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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.

168,878 papers · 148 categories

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48 results for event selection

Proposes a non-conjugate model selection method for chain event graphs.

problem Existing model selection algorithms for chain event graphs rely on conjugate priors, which is unrealistic for many real-world applications.
method Proposes a mixture modelling approach to model selection in chain event graphs that does not rely on conjugacy.
result The proposed method is more scalable and robust than existing algorithms.

We present a novel event embedding algorithm for crime data that can jointly capture time, location, and the complex free-text component of each event. The embedding is achieved by regularized Restricted Boltzmann Machines (RBMs), and we introduce a new way to regularize by imposing a 1\ell_1 penalty on the conditiona…

2018-06-15abs ↗pdf ↗

New STH distance finds patterns in event timeseries without resampling.

problem Lack of efficient analysis methods for event and state timeseries.
method Define STE-ts, propose STH, leveraging both time and state duration.
result Improved precision and computation time compared to resampled metrics.

Enhances detection of adverse drug events using diverse healthcare record data.

problem Detecting adverse drug events from mixed data types in electronic health records.
method Aggregate diagnosis codes, drug codes, and lab measurements; use recursive feature selection.
result Significant improvement in AUC using additional features, statistically significant.

Validates conformal prediction for network data under non-uniform sampling.

problem Validity of conformal prediction for network data under non-representative sampling.
method Interprets sampling mechanisms as selection rules, studies validity conditional on selection events, uses permutation invariance and joint exchangeability.
result Finite-sample validity of conformal prediction for certain selection events and asymptotic validity for random walk sampling.

Support selection and eventwise decoupling for simultaneous bets proven.

problem Optimizing expected utility for simultaneous independent events with multiple outcomes.
method Proved a support theorem for a broad class of strictly increasing strictly concave utilities, identifying the exact active support and proving independence from utility function.
result The exact active support is the eventwise union of single-event supports, independent of the utility function.

The class of chain event graph models is a generalisation of the class of discrete Bayesian networks, retaining most of the structural advantages of the Bayesian network for model interrogation, propagation and learning, while more naturally encoding asymmetric state spaces and the order in which events happen. In this…

2009-04-06abs ↗pdf ↗

Bayesian BIC for multi-trial data improves VAR model order selection.

problem Optimal VAR model order selection for multi-trial event-based data.
method Derive and apply Bayesian Information Criterion (BIC) for multi-trial ensemble data.
result Multi-trial BIC successfully recovers real model order and estimates small model order.

The paper identifies key macroeconomic events affecting exchange rate volatility.

problem Understanding which macroeconomic events impact exchange rate volatility.
method Data-driven approach to select relevant macroeconomic events using sparsity-based methods.
result The identified macroeconomic events significantly impact exchange rate volatility.

Paper proposes active learning for sound event detection with reduced annotation effort.

problem Reducing annotation effort for sound event detection.
method Change point detection for candidate selection, mismatch-first farthest-traversal for selection, training with context recordings.
result The proposed system achieves similar performance to full annotation with only 2% of data, reducing annotation effort.

Proposes a method to refine PDE-driven high-dimensional rare-event simulation.

problem Challenges in constructing accurate surrogates for rare-event simulation.
method Adaptive importance sampling framework that refines a locally constructed surrogate.
result Achieves accuracy comparable to true-model adaptive importance sampling with fewer high-fidelity evaluations.

Proposes a new method to improve selective inference for Lasso models.

problem Over-conditioning due to conditioning on feature signs in selective inference for Lasso.
method Parametric programming approach to avoid conditioning on signs and identify feature selection events.
result Improves power and practicality of selective inference for Lasso models.

We develop a general approach to valid inference after model selection. At the core of our framework is a result that characterizes the distribution of a post-selection estimator conditioned on the selection event. We specialize the approach to model selection by the lasso to form valid confidence intervals for the sel…

2013-11-25abs ↗pdf ↗

More powerful feature selection tests using selective inference.

problem Selection bias in feature selection leading to specious analysis.
method Conditioning on minimal selection event using Maximum Mean Discrepancy and Hilbert Schmidt Independence Criterion with multiscale bootstrap.
result Proposed test is more powerful in most scenarios.

The paper develops a test for independence of selected Gaussian variables after thresholding correlations.

problem Testing independence of selected Gaussian variables after thresholding correlations.
method The approach involves conditioning on the selection event and using a new characterization of the conditioning event in terms of canonical correlation.
result The proposed test has higher power than a naive approach that ignores selection effects.

Graph neural networks detect anomalies in object-centric business processes.

problem Detecting anomalies in graph-like business processes.
method Graph convolutional autoencoder architecture for anomaly detection.
result Promising performance in detecting anomalies at the activity type and attributes level.

Deep learning framework predicts streamflow and flood probabilities in Australian catchments.

problem Large-scale flooding prediction challenges due to model calibration and missing data.
method Ensemble quantile-based deep learning framework using quantile regression and CAMELS dataset.
result Notable efficacy and uncertainties in streamflow forecasts with varied catchment properties.

Paper proposes a new method for selective inference in robust regression.

problem Statistical inference after removing outliers identified by robust methods.
method Conditional SI using piecewise-linear homotopy continuation.
result Proposed method is applicable to a wide class of robust regression and outlier detection methods.

Improved aggregation methods learn from all ICU events without preprocessing for better patient risk analysis.

problem Lack of efficient methods to dynamically assess patient status in ICU.
method Improved aggregation methods for a deep learning architecture that learns from all events without preprocessing.
result Models achieve strong performance (AUROC 0.87) in patient mortality classification.

Enhances selective inference for generalized lasso using parametric programming.

problem Low statistical power in selective inference for generalized lasso.
method Parametric programming to compute solution paths and identify model selection events.
result Improves selective inference power and practicality for various problems.

We consider the problem of classifying business process instances based on structural features derived from event logs. The main motivation is to provide machine learning based techniques with quick response times for interactive computer assisted root cause analysis. In particular, we create structural features from p…

2017-10-08abs ↗pdf ↗

Study finds consumers are more price-sensitive before livestreams than after.

problem Understanding consumer demand during livestreaming lifecycle.
method Examined consumer demand for live events and recorded versions using data from a livestreaming platform.
result Demand is more price-sensitive before livestreams than after.

Develops a framework for modeling set-valued data in continuous-time.

problem Handling sequences where each event is associated with a set of items.
method General framework for modeling set-valued data, developed inference methods, and importance sampling techniques.
result Orders-of-magnitude improvements in efficiency for probabilistic queries over direct sampling.

This paper develops a method to select a reference contract for multi-contract quoting to minimize execution risk.

problem Minimizing execution risk in multi-contract quoting sequences.
method Develops a diagnostic framework using order-flow Hawkes forecasts and CLF to select a stable reference contract.
result Event-history and LOB-state signals offer complementary views for reference-contract selection.

Myopic procedures are shown to be asymptotically optimal in ranking and selection problems.

problem Selecting the best design from a set with unknown mean performance.
method Myopic procedures that iteratively improve an approximation of the objective measure.
result Myopic procedures satisfy optimality conditions of ranking and selection problems.

SurvTRACE uses transformers to analyze survival times with competing events.

problem Analyzing survival times with multiple competing events and confounders.
method Transformer-based model for survival analysis, handling competing events and confounders.
result SurvTRACE outperforms existing methods in multi-event scenarios.

Models predict fire and other emergencies in Edmonton.

problem Accurate prediction of emergency events for timely response.
method Data collection, descriptive analysis, feature selection, and negative binomial regression.
result Models perform well, with acceptable prediction errors for weekly and monthly periods.

Joint Models for longitudinal and time-to-event data have gained a lot of attention in the last few years as they are a helpful technique to approach common a data structure in clinical studies where longitudinal outcomes are recorded alongside event times. Those two processes are often linked and the two outcomes shou…

2016-09-09abs ↗pdf ↗

Machine learning tools are commonly used in modern high energy physics (HEP) experiments. Different models, such as boosted decision trees (BDT) and artificial neural networks (ANN), are widely used in analyses and even in the software triggers. In most cases, these are classification models used to select the "signal"…

2016-08-20abs ↗pdf ↗

A simple guide to understanding hierarchical causality in complex systems.

problem Understanding hierarchical causality in complex systems.
method Formalizing hierarchical causality in terms of actors and agents, with three key structures.
result The system requires three additional structures: causation classes, aggregation operators, and discrete event-time maps.

Cryptocurrency markets treat infrastructure failures and regulatory shocks differently, but the effect is not statistically significant.

problem Understanding how cryptocurrency markets differentiate between infrastructure failures and regulatory shocks.
method A multi-moment event study using GJR-GARCH-X model with matched dependence-robust inference.
result The differential impact of infrastructure failures and regulatory shocks on cryptocurrency markets is not statistically significant.

Optimizes sampling for faster convergence in Bayesian experimental design and uncertainty quantification.

problem Efficiently selecting samples for faster convergence in Bayesian experimental design and uncertainty quantification.
method Output-weighted acquisition functions leveraging likelihood ratio to guide sampling towards relevant regions.
result Superiority of the proposed method in uncertainty quantification and rare event identification.

This paper evaluates data enrichment techniques for rare event detection in manufacturing.

problem Rare events in manufacturing lead to unplanned downtime and high energy consumption.
method Time series data augmentation, sampling, and imputation techniques combined with supervised machine learning.
result Data enrichment enhances rare failure event detection and prediction by up to 48%.