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.

169,181 papers · 148 categories

Trend · papers per month

52104156208 · May 202619922001200920182026
48 results for decomposable score

XPER methodology decomposes credit scoring model performance.

problem Monitoring and understanding the key drivers of credit scoring model performance.
method XPER methodology based on Shapley values, decomposing performance metrics into feature contributions.
result A small number of features explain a large part of model performance.

The paper decomposes probabilistic scores into reliability, uncertainty, and information loss.

problem Understanding the reliability and uncertainty of probabilistic predictions.
method Developed decomposition identities for proper losses, quantifying reliability, residual uncertainty, and information gain.
result A three-term identity for classification scores, revealing miscalibration, grouping term, and feature-level uncertainty.

A new method improves data generation quality by correcting score mismatches.

problem Score mismatch issue in conditional score-based data generation methods.
method Denoising Likelihood Score Matching (DLSM) loss for classifier training.
result The proposed method outperforms previous methods on Cifar-10 and Cifar-100 benchmarks.

New scoring rules for multivariate distributions and level sets.

problem Evaluating forecast accuracy for multivariate distributions and level sets.
method Theoretical framework for scoring rules, decomposition of multivariate scoring functions, numerical algorithm for computation.
result New scoring functions for multivariate distributions and level sets, including density and cumulative distribution level sets.

A new kernel-based nonconformity score improves multivariate prediction regions.

problem Tackling the challenge of compressing multivariate residual vectors into scalars while preserving geometric structure.
method Introducing a Multivariate Kernel Score (MKS) that decomposes into an anisotropic MMD, providing finite-sample coverage guarantees and convergence rates.
result The MKS produces prediction regions that explicitly adapt to geometric structure, reducing volume compared to ellipsoidal baselines.

Iterative tilting fine-tunes diffusion models for reward-tilted distributions.

problem Fine-tuning diffusion models for reward-tilted distributions.
method Decomposes large reward tilts into smaller, tractable tilts via first-order Taylor expansion, avoiding backpropagation.
result Validated on a two-dimensional Gaussian mixture, achieving exact closed-form solutions.

Face recognition systems are vulnerable to composite face reconstruction attacks.

problem Vulnerability of face recognition systems to composite face reconstruction attacks.
method Assumed attacker uses composite face parts to reconstruct faces faster and more efficiently.
result Current face recognition systems are extremely vulnerable to random search attacks.

New geometric analysis shows L2L^2 score error is flawed for diffusion models.

problem Score matching errors in diffusion models do not fully capture distributional quality.
method Decomposed score errors into gradient and solenoidal components, focusing on gradient's role in Fokker-Planck dynamics.
result Only gradient component affects marginal distributional quality; solenoidal component is structurally invisible.

Zero-shot understanding of accidents from surveillance videos using vision-language models

problem Accident understanding from surveillance videos
method Three-stage pipeline with vision-language similarity, metadata-driven multi-prompt reasoning, and entropy-gated pairwise adjudicator
result Substantial improvement in harmonic-mean score over baseline

New method reveals true causal functions in nonlinear time series, not just scores.

problem Causal discovery in nonlinear time series often uses scalar edge scores, which hide true function-valued causal influence.
method Formalized function-valued causal influence for additive, contribution-decomposable architectures. Introduced a practical framework based on ICE for estimating causal response functions directly from trained models.
result Edges with indistinguishable scalar scores can exhibit qualitatively different functional behaviors.

Score matching errors are not sufficient for measuring diffusion model quality.

problem The L2L^2 score matching error is not a reliable measure of diffusion model performance.
method Decomposed score errors into gradient and solenoidal components and analyzed their geometric properties.
result Only the gradient component of the score error affects the marginal distributional quality.

HKT improves sequence processing with multi-scale attention and kernel analysis.

problem Processing sequences at multiple scales with efficient attention mechanisms.
method Trainable causal downsampling and convex weights for level-specific score matrices.
result HKT achieves consistent gains over standard attention across various tasks.

DFSOS improves sparse discriminant analysis for high-dimensional data.

problem Sparse discriminant analysis in high-dimensional settings with feature selection.
method Deflation-Free Sparse Optimal Scoring (DFSOS) using Bregman iteration and orthogonality-constrained optimization.
result DFSOS achieves comparable or better classification accuracy than deflation-based methods.

This paper tackles unbiased loss functions for multilabel classification with missing labels.

problem Missing labels in multilabel classification tasks, especially in extreme multi-label classification (XMC).
method Derives unbiased estimators for multilabel reductions, including non-decomposable ones, and addresses increased variance with convex upper-bounds.
result Switching to unbiased estimators can alter the bias-variance trade-off and may require stronger regularization.

We consider the problem of recommending relevant labels (items) for a given data point (user). In particular, we are interested in the practically important setting where the evaluation is with respect to non-decomposable (over labels) performance metrics like the F1F_1 measure, and the training data has missing labels…

2016-06-07abs ↗pdf ↗

Paper proposes a QUBO formulation that reduces binary variables in Bayesian network learning.

problem Reducing the number of binary variables in QUBO formulations for Bayesian network learning.
method Proposes a new QUBO formulation that minimizes binary variables.
result Significantly reduces the number of binary variables required for Bayesian network structure learning.

Estimates proper calibration errors and refinement terms in probabilistic predictions.

problem Lack of a general estimator for proper calibration errors and refinement terms with known statistical properties.
method Proposes a method for consistent, asymptotically unbiased estimation of proper calibration errors and refinement terms.
result Proves the relation between refinement and f-divergences, implying information monotonicity in neural networks.

Paper presents a new policy gradient theorem using weak derivatives for reinforcement learning.

problem Continuous state-action reinforcement learning problems.
method Introduced an alternative policy gradient theorem using weak derivatives.
result The new approach yields algorithms that converge almost surely to stationary points of the value function.

AIMM-X monitors markets for suspicious behavior using transparent scoring.

problem Detecting market manipulation from benign mechanisms.
method Combines microstructure signals and public attention signals for anomaly detection.
result Transparent scoring allows tracing and understanding flagged windows.

We extend diffusion models to function spaces and introduce a new method for sampling from posterior distributions.

problem Sampling from posterior distributions in infinite-dimensional function spaces using diffusion models.
method Infinite-dimensional extension of Doob's hh-transform, Supervised Guidance Training for efficient sampling.
result We prove that diffusion models can be conditioned to sample from posterior distributions and introduce a simulation-free score matching objective.

New method improves causal effect estimation by addressing imbalance in training data.

problem Imbalance between treatment and control groups in training data.
method Combines distributionally robust optimization and weight regularization.
result Consistent improvements over existing methods in experiments.

HED Score improves temporal evaluation of detection accuracy.

problem Temporal agnosticism in existing evaluation frameworks for non-stationary processes.
method Measure-theoretic HED Score integrating exponentially decaying kernel over posterior probability stream.
result HED Score achieves 388.8% improvement over ROC/AUC on NSL-KDD benchmark.

Rapid overlay of chemical structures (ROCS) is a standard tool for the calculation of 3D shape and chemical ("color") similarity. ROCS uses unweighted sums to combine many aspects of similarity, yielding parameter-free models for virtual screening. In this report, we decompose the ROCS color force field into "color com…

2016-06-06abs ↗pdf ↗

Markov networks are extensively used to model complex sequential, spatial, and relational interactions in a wide range of fields. By learning the structure of independences of a domain, more accurate joint probability distributions can be obtained for inference tasks or, more directly, for interpreting the most signifi…

2016-08-08abs ↗pdf ↗

A new method improves density ratio estimation efficiency and accuracy.

problem Density ratio estimation trade-off between quality and efficiency.
method One-step Score-based Density Ratio Estimation (OS-DRE) combining analytic and solver-free approach.
result OS-DRE offers a favorable balance between estimation quality and inference efficiency.

This paper analyzes error bounds for biased SMC samplers in conditional sampling.

problem Analyzing error bounds for biased SMC samplers in conditional sampling.
method Develops a non-asymptotic error analysis for SMC samplers with biased mutation kernels.
result Derives the first non-asymptotic error bound for conditional sampling with score-based diffusion models.

The paper breaks down AUC into cluster-level components for better model diagnostics.

problem Global AUC masks weaknesses in specific subpopulations, leading to financial or operational risks.
method Formal decomposition of AUC into intra- and inter-cluster components, comparing with other performance metrics.
result Allows practitioners to evaluate and diagnose model performance within and across clusters.

Paper tackles high-order inference in structured prediction tasks.

problem Maximizing a score function on the space of labels in high-order Markov random fields.
method Generative model approach with two-stage convex optimization algorithm.
result Success in general high-order inference problems driven by hyperedge expansion properties.

This dissertation uses ILP to learn Bayesian network structures efficiently.

problem Learning the structure of Bayesian networks from data.
method Integer Linear Programming formulation with cluster constraints and cutting planes.
result The approach finds feasible solutions for Bayesian network structures efficiently.

New metrics improve learning of Gaussian networks.

problem Lack of suitable metrics for continuous Bayesian network learning.
method Introduce three-part minimum description length and renormalized normalized maximum likelihood metrics.
result Proposed metrics outperform BIC/AIC metrics in accuracy and convergence.

Proposes a new method to measure epistemic uncertainty in Bayesian neural networks.

problem Measuring epistemic uncertainty in Bayesian neural networks for out-of-distribution detection.
method Proposes measuring disagreement between logits and their pre-softmax counterparts as an epistemic uncertainty measure.
result Proposed epistemic uncertainty scores outperform mutual information and equal predictive entropy performance.