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.
Proof of a simpler orthogonal double machine learning method.
FQE with deep neural networks achieves asymptotic normality and finite-sample bounds.
A new framework models quantile and Expected Shortfall simultaneously.
Statistical inference for misspecified contextual bandits is challenging due to adaptivity issues.
New method improves statistical inference using machine learning-imputed data.
Improved concentration inequalities for sub-Weibull variables enhance statistical and machine learning applications.
Decomposes spillover effects under misspecified exposure mappings.
New method improves performance of Hamiltonian MCMC for log Z estimation.
Develops methods for estimating and providing confidence bands in sparse high-dimensional additive models.
Unified framework for high-dimensional estimating equations inference.
Adapts to high dimensions for estimating conditional moments.
Predictive e-values enhance statistical inference across various tasks.
Unified ML imputation framework for missing data.