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.

168,695 papers · 148 categories

Trend · papers per month

98196293391 · Jun 202019922001200920172026
48 results for class proportions

New method for estimating class proportions in open-set label shift data.

problem Estimating class proportions and distributions when test data includes novel classes.
method Semiparametric density ratio model framework with maximum empirical likelihood estimators and confidence intervals.
result Improved estimation accuracy and classification performance compared to existing methods.

Paper improves deep learning for instance-level classification from label proportions.

problem Dealing with noisy pseudo-labeling and high-entropy class distributions in LLP.
method Introducing a two-stage training approach with constrained optimization and mixup strategy.
result Significant performance improvement in instance-level classification.

The paper explores learning from label proportions, showing differences in efficiency between LLP and PAC learning.

problem Learning from label proportions (LLP) in unlabeled data with given label proportions.
method Formal definition and computational complexity analysis of LLP learning.
result LLP learning is more restrictive than PAC learning for finite VC classes, and some classes are uncharacterizable.

Learning from Label Proportions (LLP) is a learning setting, where the training data is provided in groups, or "bags", and only the proportion of each class in each bag is known. The task is to learn a model to predict the class labels of the individual instances. LLP has broad applications in political science, market…

2014-02-24abs ↗pdf ↗

RLSbench benchmarks domain adaptation under label proportion shifts, revealing widespread failures and proposing a two-step meta-algorithm.

problem Domain adaptation under label proportion shifts is poorly understood and inconsistent across methods.
method RLSbench introduces a large-scale benchmark with 500 distribution shift pairs. It proposes a two-step meta-algorithm to improve domain adaptation methods under label proportion shifts.
result The two-step meta-algorithm improves domain adaptation methods by 2-10% accuracy points under large label proportion shifts.

We study the problem of learning with label proportions in which the training data is provided in groups and only the proportion of each class in each group is known. We propose a new method called proportion-SVM, or \proptoSVM, which explicitly models the latent unknown instance labels together with the known group …

2013-06-04abs ↗pdf ↗

PRESTO improves rare event prediction by shrinking towards proportional odds model.

problem Difficult to predict rare events due to class imbalance.
method PRESTO relaxes proportional odds model by estimating separate weights for transitions between categories, imposing L1 penalty to shrink towards proportional odds.
result PRESTO consistently estimates decision boundary weights under sparsity assumption, improving rare probability estimation.

New framework for weakly supervised learning from label proportions.

problem Lack of consistent learning procedure and theoretical training criterion for LLP.
method Pose LLP as mutual contamination models (MCMs) and establish unbiased losses and generalization error bounds.
result Established novel technical results for MCMs and proposed a new experimental setting.

Introduces MPR to measure and optimize representation across intersectional groups in retrieval.

problem Harmful stereotypes, cultural erasure, and social disparities in image search and retrieval.
method Develops MPR metric, practical estimation methods, theoretical guarantees, and optimization algorithms.
result Optimizing MPR yields more proportional representation across multiple intersectional groups, often with minimal retrieval accuracy compromise.

ETM models improve efficiency in semi-supervised logistic regression.

problem Improving efficiency in logistic regression with limited labeled data.
method Developed exponential tilt mixture (ETM) models for semi-supervised estimation.
result ETM-based estimation demonstrates improved efficiency over supervised logistic regression.

The problem of developing binary classifiers from positive and unlabeled data is often encountered in machine learning. A common requirement in this setting is to approximate posterior probabilities of positive and negative classes for a previously unseen data point. This problem can be decomposed into two steps: (i) t…

2016-01-08abs ↗pdf ↗

The law of total probability may be deployed in binary classification exercises to estimate the unconditional class probabilities if the class proportions in the training set are not representative of the population class proportions. We argue that this is not a conceptually sound approach and suggest an alternative ba…

2013-12-02abs ↗pdf ↗

We propose a learning algorithm capable of learning from label proportions instead of direct data labels. In this scenario, our data are arranged into various bags of a certain size, and only the proportions of each label within a given bag are known. This is a common situation in cases where per-data labeling is lengt…

2019-05-30abs ↗pdf ↗

A Teichmuller lattice is the orbit of a point in Teichmuller space under the action of the mapping class group. We show that the proportion of lattice points in a ball of radius r which are not pseudo-Anosov tends to zero as r tends to infinity. In fact, we show that if R is a subset of the mapping class group, whose e…

2009-01-18abs ↗pdf ↗

A common approach in positive-unlabeled learning is to train a classification model between labeled and unlabeled data. This strategy is in fact known to give an optimal classifier under mild conditions; however, it results in biased empirical estimates of the classifier performance. In this work, we show that the typi…

2017-02-02abs ↗pdf ↗

Datasets with significant proportions of noisy (incorrect) class labels present challenges for training accurate Deep Neural Networks (DNNs). We propose a new perspective for understanding DNN generalization for such datasets, by investigating the dimensionality of the deep representation subspace of training samples. …

2018-06-07abs ↗pdf ↗

We treat a fairly broad class of financial models which includes markets with proportional transaction costs. We consider an investor with cumulative prospect theory preferences and a non-negativity constraint on portfolio wealth. The existence of an optimal strategy is shown in this context in a class of generalized s…

2019-03-19abs ↗pdf ↗

Estimates watermarked content proportions in mixed-source texts.

problem Optimally estimating the proportion of watermarked content in texts with mixed sources.
method Casting the problem as estimating a proportion parameter in a mixture model based on pivotal statistics.
result Proposes efficient estimators for watermark proportion and shows their accuracy through evaluations.

Bayesian framework improves minority class performance in class-imbalanced data.

problem Class imbalance in predictive toxicology models.
method Weighted likelihood approach modifying likelihood function weights inversely proportional to class proportions.
result Improves balanced accuracy and sensitivity for minority class (toxic compounds).

The paper proposes methods to estimate positive examples and learn classifiers from mixed data.

problem Estimating the proportion of positive examples and learning classifiers from a mixture of positive and unlabeled data.
method Best Bin Estimation (BBE) for Mixture Proportion Estimation and Conditional Value Ignoring Risk (CVIR) for PU-learning.
result The proposed methods significantly improve both mixture proportion estimation and classifier learning.

Artin-Tits groups act on a certain delta-hyperbolic complex, called the "additional length complex". For an element of the group, acting loxodromically on this complex is a property analogous to the property of being pseudo-Anosov for elements of mapping class groups. By analogy with a well-known conjecture about mappi…

2017-06-26abs ↗pdf ↗

We obtain a combinatorial formula for the Miller-Morita-Mumford classes for the mapping class group of punctured surfaces and prove Witten's conjecture that they are proportional to the dual to the Witten cycles. The proportionality constant is shown to be exactly as conjectured by Arbarello and Cornalba [J. Alg. Geom.…

2002-07-04abs ↗pdf ↗

We investigate the limiting behavior of the unnormalized Kahler-Ricci flow on a Kahler manifold with a polarized initial Kahler metric. We prove that the Kahler-Ricci flow becomes extinct in finite time if and only if the manifold has positive first Chern class and the initial Kahler class is proportional to the first …

2009-05-07abs ↗pdf ↗

Flexible DNN for survival data, avoiding proportional hazards assumption.

problem Survival analysis with complex interactions and non-proportional hazards.
method Partially linear DNN model with a flexible nonparametric component.
result FLEXI-Haz achieves optimal convergence rates and asymptotic efficiency.

We consider Constant Proportion Portfolio Insurance (CPPI) and its dynamic extension, which may be called Dynamic Proportion Portfolio Insurance (DPPI). It is shown that these investment strategies work within the setting of Föllmer's pathwise Itô calculus, which makes no probabilistic assumptions whatsoever. This show…

2013-05-25abs ↗pdf ↗

We consider a continuous-time market with proportional transaction costs. Under appropriate assumptions we prove the existence of optimal strategies for investors who maximize their worst-case utility over a class of possible models. We consider utility functions defined either on the positive axis or on the whole real…

2018-03-12abs ↗pdf ↗

A censored transformed model for proportional outcomes with boundary mass and an application to loss given default modeling.

problem Modeling proportional outcomes with boundary mass in loss given default (LGD) modeling.
method Zero-one censored transformed normal (ZOC-TN) model.
result Captures a wider range of qualitative density shapes than benchmark models while being parsimonious, computationally efficient, and numerically stable.

Paper explores Bayes rule for Gaussian mixtures with missing data, outperforming supervised classifiers.

problem Improving classification accuracy in partially classified samples with missing data.
method Generative model framework with missing-data mechanism, Bayes rule allocation.
result Bayes rule classifier with missing-data mechanism outperforms fully supervised classifiers in various conditions.

To better understand the interplay of censoring and sparsity we develop finite sample properties of nonparametric Cox proportional hazard's model. Due to high impact of sequencing data, carrying genetic information of each individual, we work with over-parametrized problem and propose general class of group penalties s…

2012-07-18abs ↗pdf ↗

Study optimal investment and consumption strategies with various transaction costs.

problem Investment and consumption decisions under varying transaction costs.
method Dynamic programming and singular perturbation expansion for small cost-to-wealth ratio.
result Derive leading-order asymptotic formulas for no-trade regions and trading boundaries.

Investigates optimal PPI strategies in jump-diffusion models to mitigate downside risk.

problem Gap risk in PPI strategies due to jumps in asset price dynamics.
method Optimization problem with S-shaped utility functions, solved via martingale approach in a jump-diffusion framework.
result Determines optimal PPI strategy to maximize expected utility of terminal wealth.

For a convex body KRnK\subset\R^n and i{1,...,n1}i\in\{1,...,n-1\}, the function assigning to any ii-dimensional subspace LL of Rn\R^n, the ii-dimensional volume of the orthogonal projection of KK to LL, is called the ii-th projection function of KK. Let K,K0RnK, K_0\subset \R^n be smooth convex bodies of class C+2C^2_+, and l…

2004-08-02abs ↗pdf ↗

Optimizes energy of mappings from complex projective spaces.

problem Finding energy-minimizing mappings between complex projective spaces and Riemannian manifolds.
method Establishes optimal lower bounds for energy functionals and characterizes optimal mappings.
result Optimal lower bounds for energy functionals are characterized for mappings from real and complex projective spaces.

Develops a method to estimate average hazard under non-proportional hazards without relying on proportional hazards assumption.

problem Estimation of treatment effects when hazards are non-proportional, leading to unstable hazard ratios.
method Semiparametric, doubly robust framework for covariate-adjusted average hazard estimation.
result Valid sqrt{n} inference with small bias and near-nominal confidence-interval coverage across proportional and non-proportional hazards settings.

New bounds on ReLU networks for low-regular functions.

problem Bounding approximation error for ReLU networks on low-regular functions.
method Complexity analysis of Fourier features residual networks to ReLU networks.
result Approximation error bound proportional to target function norm and inversely proportional to network width and depth.

Recall that the usual Einstein metrics are those for which the first Ricci contraction of the covariant Riemann curvature tensor is proportional to the metric. Assuming the same type of restrictions but instead on the different contractions of Thorpe tensors, one gets several natural generalizations of Einstein's condi…

2007-03-01abs ↗pdf ↗