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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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62125187249 · Jun 202019922001200920172026
48 results for Wilcoxon signed-rank test

Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we present a differentially private analogue of the classic Wilcoxon signed-rank hypothesis test, which is used when comparing sets of paired (e.g., before-and-after) data values. We present…

2018-09-05abs ↗pdf ↗

A new algorithm enhances minority class representation in imbalanced datasets.

problem Improving classification performance on imbalanced datasets.
method PO-QG algorithm using Proxima-Orion neighbors and q-Gaussian weighting.
result The PO-QG algorithm improves overall classification performance.

A new framework for paired-sample testing in high-dimensional data.

problem Challenges in standard paired-sample testing for high-dimensional data.
method Develops a two-step testing procedure using scoring functions and Wilcoxon signed-rank test.
result Substantial performance gains in testing accuracy compared to traditional methods.

A new method QMS22 for semi-supervised anomaly detection outperforms existing methods.

problem Semi-supervised anomaly detection in datasets with overlapping normal and outlier samples.
method QMS22, a classifier that solves a multi-class classification problem involving both training and test sets.
result QMS22 significantly outperforms ISOF and ocSVM in anomaly detection.

SBSS uses similarity to split data for better classifier training.

problem Training better classifiers with realistic performance estimation.
method SBSS uses both input and output space information to split data using similarity functions.
result SBSS outperformed ordinary stratified 10-fold cross-validation in 75% of scenarios.

The statistical comparison of multiple algorithms over multiple data sets is fundamental in machine learning. This is typically carried out by the Friedman test. When the Friedman test rejects the null hypothesis, multiple comparisons are carried out to establish which are the significant differences among algorithms. …

2015-05-09abs ↗pdf ↗

RL-Exec uses reinforcement learning to optimize BTC-USD liquidation, outperforming traditional methods.

problem Optimizing liquidation strategies on BTC-USD limit-order books with transient impact and latency.
method PPO agent trained on historical BTC-USD limit-order book replays, incorporating impact resilience and fees.
result RL-Exec significantly outperforms TWAP and a VWAP-like baseline on BTC-USD liquidation, with performance improving with longer execution horizons.

Paper develops new method for detecting latent structure in large symmetric data matrices.

problem Testing for latent structure in large symmetric data matrices.
method Introduces Wilcoxon--Wigner random matrices based on normalized rank statistics.
result Establishes asymptotic Gaussian fluctuations for leading eigenvalue and eigenvector of Wilcoxon--Wigner matrices.

Deep learning network matches radiologists in breast cancer segmentation.

problem Automating radiologist-level cancer segmentation from breast MRI.
method 3D U-Net architecture trained on 382,290 breast scans, compared to 255,500 benign cases.
result Network performance matched radiologists' on 2D segmentation of breast cancers.

Bayesian model compares ML algorithms on various datasets.

problem Comparing multiple machine learning algorithms across multiple datasets.
method Bayesian Bradley-Terry model, defining regions of practical equivalence (ROPE).
result Allows nuanced statements and ROPE definitions for algorithm comparison.

MSB framework improves survival prediction in immunotherapy patients with missing data.

problem High dimensionality and blockwise missingness in multimodal clinical data.
method MSB is a late-fusion framework that independently models modality-specific features before aggregating predictions via cross-validated stacking.
result MSB outperformed baseline algorithms in predicting progression-free survival in lung cancer patients.

New gossip algorithms improve robustness of rank-based statistics in decentralized systems.

problem Ensuring robustness in decentralized AI and edge intelligence systems, especially in the presence of corrupted or adversarial data.
method Developed asynchronous gossip algorithms for computing rank-based statistics.
result First convergence rate bound for asynchronous gossip-based rank estimation.

The paper explores how to reduce classification tasks to optimization problems in Euclidean space.

problem Understanding the minimum dimension needed for reducing classification tasks to optimization problems.
method Developed a generalization of the Borsuk-Ulam Theorem to analyze the expressivity of reductions.
result The minimum Euclidean dimension required can be exponentially larger than the VC dimension, even for slightly non-trivial reductions.

STOOD-X detects out-of-distribution samples without distributional assumptions and provides explainable visualizations.

problem Challenges in OOD detection, including restrictive assumptions, scalability issues, and lack of interpretability.
method Two-stage methodology combining statistical nonparametric test and explainability enhancements.
result Achieves competitive performance in high-dimensional and complex settings, with explainability framework enabling human oversight.

Improved DeepONet variants using Transformer cross-conditioning enhance PDE solution efficiency.

problem Solving partial differential equations efficiently and accurately.
method Transformer-inspired DeepONet variants with bidirectional cross-conditioning.
result Improved efficiency and accuracy compared to modified DeepONet, with variant effectiveness tied to PDE characteristics.

Improved language model for French clinical reports achieves state-of-the-art performance in medical NLP tasks.

problem Lack of specialized language models for French clinical reports.
method Adapted a general pre-trained language model (CamemBERT) to French clinical reports using a corpus of 21M reports.
result Pretrained and fine-tuned models improved F1-score by 3 percentage points on APMed task.

Improves robustness of high-dimensional regression with rank objective and group lasso regularization.

problem Heavy-tailed noise and outliers in high-dimensional regression.
method Non-smooth Wilcoxon score based rank objective, group lasso regularization, data-driven tuning rule, proximal augmented Lagrangian method.
result Robust estimator with finite-sample error bound and efficient computational method.

BC-ACI corrects time series forecast bias, improving prediction intervals.

problem Persistent bias in time series forecasts leads to overly conservative prediction intervals.
method Augments ACI with an EWM estimate of forecast bias to correct nonconformity scores and re-center intervals.
result Reduces Winkler interval scores by 13-17% under distribution shifts, improving calibration.

In an increasingly polarized world, demagogues who reduce complexity down to simple arguments based on emotion are gaining in popularity. Are opinions and online discussions falling into demagoguery? In this work, we aim to provide computational tools to investigate this question and, by doing so, explore the nature an…

2018-02-19abs ↗pdf ↗

Motivated by the resurgence of neural networks in being able to solve complex learning tasks we undertake a study of high depth networks using ReLU gates which implement the function xmax{0,x}x \mapsto \max\{0,x\}. We try to understand the role of depth in such neural networks by showing size lowerbounds against such network …

2017-11-08abs ↗pdf ↗

Develops a new nonparametric trace regression model for high-dimensional data.

problem Violation of known functional form and global low-rank structure assumptions in trace regression.
method Structured sign series representations for nonparametric trace regression models.
result Establishes excess risk bounds and sample complexities for the proposed model.

CSP improves time-series forecasting without training, outperforming DeepNPTS in speed and accuracy.

problem Improving probabilistic time-series forecasting without training.
method Mixing empirical and residual draws around a seasonal naive forecast.
result CSP significantly outperforms DeepNPTS on CRPS, normalized mean quantile loss, and coverage metrics.

The paper proposes a method to improve random forest classification accuracy by weighting trees based on their decision path reliability.

problem Random forests' uniform voting fails to correct errors in regions where incorrect tree representations outnumber correct ones.
method The paper introduces using the structural pattern of each tree's decision path as an instance-adaptive reliability signal to identify and weight more reliable trees.
result Using the proposed method yields a statistically significant accuracy improvement over RF on 36 binary classification benchmarks.

A training-free conformal interval is a mandatory baseline for probabilistic time-series forecasting.

problem Comparing probabilistic forecasters against weak or omitted baselines.
method A simple conformal interval with no parameters and no training.
result The ConformalNaive interval decisively beats several baselines.

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.