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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.

168,742 papers · 148 categories

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238476714952 · Jun 202019922001200920172026
48 results for conditional prediction error

This paper improves entropy bounds for ranking time-series complexity.

problem Ranking the complexity of time series processes.
method Building on information theoretic bounds, the paper improves the upper bound of conditional differential entropy using Hadamard's inequality and covariance matrix properties.
result The improved bounds can be used to rank the complexity of time series processes.

Study derives error decay rates for kernel classification under source and capacity conditions.

problem Understanding prediction error decay rates for real data sets.
method Derived decay rates for misclassification error under Gaussian design for SVM and ridge classification.
result Rates accurately describe learning curves for data sets satisfying source and capacity conditions.

The paper analyzes prediction error in nonstationary settings using weighted risk minimization.

problem Prediction under distribution drift and nonstationary conditions.
method General decomposition of excess risk into learning and drift terms, proving oracle inequalities under mixing conditions.
result Oracle inequalities for the learning error, providing bounds that hold uniformly over arbitrary weight classes.

MOPI optimizes flexible set-valued mappings to achieve superior shape adaptivity in conformal prediction.

problem Challenges in achieving valid conditional coverage in conformal prediction.
method Minimax Optimization Predictive Inference (MOPI) framework that optimizes over a flexible class of set-valued mappings.
result MOPI achieves superior shape adaptivity and maintains a principled connection to mean squared coverage error.

We identify and validate a model for PCR in high dimensions, improving prediction guarantees.

problem Model identification and out-of-sample prediction in high-dimensional error-in-variables settings.
method Analysis of principal component regression (PCR) in fixed design settings, introducing a linear algebraic condition.
result Consistent model identification and improved out-of-sample prediction guarantees.

A new method uses RF's out-of-bag errors for multiple imputation.

problem Missing data in biomedical studies and lack of prediction uncertainty.
method Constructs conditional distributions from the empirical distribution of out-of-bag prediction errors.
result Valid multiple imputation results achieved without parametric assumptions.

New truthful calibration errors improve model ranking in multiclass prediction.

problem Non-truthful calibration errors can mislead model comparisons.
method Introduced perfectly truthful calibration errors for multiclass predictions.
result Truthful calibration errors preserve decision-theoretic dominance and stabilize model rankings.

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.

New method improves reliability of selecting individuals based on predicted treatment effects.

problem Reliability of selecting individuals based on predicted conditional average treatment effects (CATE) is unreliable.
method Denoised Conformal Alignment, combining proxy errors, variance estimation, and Benjamini-Hochberg selection.
result Significantly improved power in selecting individuals while maintaining false discovery rate control.

A new metric CKCE improves model calibration comparison.

problem Comparing the calibration of probabilistic models is challenging.
method CKCE based on Hilbert-Schmidt norm of conditional mean operators.
result CKCE provides more consistent and robust model calibration comparisons.

The paper addresses errors in online selective conformal prediction and proposes new strategies to ensure valid inference.

problem Online selective conformal prediction's exchangeability issues and false coverage rate control problems.
method Evaluation and correction of existing calibration selection strategies, proposing new ones that preserve exchangeability.
result Novel calibration selection strategies ensure both selection-conditional coverage and FCR control.

Improved efficient robust regression with near-linear time and subquadratic samples.

problem Robust linear regression with unknown covariance matrix under Gaussian covariates.
method Near-linear time algorithm using subquadratic samples, complemented by SQ and polynomial lower bounds.
result Achieves prediction error O(εκ)O(\sqrt{εκ}) for εκ1εκ\lesssim 1, improving over prior works.

The paper analyzes the convergence of CART under a SID condition, improving previous results.

problem Investigating the convergence rate of CART under a sufficient impurity decrease condition.
method Established an upper bound on prediction error under SID condition, introduced easily verifiable conditions.
result Improved convergence rate of CART under SID condition, demonstrated examples of error bound limitations.

Proposes CCE to assess point-wise reliability of neural network predictions.

problem Overconfidence and misaligned predictive distributions in neural networks.
method Introduces Conditional Congruence (CCE) metric using conditional kernel mean embeddings.
result CCE exhibits correctness, monotonicity, reliability, and robustness in high-dimensional regression tasks.

Framework corrects model form errors in structural dynamics predictions.

problem Model form errors in parametric models of structural dynamics.
method Gaussian Process Latent Force Model (GPLFM) for non-parametric discrepancy representation, linear Bayesian filtering for state and discrepancy estimation, modal reduction for computational tractability.
result Significant reduction of displacement and rotation prediction errors under unseen excitations.

Study high-dimensional logistic regression with missing data, providing exact error characterizations.

problem High-dimensional logistic regression with missing or corrupted covariates.
method Exact characterizations of prediction and estimation errors under independence and moment conditions.
result Characterizations are universal and hold for various imputation strategies.

Mack's estimator improves chain ladder prediction for large exposure insurance models.

problem Uncertainty quantification in compound Poisson loss models.
method Large exposure asymptotics applied to Mack's estimator.
result Chain ladder prediction uncertainty can be quantified without model assumptions.

CoCP optimizes prediction intervals by jointly learning center and radius, improving efficiency and coverage.

problem Inefficient conformal prediction intervals under heteroscedasticity and skewness.
method Co-optimization framework that learns center and radius through alternating optimization steps.
result CoCP yields consistently shorter intervals and state-of-the-art conditional coverage diagnostics.

New complexity measures explain overparameterized models' surprising performance.

problem Understanding why overparameterized models generalize well despite fitting training data.
method Reinterpreting classical degrees of freedom in a random-X setting.
result Random-X prediction error better explains generalization in complex models.

New welfare-based fairness notions align with existing error rate balance and predictive parity.

problem Aligning fairness notions with welfare-based criteria.
method Discussing and establishing conditions for envy freeness and prejudice freeness.
result Envy freeness and prejudice freeness are equivalent to error rate balance and predictive parity.

Transformer-based models overfit financial time series data, leading to increased prediction variance.

problem Forecast collapse of transformer-based models under squared loss in financial time series.
method Theoretical analysis and numerical experiments on high-frequency EUR/USD exchange rate data.
result Increased model expressivity in Transformer-based models leads to spurious fluctuations without reducing bias, resulting in higher prediction variance.

This paper improves active learning for Gaussian process regression to handle distributional uncertainty.

problem Active learning for Gaussian process regression does not guarantee accurate predictions for target distributions.
method Proposes two methods to reduce worst-case expected error for Gaussian process regression.
result Shows an upper bound of the worst-case expected squared error, suggesting finite data labels can achieve arbitrarily small error.

MEC improves efficiency and robustness in semi-supervised inference.

problem Efficient inference with limited labeled data and robust uncertainty quantification.
method Machine-Learning-Assisted Generalized Entropy Calibration (MEC) using cross-fitted, calibration-weighted PPI.
result MEC achieves semiparametric efficiency bounds under weaker assumptions and provides near-nominal coverage.

Deep learning predicts adhesive forces in soft viscoelastic contacts quickly and accurately.

problem Predicting the full time-resolved force trajectory of adhesive soft viscoelastic contacts is computationally expensive and impractical.
method Trained a deep learning model to predict the full force evolution from a prescribed displacement history, using FMS representation and various architectures.
result Best-performing model predicts complete force trajectory with low error metrics and fast inference time.

MAPS algorithm creates reliable prediction intervals for high-dimensional data.

problem Computing reliable conditional prediction intervals in high-dimensional settings.
method Lifted predictive model (LPM) and MAPS algorithm for distribution-free intervals.
result MAPS algorithm produces valid prediction intervals for any trained model.

Study optimizes prediction error for growing-dimensional PFLM models.

problem Optimizing prediction error for growing-dimensional PFLM models.
method Penalized least-squares approach in RKHS with effective dimension consideration.
result Shows exact upper bound for excess prediction risk in non-asymptotic form.

Mutual information has been successfully adopted in filter feature-selection methods to assess both the relevancy of a subset of features in predicting the target variable and the redundancy with respect to other variables. However, existing algorithms are mostly heuristic and do not offer any guarantee on the proposed…

2019-07-17abs ↗pdf ↗

Adaptive framework predicts stock prices better during volatile periods.

problem Inability of standard prediction models to handle regime-dependent stock market behavior.
method Autoencoder-Gated Dual Node Transformers with Reinforcement Learning Control.
result 0.59% MAPE with adaptive system, compared to 0.80% for baseline.

The paper relaxes constraints on predictive coding models, making them more biologically plausible.

problem Neurophysiological models of predictive coding are not fully biologically plausible.
method The paper relaxes constraints on standard predictive coding algorithms by removing neurally implausible features.
result The removal of neurally implausible features does not significantly affect learning performance.

Analysis of cross-validation for early-stopped gradient descent in high-dimensional regression.

problem Inconsistency of GCV for early-stopped GD in high-dimensional least squares regression.
method Theoretical analysis of GCV and LOOCV applied to early-stopped GD in high-dimensional least squares regression.
result LOOCV converges uniformly to the prediction risk of early-stopped GD, while GCV is generically inconsistent.

Proposes a new SPVM model for RVM with more flexible priors.

problem Improper priors on multiple penalty parameters in RVM lead to improper posteriors.
method Introduces a single penalty approach (SPRVM) and a semi-Bayesian fitting method.
result SPRVM allows for more flexible priors and has proven conditions for posterior propriety.

The study analyzes robustness of estimators in linear models with adversarial errors.

problem Analyzing robustness of estimators in linear models with adversarial errors.
method Develops a general theory for minimum norm interpolating estimators and RERM in linear models without conditions on errors.
result Quantitative bound for the prediction error relating it to Rademacher complexity, norm of minimum norm interpolator of errors, and subdifferential size.

We present a novel method for variable selection in regression models when covariates are measured with error. The iterative algorithm we propose, MEBoost, follows a path defined by estimating equations that correct for covariate measurement error. Via simulation, we evaluated our method and compare its performance to …

2017-01-09abs ↗pdf ↗

New features from early battery cycles predict lifetime with high accuracy.

problem Accurately predicting battery lifetime under varying conditions is challenging due to manufacturing variability and usage-dependent degradation.
method Extracted features from regularly scheduled reference performance tests and used them to predict battery lifetime using a hierarchical Bayesian regression model.
result Demonstrated a lifetime prediction of in-distribution cells with 15.1% mean absolute percentage error using only the first 15% of data.