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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.

168,657 papers · 148 categories

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234467701934 · Jun 202019922001200920172026
48 results for computational prediction

This paper applies conformal prediction techniques to compute simultaneous prediction bands and clustering trees for functional data. These tools can be used to detect outliers and clusters. Both our prediction bands and clustering trees provide prediction sets for the underlying stochastic process with a guaranteed fi…

2013-02-26abs ↗pdf ↗

ResCP uses reservoir computing to create efficient, scalable time series prediction intervals.

problem Building distribution-free prediction intervals for time series data with small sample sizes and changing distributions.
method Reservoir Conformal Prediction (ResCP) leverages reservoir computing to dynamically reweight conformity scores based on similarity among reservoir states.
result ResCP achieves asymptotic conditional coverage and is effective across diverse forecasting tasks.

This paper establishes for the first time the predictive performance of speed priors and their computational complexity. A speed prior is essentially a probability distribution that puts low probability on strings that are not efficiently computable. We propose a variant to the original speed prior (Schmidhuber, 2002),…

2016-04-12abs ↗pdf ↗

Variational Prediction simplifies Bayesian inference without test time costs.

problem Bayesian inference's computational costs and posterior predictive distribution marginalization.
method Variational Prediction learns a variational approximation to the posterior predictive distribution using a variational bound.
result Directly learns a variational approximation to the posterior predictive distribution without test time marginalization costs.

Binary classification models get more efficient predictive probabilities.

problem Computing predictive probabilities in Bayesian probit models is computationally challenging.
method Use of expectation propagation (EP) to find a closed-form expression for predictive probabilities.
result Closed-form predictive probabilities improve over existing methods.

Enhances early-exit neural networks for anytime classification.

problem Lack of guaranteed prediction quality improvement with longer computation time.
method Post-hoc modification based on Product-of-Experts to enforce conditional monotonicity.
result Achieves conditional monotonicity in prediction quality, enabling anytime classification.

New approach models computer network activity as mixtures of sources.

problem Malicious activity detection in computer networks using standard algorithms is ineffective.
method Source separation approach to model short-term dynamics of computer network activity.
result Qualitative and quantitative experiments validate the approach.

In this paper we use artificial neural networks to predict and help compute the values of certain knot invariants. In particular, we show that neural networks are able to predict when a knot is quasipositive with a high degree of accuracy. Given a knot with unknown quasipositivity we use these predictions to identify b…

2016-10-18abs ↗pdf ↗

New algorithm for efficient prediction intervals in neural networks.

problem Challenges in estimating uncertainty in neural network predictions.
method Applies matrix sketching to approximate Jacobian matrix for efficient uncertainty estimation.
result Produces approximate prediction intervals with competitive performance.

ICP improves prediction intervals for continuous outcomes at lower computational cost.

problem Systematic bias in point predictions that undermines their use in decision-making.
method Develops Isotonic Conformal Prediction (ICP) framework to decouple calibration from prediction-set construction.
result SICP and TICP procedures match SC-CP coverage at lower computational cost.

Machine learning improves RNA secondary structure prediction.

problem Stagnant performance of RNA secondary structure prediction methods.
method Machine learning, especially deep learning, is used to predict RNA secondary structures.
result Machine learning methods have improved the prediction of RNA secondary structures.

Study predicts climate data at distant locations using machine learning.

problem Predict climate variables at distant locations where comprehensive data collection is not feasible.
method Uses reservoir computing and vector autoregression models for prediction.
result Machine learning improves prediction accuracy for highly correlated data.

A framework to explain decoder-only sequence classification models using intermediate predictions.

problem Explaining predictions of decoder-only sequence classification models.
method Progressive Inference framework with Single Pass-Progressive Inference and Multi Pass-Progressive Inference methods.
result Significantly better attributions compared to prior work on text classification tasks.

CIR method constructs efficient prediction intervals with guaranteed coverage.

problem Efficiently constructing near-minimal prediction intervals with guaranteed coverage.
method Conditional Interquantile Regression (CIR) and CIR+ (enhanced version).
result Optimal balance between predictive accuracy and computational efficiency.

A power-law fit to the empirical inference-compute frontier in LOB prediction suggests a scaling-law-style frontier.

problem Limit order book prediction
method Using a suite of models ranging from small decision trees to neural LOB architectures
result A power-law fit to the low- and mid-compute non-MLPLOB frontier extrapolates across multiple orders of magnitude and attains R2=0.941R^2=0.941 on the excluded high-compute MLPLOB target frontier.

Paper accelerates conformal prediction by using approximate leave-one-out estimators.

problem Limited computational cost for conformal prediction.
method Incorporates approximate leave-one-out estimators to accelerate conformal prediction.
result ALO-based methods achieve comparable coverage and efficiency to exact methods but with significantly reduced runtime.

Bayesian neural networks (BNN) can estimate the uncertainty in predictions, as opposed to non-Bayesian neural networks (NNs). However, BNNs have been far less widely used than non-Bayesian NNs in practice since they need iterative NN executions to predict a result for one data, and it gives rise to prohibitive computat…

2019-07-12abs ↗pdf ↗

PPI++ uses machine learning predictions to improve inference from small datasets.

problem Efficient inference from small labeled datasets with high-quality predictions.
method Adapts prediction-powered inference (PPI) to compute confidence sets for any parameter dimensionality.
result Improves classical intervals using only labeled data, always yielding better results.

New method detects anomalies in computing centers' logs.

problem Anomaly detection in continuously changing log data for predictive maintenance.
method Evolving granular classifiers using Fuzzy-set-Based evolving Modeling and evolving Granular Neural Network.
result Classification model prioritizes maintenance based on anomaly severity.

Combining LETKF and RC improves chaotic system prediction from noisy, sparse data.

problem Improving chaotic system prediction from imperfect observations and models.
method Combining LETKF and RC to predict spatio-temporal chaotic systems from noisy and sparsely distributed observations.
result The proposed method using LETKF and RC outperforms LETKF in predicting chaotic systems from noisy and sparse observations.

G-Net uses deep learning for complex counterfactual outcome prediction.

problem Estimating counterfactual outcomes under dynamic treatment strategies.
method G-Net is a sequential deep learning framework for G-computation.
result G-Net can handle complex temporal data and provide accurate treatment effects.

Machine learning methods are widely used for a variety of prediction problems. \emph{Prediction as a service} is a paradigm in which service providers with technological expertise and computational resources may perform predictions for clients. However, data privacy severely restricts the applicability of such services…

2018-06-09abs ↗pdf ↗

Computing expected predictions of discriminative models is a fundamental task in machine learning that appears in many interesting applications such as fairness, handling missing values, and data analysis. Unfortunately, computing expectations of a discriminative model with respect to a probability distribution defined…

2019-10-05abs ↗pdf ↗

SAMBA predicts stock returns efficiently using Mamba and graph neural networks.

problem Accurate stock price predictions for financial returns.
method SAMBA integrates Mamba architecture with graph neural networks to achieve near-linear computational complexity.
result SAMBA significantly outperforms state-of-the-art models in prediction accuracy.

PCS-UQ framework improves uncertainty quantification for machine learning models.

problem Ensuring trustworthy uncertainty quantification for machine learning models in high-stakes domains.
method PCS-UQ framework based on Predictability, Computability, and Stability principles, integrating prediction-checking, bootstrap samples, and multiplicative calibration.
result PCS-UQ maintains target coverage while outperforming or matching conformal methods in interval width and subgroup coverage.

METRO predicts reactions using minimal templates, reducing computational overhead and achieving state-of-the-art results.

problem Predicting possible reaction substrates for complex molecules from simpler precursors.
method METRO (Molecule-Edit Templates for RetrOsynthesis) uses minimal templates to predict reactions efficiently and accurately.
result METRO achieves state-of-the-art results on standard benchmarks, reducing computational overhead.

Reservoir computing systems, a class of recurrent neural networks, have recently been exploited for model-free, data-based prediction of the state evolution of a variety of chaotic dynamical systems. The prediction horizon demonstrated has been about half dozen Lyapunov time. Is it possible to significantly extend the …

2020-03-06abs ↗pdf ↗

Paper shows hard computational limits for invariant causal prediction.

problem Hard computational limits for invariant causal prediction.
method Distributionally robust estimator with ellipse-shaped uncertain set.
result Estimation error rate can be arbitrarily slow for computationally efficient algorithms.

If you are predicting the label yy of a new object with y^\hat y, how confident are you that y=y^y = \hat y? Conformal prediction methods provide an elegant framework for answering such question by building a 100(1α)%100 (1 - α)\% confidence region without assumptions on the distribution of the data. It is based on a refittin…

2019-09-20abs ↗pdf ↗

We study the problem of structured prediction under test-time budget constraints. We propose a novel approach applicable to a wide range of structured prediction problems in computer vision and natural language processing. Our approach seeks to adaptively generate computationally costly features during test-time in ord…

2016-02-28abs ↗pdf ↗

Conformal prediction improves prediction intervals for PCEs, especially in sparse cases.

problem Quantifying local model errors in PCEs for small datasets.
method Integration of conformal prediction methods (full and Jackknife+) into full and sparse PCEs.
result Better-calibrated prediction intervals for both full and sparse PCEs.