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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.

168,657 papers · 148 categories

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194387581774 · Jun 202019922001200920172026
48 results for estimator accuracy

Unified approach improves accuracy in private estimation.

problem Protecting sensitive information in statistical estimation.
method Unified Bayes Private Point (UBaPP) approach to Bayes point estimation under differential privacy constraints.
result Achieves better accuracy-privacy trade-off than traditional methods.

This work explores the trade-offs between stability and accuracy in statistical estimation.

problem Understanding the statistical cost of algorithmic stability.
method Statistical decision-theoretic perspective, focusing on worst-case and average-case stability.
result Optimal stable estimators for mean estimation and regression settings are developed, revealing trade-offs between stability and accuracy.

Optimal kernel improves estimation accuracy in modal statistical methods.

problem Estimation accuracy of kernel-based modal statistical methods depends on the kernel used.
method The study theoretically shows an optimal kernel that minimizes asymptotic error criterion.
result An optimal kernel minimizes the error criterion when using an optimal bandwidth.

Calibrates network confidence for unsupervised domain adaptation.

problem Calibrating a model trained on a source domain to a target domain without labeled data.
method Estimates network accuracy on the target domain and calibrates prediction confidence directly in the target domain.
result Significantly outperforms existing methods across standard datasets.

In data science and machine learning, hierarchical parametric models, such as mixture models, are often used. They contain two kinds of variables: observable variables, which represent the parts of the data that can be directly measured, and latent variables, which represent the underlying processes that generate the d…

2014-08-25abs ↗pdf ↗

Unified plug-in approach for estimating symmetric properties of distributions efficiently.

problem Estimating symmetric properties of distributions with high accuracy and efficiency.
method Profile-maximum-likelihood (PML) based estimator.
result Achieves theoretical limit for universal symmetric property estimation.

The article explains how to estimate confusion matrices for classifiers using unlabeled data.

problem Estimating sensitivity and specificity of binary medical diagnostic tests without gold standard tests.
method Modifying diagnostic test solutions to estimate confusion matrices for classifiers on unlabeled data.
result The approach can be used to estimate accuracy statistics for supervised or unsupervised binary classifiers on unlabeled data.

The paper introduces a privacy-preserving method for estimating treatment effects that maintains accuracy.

problem Estimating heterogeneous treatment effects in sensitive data while protecting privacy.
method A general meta-algorithm for CATE estimation with differential privacy guarantees, using sample splitting and parallel composition.
result The meta-algorithm maintains accuracy even with differential privacy, showing that most accuracy loss is due to variance increase.

New linear algorithms improve wSVMs for multiclass probability estimation.

problem Estimating conditional probabilities for multiclass problems.
method Proposed baseline learning and OVA learning schemes to improve wSVMs.
result Linear algorithms achieve optimal computational efficiency and good estimation accuracy.

New method estimates graphons from multiple networks with high accuracy and low complexity.

problem Estimating graphon function from multiple networks with different node sets and sizes.
method Histogram-based estimator that aligns nodes across all networks.
result High accuracy and low computational complexity achieved.

Causal trees struggle with accuracy in estimating treatment effects.

problem Estimating heterogeneous causal treatment effects using recursive decision trees.
method Adaptive recursive partitioning with and without sample splitting.
result Causal tree estimators can have uniform-norm errors decreasing more slowly than any power of the sample size.

New estimator uses clustering to improve off-policy evaluation accuracy.

problem Improving off-policy evaluation accuracy when logging and evaluation policies differ.
method Proposes an estimator that shares information across similar contexts using clustering.
result Clustering contexts improves estimation accuracy, especially in deficient information settings.

In this paper, we consider low rank matrix estimation using either matrix-version Dantzig Selector A^λd\hat{A}_λ^d or matrix-version LASSO estimator A^λL\hat{A}_λ^L. We consider sub-Gaussian measurements, i.e.i.e., the measurements X1,,XnRm×mX_1,\ldots,X_n\in\mathbb{R}^{m\times m} have i.i.d.i.i.d. sub-Gaussian entries. Suppose $\textrm…

2014-03-25abs ↗pdf ↗

Improves model calibration and selection in unsupervised domain adaptation.

problem Distribution shifts in unsupervised domain adaptation.
method Developed a novel importance weighted group accuracy estimator.
result Improves state-of-the-art performances by 22% in model calibration and 14% in model selection.

Proposes a new method to estimate Bayesian neural network depth.

problem Estimating the depth of Bayesian neural networks.
method Uses a discrete truncated normal distribution to learn depth mean and variance, inferring posterior distributions by minimizing variational free energy.
result Improves test accuracy and reduces posterior depth variance on the spiral dataset.

Proposes new loss functions for GANs to improve estimation accuracy and robustness.

problem Improving the training of GANs to achieve more accurate and robust models.
method Introduces Hellinger-type loss functions and analyzes their statistical properties.
result Demonstrates improved estimation accuracy and robustness of the proposed loss functions.

Private statistics estimation faces a bias, accuracy, and privacy trilemma.

problem Balancing privacy, accuracy, and bias in statistical estimation.
method Use differential privacy (DP) for private statistics, but clip samples to control sensitivity and add noise for privacy, introducing bias.
result No algorithm can simultaneously have low bias, low error, and low privacy loss for arbitrary distributions.

We present a theoretical analysis of Maximum a Posteriori (MAP) sequence estimation for binary symmetric hidden Markov processes. We reduce the MAP estimation to the energy minimization of an appropriately defined Ising spin model, and focus on the performance of MAP as characterized by its accuracy and the number of s…

2009-06-10abs ↗pdf ↗

Hybrid method improves accuracy and speed of breast model parameter estimation.

problem Accurate estimation of breast mechanical parameters for surgical simulations.
method Combines deep learning (MNN) with iterative solvers to ensure accuracy and speed.
result Hybrid method achieves both real-time performance and reliability.

In this paper, we study statistical properties of semi-supervised learning, which is considered as an important problem in the community of machine learning. In the standard supervised learning, only the labeled data is observed. The classification and regression problems are formalized as the supervised learning. In s…

2012-04-18abs ↗pdf ↗

This study compares two methods for uncertainty estimation in CNNs, finding Conformal Prediction more reliable.

problem CNNs often overestimate uncertainty, leading to unreliable predictions.
method Bayesian approximation via Monte Carlo Dropout and Conformal Prediction.
result Conformal Prediction produces more reliable uncertainty estimates than Monte Carlo Dropout.

Study improves queue length estimation from connected vehicles by filtering parameters.

problem Large errors in estimated queue lengths at low market penetration rates.
method Used Kalman and Particle filters as multilevel real-time estimators.
result Filters reduce estimation errors and improve accuracy within 15 minutes.

Researchers study fairness-accuracy tradeoffs in predictive models for multiple groups.

problem Understanding the tradeoff between fairness and accuracy in models serving multiple demographic groups.
method Characterizing the fairness-accuracy (FA) Pareto frontier, approximating it from limited data, and bounding the worst-case gap.
result Derivation of worst-case-optimal estimators and uniform finite-sample bounds for the entire FA frontier.

In this paper we propose strategies for estimating performance of a classifier when labels cannot be obtained for the whole test set. The number of test instances which can be labeled is very small compared to the whole test data size. The goal then is to obtain a precise estimate of classifier performance using as lit…

2016-07-09abs ↗pdf ↗

New methods improve statistical accuracy of complex models without high computational cost.

problem Improving statistical accuracy of complex models without high computational cost.
method Neural posterior and likelihood estimation (NPE and NLE) methods.
result NPE and NLE methods have similar theoretical guarantees to ABC and BSL, but achieve accuracy at a reduced computational cost.

Stochastic methods improve data assimilation with high-frequency sensor data.

problem Computational challenges in data assimilation with high-frequency sensor data.
method Adapted stochastic approximation methods to handle high-frequency observations.
result Produces high-quality estimates using all observations without compromising statistical accuracy.

Proposes a framework to reconcile policy learning and profit maximization in CATE estimation.

problem Aligning CATE estimation with profit maximization for optimal customer treatment decisions.
method Optimizes a novel objective function that concentrates learning capacity near the decision boundary, ensuring consistency with the original profit function.
result Consistent CATE estimates can be recovered from existing profit-maximization pipelines, allowing firms to navigate the trade-off between accuracy and profit.

In this paper we consider the use of the space vs. time Kronecker product decomposition in the estimation of covariance matrices for spatio-temporal data. This decomposition imposes lower dimensional structure on the estimated covariance matrix, thus reducing the number of samples required for estimation. To allow a sm…

2013-07-27abs ↗pdf ↗

Post-estimation smoothing improves prediction accuracy with structural indices.

problem Using natural structural indices in machine learning without losing robustness.
method A post-estimation smoothing operator that separates from the original predictor.
result Post-estimation smoothing improves accuracy over original predictors under simple conditions.

This paper proves long-time accuracy of ensemble Kalman filters for chaotic and machine-learned systems.

problem Ensuring long-term accuracy of ensemble Kalman filters for complex dynamical systems.
method Established conditions for long-time accuracy of ensemble Kalman filters for chaotic and machine-learned dynamical systems.
result Ensemble Kalman filters maintain small estimation error over long time horizons for chaotic and machine-learned systems.

VIR model improves regression accuracy and uncertainty estimation for imbalanced data.

problem Imbalanced regression datasets lead to poor model accuracy and uncertainty estimation.
method VIR model uses probabilistic smoothing and reweighting to estimate latent representations and uncertainty.
result VIR model outperforms state-of-the-art models in accuracy and uncertainty estimation.

New spectral algorithm estimates random graph parameters robustly against corrupted nodes.

problem Estimating the parameter of an Erdős-Rényi random graph with adversarial corruption.
method Spectral algorithm designed for computational efficiency, with an inefficient but information-theoretic alternative.
result Achieves optimal error rate up to logarithmic factors, matching statistical lower bounds.

New method estimates optimal Q-values with better accuracy for specific problems.

problem Estimating optimal Q-values in reinforcement learning is difficult and varies by problem instance.
method Local minimax framework and variance-reduced Q-learning.
result Sharp lower bounds on estimation accuracy for Q-learning.

Noise-resilient method improves Hurst exponent estimation accuracy in noisy data.

problem Noise degrades accuracy of Hurst exponent estimation methods.
method Noise-Controlled ALPHEE (NC-ALPHEE) using wavelet multi-scale analysis and neural network combination.
result NC-ALPHEE consistently outperforms existing techniques in noisy conditions.