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.
Novel framework identifies pump-specific deterioration rates using Bayesian hierarchical hazard modeling and causal discovery.
The paper monitors model deterioration using uncertainty estimation.
Proposes a framework to explain KS deterioration in credit risk models.
Federated CTMC model estimates bridge deterioration hazards without sharing raw data.
Proposes efficient algorithm for system-level I&M decisions under uncertainty.
Machine learning for healthcare often trains models on de-identified datasets with randomly-shifted calendar dates, ignoring the fact that data were generated under hospital operation practices that change over time. These changing practices induce definitive changes in observed data which confound evaluations which do…
The U.S. water distribution system contains thousands of miles of pipes constructed from different materials, and of various sizes, and age. These pipes suffer from physical, environmental, structural and operational stresses, causing deterioration which eventually leads to their failure. Pipe deterioration results in …
Accelerated gradient method's stability deteriorates exponentially with steps.
Machine learning improves early detection of patient deterioration in Brazilian hospitals.
The Lasso is a computationally efficient regression regularization procedure that can produce sparse estimators when the number of predictors (p) is large. Oracle inequalities provide probability loss bounds for the Lasso estimator at a deterministic choice of the regularization parameter. These bounds tend to zero if …
Wastewater infrastructure systems deteriorate over time due to a combination of physical and chemical factors. Failure of this significant infrastructure could affect important social, environmental, and economic impacts. Furthermore, recognizing the optimized timeline for inspection of sewer pipelines are challenging …
Training on some out-of-distribution data improves generalization error before it deteriorates.
Hysteresis phenomena have been observed in different branches of physics and engineering sciences. Therefore, several models have been proposed for hysteresis simulation in different fields; however, almost neither of them can be utilized universally. In this paper by inspiring of Preisach Neural Network which was insp…
Study on neural networks' performance in sequential task learning.
The paper develops a method to predict the latent deterioration phase in limit order books before stress is observed.
Theoretical and empirical taxonomy of imbalance in binary classification.
Efficient integration of uncertain observations with decision-making optimization is key for prescribing informed intervention actions, able to preserve structural safety of deteriorating engineering systems. To this end, it is necessary that scheduling of inspection and monitoring strategies be objectively performed o…
Study quantifies firm risks from nature decline, showing significant equity losses.
Robust policies improve ICU transfer outcomes by predicting patient deterioration.
EEGNN improves graph neural networks by enhancing graph structure.
Proposes a stability evaluation criterion for learning models using distributional perturbations.
Develops a minimax optimal estimator for system stability under distribution shift.
Many deep models have been recently proposed for anomaly detection. This paper presents comparison of selected generative deep models and classical anomaly detection methods on an extensive number of non--image benchmark datasets. We provide statistical comparison of the selected models, in many configurations, archite…
The paper analyzes optimal timing for converting wealth into annuities in the presence of a mortality shock.
Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize inference in such models have relied on introducing approximations, which can lead to in…
Clients are increasingly looking for fast and effective means to quickly and frequently survey and communicate the condition of their buildings so that essential repairs and maintenance work can be done in a proactive and timely manner before it becomes too dangerous and expensive. Traditional methods for this type of …
Training examples are not all equally informative. Active learning strategies leverage this observation in order to massively reduce the number of examples that need to be labeled. We leverage the same observation to build a generic strategy for parallelizing learning algorithms. This strategy is effective because the …
New approach measures systemic risk by absorbing shocks before financial systems deteriorate.
Hybrid continuous-discrete models naturally represent many real-world applications in robotics, finance, and environmental engineering. Inference with large-scale models is challenging because relational structures deteriorate rapidly during inference with observations. The main contribution of this paper is an efficie…
Activity and motion analysis has the potential to be used as a diagnostic tool for mental disorders. However, to-date, little work has been performed in turning stratification measures of activity into useful symptom markers. The research presented in this thesis has focused on the identification of objective activity …
Develops a new fuzzy model using QPs and ewl2 regularization to improve local region behavior.
We study the relationship between price spread, volatility and trading volume. We find that spread forms as a result of interplay between order liquidity and order impact. When trading volume is small adding more liquidity helps improve price accuracy and reduce spread, but after some point additional liquidity begins …
Neural networks learn clean data patterns first, then noisy data, leading to improved performance initially but deteriorating later.
We focus on wind power modeling using machine learning techniques. We show on real data provided by the wind energy company Ma{ï}a Eolis, that parametric models, even following closely the physical equation relating wind production to wind speed are outperformed by intelligent learning algorithms. In particular, the CA…
After admission to emergency department (ED), patients with critical illnesses are transferred to intensive care unit (ICU) due to unexpected clinical deterioration occurrence. Identifying such unplanned ICU transfers is urgently needed for medical physicians to achieve two-fold goals: improving critical care quality a…
In this paper a highly abstracted view on the historical development of Genetic Algorithms for the Traveling Salesman Problem is given. In a meta-data analysis three phases in the development can be distinguished. First exponential growth in interest till 1996 can be observed, growth stays linear till 2011 and after th…
Improves model predictability by mixing forecasts and orthogonalizing models.
Manually labeled corpora are expensive to create and often not available for low-resource languages or domains. Automatic labeling approaches are an alternative way to obtain labeled data in a quicker and cheaper way. However, these labels often contain more errors which can deteriorate a classifier's performance when …
In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A simple method is to linearly average the parameters of the local models, which, howev…
In this paper we develop a tractable structural model with analytical default probabilities depending on some dynamics parameters, and we show how to calibrate the model using a chosen number of Credit Default Swap (CDS) market quotes. We essentially show how to use structural models with a calibration capability that …
A monitoring procedure improves machine learning forecasts for digital platforms.
Narrative disclosures in 10-K filings improve bankruptcy prediction beyond accounting ratios.
Neural network-based post-processing improves ensemble forecast sharpness
We consider convex SGD updates with a block-cyclic structure, i.e. where each cycle consists of a small number of blocks, each with many samples from a possibly different, block-specific, distribution. This situation arises, e.g., in Federated Learning where the mobile devices available for updates at different times d…
Random feature model shows slow self-correction of generalization gap.
This research examines how model explanations change under distribution shifts in tabular data.
Soft labeling impacts OOD detection in neural networks.
We propose a novel method for clustering data which is grounded in information-theoretic principles and requires no parametric assumptions. Previous attempts to use information theory to define clusters in an assumption-free way are based on maximizing mutual information between data and cluster labels. We demonstrate …