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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.

168,786 papers · 148 categories

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138276414552 · Jun 202019922001200920172026
48 results for approximate tests

The paper improves the robustness of approximate randomization tests.

problem Noisy data limits the robustness of approximate randomization tests.
method Derives non-asymptotic bounds and novel conditions for approximate randomization tests.
result Valid approximate randomization tests under data invariances can be derived.

The study analyzes group testing algorithms for identifying defective items with high confidence.

problem Identifying defective items from a population using group testing with high confidence.
method Formulated as a function learning problem using the PAC framework, analyzed three algorithms: column matching, combinatorial basis pursuit, and definite defectives.
result Derived bounds on the number of tests needed for approximate set identification, comparing with existing bounds and simulating performance.

Efficiently tests two distributions using Nyström approximation of MMD.

problem Testing whether two sets of data are from the same distribution in large-scale scenarios.
method Nyström approximation of maximum mean discrepancy (MMD) for scalable testing.
result Finite-sample bound on power of the test for sufficiently separated distributions.

Single tree outperforms random forest in testing accuracy.

problem The challenge of improving single decision tree performance.
method Gradient-based entire tree optimization framework, scaled sigmoid approximation, numerical stability algorithm, subtree polish strategy.
result Optimized single tree outperforms classic random forest by 2.03% on average.

We present an extension of the Kolmogorov-Smirnov (KS) two-sample test, which can be more sensitive to differences in the tails. Our test statistic is an integral probability metric (IPM) defined over a higher-order total variation ball, recovering the original KS test as its simplest case. We give an exact representer…

2019-03-24abs ↗pdf ↗

New test for conditional independence using GNNs avoids estimating conditional distributions.

problem Testing conditional independence of XX and YY given ZZ.
method Proposes a non-parametric testing procedure using GNNs to sample from marginal conditional distributions.
result Test statistic is doubly robust against GNN approximation errors.

Computable Stein discrepancies have been deployed for a variety of applications, ranging from sampler selection in posterior inference to approximate Bayesian inference to goodness-of-fit testing. Existing convergence-determining Stein discrepancies admit strong theoretical guarantees but suffer from a computational co…

2018-06-20abs ↗pdf ↗

New exact tests detect changepoints in binary and count data, especially when normal approximations fail.

problem Detecting changepoints in multichannel binary and count data.
method Exact tests combining two-sample conditional tests with multiplicity correction.
result Exact tests are much more powerful than asymptotic tests in various settings.

A method uses neural networks to approximate sampling distributions of test statistics.

problem Accurate modeling of p-value functions or cdfs for correct confidence set coverage.
method Uses neural networks to model the cdf of test statistics, approximating sampling distributions.
result Neural network approximations of sampling distributions are effective and simple.

New method uses CDMs to improve CI testing without distributional assumptions.

problem Testing conditional independence when the conditional distribution is unknown.
method Uses conditional diffusion models (CDMs) to approximate XZX|Z and a classifier-based CMI estimator.
result Proposed method performs better than GAN-based CI tests and controls type I and II errors.

Paper presents a machine learning method to improve significance tests for misspecified linear models.

problem Misspecification of linear assumptions in social science models leads to inaccurate significance levels.
method Apply machine learning to fit ground truth function, calculate linear approximation, and adjust the estimator.
result The method significantly outperforms linear regression for non-linear ground truth functions.

The paper provides Gaussian approximations for decentralized Federated Learning.

problem Lack of asymptotic statistical guarantees for local SGD in Federated Learning.
method Two generalized Gaussian approximation results for local SGD trajectories.
result Valid multiplier bootstrap procedures and Gaussian bootstrap-based tests for detecting adversarial attacks.

Simplified screening tests for data points in optimization.

problem Discarding irrelevant data points in empirical risk minimization.
method Designing loss functions and regularizing convex losses to induce sparsity, using ellipsoidal approximations.
result Automatic discarding of data samples without losing optimization guarantees.

Improved predictive posterior density estimation through optimized importance sampling.

problem Low signal-to-noise ratio in posterior predictive densities.
method Optimized importance sampling using a test-time variational proxy.
result Significantly improved estimates of predictive posterior densities.

We develop a novel computationally efficient and general framework for robust hypothesis testing. The new framework features a new way to construct uncertainty sets under the null and the alternative distributions, which are sets centered around the empirical distribution defined via Wasserstein metric, thus our approa…

2018-05-27abs ↗pdf ↗

Improved MMD test for two-sample testing with random Fourier features.

problem Quadratic-time complexity of MMD test for large-scale analysis.
method Approximated MMD test using random Fourier features, investigating time-power trade-off.
result Sub-quadratic time complexity with same minimax separation rates as MMD test.

State2vec improves RL by learning state embeddings that generalize across policies.

problem Inefficient generalization across policies in RL.
method Extends node2vec to learn state embeddings accounting for discounted future state transitions.
result Captures the geometry of the state space, leading to sample-efficient value function approximation.

New sampling and identity-testing methods for mixtures of distributions that don't satisfy approximate tensorization of entropy.

problem Sampling and identity-testing for mixtures of distributions that don't satisfy approximate tensorization of entropy.
method Fast mixing of Glauber dynamics and efficient identity-testers in the coordinate-conditional sampling access model.
result Efficient identity-testers for mixtures of ATE distributions in the coordinate-conditional sampling access model.

We consider the hypothesis testing problem of detecting conditional dependence, with a focus on high-dimensional feature spaces. Our contribution is a new test statistic based on samples from a generative adversarial network designed to approximate directly a conditional distribution that encodes the null hypothesis, i…

2019-07-09abs ↗pdf ↗

We investigate the problem of testing whether dd random variables, which may or may not be continuous, are jointly (or mutually) independent. Our method builds on ideas of the two variable Hilbert-Schmidt independence criterion (HSIC) but allows for an arbitrary number of variables. We embed the dd-dimensional joint …

2016-03-01abs ↗pdf ↗

The paper presents an approximate formula for European mortgage options pricing.

problem Pricing European mortgage options with accuracy and efficiency.
method Approximation of the underlying price distribution using lognormal distributions and matching moments.
result The proposed formula provides a good approximation with high accuracy compared to Monte Carlo simulations.

We present an approximation scheme for support vector machine models that use an RBF kernel. A second-order Maclaurin series approximation is used for exponentials of inner products between support vectors and test instances. The approximation is applicable to all kernel methods featuring sums of kernel evaluations and…

2014-03-04abs ↗pdf ↗

The paper proves a non-asymptotic test error approximation for KRR.

problem Understanding the test error of Kernel Ridge Regression.
method Established a non-asymptotic deterministic approximation for test error of KRR.
result The test error of KRR can be approximated by a closed-form estimate derived from the spectrum of the kernel operator.

Hypothesis testing in the linear regression model is a fundamental statistical problem. We consider linear regression in the high-dimensional regime where the number of parameters exceeds the number of samples (p>np> n). In order to make informative inference, we assume that the model is approximately sparse, that is th…

2017-04-26abs ↗pdf ↗

This research designs a data-driven partition to test independence between continuous variables.

problem Testing independence between continuous random variables.
method Empirical log-likelihood statistic and data-driven tree-structured partition.
result Strongly consistent test of independence over probability families.

New test identifies specific biological parameters for personalized CVD detection.

problem Ineffectual pathology tests fail to consider platelet activation and inter-individual variability.
method Stochastic platelet deposition model and approximate Bayesian computation with discriminative summary statistics.
result Inferred parameters help identify specific biological parameters for personalized CVD detection.

Proposes second-order influence functions for identifying influential groups in test-time predictions.

problem Identifying influential groups in test-time predictions for black-box models.
method Second-order approximations of the effect of removing a group of training samples on model predictions.
result Improves the correlation between computed influence values and ground truth values for linear models.

A method for efficient approximate inference on discrete distributions.

problem Applying SVGD to discrete distributions.
method Transforming discrete distributions to piecewise continuous distributions for SVGD application.
result Outperforms traditional algorithms and ensemble methods on discrete graphical models.

Study provides selective inference method for latent block models.

problem Challenges in constructing a test on a block structure selected by clustering algorithms.
method Developed a selective inference method for latent block models using squared residue minimization and simulated annealing.
result Proposed tests effectively handle selective bias in block structures compared to naive tests.