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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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74148221295 · Jun 202019922001200920172026
48 results for coverage measure

We introduce the concept of coverage risk as an error measure for density ridge estimation. The coverage risk generalizes the mean integrated square error to set estimation. We propose two risk estimators for the coverage risk and we show that we can select tuning parameters by minimizing the estimated risk. We study t…

2015-06-07abs ↗pdf ↗

Study uses TV news to measure climate risks affecting clean energy firms.

problem Understanding how climate risks impact clean energy firms' financial stability.
method Developed climate risk measures from TV news coverage and analyzed their effects on clean energy firms' risks.
result Increased TV news coverage of climate risks correlates with higher systematic risk and lower idiosyncratic risk for clean energy firms.

New insights show coverage conditions are crucial for efficient online reinforcement learning.

problem The role of coverage conditions in determining sample complexity of offline reinforcement learning.
method Established a connection between coverage conditions and sample efficiency in online reinforcement learning.
result Coverability, a structural property of MDPs, enables sample-efficient exploration in online reinforcement learning.

Improved conformal prediction for better conditional coverage of classifier predictions.

problem Achieving exact conditional coverage in finite samples for prediction sets.
method Developed a variant of conformal prediction targeting coverage conditional on confidence and trust score.
result Empirically improved conditional coverage properties compared to standard conformal prediction.

CPATTA uses conformal prediction for efficient test-time adaptation.

problem Low data selection efficiency in existing ATTA methods.
method Conformal Prediction, online weight-update algorithm, domain-shift detector, staged update scheme.
result CPATTA consistently outperforms state-of-the-art methods by 5% in accuracy.

New metrics improve understanding of predictive system reliability.

problem Evaluating conditional coverage of predictive systems.
method Casting conditional coverage estimation as a classification problem, using excess risk of the target coverage (ERT) metrics.
result Modern classifiers provide higher statistical power for estimating conditional coverage.

Many generative models have to combat missing modes\textit{missing modes}. The conventional wisdom to this end is by reducing through training a statistical distance (such as ff-divergence) between the generated distribution and provided data distribution. But this is more of a heuristic than a guarantee. The statistical distanc…

2019-02-13abs ↗pdf ↗

Paper proposes a new method for conditional coverage in conformal prediction.

problem Lack of strong conditional coverage guarantees in existing conformal prediction methods.
method Modified non-conformity score using local approximation of conditional distribution.
result Unified framework and empirical evaluations show advantage of the new method.

An important factor to guarantee a fair use of data-driven recommendation systems is that we should be able to communicate their uncertainty to decision makers. This can be accomplished by constructing prediction intervals, which provide an intuitive measure of the limits of predictive performance. To support equitable…

2019-08-15abs ↗pdf ↗

The paper deals with the adaptation of a new measure for the unsupervised feature selection problems. The proposed measure is based on space filling concept and is called the coverage measure. This measure was used for judging the quality of an experimental space filling design. In the present work, the coverage measur…

2017-06-27abs ↗pdf ↗

New offline RL method handles average-reward MDPs with single-policy coverage.

problem Challenges in offline reinforcement learning due to distribution shift and non-uniform coverage.
method Develops an algorithm based on pessimistic discounted value iteration with quantile clipping.
result First fully single-policy sample complexity bound for average-reward offline RL.

We introduce the notion of pointwise coverage to measure the explainability properties of machine learning classifiers. An explanation for a prediction is a definably simple region of the feature space sharing the same label as the prediction, and the coverage of an explanation measures its size or generalizability. Wi…

2019-10-18abs ↗pdf ↗

CPPO learns policies from partial offline data in MDPs with structural assumptions.

problem Offline Reinforcement Learning with partial coverage assumption.
method Constrained Pessimistic Policy Optimization (CPPO) using a function class and model class constraint.
result CPPO achieves PAC guarantee with partial coverage, learning competitive policies.

Unified neural network model for astro-particle physics predictions with coverage, systematics, and goodness-of-fit.

problem Lack of statistical uncertainties, coverage, systematic uncertainties, and goodness-of-fit in neural network predictions.
method KL-divergence objective for joint distribution of data and labels, conditional normalizing flows, amortized with neural networks.
result Unified supervised learning and VAEs under stochastic variational inference for event property predictions.

A new convex loss function optimizes set predictions with balanced size and coverage.

problem Optimizing set predictions with balanced size and coverage.
method Proposes a convex loss function using Choquet integrals for nondecreasing subset-valued functions.
result Optimal trade-offs between conditional probabilistic coverage and set size.

Survey of reinforcement learning guarantees with data constraints.

problem Guaranteeing near-optimal policies with limited data in reinforcement learning.
method Coverage-Structure-Objective (CSO) framework to decompose sample complexity results.
result Progress on PAC guarantees for reinforcement learning, covering various models and settings.

WR-CP reduces prediction set size and coverage gap under distribution shift.

problem Guaranteed coverage under distribution shift not achievable with i.i.d. assumption.
method Wasserstein distance, probability measure pushforwards, importance weighting, regularized representation learning.
result Reduces coverage gap to 3.2% across different confidence levels.

New method calibrates classifier probabilities with guaranteed coverage.

problem Inaccurate probability estimates by classifiers in high-risk applications.
method Adaptive temperature scaling algorithm for conformal prediction.
result Improves calibration error measures and standard metrics across various tasks.

New online conformal prediction methods minimize strongly adaptive regret and achieve near-optimal coverage.

problem Uncertainty quantification in online settings with changing data distributions.
method Developed new online conformal prediction methods that minimize strongly adaptive regret.
result Achieve near-optimal strongly adaptive regret and approximately valid coverage.

CP improves robustness against distribution shift using physics-informed structural causal models.

problem Uncertainty in machine learning predictions under distributional shift.
method Physics-informed structural causal model (PI-SCM) to upper bound coverage difference.
result PI-SCM improves coverage robustness across confidence levels and test domains.

Selective prediction framework reduces errors in molecular structure identification from MS/MS.

problem High-stakes applications require reliable molecular structure identification from MS/MS data.
method Selective prediction framework using risk-coverage tradeoff and uncertainty quantification.
result First-order confidence measures and retrieval-level aleatoric uncertainty achieve strong risk-coverage tradeoffs.

Paper resolves the debate on process vs. outcome supervision in reinforcement learning.

problem Distinguishing between process and outcome supervision in reinforcement learning.
method Developed a technical tool (Change of Trajectory Measure Lemma) to show equivalence between outcome and process supervision under standard data coverage assumptions.
result Reinforcement learning through outcome supervision is statistically equivalent to process supervision, up to polynomial factors in horizon.

TRACE improves conformal prediction for multi-dimensional outputs.

problem Challenges in constructing valid and informative conformal prediction regions for multi-dimensional outputs.
method TRACE uses transport alignment in diffusion and flow matching models to define nonconformity scores.
result TRACE yields valid and adaptive conformal prediction regions for multimodal and non-convex distributions.

This paper introduces CENIE to quantify environment novelty for better UED.

problem Challenges in measuring environment novelty for effective UED.
method CENIE framework using state-action space coverage and Gaussian Mixture Models.
result CENIE improves UED performance across multiple benchmarks.

New method uses label-weighted conformal prediction for macro-coverage guarantees in classification.

problem Finding a balance between class-conditional and marginal coverage in long-tailed datasets.
method Label-weighted conformal prediction for macro-coverage guarantees.
result Validated prediction sets with macro-coverage guarantees on large-scale image datasets.

The paper introduces submodular information measures for machine learning applications.

problem Generalizing information-theoretic measures to non-random variables.
method Developing combinatorial information measures based on submodular functions.
result Submodular mutual information is submodular in one argument for certain submodular functions.

Hybrid approach improves probabilistic forecasts for electricity trading.

problem Improving probabilistic forecasts for electricity trading markets.
method Combines QRA and factor-based averaging for probabilistic forecasting.
result The hybrid approach outperforms benchmarks in statistical measures and economic value.

This paper maps the insurability of AI risks across various insurance products.

problem Emerging AI risks and their implications for insurance coverage.
method Coding 55 AI threat classes against 26 insurance products using public carrier materials and threat catalogs.
result Identification of a four-tier insurability frontier: affirmatively insured, silent-AI exposures, actively excluded, and unstructured perils.

Algorithm balances learning and coverage for multi-robots over unknown fields.

problem Balancing learning and coverage for multi-robots over unknown, nonuniform sensory fields.
method DSLC algorithm that schedules learning and coverage epochs, using Gaussian Process modeling and coverage regret analysis.
result Upper bound on expected cumulative coverage regret provided for DSLC.

A new method combines machine learning with mixed-effects models for better repeated measurement analysis.

problem Inference of linear coefficients in partially linear mixed-effects models with complex interactions and high-dimensional variables.
method Double machine learning approach to estimate nonparametrically nonlinear variables, then use standard linear mixed-effects techniques to estimate the linear coefficient.
result The estimated fixed effects coefficient converges at the parametric rate and is semiparametrically efficient.

Adaptive coverage policies improve conformal prediction accuracy.

problem Fixed coverage levels in traditional conformal prediction lead to uninformative predictions.
method Optimizes adaptive coverage policy using a neural network trained on leave-one-out calibration.
result Adaptive coverage policies produce more informative and flexible prediction sets.

New method improves conformal prediction for machine learning models.

problem Improving the efficiency and informativeness of conformal prediction models.
method Introduces Penalized Inverse Probability (PIP) and Regularized PIP (RePIP) nonconformity score functions.
result PIP-based conformal classifiers strike a good balance between informativeness and efficiency.

ST-BCP narrows the coverage gap in BCP by transforming nonconformity scores.

problem The looseness in BCP's coverage guarantee due to Markov's inequality.
method Introduces a data-dependent transformation of nonconformity scores.
result Reduces the average coverage gap from 4.20% to 1.12% on benchmarks.

Improves conditional coverage of regression models using conformal prediction.

problem Lack of conditional coverage guarantees in conformal prediction methods.
method Proposes a novel algorithm to train a regression function to improve conditional coverage after split conformal prediction.
result Establishes an upper bound for miscoverage gap and proposes an end-to-end algorithm to control it.

Split conformal prediction works well for time series despite temporal dependence.

problem Uncertainty quantification for time series predictions with past data.
method Split conformal prediction method for time series data with predictors having memory.
result Theoretical bounds on coverage probability for split conformal prediction in time series with memory.

Conformal prediction fails to cover minority classes in imbalanced datasets, but a class-conditional fix improves coverage.

problem Conformal prediction fails to cover minority classes in imbalanced datasets, leading to poor performance on rare labels.
method Class-conditional conformal prediction to improve coverage of minority classes.
result Class-conditional conformal prediction restores minority coverage to target with a modest increase in prediction-set size.