Research
On-device research index

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.

168,742 papers · 148 categories

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0111 · Mar 201619922001200920172026
7 results for alpha-investment

New findings control FDR for online testing methods under positive dependence.

problem Maintaining FDR control for online testing methods under positive dependence.
method Developed new methods to control FDR for online testing procedures under positive dependence.
result SAFFRON and LORD control FDR under positive dependence, not just conditional superuniformity.

New method controls false discoveries in real-time data streams.

problem Online testing of hypotheses with strict error constraints and no future data.
method Structure-adaptive sequential testing (SAST) with alpha-investment algorithm.
result Substantial power gain over existing online testing rules.

Multiple hypothesis testing is a core problem in statistical inference and arises in almost every scientific field. Given a set of null hypotheses H(n)=(H1,,Hn)\mathcal{H}(n) = (H_1,\dotsc, H_n), Benjamini and Hochberg introduced the false discovery rate (FDR), which is the expected proportion of false positives among rejected nu…

2016-03-29abs ↗pdf ↗

In the online multiple testing problem, p-values corresponding to different null hypotheses are observed one by one, and the decision of whether or not to reject the current hypothesis must be made immediately, after which the next p-value is observed. Alpha-investing algorithms to control the false discovery rate (FDR…

2017-10-02abs ↗pdf ↗

Study proposes a new approval policy for ML-based medical devices to prevent gradual performance degradation.

problem Gradual deterioration in machine learning model performance over time in medical devices.
method Formulated an automatic algorithmic change protocol (aACP) as an online hypothesis testing problem, considering both error-rate guarantees and non-guaranteed policies.
result Controlled the rate of gradual deterioration (biocreep) in machine learning models without significantly impacting approval of beneficial modifications.