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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.

168,657 papers · 148 categories

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19395877 · May 202619922001200920172026
48 results for aggregation

Study aggregation of statistical evidence under unknown dependence using group-invariance.

problem Aggregating statistical evidence under unknown and complex dependence structures.
method Develops a framework using group-invariance and permutation-based constructions to aggregate evidence across transformed datasets.
result Shows uniform improvement in critical values for single-batch aggregation over deterministic calibrations, adapting to unknown dependence structures.

Aggregation challenges causal interpretation of IV estimators.

problem Aggregation of fine-grained components into an aggregate treatment variable.
method Characterization of conditions for identifying aggregate causal effects.
result Standard IV estimators cannot identify aggregate causal effects due to ambiguous dependencies.

SACP aggregates nonconformity scores from multiple predictors to create more efficient uncertainty sets.

problem Combining predictive uncertainties from multiple models for efficient and reliable uncertainty quantification.
method SACP (Symmetric Aggregated Conformal Prediction) aggregates nonconformity scores using a flexible symmetric aggregation function.
result SACP consistently improves efficiency and often outperforms state-of-the-art model aggregation baselines.

We introduce a novel aggregation method to efficiently perform image denoising. Preliminary filters are aggregated in a non-linear fashion, using a new metric of pixel proximity based on how the pool of filters reaches a consensus. We provide a theoretical bound to support our aggregation scheme, its numerical performa…

2019-04-01abs ↗pdf ↗

Paper analyzes sparse aggregation in GLMs with Kullback-Leibler risk bounds.

problem Sparse aggregation in GLMs for parameter approximation.
method Exponential weighted aggregation scheme with Kullback-Leibler risk bounds.
result Sharp oracle inequality for Kullback-Leibler risk with leading constant 1 and minimax-optimal rate of aggregation.

Aggregates predictions from multiple regression models using random projections and kernel methods.

problem Combining predictions from multiple regression models to improve accuracy.
method Random projection of high-dimensional feature space, followed by kernel-based consensual aggregation.
result The aggregation scheme performs similarly to using the original high-dimensional features, with high probability.

The paper introduces a method to control false splits in tree-based data aggregation.

problem Identifying the correct subgroups to treat as a single entity in tree-based data.
method Introduces the 'false split rate' and proposes a multiple hypothesis testing algorithm for tree-based aggregation.
result The proposed algorithm controls the false split rate, demonstrating its effectiveness on stock volatility and taxi fare data.

Estimates variance function using aggregation methods in regression models.

problem Estimating variance function in regression models.
method Two-step procedure involving model selection or convex aggregation, using two independent samples.
result Consistency of the proposed method in L2 error for MS and C aggregations.

Paper presents a novel approach for global feature aggregation in Graph Neural Networks.

problem Graphs lack a straightforward way to perform non-local feature aggregation like images and texts.
method Utilizes Latent Fixed Data Structure (LFDS) to aggregate feature vectors from local extraction.
result Proposed methods achieve competitive or better results with linear computational complexity.

New algorithm for aggregate inference in HMMs with continuous observations.

problem Inference in large populations with indistinguishable individuals and continuous measurements.
method Continuous observation collective forward-backward algorithm extending existing discrete case algorithm.
result Efficacy demonstrated through numerical experiments.

Recently, it has been shown that many functions on sets can be represented by sum decompositions. These decompositons easily lend themselves to neural approximations, extending the applicability of neural nets to set-valued inputs---Deep Set learning. This work investigates a core component of Deep Set architecture: ag…

2019-03-18abs ↗pdf ↗

U-aggregation combines multiple models without labels for better risk prediction.

problem Challenges in selecting best model for new populations due to limited data and lack of true labels.
method U-aggregation, an unsupervised model aggregation method that integrates pre-trained models without observed labels.
result U-aggregation improves genetic risk prediction of complex traits using publicly available models.

BOA improves financial forecasting by combining expert models.

problem Challenges in choosing between multiple machine learning models for financial forecasting.
method Online aggregation of expert models using Bernstein Online Aggregation (BOA) procedure.
result BOA leads to better portfolio performance, higher Sharpe Ratio, and lower shortfall.

MEVA aggregates model predictions to improve accuracy without needing model details.

problem Improving model accuracy by combining multiple models.
method Non-intrusive, data-driven framework that treats models as black boxes and optimizes aggregation methods.
result MVA outperforms MEA in estimating aggregated predictions, enhancing robustness and accuracy.

New aggregation method improves GNN robustness to structural perturbations.

problem Graph Neural Networks (GNNs) are vulnerable to adversarial attacks that manipulate graph structure.
method Proposes a robust aggregation function with a breakdown point of 0.5, inspired by robust statistics.
result Improves GNN robustness by a factor of 3 on Cora ML and 5.5 on Citeseer, and 8 for low-degree nodes.

Non-affine aggregation rules cannot preserve monotonicity in convex learning.

problem Designing non-affine aggregation rules that maintain monotonicity in convex learning.
method Proving that monotonicity of aggregated gradients is preserved only if the aggregation rule is positively affine.
result Non-affine aggregation prevents steady convergence and substantially degrades algorithmic stability.

Fishnets improve set and graph learning with scalable, robust aggregation.

problem Learning informative embeddings for sets and graphs with scalable and robust aggregation.
method Proposes Fishnets, a new aggregation strategy for set-based learning.
result Fishnets achieve state-of-the-art performance on graph datasets with fewer parameters and faster training.

CAggNet improves medical image segmentation by fusing coarse and fine features.

problem Medical image segmentation accuracy and efficiency.
method Crossing Aggregation Network with nested skip connections and weighted aggregation.
result CAggNet achieves more accurate and efficient segmentation compared to existing methods.

Study improves forecasting of aggregated curves in electricity markets.

problem Improving accuracy in predicting aggregated curves like demand and supply in electricity markets.
method Exploits hierarchical structure of aggregated curves, uses reconciliation methods (bottom-up, top-down, linear optimal, aggregated-down).
result Hierarchical reconciliation methods can significantly improve forecast accuracy of aggregated curves.

Productivity and credit limits affect aggregate production in non-monotonic ways.

problem Understanding how aggregate production is influenced by individual characteristics and financial constraints.
method Analytical proof of non-monotonic effects of productivity and credit limits on aggregate production in a general equilibrium model.
result Equilibrium aggregate production can be non-monotonic in both individual productivity and credit limit.

The paper proposes criteria and methods for evaluating and aggregating feature-based model explanations.

problem Lack of quantitative evaluation criteria for feature-based model explanations.
method Developed quantitative evaluation criteria (low sensitivity, high faithfulness, low complexity), devised a framework for aggregation, and derived a new aggregate Shapley value explanation function.
result A new aggregate Shapley value explanation function that minimizes sensitivity.

Multidimensional data have become ubiquitous and are frequently encountered in situations where the information is aggregated over multiple data atoms. The aggregation can be over time or other features, such as geographical location. We often have access to multiple aggregated views of the same data, each aggregated i…

2019-10-26abs ↗pdf ↗

Federated learning is the centralized training of statistical models from decentralized data on mobile devices while preserving the privacy of each device. We present a robust aggregation approach to make federated learning robust to settings when a fraction of the devices may be sending corrupted updates to the server…

2019-12-31abs ↗pdf ↗

Study reveals LLM personas have two distinct components: frame-robust aggregated traits and frame-dependent geometric features.

problem Evaluation of LLM personas via psychometric questionnaires discards within-instance correlation structure.
method Constructed within-instance correlation matrices from IPIP-50 responses and analyzed geometry on SPD manifolds under manipulated question orderings.
result Persona expression comprises two dissociable components: aggregated features (Big Five scores) and geometric features (SPD manifold).

Improved defense against data poisoning attacks by aggregating smaller subsets.

problem Mitigating the impact of poisoned data on model robustness.
method Finite Aggregation method that combines duplicates of smaller disjoint subsets for training.
result Consistent improvement in certified robustness bounds, up to 4.77% on GTSRB.

Model infers functions for attributes using multi-aggregate datasets with knowledge transfer.

problem Modeling aggregate data with varying granularities and spatial supports.
method Multi-output Gaussian process (MoGP) with linear mixing of independent latent GPs, aggregation process, and prior distribution of mixing weights.
result Proposed model outperforms in refining coarse-grained aggregate data.

A firm with heterogeneous shareholders optimizes dividends under ambiguity aggregation.

problem Optimizing dividends for a firm with heterogeneous shareholders under ambiguity aggregation.
method Characterizing equilibrium dividends using a partition of the state space.
result Time-homogeneous equilibrium dividend law characterized by a partition of the state space.

Aggregation defenses improve deep learning models' robustness against data poisoning attacks.

problem Data poisoning attacks manipulate deep learning models with malicious training samples.
method Deep Partition Aggregation, efficiency improvements, data-to-complexity ratio, poisoning overfitting phenomenon.
result Aggregation defenses boost poisoning robustness through the poisoning overfitting phenomenon.

We formalize how markets aggregate via arbitrage and quantify liquidity loss.

problem How financial markets aggregate and the loss of liquidity.
method Characterize markets via utility functions, use thermodynamics analogy, derive limit order book representation, compute aggregation loss.
result Arbitrage-mediated aggregation leads to market-dynamical entropy quantifying liquidity loss.

The paper examines the feasibility of managing aggregate cyber-risk in IoT environments.

problem Determining sustainable conditions for providing aggregate cyber-risk coverage.
method Developed a rigorous general theory and validated it with real data.
result Conditions for sustainable aggregate cyber-risk management under heavy-tailed distributions.

Aggregated variables can mask causal effects, turning unconfounded into confounded relations.

problem Aggregated variables can mask causal effects, leading to paradoxical confounding.
method Analysis of how aggregated variables can change the definition of causality and the feasibility of causal relations.
result Macro causal relations are defined by micro states, not just aggregated variables.