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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.

169,236 papers · 148 categories

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146292437583 · Jun 202019922001200920182026
48 results for estimator response curve

New method estimates individual dose-response curves for any number of treatments.

problem Estimating individual dose-response curves for varied exposures.
method Neural network approach for learning counterfactual representations.
result Set a new state-of-the-art in estimating individual dose-response curves.

Estimates personalized treatment response curves using covariates.

problem Flexible estimation of personalized treatment response curves.
method Sieve based nonparametric estimator of smoothed regimen-response curve function.
result Asymptotic linearity and undersmoothing criteria for efficient estimation.

Paper introduces estimator response curve to assess mutual information estimators.

problem Assessing the performance of mutual information estimators.
method Utilizes estimator response curve to test various measures of association.
result Suboptimal estimators perform worse than optimal ones in real-world data.

Paper develops methods to estimate derivative of dose-response curve for continuous treatments.

problem Estimating the derivative of the dose-response curve for continuous treatments.
method Doubly robust (DR) inference method using kernel smoothing, bias-corrected IPW and DR estimators.
result Proposes novel bias-corrected IPW and DR estimators for continuous treatments.

Proposes estimators for complex dose-response curves using kernel methods.

problem Estimating complex dose-response curves with continuous treatments, mediators, and covariates.
method Kernel ridge regression with sequential kernel embedding technique.
result Simple estimators for mediated and time-varying dose response curves with nonasymptotic uniform rates.

New method estimates treatment-response curves with covariate and timing measurement errors.

problem Estimating treatment impact on continuous temporal response with covariate measurement errors.
method Combines parametric response functions and sparse Gaussian process for baseline trend, considering both treatment covariates and timing errors.
result Significant improvements in estimation accuracy and prediction for diet impact on blood glucose measurements.

ContiVAE estimates individual dose-response curves from unobserved confounders using observational data.

problem Estimating causal effects of continuous treatments considering unobserved confounders.
method Variational auto-encoder with a Tilted Gaussian prior distribution modeling hidden confounders as latent variables.
result ContiVAE outperforms existing methods by up to 62% in predicting individual dose-response curves.

Flexible modeling of continuous treatment-response curves for observational data.

problem Estimating treatment effects with varying continuous-time, continuous-valued interventions and irregularly measured outcomes.
method Representing treatment response curves with linear time-invariant dynamical systems and multiple-output Gaussian Processes.
result Significant gains in accuracy over state-of-the-art models on simulated and clinical datasets.

Controlled interventions provide the most direct source of information for learning causal effects. In particular, a dose-response curve can be learned by varying the treatment level and observing the corresponding outcomes. However, interventions can be expensive and time-consuming. Observational data, where the treat…

2016-05-05abs ↗pdf ↗

The paper proposes using theoretical ROC curves to categorize classifier responses.

problem The lack of explicit probability distributions for classifier responses in machine learning.
method Fit beta distributions to classifier responses and use them to categorize responses into different classes.
result Established a categorization of classifier responses into classes with different ROC curve extremal behaviors.

Proposes methods for constructing confidence bands and improving ROC curve estimation in SVM models.

problem Improving ROC curve estimation in SVM models for binary classification problems.
method Develops a method for constructing confidence bands for the SVM ROC curve and provides theoretical justification.
result The risk function of the estimated decision rule is uniformly consistent across the weight parameter.

Functional BART adds shape priors to Bayesian tree regression for better curve fitting.

problem Regression with function-on-scalar data and shape constraints.
method Bayesian tree structure with spline representations, customized Bayesian backfitting algorithm, shape priors.
result Improved estimation and prediction accuracy with shape priors.

Paper uses nearest neighbor method to predict exam success based on online test trends.

problem Predicting student success/failure in final exams.
method Applied nearest neighbor method to estimate student learning skill from online test trends.
result Improved prediction accuracy for exam success/failure.

Estimates individualized treatment effects using shared RBF-net neurons.

problem Identifying differential treatment effects based on covariates.
method Non-parametric radial basis function (RBF)-nets with shared hidden neurons in a Bayesian framework.
result Demonstrated through simulations and real data, the method identifies interesting treatment effects.

New method estimates effects of multiple nutrients on blood glucose.

problem Estimating physiological response to multiple nutrient treatments.
method Convolution-based multi-output Gaussian process model.
result Improved prediction accuracy and better interpretation of individual nutrient effects.

Kernel methods identify treatment effects with unobserved confounding using negative controls.

problem Learning causal relationships with unmeasured confounding.
method Kernel ridge regression algorithms for nonparametric treatment effects.
result Uniform consistency and finite sample rates of convergence proved.

DynAEsti models ability as a time-varying curve, improving IRT for dynamic settings.

problem Traditional IRT models assume static ability; new approach models dynamic ability.
method DynAEsti augments traditional IRT Expectation Maximization with CurvFiFE for curve fitting.
result DynAEsti successfully recovers human performance dynamics in golf.

New β3β^3-IRT model improves test performance and assesses classifier quality.

problem Improving test performance and assessing classifier quality.
method Proposes β3β^3-IRT model to model continuous responses and assess latent abilities.
result The β3β^3-IRT model outperforms standard models on various datasets and provides a new metric for classifier evaluation.

Paper presents a shape-based approach for better household load curve clustering and prediction.

problem Difficulty in classifying and predicting consumer energy consumption due to many clusters.
method Shape-based approach using Dynamic Time Warping (DTW) to align energy consumption patterns.
result Reduces the number of representative groups by 50% and improves prediction accuracy.

A new method uses SVMs and active learning for efficient fragility curve estimation.

problem Estimating fragility curves for structures under seismic and other excitations.
method Support Vector Machines (SVMs) coupled with active learning algorithm.
result Efficient estimation of fragility curves with reduced numerical calculations.

Paper tackles temporal overfitting in wind power curve modeling.

problem Temporal overfitting in wind power curve modeling.
method Proposes a Gaussian process-based method to partition and model time-invariant and time-varying components.
result Significant improvement in predicting responses for different time periods.

Study finds anomalies in high-frequency S&P 500 price changes.

problem Anomalies in high-frequency S&P 500 price changes.
method Using NBBO event-time data, the study forms pairs of backward and forward price increments, standardizes them, and estimates expected responses on a fine grid of push magnitudes.
result Persistent structural shift in expected responses: near zero for short lags, pronounced tails for long lags, indicating correlation between larger historical pushes and nonzero responses.

Study develops efficient algorithm for probabilistic penetration response of composite plates.

problem Probabilistic modeling of discrete structural response, focusing on binary events like buckling.
method Adaptive domain-based decomposition, sparse grid sampling, assumption of monotonic behavior.
result Efficient computational framework for probabilistic penetration response of composite plates.

Proposes VCNet for estimating ADRFs of continuous treatments.

problem Estimating ADRFs of continuous treatments from observational data.
method VCNet for improved model expressiveness and continuity; targeted regularization for finite sample performance.
result Improves model expressiveness and continuity of ADRFs.

Proposes a new method for estimating non-pathwise differentiable functional parameters.

problem Estimating dose-response curves for continuous exposure.
method Targeted Highly Adaptive Lasso (HAL) for non-pathwise differentiable functional parameters.
result The Targeted HAL-MLE achieves dimension-free rates up to log(n) factors and outperforms other methods in simulations.

Unified framework for binary responses using AUC loss and low-rank constraint.

problem Statistical inefficiency and shared structure in fitting multiple binary responses.
method Pairwise AUC loss aggregation with low-rank constraint, scalable projected gradient descent.
result Unified framework outperforms likelihood-based approaches in challenging settings.

Spatially-aware model improves earthquake hazard assessment accuracy.

problem Misrepresentation of seismic effects across diverse landscapes.
method Causal Bayesian network with Gaussian Processes and normalizing flows.
result Achieves up to 35.2% AUC improvement over existing methods.

Previous algorithms for constructing regression tree models for longitudinal and multiresponse data have mostly followed the CART approach. Consequently, they inherit the same selection biases and computational difficulties as CART. We propose an alternative, based on the GUIDE approach, that treats each longitudinal d…

2012-09-21abs ↗pdf ↗

Method bounds continuous-valued treatment effects when confounding variables are hidden.

problem Inferring causal effects of continuous treatments when hidden confounders are present.
method Novel methodology to bound average and conditional average continuous-valued treatment effects.
result Method gives tighter coverage of true dose-response curve than existing methods.

This paper reviews SDR methods for multivariate response regression.

problem Handling sufficient dimension reduction for multivariate response regression.
method Characterizes SDR estimators as inverse or forward regression methods.
result Pooled marginal, projective resampling, distance-based, ordinary least squares, partial least squares, and semiparametric SDR estimators are discussed.

The paper predicts responses on out-of-sample nodes using latent positions on unknown curves.

problem Predicting responses on out-of-sample nodes with latent positions on unknown curves.
method Manifold learning and graph embedding technique using latent positions.
result Convergence guarantees for predicting responses on out-of-sample nodes.

Constructs bivariate quantiles using vine copulas for multivariate analysis.

problem Need for research in multivariate quantiles, especially for bivariate responses.
method Constructs bivariate (conditional) quantiles using vine copula based bivariate regression model with a novel tree sequence graph structure.
result Avoids typical shortfalls of regression like transformations, interactions, collinearity, and quantile crossings.

PEER tackles multi-response regression with incomplete outcomes efficiently.

problem Challenges in estimating, predicting, and computing with large-scale multi-response regression and incomplete outcomes.
method PEER converts multi-response regression into parallel univariate-response regressions.
result PEER achieves consistency in estimation, prediction, and variable selection.

New method for estimating and testing impulse responses in high-dimensional VAR systems.

problem Statistical inference for impulse responses in sparse, high-dimensional vector autoregressions.
method Local projection equations and de-sparsified estimators combined with a non-regularized contemporaneous impact matrix.
result Valid inference procedures for structural impulse responses in high-dimensional systems.

The literature of heavy tails (typically) starts with a random walk and finds mechanisms that lead to fat tails under aggregation. We follow the inverse route and show how starting with fat tails we get to thin-tails when deriving the probability distribution of the response to a random variable. We introduce a general…

2013-07-25abs ↗pdf ↗

A new model estimates mixed memberships for categorical data with weighted responses.

problem Limited applicability of existing GoM model to weighted categorical data.
method Proposes Weighted Grade of Membership (WGoM) model, relaxing distribution constraints.
result WGoM can describe any response matrix with finite distinct elements.

Estimates impulse response functions using machine learning in time series data.

problem Estimating causal effects of discrete treatments over time with flexible models.
method Double/debiased machine learning for nonparametric time series data.
result Consistent and asymptotically normal estimator for impulse response functions.

GPIRT uses Gaussian processes to estimate latent traits and IRFs from binary responses.

problem Nonparametric IRT models struggle to estimate flexible IRFs and latent traits simultaneously.
method GPIRT employs Gaussian process priors to relax IRF assumptions while estimating latent traits.
result GPIRT provides a flexible solution to IRT challenges, including active learning.

Single training run learns optimal VAE parameters for various β values.

problem Training VAEs with varying β values for optimal trade-off between distortion and rate.
method Introduced Multi-Rate VAE (MR-VAE) using hypernetworks to map β to optimal parameters.
result MR-VAEs can construct the full rate-distortion curve without additional training.