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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.

169,051 papers · 148 categories

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161323484645 · Jun 202019922001200920172026
48 results for independent prediction

New algorithms test independence with fewer samples by using predictive information.

problem Testing independence of distributions with limited samples.
method Augmented distribution testing framework that incorporates predictive information.
result Optimal sample complexity achieved, matching lower bounds.

This research tackles group fairness in predictive process monitoring by ensuring predictions are independent of sensitive group membership.

problem Predictive models using biased historical data can perpetuate unfair behavior in new cases.
method Investigates independence through metrics like ΔDP and a composite loss function balancing predictive performance and fairness.
result Proposes and validates a composite loss function for training models that balance fairness and performance.

New research challenges the independence assumption in neurosymbolic learning, leading to overconfident predictions and unrepresentable uncertainty.

problem The independence assumption in neurosymbolic learning systems can lead to overconfident predictions and hinder uncertainty quantification.
method The study proves the limitations of the independence assumption and introduces new loss functions that are non-convex and difficult to optimise.
result Neurosymbolic learning systems using the independence assumption are prone to overconfidence and cannot represent uncertainty over multiple valid options.

Deep learning models predict generalization gaps without specific task or architecture.

problem Predicting when deep learning works across different tasks and architectures.
method Created a dataset of 13,500 neural networks trained on various spiral datasets and parameters. Used this dataset to train predictors for generalization gaps.
result DNNs and RNNs outperform linear models in predicting generalization gaps, with RNNs achieving R2=0.584R^2=0.584.

Paper introduces EO_k for quantifying accuracy-fairness trade-offs in FRL.

problem Tackles the trade-off between accuracy and fairness in FRL.
method Kernel-based formulation of EO criterion for FRL.
result Offers a unified analytical characterization of fairness tradeoffs.

The paper shows how the timing of prediction impacts model performance in healthcare.

problem The timing of prediction affects model performance in healthcare.
method The paper compares two prediction schemes: outcome-dependent and outcome-independent.
result An outcome-independent scheme outperforms an outcome-dependent scheme.

The paper proposes a method to stabilize predictions by identifying causal variables using a seed variable.

problem Stable prediction across unknown test data with potential spurious correlations.
method Conditional independence test based algorithm using a seed variable to separate causal from non-causal variables.
result The algorithm precisely separates causal and non-causal variables for stable prediction across test data.

Conformal prediction uses past experience to determine precise levels of confidence in new predictions. Given an error probability εε, together with a method that makes a prediction y^\hat{y} of a label yy, it produces a set of labels, typically containing y^\hat{y}, that also contains yy with probability 1ε1-ε. Con…

2007-06-21abs ↗pdf ↗

The group membership prediction (GMP) problem involves predicting whether or not a collection of instances share a certain semantic property. For instance, in kinship verification given a collection of images, the goal is to predict whether or not they share a {\it familial} relationship. In this context we propose a n…

2015-09-16abs ↗pdf ↗

Improves full conformal prediction for stochastic non-conformity measures.

problem Inability of existing conditions to guarantee full conformal prediction validity under stochastic settings.
method Introduces a new sufficient condition: Conditional Independence & Permutation Invariance in Distribution.
result Corrects the insufficient condition and provides a new sufficient condition for full conformal prediction validity.

Efficient algorithm learns Independent Cascade model from partial network observations.

problem Learning accurate spreading models from limited network data.
method Scalable dynamic message-passing approach for parameter learning.
result Improved prediction of marginal probabilities compared to original model.

The multiresolution Gaussian process (GP) has gained increasing attention as a viable approach towards improving the quality of approximations in GPs that scale well to large-scale data. Most of the current constructions assume full independence across resolutions. This assumption simplifies the inference, but it under…

2018-02-25abs ↗pdf ↗

New method uses probabilistic independence to discover disease signatures from medical records.

problem Insufficiently precise diagnosis of clinical disease leading to treatment failures.
method Unsupervised machine learning using probabilistic independence to disentangle disease patterns.
result Inferred 2000 clinical disease signatures from medical records, improving cancer prediction.

Sequential tests for two-sample and independence testing using betting strategies.

problem Testing sequential data for two-sample and independence without kernel selection issues.
method Prediction-based betting strategies that adaptively determine distribution and joint distribution.
result Prediction-based tests outperform kernel-based approaches in high-dimensional or structured data settings.

We present and evaluate the Fast (conditional) Independence Test (FIT) -- a nonparametric conditional independence test. The test is based on the idea that when P(XY,Z)=P(XY)P(X \mid Y, Z) = P(X \mid Y), ZZ is not useful as a feature to predict XX, as long as YY is also a regressor. On the contrary, if $P(X \mid Y, Z) \neq P(X…

2018-04-08abs ↗pdf ↗

DIET tests conditional independence using marginal dependence measures of residual information.

problem Computational intractability of conditional randomization tests (CRTs).
method DIET avoids fitting large models by leveraging marginal independence statistics of information residuals.
result DIET achieves higher power than other tractable CRTs on synthetic and real benchmarks.

Improved Gaussian Process model for predicting trajectories without independence assumption errors.

problem Incorrect independence assumption in previous work on Gaussian Process uncertainty propagation.
method Proposed a novel piecewise linear approximation to correct the independence assumption in continuous models.
result Corrected the independence assumption in Gaussian Process models for predicting trajectories.

Graph neural networks often assume vertex labels are independent, but we show this is rarely true and propose a method to improve predictions.

problem Graph neural networks often assume vertex labels are conditionally independent given their neighborhood features, which is rarely true.
method We model the joint distribution of residuals on vertices with a parameterized multivariate Gaussian and estimate parameters by maximizing the marginal likelihood of the observed labels.
result Our method achieves substantially higher accuracy than competing baselines and can be interpreted as the strength of correlation among connected vertices.

Tree ensemble models such as random forests and boosted trees are among the most widely used and practically successful predictive models in applied machine learning and business analytics. Although such models have been used to make predictions based on exogenous, uncontrollable independent variables, they are increas…

2017-05-30abs ↗pdf ↗

Self-Distilled Disentanglement improves counterfactual predictions by separating variables.

problem Improving counterfactual predictions in the presence of confounders and unobserved variables.
method Self-Distilled Disentanglement framework based on information theory.
result Effective counterfactual inference in synthetic and real-world datasets.

Develops methods to adjust prediction set coverage based on post-selection analysis.

problem Adjusting prediction set coverage after initial analysis to better fit specific needs.
method Post-selection conformal inference to adjust miscoverage levels.
result Allows for trade-off between coverage and prediction set quality.

A method to select important experts for Gaussian processes to balance computational efficiency and uncertainty quantification.

problem Balancing computational efficiency and uncertainty quantification in Gaussian processes for big data.
method Using graphical models to select important experts and aggregate their predictions while ensuring uncertainty quantification.
result Substantially reduces computational cost of aggregating dependent experts while ensuring calibrated uncertainty quantification.

Neurosymbolic predictors fail to model uncertainty under independence assumption.

problem Neurosymbolic predictors' reliance on independence assumption limits their ability to model uncertainty.
method Formal analysis of NeSy predictors under independence assumption.
result Assuming independence among symbolic concepts prevents NeSy predictors from representing uncertainty.

Model predicts risk-adjusted returns across various financial markets.

problem Stationary models fail in predicting risk-adjusted returns due to market regime changes.
method Asset-independent regime-switching model using hidden Markov models.
result Accurately detects bull, bear, and high volatility periods for improved risk-adjusted returns.

The paper proposes a method to decompose value functions in RL for better understanding and prediction.

problem Understanding and predicting the dynamics and returns in reinforcement learning models.
method A two-step approach decomposing the value function into future dynamics and trajectory returns, with a practical deep RL algorithm.
result The proposed algorithm outperforms in MuJoCo tasks, especially under delayed reward settings.

New model captures time and mark inter-dependence in TPPs.

problem Limited predictive performance of conditionally independent TPP models on entangled time and mark interactions.
method Developed a multivariate TPP that models conditional inter-dependence of time and mark, using both intensity-based and intensity-free models.
result Proposed TPP models outperform conditionally independent and dependent models in standard prediction tasks.

Study improves probabilistic circuits using transformations for better predictions.

problem Predictive limitations of probabilistic circuits in robotic scenarios.
method Integrates transformations into joint probability trees, extending their capabilities.
result Achieves higher likelihoods with fewer parameters on various data sets.

Recurrent Neural Processes model time series with conditional independence to capture slow variabilities efficiently.

problem Modeling time series data with slow long-term variabilities efficiently.
method Recurrent Neural Processes (RNP) model state space with conditional independence among subsequences.
result RNP state spaces improve predictive performance on real-world time-series data and nonlinear system identification.

Proposes a method to use causal graph knowledge for better predictive modeling.

problem Lack of effective ways to incorporate causal graph knowledge into predictive models.
method Model-agnostic data augmentation method exploiting CI relations encoded in causal graphs.
result Improves prediction accuracy, especially in small-data scenarios.

The problem of multilabel classification when the labels are related through a hierarchical categorization scheme occurs in many application domains such as computational biology. For example, this problem arises naturally when trying to automatically assign gene function using a controlled vocabularies like Gene Ontol…

2012-05-09abs ↗pdf ↗

Shapley value improves model interpretation but not causal inference.

problem Improving model interpretability without losing predictive power.
method Analyzed Shapley value in Bayesian networks, linking it to conditional independence.
result Eliminating high Shapley value variables does not harm predictive performance, but low Shapley value variables can.

RTFE provides adversarial robustness to multiple models.

problem Adversarial examples can transfer to other models, compromising robustness.
method Proposes RTFE, a deep learning-based pre-processing mechanism.
result RTFE provides adversarial robustness to multiple independently trained classifiers.

Improved AI model predicts construction safety outcomes from incident reports.

problem Predicting safety outcomes from incident reports using AI.
method Extracted attributes from incident reports using NLP, trained machine learning models (XGBoost, linear SVM), used model stacking, analyzed per-category attribute importance.
result Attributes are highly predictive of safety outcomes, injury severity is well predicted.

Extracts invariant features to predict Y without confounding by Z, using conditional independence and optimal transport.

problem Extracting invariant features to predict Y without confounding by Z, a response variable influenced by unknown confounders Z.
method Develops a methodology penalizing statistical dependence between feature and confounders conditioned on Y, using the Optimal Transport Barycenter Problem.
result The method extracts invariant features in the Gaussian case, equivalent to penalizing dependence between feature and conditional random variable Z_Y.

New methods using vine copulas improve accuracy of feature dependence in predictive models.

problem Inaccurate feature dependence assumptions in Shapley values lead to incorrect explanations.
method Proposed two new approaches based on vine copulas to model feature dependence.
result Vine copula approaches give more accurate approximations to true Shapley values.

New algorithm improves source separation with multi-trial supervision.

problem Non-convex optimization and interpretability of independent components.
method Proximal gradient-type algorithm in invertible matrices with backpropagation for joint learning.
result Increased success rate of non-convex optimization and improved interpretability.

The upsilon distribution, the sum of independent chi random variates and a normal, is introduced. As a special case, the upsilon distribution includes Lecoutre's lambda-prime distribution. The upsilon distribution finds application in Frequentist inference on the Sharpe ratio, including hypothesis tests on independent …

2015-05-04abs ↗pdf ↗