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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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3978117156 · May 202619922001200920172026
48 results for formulaic bias

This paper quantifies and mitigates a bias in the Hayashi-Yoshida estimator causing data loss.

problem Formulaic bias in the Hayashi-Yoshida estimator leading to data loss.
method Formalizes and quantifies the data loss, introduces (a,b)-asynchronous adversary, and provides algorithms.
result Proves that for equal rates, the minimal average cumulative data loss is 25%.

Deep learning improves causal effect estimation from complex observational data.

problem Estimating causal effects from complex observational data with low bias.
method Unified deep learning framework using multitask recurrent neural networks.
result Deep learning estimator shows lower bias in causal effect estimates.

Proposes a new algorithm to estimate invariant subspaces across multilayer networks.

problem Estimating invariant subspaces across heterogeneous multiple networks.
method Bias-corrected joint spectral embedding algorithm that recursively calibrates diagonal bias and iteratively updates the subspace estimator.
result Established entrywise subspace perturbation bound and entrywise eigenvector central limit theorem for the algorithm.

Study links neural network inductive bias, feature learning, and generalization on Boolean functions.

problem Understanding how neural networks learn and generalize on Boolean data.
method End-to-end analysis of depth-2 discrete fully connected networks and DNF formulas, using Monte Carlo learning.
result Predictable training dynamics and interpretable features emerge, linking inductive bias and generalization.

Developed a flexible Bayesian g-formula for causal survival analysis with time-dependent confounding.

problem Estimating causal survival curves in longitudinal observational studies with time-varying treatments and confounding.
method Incorporated Bayesian Additive Regression Trees (BART) into the g-formula to model time-evolving generative components and mitigate bias due to model misspecification.
result Demonstrated improved empirical performance and practical utility of the proposed method through simulations and real-world data analysis.

Conditional Value at Risk (CVaR) is a prominent risk measure that is being used extensively in various domains. We develop a new formula for the gradient of the CVaR in the form of a conditional expectation. Based on this formula, we propose a novel sampling-based estimator for the CVaR gradient, in the spirit of the l…

2014-04-15abs ↗pdf ↗

New analysis reveals optimal regularization for ESNs, avoiding double descent.

problem Characterizing and optimizing Echo State Networks (ESNs) for precise bias-variance.
method Random matrix theory applied to ESNs in a teacher-student setting.
result ESNs achieve lower MSE with limited training samples and teacher memory.

This paper is on the normal approximation of singular subspaces when the noise matrix has i.i.d. entries. Our contributions are three-fold. First, we derive an explicit representation formula of the empirical spectral projectors. The formula is neat and holds for deterministic matrix perturbations. Second, we calculate…

2019-01-02abs ↗pdf ↗

Develops unbiased averaging methods for second order optimization in distributed systems.

problem Computing the Hessian is challenging and communication is a bottleneck in distributed optimization.
method Unbiased parameter averaging methods using sampling and sketching of the Hessian.
result Provably minimizes bias for sketched Newton directions.

Modeling risk and performance with Levy-stable distributions.

problem Understanding risk and performance in financial markets with non-Gaussian distributions.
method Developed a finite-horizon model using Levy-stable scaling, identified parameters from data, derived formulas for various financial ratios.
result Horizon-correct formulas for risk measures are derived and validated across different horizons.

Siegel's paradox is a fundamental question in international finance about exchange rates for futures contracts and has puzzled many scholars for over forty years. The unorthodox approach presented in this article leads to an arbitrage-free solution which is invariant under currency re-denominations and is symmetric, as…

2018-05-09abs ↗pdf ↗

DNF-Net tackles tabular data challenges with neural architecture.

problem Handling tabular data efficiently using neural networks.
method DNF-Net uses a neural architecture with inductive bias corresponding to logical Boolean formulas in disjunctive normal form over affine soft-threshold decision terms.
result DNF-Net significantly outperforms fully connected networks on tabular data.

In this paper we introduce a family of stochastic gradient estimation techniques based of the perturbative expansion around the mean of the sampling distribution. We characterize the bias and variance of the resulting Taylor-corrected estimators using the Lagrange error formula. Furthermore, we introduce a family of va…

2019-03-31abs ↗pdf ↗

Kernel Density Estimation is a very popular technique of approximating a density function from samples. The accuracy is generally well-understood and depends, roughly speaking, on the kernel decay and local smoothness of the true density. However concrete statements in the literature are often invoked in very specific …

2019-01-02abs ↗pdf ↗

We study the phenomenon of bias amplification in classifiers, wherein a machine learning model learns to predict classes with a greater disparity than the underlying ground truth. We demonstrate that bias amplification can arise via an inductive bias in gradient descent methods that results in the overestimation of the…

2018-12-21abs ↗pdf ↗

It has been noticed that some external CVIs exhibit a preferential bias towards a larger or smaller number of clusters which is monotonic (directly or inversely) in the number of clusters in candidate partitions. This type of bias is caused by the functional form of the CVI model. For example, the popular Rand index (R…

2016-06-17abs ↗pdf ↗

Depth uncertainty networks don't improve with bias correction, contrary to expectations.

problem Improving performance in active learning with overparameterised models like NNs.
method Depth uncertainty networks, compared to underparameterised models, show no improvement in performance with bias correction.
result Depth uncertainty networks do not improve with bias correction, unlike underparameterised models.

We quantify causal bias in continuous treatment settings.

problem Identifying and quantifying causal bias in continuous treatment scenarios.
method Developed a novel characterization of causal bias in structural causal models, proving conditions for zero bias and efficient estimation.
result Causal bias can be estimated efficiently under certain structural equation restrictions, allowing for causal regularization of predictive models.

The paper introduces Relative Bias to quantify LLM bias systematically.

problem Quantifying bias in LLMs is challenging due to ambiguity and rapid model emergence.
method Relative Bias framework using Embedding Transformation and LLM-as-a-Judge methodologies.
result The two scoring methods show strong alignment, providing a systematic approach.

SSMs have a built-in bias towards low-frequency components, which can be adjusted.

problem Frequency bias in SSMs affects their performance on long-range sequences.
method Proposed two mechanisms to tune frequency bias: scaling initialization or applying a Sobolev-norm-based filter.
result Tuning frequency bias improves SSMs' performance on long-range sequence learning tasks.

A bias classifier is introduced to resist adversarial attacks.

problem Resisting adversarial attacks on deep neural networks (DNNs).
method Introducing the bias part of a DNN with Relu as the activation function as a classifier, and adding a random first-degree part to make it information-theoretically safe.
result The bias classifier is more robust than DNNs of similar size against adversarial attacks.

UBM transfers bias mitigation from upstream to downstream tasks efficiently.

problem Bias in fine-tuned language models across various tasks.
method Apply bias mitigation to an upstream model, then fine-tune a downstream model on this mitigated model.
result UBM effects transfer to new downstream tasks, creating less biased models.

Ensembles improve classifier performance by reducing bias, not variance.

problem Improving classifier performance through ensemble methods.
method Extended bias-variance decomposition for classification tasks, introducing dual reparameterization.
result Ensembling reduces bias in classifiers, contrary to the traditional view.

Reduces gender bias in patient notes while maintaining medical classification accuracy.

problem Bias in natural language processing of patient notes.
method Identifying and removing gendered language using BERT-based classifiers, then augmenting data to maintain performance.
result Minimal degradation in health condition classification tasks with data augmentation.

Study analyzes bias interactions in multimodal models using simulation-based methods.

problem Analyzing dynamic bias interactions in multimodal models to ensure fairness and equity.
method Simulation-based heuristic approach to compute bias scores for text-only, image-only, and multimodal embeddings.
result Multimodal bias interactions can be amplification, mitigation, or neutral, with text bias often dominant.

Study uncovers bias in image classification models using attribution maps.

problem Data bias in image classification models.
method Created an artificial dataset with known bias, trained CNNs, and used attribution maps to inspect decisions.
result Different attribution map techniques highlight bias better than others, and metrics support bias identification.

Study on bias and extrapolation in LSA with Markovian data, showing bias reduction with Richardson-Romberg extrapolation.

problem Bias in LSA with constant stepsizes and Markovian data.
method Viewing LSA as a Markov chain, proving convergence and bias expansion, and applying Richardson-Romberg extrapolation.
result Bias is proportional to the stepsize up to higher order terms, and Richardson-Romberg extrapolation reduces the bias.

The paper detects and identifies bias in data using a counterfactual approach.

problem Detecting and identifying bias in data, especially in medical image classification.
method A global explanation framework using the counterfactual approach to identify bias causing artifacts.
result Black frames significantly influence Convolutional Neural Network's prediction, changing benign to malignant.