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.

169,051 papers · 148 categories

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2 results for “drift-out”

Revisiting Inaccuracies of Time Series Averaging under Dynamic Time Warpingstat.ML

The study revisits inaccuracies in time series averaging under dynamic time warping.

problem Inaccuracies in time series averaging under dynamic time warping.

method Analysis of existing correctness-criterion and introduction of drift-outs, showing their insufficiency and inconclusiveness.

result Sample means as global minimizers of a Fréchet function never drift out, and the adjusted drift-out is a test for coherence.

time series averaging dynamic time warping inaccuracy triangle inequality drift-out

2018-09-07abs ↗pdf ↗

Uncertainty Estimates of Predictions via a General Bias-Variance Decompositioncs.LG

This work introduces a bias-variance decomposition for proper scores, improving uncertainty estimation in predictive models.

problem Reliable uncertainty estimation for predictions in safety-critical applications, especially under domain drift.

method Developed a general bias-variance decomposition for proper scores, introducing the Bregman Information as the variance term.

result The decomposition provides novel formulations for different predictive tasks, including classification and model ensembles.

uncertainty estimation proper scores bias-variance decomposition proper scoring rules domain drift

2022-10-21abs ↗pdf ↗