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.

168,657 papers · 148 categories

Trend · papers per month

114228341455 · Jun 202019922001200920172026
48 results for bias parameters

Bayesian adaptive designs can be biased by active learning, especially with misspecified models.

problem Active learning bias in Bayesian adaptive experimental designs.
method Analysis of linear and preference learning models, empirical testing.
result Model misspecification and noise influence active learning bias in Bayesian designs.

The study reveals a persistent bias in the distribution of holonomy on compact hyperbolic 3-manifolds.

problem The distribution of holonomy on compact hyperbolic 3-manifolds is not uniformly distributed.
method An asymptotic count of closed geodesics by their length and holonomy, and analysis of spectral parameters.
result A normalized, smoothed bias count of holonomy is distributed according to a probability distribution, controlled by the number of zero spectral parameters.

This work shows how penalising bias terms in norm regularisation leads to sparse solutions.

problem Understanding the relation between parameter norm regularization and the sparsity of neural network solutions.
method Analyzes one hidden ReLU layer networks with unidimensional data, showing the norm required for function representation and the importance of the bias term's norm.
result Penalising the bias terms in regularisation leads to sparse solutions, enforcing the uniqueness and sparsity of the minimal norm interpolator.

Paper explores robust regression methods and their bias-variance trade-off.

problem Understanding the trade-off between robust estimation and optimization methods.
method Examines traditional outlier-resistant robust estimation and robust optimization.
result Both methods follow converse strategies due to a bias-variance trade-off.

We use tools from geometric statistics to analyze the usual estimation procedure of a template shape. This applies to shapes from landmarks, curves, surfaces, images etc. We demonstrate the asymptotic bias of the template shape estimation using the stratified geometry of the shape space. We give a Taylor expansion of t…

2016-09-06abs ↗pdf ↗

A method learns common bias for multiple low-variance tasks without hyper-parameter tuning.

problem Learning common bias for multiple low-variance tasks without manual tuning.
method Two variants of online learning methods (aggressive and lazy) that update bias after each datapoint or at the end of each task.
result Across-tasks regret bound derived for the method, showing faster rates for aggressive variant and standard rates for lazy variant.

The study examines methods to correct measurement error in nutritional epidemiology studies.

problem Measurement error in nutritional studies leads to biased and underconfident estimates.
method The article reviews various bias-correction models for exposure variables in nutritional epidemiology.
result Bias-correction methods are essential for accurate inference in nutritional studies.

New insights into bias and variance in over-parameterized models.

problem Understanding bias and variance in over-parameterized models.
method Analytic expressions derived from statistical physics for two minimal models.
result Over-parameterized models can overfit even in noiseless conditions.

The paper analyzes optimal implicit bias in linear regression for over-parameterized models.

problem Finding the best generalization performance in over-parameterized linear regression.
method Asymptotic analysis of generalization performance for convex functions/potentials.
result Optimal implicit bias that achieves the best generalization error under certain conditions.

A new Q-learning variant reduces underestimation bias in deep reinforcement learning.

problem Underestimation bias in deep reinforcement learning policies.
method Introducing a novel, parameter-free Deep Q-learning variant.
result Significantly outperforms existing approaches and improves state-of-the-art performance.

The paper debiases machine learning predictions to correct bias in regression coefficients.

problem Bias in regression coefficients from machine learning predictions.
method Proposes an adversarial machine learning algorithm to de-bias predictions.
result Adversarial predictions recover true coefficients, while naive predictions are biased.

Matrix SMD converges to unique solution minimizing Bregman divergence.

problem High-dimensional multi-output classification and matrix completion problems.
method Stochastic Mirror Descent with matrix parameters and matrix mirror functions.
result Matrix SMD converges exponentially to the unique solution minimizing Bregman divergence.

This paper presents a bias-variance tradeoff of graph Laplacian regularizer, which is widely used in graph signal processing and semi-supervised learning tasks. The scaling law of the optimal regularization parameter is specified in terms of the spectral graph properties and a novel signal-to-noise ratio parameter, whi…

2017-06-02abs ↗pdf ↗

We introduce and show the existence of a Hawkes self-exciting point process with exponentially-decreasing kernel and where parameters are time-varying. The quantity of interest is defined as the integrated parameter T10TθtdtT^{-1}\int_0^Tθ_t^*dt, where θtθ_t^* is the time-varying parameter, and we consider the high-frequency…

2016-07-20abs ↗pdf ↗

Bayesian active learning tackles nuisance parameters, leading to bias and dilemmas.

problem Bayesian active learning with nuisance parameters leads to bias and dilemmas.
method Characterizes and mitigates negative interference by accurately estimating nuisance parameters.
result The extent of negative interference can be extremely large, and accurate estimation of nuisance parameters is critical.

This work analyzes the maximum-margin bias in quasi-homogeneous neural networks.

problem Analyzing the maximum-margin bias in quasi-homogeneous neural networks.
method Geometric analysis of gradient dynamics for quasi-homogeneous models.
result Gradient flow implicitly favors a subset of parameters, leading to asymmetric norm minimization.

LatentNN corrects neural network attenuation bias in astronomical data.

problem Neural networks underestimate extreme values due to measurement errors.
method Jointly optimizes network parameters and latent input values.
result LatentNN reduces attenuation bias across various signal-to-noise ratios.

Paper proposes adaptive parameter selection for KGD algorithms.

problem Improving parameter selection for kernel-based gradient descent.
method Integrates bias-variance analysis with splitting method, introduces empirical effective dimension.
result Adaptive parameter selection strategy achieves optimal generalization error bound.

New matching estimators correct bias in multivariate settings without smoothing parameters.

problem Bias in nearest-neighbor and matching estimators in multiple dimensions.
method Polynomial least squares fits on Voronoi tessellations.
result Novel estimators converge at n\sqrt{n} rate under mild smoothness assumptions.

Noise in SGD affects overparameterized models, favoring sparse solutions.

problem Understanding and mitigating implicit bias in SGD with parameter-dependent noise.
method Theoretical analysis of a quadratically-parameterized model with label noise and Gaussian noise.
result SGD with label noise recovers sparse ground-truth solutions, while SGD with Gaussian noise overfits dense solutions.

A new estimator reduces bias and improves efficiency for staggered adoption studies.

problem Bias in difference-in-differences estimates for staggered adoption studies.
method Fused Extended Two-Way Fixed Effects (FETWFE) estimator with automatic parameter selection.
result FETWFE identifies correct restrictions with probability tending to one, improving efficiency.

This paper balances bias and variance in adaptive importance sampling using mirror descent.

problem Large variance in adaptive importance sampling weights.
method Regularization strategy with power raised importance weights connected to mirror descent.
result The regularization parameter balances bias and variance.

Quantile regression undercovers true uncertainty, revealing a bias in high dimensions.

problem Under-coverage bias in uncertainty estimation by quantile regression.
method Theoretical study on coverage of uncertainty estimation algorithms in learning quantiles.
result Quantile regression undercovers true uncertainty, revealing a bias in high dimensions.

Q-Learning overestimation bias influenced by learning rate, discount factor, and reward signal.

problem Overestimation bias in Q-Learning algorithm.
method Investigated the influence of learning rate, discount factor, and reward signal on Q-Learning's overestimation bias. Tuned parameters and used an exponential moving average of reward signal.
result Q-Learning can achieve more accurate value estimates by tuning parameters and using an exponential moving average of reward signal.

We study the following three fundamental problems about ridge regression: (1) what is the structure of the estimator? (2) how to correctly use cross-validation to choose the regularization parameter? and (3) how to accelerate computation without losing too much accuracy? We consider the three problems in a unified larg…

2019-10-06abs ↗pdf ↗

New method corrects bias in datasets using cumulative distribution functions.

problem Varying domains and biased datasets lead to differences between training and target distributions.
method Empirical cumulative distribution function estimates of the target distribution, rigorously generalized.
result Method is more robust, not reliant on parameter tuning, and performs similarly to state-of-the-art techniques.