducing the impact of large errors among the measured or modeled features. The weights are computed from the location-dependent standard deviations of the features and stored as part of the referenc…
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We prove the existence of an optimal MAPE model and we show the universal consistency of Empirical Risk Minimization based on the MAPE. We also show that finding the best model under…
Biases in observational data of treatments pose a major challenge to estimating expected treatment outcomes in different populations. An important technique that accounts for these biases is reweighting samples to minimize the discrepancy between treatment groups. We present a novel reweighting approach that uses bi-le…
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression. We show that universal consistency of Empirical Risk Minimiza…
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression. We also show that, under some asumptions, universal consisten…
Study proposes method to estimate causal effects from noisy treatment data.
We introduce a minorization-maximization approach to optimizing common measures of discovery significance in high energy physics. The approach alternates between solving a weighted binary classification problem and updating class weights in a simple, closed-form manner. Moreover, an argument based on convex duality sho…
As proteins with similar structures often have similar functions, analysis of protein structures can help predict protein functions and is thus important. We consider the problem of protein structure classification, which computationally classifies the structures of proteins into pre-defined groups. We develop a weight…
Neural networks improve nonparametric regression with measurement errors.
Neural networks can approximate rectifiable measures with small error.
CWGD measures gradient diversity weighted by curvature, improving SGD convergence.
Paper introduces a novel error measure for neural networks integrating statistical and information theory.
We continue to develop our neural network (NN) based forecasting approach to anomaly detection (AD) using the Secure Water Treatment (SWaT) industrial control system (ICS) testbed dataset. We propose genetic algorithms (GA) to find the best NN architecture for a given dataset, using the NAB metric to assess the quality…
AdapDISCOM tackles high-dimensional multimodal data with missingness and errors, improving prediction and biomarker selection.
New risk measure and quadrangle improve financial decision-making.
The paper provides theoretical guarantees for optimized sampling in compressed sensing, showing error vanishes with more measurements.
Paper simplifies balancing weights by relaxing outcome assumptions.
Formula found for neural network error with fixed weights.
We study the total least squares (TLS) problem that generalizes least squares regression by allowing measurement errors in both dependent and independent variables. TLS is widely used in applied fields including computer vision, system identification and econometrics. The special case when all dependent and independent…
Study recovers community structure from coarse graph measurements.
New findings on neural networks with non-negative weights and low training error.
Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators, where performance is evaluated using a matrix-weighted two-norm of the defect of …
PIE-PINN estimates elastic properties from noisy, low-res displacement data.
A new weighted MCC measure improves classifier performance evaluation.
The paper analyzes prediction error in nonstationary settings using weighted risk minimization.
Study distortion risk measures for step-weighted distributions.
The contour maps of the error of historical resp. parametric estimates for large random portfolios optimized under the risk measure Expected Shortfall (ES) are constructed. Similar maps for the sensitivity of the portfolio weights to small changes in the returns as well as the VaR of the ES-optimized portfolio are also…
In this paper, we propose a new metric to measure goodness-of-fit for classifiers, the Real World Cost function. This metric factors in information about a real world problem, such as financial impact, that other measures like accuracy or F1 do not. This metric is also more directly interpretable for users. To optimize…
Proposes HeteroJIVE for joint subspace estimation in multi-view data with statistical and structural heterogeneity.
This paper analyzes SGD with increasingly weighted averaging for optimization and generalization.
We propose a novel method for compressed sensing recovery using untrained deep generative models. Our method is based on the recently proposed Deep Image Prior (DIP), wherein the convolutional weights of the network are optimized to match the observed measurements. We show that this approach can be applied to solve any…
Sharp analysis of out-of-distribution error in overparameterized models with importance weights.
A non-vector-based dissimilarity measure is proposed by combining vector-based distance metrics and set operations. This proposed compound dissimilarity measure (CDM) is applicable to quantify similarity of collections of attribute/feature pairs where not all attributes are present in all collections. This is a typical…
The paper proposes a method to improve random forest classification accuracy by weighting trees based on their decision path reliability.
New neural network rates for unbounded domains with weighted Sobolev spaces.
Weighted SVM (or fuzzy SVM) is the most widely used SVM variant owning its effectiveness to the use of instance weights. Proper selection of the instance weights can lead to increased generalization performance. In this work, we extend the span error bound theory to weighted SVM and we introduce effective hyperparamete…
Study excess capacity in neural networks using Rademacher complexity.
Non-volatile memory, such as resistive RAM (RRAM), is an emerging energy-efficient storage, especially for low-power machine learning models on the edge. It is reported, however, that the bit error rate of RRAMs can be up to 3.3% in the ultra low-power setting, which might be crucial for many use cases. Binary neural n…
Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of available data. If a risk measure is evaluated on the estimated mixture instead of the (unknown) true one, then it is impor…
This paper studies ordered weighted L1 (OWL) norm regularization for sparse estimation problems with strongly correlated variables. We prove sufficient conditions for clustering based on the correlation/colinearity of variables using the OWL norm, of which the so-called OSCAR is a particular case. Our results extend pr…
New weighted surface area measures for convex bodies with applications.
Supervised classification is the most active and emerging research trends in today's scenario. In this view, Artificial Neural Network (ANN) techniques have been widely employed and growing interest to the researchers day by day. ANN training aims to find the proper setting of parameters such as weights () …
Method measures weight similarity in neural networks using normalization and statistical inference.