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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.

169,181 papers · 148 categories

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3.6%7.1%10.7%14.3% · Oct 199219922001200920182026
48 results for identification failure

Regularized estimators can provide consistent estimates even when identification fails in linear models.

problem Challenges in identifying structural parameters in linear models due to identification failure.
method Regularized estimators, including ridge regularization, gradient descent, and PCA.
result Asymptotic distribution of regularized estimators can be nonstandard.

This research improves asset life prediction by integrating deep learning with mixture distributions.

problem Predicting residual useful life for assets with multiple failure modes.
method Integrates mixture (log)-location-scale distribution with deep learning.
result Proposed models outperform existing methods in predicting residual useful life.

Proposes a framework for personalized treatment recommendations using observational data.

problem Estimating patient-level treatment effects from observational data.
method Integrates existing methods for learning patient-level causal models.
result Improves patient outcomes in heart failure patients with acute kidney injury.

CyPhERS provides real-time event info for CPSs, avoiding downtime.

problem Real-time event identification in CPSs is challenging due to complex interdependencies and rare events.
method CyPhERS integrates cyber and physical components, generating event signatures for known and unknown events.
result Event signatures provide relevant and inferable information on both known and unknown event types.

This study uses TDA to map corporate failure, revealing distinct regions of risk.

problem Understanding and predicting corporate default risk.
method Topological Data Analysis (TDA) applied to Altman's Z-score model.
result Firms do not cluster neatly along default predictors, suggesting complex risk landscapes.

BAMS uses Bayesian sampling to discover AV failures more efficiently and accurately.

problem Discovering potential failure cases in autonomous vehicles efficiently and accurately.
method Bayesian adaptive multifidelity sampling (BAMS) prioritizes exploration of low performance regions.
result BAMS discovers 10 times more issues than traditional methods with narrower rate estimates.

A new machine learning framework predicts financial IT system failures.

problem Traditional manual system failure detection is inefficient and time-consuming.
method Hybrid machine learning framework with data cleaning, anomaly identification, and severity classification modules.
result The proposed method outperforms traditional methods on real-world financial data.

BRACE addresses noncompliance in bandits, offering methods for recommendation and treatment policies.

problem Noncompliance in bandit problems complicates learning objectives and treatment effects.
method BRACE formalizes objective-choice, identifies direct-control regimes, and proposes a phase-doubling algorithm for IV inversion.
result BRACE delivers valid policy values and structural uncertainty, even under weak identification and homogeneity failure.

UCB exploration improves best arm identification in fixed-budget settings.

problem Best arm identification in fixed-budget scenarios.
method Adaptive allocations based on upper confidence bounds (UCBs) with prior information learning.
result Empirically and theoretically efficient for Bayesian BAI problem with improved performance.

The paper tackles model failure detection and refitting in real-world systems.

problem Real-world data often fails statistical models due to heterogeneity.
method Develops tools for detecting and identifying model failures and refitting to improve accuracy.
result Empirical and theoretical results show the effectiveness of the proposed methodology.

Paper tackles optimal policy learning with observational data in multi-action scenarios.

problem Optimal policy learning in multi-action settings with observational data.
method Review of estimation approaches, analysis of risk preference, discussion of potential failures.
result Average regret of a policy with multi-valued treatment is contingent on the decision-maker's attitude towards risk.

New method disentangles shock diffusion on complex networks using graph planarity.

problem Difficult to identify shock sources and destinations in complex network dynamics.
method Combines vector autoregression with graph planarity to uniquely characterize shock propagation.
result Planarity of network allows statistical estimation of shock propagation paths.

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.

NSIBF detects anomalies in CPS using neural system identification and Bayesian filtering.

problem Detecting anomalies in CPS with complex dynamics and sensor noise.
method Neural System Identification and Bayesian Filtering (NSIBF).
result NSIBF outperforms state-of-the-art methods in anomaly detection for CPS.

A new pricing controller handles resource constraints to infer target prices effectively.

problem Resource constraints prevent fixed-price inference, leading to support exclusion.
method Formalizes support-exclusion failure, designs a target-aware controller, and uses a realized information clock.
result The controller can certify feasible target bands and log continuous local densities, leading to polynomial rates of inference.

Tackles bridging machine learning and control theory for safety-critical systems.

problem Ensuring reliability and safety in machine learning applications for safety-critical systems.
method Review of recent advances in learning and control theory, historical context.
result Importance of control theorists joining the conversation on learning-related problems.

Algorithm optimizes two objectives in bandits: minimizing regret and identifying best arm.

problem Balancing exploration and exploitation for optimal performance in multi-armed bandits.
method Design and analysis of BoBW-lil'UCB(γ)(γ) algorithm, establishing lower bounds.
result BoBW-lil'UCB(γ)(γ) achieves optimal performance for RM or BAI under different γγ values.

Economics tool predicts failure times in reliability systems.

problem Predicting optimal failure times in weighted k-out-of-n reliability systems with heterogeneous component failure.
method Using rational expectations to analyze and predict failure times in reliability systems with heterogeneous component failure.
result Different measures are optimal for predicting system failure depending on component failure distributions.

Unified model predicts multi-mode failure with multi-sensor data.

problem Independent failure mode and RUL prediction ignores inherent relationship.
method Hierarchical Bayesian framework with Cox model, Gaussian process, and multinomial distributions.
result Robust uncertainty quantification and accurate prediction of multi-mode failure.

GAN-FP uses GANs to predict equipment failures from imbalanced data.

problem Accurately predicting equipment failures with limited data and high imbalance.
method GAN-FP employs two GAN networks to generate and classify imbalanced data, optimizing a weighted loss objective and a consistency GAN.
result GAN-FP outperforms traditional methods in imbalanced failure prediction.

Martingale Doppelgänger-Eval benchmarks VLMs on candlestick evidence vs. trend extrapolation

problem Auditing whether VLMs use chart evidence or trend extrapolation
method Proving formal limitations and designing controlled mechanisms
result Identifying regression coefficients for evidence vs. trend

Predict and explain service failures in supply-chain networks using data models.

problem Predict and explain service failures in supply-chain networks, particularly last-mile pickup and delivery.
method Used supervised classification with Random Forests and Association Rules on a dataset of 500,000 services.
result Classifier reaches an average sensitivity of 0.7 and specificity of 0.7 for 5 types of failure.

CalNF models rare failures with limited data, improving safety in autonomous systems.

problem Challenges in modeling and debugging rare safety-critical failures due to limited data.
method CalNF, a self-regularized framework for posterior learning from limited data.
result Achieves state-of-the-art performance on data-limited failure modeling and inverse problems.

This work improves safety validation of autonomous vehicles by finding interpretable failures.

problem Finding interpretable failures of autonomous systems in simulation.
method Signal temporal logic expressions optimized for high likelihood and human interpretability.
result Our methodology finds more interpretable failures with higher likelihood compared to baseline approaches.

Framework predicts remaining useful life of DSH subsystems under unknown failure modes.

problem Predicting remaining useful life of DSH subsystems with unknown failure modes.
method Unsupervised framework using mixture of Gaussian regressions and Expectation-Maximization algorithm.
result Improved prediction accuracy and interpretability of RUL.

DC-Prophet predicts catastrophic server failures in datacenters.

problem Forecasting catastrophic machine failures in datacenters.
method Two-stage framework based on One-Class Support Vector Machine and Random Forest.
result DC-Prophet achieves an AUC of 0.93 and F3-score of 0.88 in predicting the next machine failure.

Adversarial method finds rare catastrophic failures in safety-critical agents.

problem Evaluating safety-critical learning systems for catastrophic failures.
method Adversarial evaluation approach focusing on rare adversarial situations.
result Adversarial evaluation finds catastrophic failures and estimates failure rates faster.

The paper calculates the likelihood of a financial market failure involving multiple major banks.

problem Estimating the probability of a market failure involving multiple globally important banks.
method Multivariate Cox process across G-SIBs, deriving various theorems on market failure probabilities.
result The probability of a market failure increases with the number of G-SIBs and is inevitable if there are too many.

Paper proposes a method to predict disk failures using multi-layer domain adaptive learning.

problem Traditional machine learning models struggle to predict disk failures due to limited data.
method Multi-layer domain adaptive learning with source and target domains.
result The proposed method improves failure prediction accuracy on disk data with few failure samples.

Improved AST method finds more useful failure scenarios for autonomous vehicles.

problem Finding useful failure scenarios for autonomous vehicle validation is challenging.
method Adaptive Stress Testing with reward augmentation, modified to encode domain information.
result The modified AST method discovers a larger and more expressive subset of failure scenarios.

Predicts failure of autonomous vehicle steering control models.

problem Evaluating and predicting failure of machine learning models in safety-critical applications.
method Trains a student model to predict the main model's error based on saliency maps.
result Preliminary results show the failure predictor model works on autonomous vehicle steering control systems.

New method avoids failures in physics-constrained systems using active learning.

problem Handling fatal failures in systems governed by physics constraints.
method Develops a novel active learning method that considers implicit physics constraints.
result Achieves zero-failure in composite fuselage assembly process without explicit failure regions.

RODMAN improves ML-based disk failure prediction accuracy in cloud environments.

problem Imperfect data quality in real-world cloud environments degrades ML-based disk failure prediction accuracy.
method RODMAN uses three data preprocessing techniques: failure-type filtering, spline-based data filling, and automated pre-failure backtracking.
result RODMAN significantly improves prediction accuracy compared to no preprocessing.

New method finds failures in high-fidelity simulators with fewer steps.

problem Finding failures in high-fidelity simulators is expensive and impractical.
method Adaptive stress testing with backward algorithm adaptation from low-fidelity to high-fidelity.
result Significantly fewer high-fidelity simulation steps needed to find failures.

CMS uses neural networks to monitor muon detector anomalies.

problem Monitoring anomalies in muon detector data for physics analysis.
method Supervised and semi-supervised artificial neural networks, convolutional autoencoders.
result Unprecedented efficiency in detecting known anomalous behaviors.

Entropy-based GP adaptive design improves failure probability estimation.

problem Limited accuracy in failure probability estimation due to model evaluation costs.
method Entropy-based Gaussian process (GP) adaptive design combined with multifidelity importance sampling (MFIS).
result More accurate failure probability estimates and higher confidence.