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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.

169,341 papers · 148 categories

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48 results for bias adjustment

We quantify causal bias in continuous treatment settings.

problem Identifying and quantifying causal bias in continuous treatment scenarios.
method Developed a novel characterization of causal bias in structural causal models, proving conditions for zero bias and efficient estimation.
result Causal bias can be estimated efficiently under certain structural equation restrictions, allowing for causal regularization of predictive models.

High-dimensional adjustment reduces bias in estimating peer effects from observational data.

problem Estimating peer effects from observational data is challenging due to confounding variables and high bias.
method Used high-dimensional adjustment with propensity score models to estimate peer effects.
result High-dimensional adjustment produces estimates of peer effects statistically indistinguishable from randomized experiments.

New study shows fairness adjustments can perpetuate bias in machine learning.

problem Systematic censoring of training data by biased policies leads to residual unfairness in fair machine learning.
method Theoretical analysis and sample reweighting to estimate and adjust fairness metrics.
result Fairness-adjusted classifiers can perpetuate injustices against the same groups as the original data.

Mitigates confirmation bias in SSL by adjusting pseudo labels dynamically.

problem Confirmation bias in semi-supervised learning leads to errors in pseudo labels.
method TaMatch framework adjusts scaling ratio to debias pseudo labels and dynamically adjusts target distribution.
result TaMatch significantly outperforms existing methods in SSL tasks.

Two-stage TMLE reduces bias and improves efficiency in CRTs.

problem Differential outcome measurement and imbalance in baseline predictors in CRTs.
method Two-stage targeted minimum loss-based estimator (TMLE) to adjust for baseline covariates.
result Our approach nearly eliminates bias due to differential outcome measurement.

SSMs have a built-in bias towards low-frequency components, which can be adjusted.

problem Frequency bias in SSMs affects their performance on long-range sequences.
method Proposed two mechanisms to tune frequency bias: scaling initialization or applying a Sobolev-norm-based filter.
result Tuning frequency bias improves SSMs' performance on long-range sequence learning tasks.

New method corrects seasonal Arctic sea ice predictions with probabilistic models.

problem Systematic biases and errors in climate model forecasts of Arctic sea ice.
method Conditional Variational Autoencoder model to map observation distribution given biased model predictions.
result Probabilistic adjusted forecasts are better calibrated and have smaller errors.

NICE learns a representation to avoid bad controls in causal inference.

problem Avoiding bad controls in causal inference from observational data.
method Uses invariant risk minimization (IRM) to learn a representation of covariates that avoids bad controls.
result NICE outperforms adjusting for all covariates in cases with unknown collider variables and bad controls.

New method controls bias in unadjusted Hamiltonian Monte Carlo and underdamped Langevin.

problem Bias in unadjusted Hamiltonian Monte Carlo and underdamped Langevin samplers.
method Delocalization of bias technique applied to these samplers.
result Control W2W_2 bias with O(K)O(\sqrt{K}) integration steps for high-dimensional distributions.

Study found bias in drug effectiveness due to secular trend, adjusting for it was difficult.

problem Secular trend bias in drug effectiveness study.
method Built a machine learning causal inference model to identify subpopulations and adjust for bias using two methods.
result Bias remained even after adjusting for secular trend, suggesting other unmeasured factors.

Debiasing techniques can worsen gender bias in text classification, but a tweak improves both.

problem Debiasing techniques can inadvertently increase gender bias in text classification.
method Investigated traditional debiasing techniques and found they worsen bias. Suggested a minor adjustment.
result A minor adjustment to debiasing techniques can reduce gender bias while maintaining high classification accuracy.

Unified framework suppresses model bias in semi-supervised learning with decoupled sampling control.

problem Class imbalance in semi-supervised learning, especially with distributional mismatches.
method Unified framework SC-SSL with decoupled sampling control, explicit expansion capability, and adaptive sampling probabilities.
result Consistent and state-of-the-art performance across various benchmark datasets and distribution settings.

New method reduces model bias and variance by adjusting training sample weights based on label uncertainty.

problem Tradeoff between model bias and variance in classification models.
method Estimate label uncertainty, adjust training sample weights, and fine-tune decision boundary.
result Improves model performance and reduces variance in physical activity recognition.

Improves early stopping in deep networks by adjusting stepsizes.

problem Epoch-wise double descent in deep networks.
method Analytical and empirical study of bias-variance tradeoffs in different network layers.
result Eliminating epoch-wise double descent through adjusting stepsizes of different layers improves early stopping performance.

Continuous Sweep improves binary quantifier performance.

problem Estimating class prevalence in datasets.
method Parametric binary quantifier inspired by Median Sweep, using parametric class distributions and mean of Adjusted Count estimates.
result Continuous Sweep outperforms other quantifiers in simulations and empirical data analysis.

Proposes SD-KDE for density estimation using debiased kernel density with score-based adjustments.

problem Density estimation with bias in kernel density estimation.
method Adjusts data points by taking a step along the estimated score function, then applies standard KDE with modified bandwidth.
result Significantly reduces mean integrated squared error compared to standard Silverman KDE, especially with noisy score function estimates.

Proposes a three-stage debiasing framework to improve out-of-distribution accuracy.

problem Inaccurate uncertainty estimations in bias-only models damage ensemble-based debiasing performance.
method Calibrates the bias-only model to improve its uncertainty estimations, creating a three-stage ensemble-based debiasing framework.
result The three-stage debiasing framework consistently outperforms traditional methods in out-of-distribution accuracy.

Improves model fairness under changing bias between labels and sensitive groups.

problem Fairness of models deteriorates when bias between labels and sensitive groups changes.
method Introduces correlation shifts to explicitly capture bias changes and proposes a pre-processing step to adjust data ratios.
result Our approach effectively improves model accuracy and fairness, both synthetic and real datasets.

Medical deconfounder uses EHRs to estimate treatment effects without confounders.

problem Bias in assessing treatment effects from EHRs due to unobserved confounders.
method Develops a machine learning algorithm (medical deconfounder) to adjust for confounders.
result Medical deconfounder produces more accurate treatment effect estimates and identifies effective medications.

We extend causal calculus to models with cycles, latent confounders, and selection bias.

problem Causal reasoning in the presence of cycles, latent confounders, and selection bias.
method Prove rules of causal calculus for i/o structural causal models, generalize adjustment criteria, and extend ID algorithm.
result Enable causal reasoning in complex models with cycles, latent confounders, and selection bias.

The paper improves Lasso de-biasing methods to enhance confidence interval efficiency.

problem Improving confidence intervals for Lasso in high-dimensional linear models.
method Degrees-of-freedom adjustment to modify Lasso de-biasing schemes.
result The degrees-of-freedom adjustment ensures asymptotic efficiency for any direction a0a_0 under certain conditions.

Introduces recency bias to improve time-series forecasting.

problem Lack of recency bias in standard Transformer attention for time-series data.
method Reweights attention scores with a smooth heavy-tailed decay to emphasize nearby observations.
result Recency-biased attention consistently improves sequential modeling and achieves competitive performance on time-series forecasting benchmarks.

A new algorithm CAP learns optimal policies from observational data with confounding bias and missing observations.

problem Offline contextual bandit with confounding bias and missing observations.
method CAP policy learning, forming reward function as solution of integral equation system, building confidence set, and greedily taking action with pessimism.
result Developed an upper bound to the suboptimality of CAP for the offline contextual bandit problem.

The paper addresses causal estimation for text data with apparent overlap violations.

problem Estimating causal effects from text data with unknown confounders and apparent overlap.
method Uses supervised representation learning to create a representation that preserves confounding information while eliminating predictive information, satisfying overlap assumptions.
result Shows how to obtain robust causal estimation in the presence of apparent overlap violations.

SEDA improves RLDA for high-dimensional data.

problem Inconsistent performance of RLDA in high-dimensional scenarios.
method Developed a non-asymptotic approximation of misclassification rate, derived new theoretical results on eigenvectors, and proposed SEDA algorithm.
result SEDA achieves higher classification accuracy and dimensionality reduction compared to existing LDA methods.

Semi-supervised learning improves QSAR model predictions for novel compounds.

problem Improving model predictions for compounds not in the training set and adjusting for selection bias.
method Semi-supervised learning framework to estimate model quality and adjust for selection bias.
result Predictions for novel compounds are improved by accounting for compound similarity and selection bias.

The paper tackles selective labels in decision making, proposing a data augmentation approach to mitigate bias and discrimination.

problem Selective labels cause bias in decision making, making standard bias correction methods ineffective.
method Proposes a data augmentation approach to leverage expert consistency or empirically validate models under selective labels.
result Data augmentation can mitigate the bias caused by selective labels and prevent unreliable models.

A RL framework selects features to balance bias and accuracy dynamically.

problem Bias in automated feature selection when predictors are correlated.
method Multi-component reward function with policy gradient for dynamic regularization and bias mitigation.
result Model balances fairness and accuracy during training.

We consider large-scale studies in which it is of interest to test a very large number of hypotheses, and then to estimate the effect sizes corresponding to the rejected hypotheses. For instance, this setting arises in the analysis of gene expression or DNA sequencing data. However, naive estimates of the effect sizes …

2014-05-16abs ↗pdf ↗

New algorithm reduces sample inefficiency and reward bias in AI learning.

problem Implicit reward bias and high sample inefficiency in AI learning.
method Discriminator-Actor-Critic using off-policy Reinforcement Learning.
result Average 10x reduction in policy-environment interaction samples.

Estimates causal effects with selection bias and confounding using regression.

problem Estimating causal effects in presence of selection bias and confounding.
method Two-step regression estimator (TSR) that corrects for selection bias and accounts for confounding.
result TSR estimator reduces variance and is validated in simulations.

Two effects explain low-vol anomaly: dividend-yield correlation and ex-dividend returns.

problem Explaining the low-volatility anomaly in stock markets.
method Analyzing historical data to identify and quantify two independent effects.
result The low-volatility anomaly is explained by two effects: dividend-yield correlation and ex-dividend returns.