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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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4692138184 · Jun 202019922001200920172026
48 results for high-dimensional outcomes

A method corrects bias in estimating a high-dimensional classification rule using auxiliary outcomes.

problem Bias in estimating a high-dimensional classification rule using only one outcome.
method Robust transfer learning approach combining MTL and calibration steps.
result Final estimator achieves lower error than using only the target outcome.

Develops a SAS approach for high-dimensional risk prediction using unlabeled data.

problem Challenges in risk modeling with EHR data due to lack of direct disease outcomes and high dimensionality.
method Surrogate Assisted Semi-supervised Learning (SAS) approach leveraging unlabeled and labeled data.
result Valid inference for predicted risk even when underlying model is dense and mis-specified.

New method analyzes complex multivariate pathways in high-dimensional data.

problem High-dimensional mediation analysis of multivariate exposures, mediators, and outcomes.
method Simultaneous variable selection, indirect effect matrix estimation, and prediction of multivariate outcomes.
result Identifies biologically interpretable genetic-neural-cognitive pathways.

Generalizes causal inference to high-dimensional outcomes.

problem Limited causal inference methods for multivariate outcomes.
method Formulates causal discrepancy tests for nominal variables, uses conditional independence tests.
result Causal CDcorr method improves finite sample validity and power.

New method improves counterfactual distribution learning for high-dimensional outcomes.

problem Counterfactual distribution learning for high-dimensional outcomes with concentrated structure.
method Geometry-adaptive diffusion-guided smoothing estimators combining causal nuisance adjustment and local outcome geometry.
result Geometry-adaptive methods show steeper error decay in semi-synthetic experiments.

Efficiently generates models resistant to falsification.

problem Creating models that cannot be disproven by tests.
method Exploits connections between high-dimensional multicalibration and expected variational inequality problems to develop an efficient algorithm.
result First to efficiently produce online outcome indistinguishable generative models resistant to infinite classes of tests.

A new method generates counterfactual treatment outcomes for time-varying treatments.

problem Estimating counterfactual outcomes for time-varying treatments with high-dimensional outcomes.
method Conditional generative framework with inverse probability re-weighting.
result Our method outperforms state-of-the-art baselines in generating high-quality counterfactual samples.

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.

The paper uses machine learning to forecast macroeconomic outcomes with high-dimensional data.

problem Forecasting the full conditional distribution of macroeconomic outcomes.
method Systematically integrating three key principles: high-dimensional data with regularization, rigorous out-of-sample validation, and incorporating nonlinearities.
result Regularization via shrinkage is essential to control model complexity, while nonlinearities yield limited improvements in predictive accuracy.

GIDS reduces high-dimensional response and predictor spaces, improving interpretability and computational efficiency.

problem Challenges in modeling interactions among high-dimensional multimodal data.
method Graph Independence Dual Screening (GIDS) framework that reduces both response and predictor dimensions.
result GIDS reduces feature space to 9,000 CpGs and 2,000 transcripts, revealing coordinated regulatory mechanisms.

Proposes a method to estimate personalized treatments from high-dimensional data.

problem Estimating individualized treatment regimes (ITRs) from high-dimensional covariates.
method Directly targets the contrast between potential outcomes, using dimension-reduced outcome-weighted learning.
result Achieves universal consistency, converging to the Bayes risk under mild conditions.

Develops methods to analyze feature-outcome associations in subpopulations.

problem Challenges in understanding feature-outcome associations in high-dimensional data.
method Geometric decomposition framework using gradient flow and co-monotonicity decomposition.
result Identifies context-dependent patterns and improves statistical power and interpretability.

DFPV improves PCL for confounded bandit policy evaluation.

problem Estimating causal effects in confounded settings with high-dimensional data.
method Deep feature proxy variable method (DFPV) for high-dimensional, nonlinear relationships.
result DFPV outperforms state-of-the-art methods on synthetic benchmarks and confounded bandit problems.

The paper provides guarantees for high-dimensional DML estimators in observational studies.

problem Estimating treatment effects in observational settings with many covariates.
method Debiased machine learning (DML) with finite-sample guarantees.
result Bounding the deviation of finite-sample distribution from asymptotic Gaussian approximation.

Synthetic control method improves policy evaluation in high-dimensional settings.

problem Evaluating the impact of new policies in large-scale applications.
method Two-phase approach: nearest neighbor matching followed by supervised learning.
result The method successfully improves estimate accuracy in large-scale experiments.

Estimates CATEs using high-dimensional linear regression models.

problem Estimating individualized causal effects (CATEs) in two treatments.
method Proposes a Lasso regression method for consistently estimating CATEs under high-dimensional and non-sparse parameters, leveraging the assumption of implicit sparsity.
result The proposed method is consistent for estimating CATEs.

Consider an experiment involving a potentially small number of subjects. Some random variables are observed on each subject: a high-dimensional one called the "observed" random variable, and a one-dimensional one called the "outcome" random variable. We are interested in the dependencies between the observed random var…

2018-06-13abs ↗pdf ↗

A new method removes biases in data integration by using surrogate control outcomes.

problem Data integration methods can be biased due to data-dependent processes.
method Post-integrated inference method using surrogate control outcomes to account for latent heterogeneity.
result The method provides consistent and efficient estimators under minimal assumptions and potential misspecifications.

BEACON optimizes discovery by efficiently finding novel behaviors.

problem Discovering diverse system behaviors without a scalar objective.
method Bayesian optimization inspired strategy using multi-output Gaussian processes.
result BEACON discovers broader sets of distinct behaviors than competing methods.

The complexity of human cancer often results in significant heterogeneity in response to treatment. Precision medicine offers potential to improve patient outcomes by leveraging this heterogeneity. Individualized treatment rules (ITRs) formalize precision medicine as maps from the patient covariate space into the space…

2019-12-13abs ↗pdf ↗

CausalEGM estimates causal effects by encoding confounders, improving performance in high-dimensional settings.

problem Challenges in estimating causal effects with high-dimensional confounders.
method CausalEGM framework using generative modeling to decouple confounders and estimate causal effects.
result CausalEGM outperforms existing methods in binary and continuous treatment settings, especially with large sample sizes and high-dimensional confounders.

MOCA uses modular attention to estimate causal effects from complex data.

problem Estimating causal effects from observational data with complex, non-linear, and high-dimensional treatment and outcome mechanisms.
method MOCA is a transformer-based framework that separates treatment and outcome modeling through modular design and one-way attention mechanism, with cutting-feedback to prevent outcome influence on treatment representations.
result MOCA outperforms classical estimators and machine learning approaches across various simulated and real-world scenarios.

Unified multitask learning framework for mixed-type outcomes.

problem Difficulty in formulating a unified objective for tasks with different outcomes.
method Multitask transformation framework with shared sparsity, using deep neural networks and rank-based optimization.
result Improved prediction and variable selection across continuous, binary, and mixed outcomes.

New algorithm achieves online calibration in polynomial time for high-dimensional problems.

problem Online calibration of high-dimensional probability distributions over many days.
method Randomly selects among sub-forecasters, each predicting empirical outcome frequency over recent time windows.
result Achieves asymptotically calibrated strategies after polynomial number of rounds, resolving open questions.

Novel U-learning method for predicting continuous outcomes from high-dimensional data.

problem Challenges in making valid inferences on predictions from high-dimensional inputs.
method U-learning via combinatory multi-subsampling for ensemble predictions and confidence intervals.
result Valid inferences on predictions from Lasso and neural networks.

BGM-IV uses AI to estimate causal effects in complex data.

problem Estimating causal effects in high-dimensional, nonlinear settings with endogeneity.
method Structured latent generative modeling for posterior inference in a causally structured latent space.
result BGM-IV outperforms existing methods in high-dimensional covariate regimes.

Proposes a two-stage method for estimating heterogeneous treatment effects using gradient boosting trees.

problem Estimating heterogeneous treatment effects in randomized clinical trials with high-dimensional predictive markers.
method Two-stage statistical learning procedure using gradient boosting trees (XGBoost) to estimate main effects and HTE.
result Improves efficiency in estimating heterogeneous treatment effects through nonparametric function estimation.

Proposes a framework for causal inference with processed outcomes in biomedical research.

problem Impact of intra-subject processing on inter-subject statistical inference in biomedical research.
method Semiparametric framework with multiply robust estimators and step-down procedure for high-dimensional inference.
result Superior performance of the proposed approach demonstrated through simulations and application to autism research.

AJL framework detects dynamic patterns in high-dimensional time-varying models.

problem Complex time-varying associations and abrupt regime shifts in longitudinal processes.
method Hierarchical regularization framework integrating functional variable selection with structural changepoint detection.
result The refined estimator achieves the oracle property in ultra-high-dimensional settings.

Geometric theory explains substitutability in market outcomes based on production constraints.

problem Understanding substitutability in markets with structured feasible products.
method Modeling the set of feasible products as a compact Riemannian manifold to study intrinsic geometry and its effects on substitutability.
result Intrinsic geometry of the feasible set governs substitutability and market outcomes, with curvature controlling technological substitution elasticity.

New method debiases counterfactual distributions using observational data.

problem Estimating counterfactual distributions under interventions without relying on observational data.
method Flow-matching approach to learn counterfactual distributions from observational data.
result Deconfounding flows outperform existing debiased counterfactual distribution estimators.

Develops a new multivariate regression model for complex outcomes.

problem Flexible, heterogeneous, and residual-dependent multivariate regression problems.
method MultiVCBART framework with Graphical Horseshoe priors.
result Empirically outperforms existing models on sparse, high-dimensional datasets.

New acquisition functions improve Bernoulli LSE.

problem Efficiently estimating regions where a Bernoulli function is above or below a threshold.
method Developed new look-ahead acquisition functions for Gaussian process classification models.
result Demonstrated clear benefits of new acquisition functions on benchmark and real-world tasks.

Dynamic treatment effects estimated over time using covariate balancing.

problem Estimating treatment effects in panel data with dynamic treatments.
method Dynamic covariate balancing with potential local projections.
result Established inferential guarantees for the proposed method.