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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.

168,695 papers · 148 categories

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54108161215 · Jun 202019922001200920172026
48 results for correlated binary outcomes

Exact simulation of correlated binary outcomes using PMF constraints and linear programming.

problem Simulating dependent Bernoulli outcomes with specific means and correlations.
method Formulate the problem over the joint Bernoulli PMF, impose constraints, and solve as a linear program. Use convex-hull characterization and truncated-moment completion scheme for feasibility and simulation.
result Exact simulation framework for correlated binary outcomes, providing a convex-hull characterization and truncated-moment completion scheme.

Study identifies conditions for proxy adjustment in confounded binary treatment outcomes.

problem Average causal effect estimation with a non-differentially mismeasured binary confounder.
method Identifies conditions for proxy adjustment in the presence of a non-differentially mismeasured binary confounder.
result Adjusting for a non-differentially mismeasured binary proxy can improve estimation of the average causal effect.

Probit Monotone BART estimates binary outcomes using monotonic functions.

problem Estimating conditional mean functions for binary outcomes with monotonicity constraints.
method Proposes a new BART variant that incorporates monotonicity constraints for binary outcomes.
result Allows for more precise estimation of monotonic functions in binary outcome models.

Bayesian model predicts iron deficiency from multi-source multi-way molecular data.

problem Predicting iron deficiency in rhesus monkeys from multi-source multi-way molecular data.
method Developed a Bayesian approach with a linear model incorporating multi-way dependence and varying signal sizes across sources.
result Model accurately classifies iron deficiency in monkeys and outperforms simpler models.

The paper investigates causal relationships in heart failure prediction using machine learning.

problem Understanding the causal relationships between clinical variables and heart failure.
method Proposes a new computational framework for causal structure discovery (CSD) of mixed-type clinical variables for binary disease outcomes.
result Feature importance from nonlinear classifiers strongly correlates with causal strength of variables, but not differentiating cause and effect.

Random forest models predict CLABSI risk in hospital admissions, with static models performing similarly to dynamic ones.

problem Predicting CLABSI risk in hospital admissions using EHR data with competing risks.
method Comparison of static and dynamic random forest models for binary, multinomial, survival, and competing risks outcomes.
result Static and dynamic random forest models perform similarly in predicting CLABSI risk, with multinomial models having the lowest computation times.

Paper proposes Bayesian TMLE methods for causal effect uncertainty quantification.

problem Quantifying uncertainty in causal effect estimation.
method Three Bayesian TMLE approaches for binary and continuous outcomes.
result BN-TMLE outperforms classical implementations in small data regimes.

Proposes a new framework to manage venture capital portfolio risk by focusing on deal-level correlations.

problem Managing venture capital portfolio risk, especially extreme outcomes.
method Gaussian-copula-based framework that learns deal-level dependence from observed joint success frequencies.
result Correlation amplifies extreme upside outcomes, shifting portfolio distribution toward heavier right tails.

We formulate learning of a binary autoencoder as a biconvex optimization problem which learns from the pairwise correlations between encoded and decoded bits. Among all possible algorithms that use this information, ours finds the autoencoder that reconstructs its inputs with worst-case optimal loss. The optimal decode…

2016-11-07abs ↗pdf ↗

Efficiently identifies important variables in binary outcomes using variational Bayes.

problem Bayesian variable selection for binary outcomes with computational challenges.
method Mean-field variational Bayes approximation with closed-form updates and efficient inference algorithm.
result Successfully identifies important variables and is orders of magnitude faster than MCMC.

Developed R package for creating nomograms for any ML algorithms.

problem Creating nomograms for any machine learning algorithms.
method Formulated a function to transform ML prediction models into nomograms, requiring specific datasets.
result Created 5 types of nomograms for various ML algorithms and predictor types.

RCAM-based ensemble combines binary classifiers using similarity and vote scheme.

problem Improving binary classification accuracy through ensemble methods.
method RCAM-based ensemble combining classifiers using similarity and recurrent consult-vote scheme.
result RCAM-based ensemble outperforms individual classifiers and majority voting.

BELIEF framework interprets GLMs using binary linear models.

problem Understanding and interpreting generalized linear models (GLMs) with binary outcomes.
method Developed a framework called binary expansion linear effect (BELIEF) to interpret GLMs through transparent linear models.
result BELIEF framework reveals perfect predictors in complete separation scenarios.

This paper introduces a new method for uncertainty quantification in prediction models.

problem Quantifying uncertainty in high-stakes applications like medicine and finance.
method Confidence sets for outcome excursions, focusing on identifying subsets of features where outcomes exceed a threshold.
result Theoretical guarantees for the probability that confidence sets contain the true feature subset, both asymptotically and for finite sample sizes.

The paper explores how Shapley value for a feature can vary based on model outcomes and feature distribution.

problem The uniqueness of Shapley value in explaining model predictions.
method Analyzes the relationship between feature distribution and Shapley value, and compares Shapley values for different model outcomes.
result Shapley value for a feature depends on more than just its mean and can vary significantly based on model outcome.

We study how language on social media is linked to diseases such as atherosclerotic heart disease (AHD), diabetes and various types of cancer. Our proposed model leverages state-of-the-art sentence embeddings, followed by a regression model and clustering, without the need of additional labelled data. It allows to pred…

2019-06-13abs ↗pdf ↗

Study binary choice with asymmetric loss, offering simple solutions.

problem Binary choice with asymmetric loss in data-rich environments.
method Loss-based reweighting of logistic regression or machine learning techniques.
result Valid decisions on binary outcomes with general loss functions.

We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a single parameter characterizing the common correlation. We study the parameter estimation problem under such one-parameter models. We demonstrate…

2017-12-27abs ↗pdf ↗

Estimates counterfactual outcomes linking observed and unobserved data.

problem Estimating expected counterfactual outcomes for individuals.
method Introduces retrospective counterfactual estimators and prediction intervals linking observed and unobserved outcomes.
result Retrospective counterfactual estimators and prediction intervals asymptotically satisfy valid coverage under standard causal assumptions.

A new method identifies class-specific covariates in multi-class prediction tasks.

problem Identifying covariates specifically associated with one or more outcome classes in multi-class prediction tasks.
method Introducing multi forests (MuFs) with multi-way and binary splits to measure class-associated discriminatory ability.
result The multi-class VIM specifically ranks class-associated covariates highly, unlike conventional VIMs.

Kernel-based learning predicts ICU escalation from COVID-19 chest X-rays.

problem Predicting ICU escalation from chest X-rays using complex data patterns.
method Generalized Linear Models with Integrated Multiple Additive Regression with Kernels (GLIMARK).
result GLIMARK effectively predicts ICU escalation from chest X-rays.

We consider the estimation of binary election outcomes as martingales and propose an arbitrage pricing when one continuously updates estimates. We argue that the estimator needs to be priced as a binary option as the arbitrage valuation minimizes the conventionally used Brier score for tracking the accuracy of probabil…

2017-03-18abs ↗pdf ↗

Memory capacity of DAM scales exponentially with feature separation, unaffected by correlations.

problem Understanding how feature correlations impact DAM's capacity.
method Developed an empirical framework to analyze DAM's capacity under varying feature correlations and pattern separations.
result Memory capacity scales exponentially with feature separation, unaffected by correlations.

Enhanced metrics for multiclass classification improve on existing methods.

problem Lack of decisive poor classification results in existing multiclass metrics.
method Introduces three new metrics derived from multivariate Pearson correlation coefficients.
result New metrics decisively indicate poor classification results.

CAKD framework optimizes knowledge transfer by focusing on influential components of distillation.

problem Balancing and optimizing knowledge transfer in distillation models.
method Decouple KL divergence into BCD, SCD, and WCD; prioritize influential components.
result CAKD framework consistently outperforms baseline across diverse models and datasets.

We provide yet another proof of the existence of calibrated forecasters; it has two merits. First, it is valid for an arbitrary finite number of outcomes. Second, it is short and simple and it follows from a direct application of Blackwell's approachability theorem to carefully chosen vector-valued payoff function and …

2009-12-18abs ↗pdf ↗

New algorithm for nonparametric IV regression using stochastic gradients.

problem Identifying causal effects in the presence of unobservable confounders.
method Functional stochastic gradient descent for NPIV regression.
result Superior stability and competitive performance compared to existing methods.

We have developed a strategy for the analysis of newly available binary data to improve outcome predictions based on existing data (binary or non-binary). Our strategy involves two modeling approaches for the newly available data, one combining binary covariate selection via LASSO with logistic regression and one based…

2008-05-21abs ↗pdf ↗

Develops new methods to estimate treatment effects in survival data with competing risks.

problem Estimating treatment effects in survival data with competing risks.
method Censoring Unbiased Transformations (CUTs) for survival outcomes with and without competing risks.
result Consistent estimates of heterogeneous cumulative incidence effects and total effects using HTE learners.