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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.

168,695 papers · 148 categories

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125251376501 · Jun 202019922001200920172026
48 results for flu prediction

Flusion combines multiple data sources to improve flu forecasts.

problem Accurate flu predictions to improve public health actions.
method Ensemble model combining gradient boosting quantile regression and Bayesian autoregressive models.
result Flusion was the top-performing model in the CDC's influenza prediction challenge.

We study the problem of distinguishing between two distributions on a metric space; i.e., given metric measure spaces (X,d,μ1)({\mathbb X}, d, μ_1) and (X,d,μ2)({\mathbb X}, d, μ_2), we are interested in the problem of determining from finite data whether or not μ1μ_1 is μ2μ_2. The key is to use pairwise distances between observat…

2018-02-04abs ↗pdf ↗

Conventional surveillance systems for monitoring infectious diseases, such as influenza, face challenges due to shortage of skilled healthcare professionals, remoteness of communities and absence of communication infrastructures. Internet-based approaches for surveillance are appealing logistically as well as economica…

2018-11-27abs ↗pdf ↗

We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multi-way data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner parallel to the generalized lasso for regression and smoothing problems. Our ap…

2015-02-24abs ↗pdf ↗

New algorithm classifies and generates genomic sequences using RG-flow categorifier.

problem Classifying and generating genomic sequences for disease prediction.
method RG-flow based categorifier combining quantum field theory, holographic duality, and neural ODEs.
result RG categorifier can classify and generate new sequences from genomic data.

Describes state variables in sequential decision problems, linking them to Markovian and non-Markovian models.

problem Sequential decision problems, especially in active learning and POMDPs, where decisions affect what is observed and learned.
method Canonical framework and novel two-agent perspective of POMDPs, defining state variables to claim Markovian or non-Markovian models.
result Properly modeled sequential decision problems are Markovian, while real decision problems are often non-Markovian.

Although there is a rich literature on methods for allowing the variance in a univariate regression model to vary with predictors, time and other factors, relatively little has been done in the multivariate case. Our focus is on developing a class of nonparametric covariance regression models, which allow an unknown p …

2011-01-11abs ↗pdf ↗

A new method improves estimation of COVID-19 vaccine effectiveness.

problem Estimating vaccine effectiveness under the test-negative design.
method A doubly robust estimator (TNDDR) using cross-fitting and machine learning.
result The TNDDR estimator is n\sqrt{n}-consistent, asymptotically normal, and doubly robust.

Synthetic medical data which preserves privacy while maintaining utility can be used as an alternative to real medical data, which has privacy costs and resource constraints associated with it. At present, most models focus on generating cross-sectional health data which is not necessarily representative of real data. …

2019-11-14abs ↗pdf ↗

Agent-based model compares different COVID-19 testing policies and their effectiveness.

problem Understanding how different testing policies reveal the true number of infected cases.
method Developed an agent-based simulation framework in Python to model various testing policies and interventions.
result Contact Tracing consistently captures more positive cases than Random Symptomatic Testing, and LBT performs similarly.

Fuzzy prediction sets generalize binary predictions to include elements at varying confidence levels.

problem Binary prediction sets are limited; fuzzy prediction sets offer richer guarantees.
method Generalize prediction sets to fuzzy sets, showing they are e-values with merging properties.
result Optimal e-values lead to optimal fuzzy prediction sets, including optimal conformal prediction.

Self-calibrating conformal prediction improves interval efficiency and offers a practical alternative.

problem Improving the reliability and uncertainty quantification of machine learning predictions.
method Combines Venn-Abers calibration and conformal prediction for binary and regression problems.
result Improves interval efficiency through model calibration and offers practical alternatives.

Study uses deep learning to predict asset prices, finds complex target processes lead to meaningless predictions.

problem Complexity of successful price prediction models hinders understanding.
method Deep learning models for high-frequency price prediction, focusing on volatility and directional prediction.
result Inadequately defined target price process renders predictions meaningless.

The paper emphasizes the importance of joint predictions over marginal predictions for decision-making.

problem The need for accurate joint predictions in decision-making problems.
method The paper analyzes combinatorial decision problems, sequential predictions, and multi-armed bandits, introducing an approximate Thompson sampling algorithm and new regret bounds.
result Accurate joint predictions are essential for good performance in decision-making problems.

Behavior modification improves prediction accuracy by nudging user behavior.

problem Improving prediction accuracy using behavior modification techniques.
method Combining prediction and behavior modification with reinforcement learning algorithms.
result Behavior modification can make predictions more certain but may not generalize.

Prediction problems often admit competing models that perform almost equally well. This effect challenges key assumptions in machine learning when competing models assign conflicting predictions. In this paper, we define predictive multiplicity as the ability of a prediction problem to admit competing models with confl…

2019-09-14abs ↗pdf ↗

Proposes feature conformal prediction for broader application in semantic feature spaces.

problem Establishing valid prediction intervals in semantic feature spaces.
method Extends conformal prediction to semantic feature spaces using deep representation learning.
result Feature conformal prediction outperforms regular conformal prediction under mild assumptions.

Acute kidney injury (AKI) commonly occurs in hospitalized patients and can lead to serious medical complications. In order to optimally predict AKI before it develops at any time during a hospital stay, we present a novel framework in which AKI is continually predicted automatically from EHR data over the entire hospit…

2019-02-26abs ↗pdf ↗

AutoCP automates the construction of accurate prediction intervals.

problem Creating valid and accurate prediction intervals for machine learning models.
method AutoML framework that optimizes prediction interval length for better accuracy and less conservatism.
result AutoCP significantly outperforms benchmark algorithms in constructing accurate prediction intervals.

Proposes a method to apply conformal prediction to probabilistic time series forecasting models.

problem Obtaining accurate prediction regions for multi-step time series forecasting with probabilistic models.
method Conformalises conditional normalising flows to generate potentially disjoint prediction regions.
result Improves predictive efficiency in time series forecasting with multimodal distributions.

ICP improves prediction intervals for continuous outcomes at lower computational cost.

problem Systematic bias in point predictions that undermines their use in decision-making.
method Develops Isotonic Conformal Prediction (ICP) framework to decouple calibration from prediction-set construction.
result SICP and TICP procedures match SC-CP coverage at lower computational cost.

Optimizes predictions for specific tasks using parametrized decision analysis.

problem Optimizing predictions for specific decision tasks of interest.
method Designs a class of parametrized actions for Bayesian decision analysis.
result Derives efficient and interpretable solutions for various action parametrizations and loss functions.

This paper discusses a counterpart of conformal prediction for e-values, conformal e-prediction. Conformal e-prediction is conceptually simpler and had been developed in the 1990s as a precursor of conformal prediction. When conformal prediction emerged as result of replacing e-values by p-values, it seemed to have imp…

2020-01-16abs ↗pdf ↗

RFpredInterval package builds prediction intervals for random forests and boosted forests.

problem Quantifying uncertainty in random forest and boosted forest point predictions.
method 16 methods to build prediction intervals with random forests and boosted forests.
result The proposed method outperforms existing methods in building prediction intervals.

FPPI selectively uses predictions to improve inference efficiency.

problem Improving statistical inference with limited labeled data and heterogeneous prediction quality.
method Filtered Prediction-Powered Inference (FPPI) framework.
result FPPI achieves strictly improved asymptotic efficiency compared to existing methods.

COP improves online conformal prediction by incorporating data patterns, leading to tighter prediction sets.

problem Overly conservative prediction sets in online conformal prediction methods when data distribution shifts.
method Conformal Optimistic Prediction (COP) incorporating estimated cumulative distribution function of non-conformity scores.
result COP produces tighter prediction sets with valid coverage guarantees, outperforming other methods.

Most existing examples of full conformal predictive systems, split-conformal predictive systems, and cross-conformal predictive systems impose severe restrictions on the adaptation of predictive distributions to the test object at hand. In this paper we develop split-conformal and cross-conformal predictive systems tha…

2019-02-18abs ↗pdf ↗

Prediction is arguably one of the most basic functions of an intelligent system. In general, the problem of predicting events in the future or between two waypoints is exceedingly difficult. However, most phenomena naturally pass through relatively predictable bottlenecks---while we cannot predict the precise trajector…

2018-08-23abs ↗pdf ↗

New method improves predictive systems with better theoretical guarantees.

problem Constructing predictive systems with out-of-sample calibration guarantees.
method Residual Distribution Predictive Systems (RDPs) that nest conformal predictive systems and offer flexibility.
result Empirically, RDPs perform competitively with conformal predictive systems and can be implemented with various regression methods.

Prediction of future observations is an important and challenging problem. The two mainstream approaches for quantifying prediction uncertainty use prediction regions and predictive distributions, respectively, with the latter believed to be more informative because it can perform other prediction-related tasks. The st…

2020-01-24abs ↗pdf ↗

Variational Prediction simplifies Bayesian inference without test time costs.

problem Bayesian inference's computational costs and posterior predictive distribution marginalization.
method Variational Prediction learns a variational approximation to the posterior predictive distribution using a variational bound.
result Directly learns a variational approximation to the posterior predictive distribution without test time marginalization costs.

The study examines how hyperparameters affect prediction discrepancies in machine learning models.

problem Prediction inconsistencies across different machine learning models trained on the same dataset.
method Investigation of six models (Elastic Net, Decision Tree, k-NN, SVM, RF, XGBoost) on 21 benchmark datasets, focusing on key hyperparameters.
result Hyperparameter tuning improves model performance but increases prediction discrepancies, especially in Extreme Gradient Boosting.

Long-term lane change prediction model predicts maneuvers with 75% accuracy.

problem Predicting long-term lane changes for safer autonomous driving.
method Introduced three models: logistic regression, MLP, and RNN. Used NGSIM dataset with new labeling scheme.
result Developed model predicts 75% of lane changes with an average advanced time of 8.05 seconds.