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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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60120179239 · Jun 202019922001200920172026
48 results for interval metrics

New method uses interval-based metric to validate prediction uncertainty in machine learning.

problem Validation of prediction uncertainty in machine learning regression tasks is unreliable due to heavy-tailed distributions.
method Shift from variance-based metrics to interval-based Prediction Interval Coverage Probability (PICP).
result PICP method more quickly and reliably tests prediction intervals than variance-based metrics.

This work challenges the assumption that shorter conformal prediction intervals are always better.

problem The conventional evaluation of conformal prediction metrics (coverage and interval length) may not fully capture the quality of predictions.
method The Prejudicial Trick (PT) is introduced, which probabilistically returns either a null interval or a longer one to maintain valid coverage while potentially reducing interval length.
result The Prejudicial Trick can yield deceptively shorter intervals without compromising coverage, but introduces practical vulnerabilities.

We exhibit families of Ricci-flat Kahler metrics on K3 surfaces which collapse to an interval, with Tian-Yau and Taub-NUT metrics occurring as bubbles. There is a corresponding continuous surjective map from the K3 surface to the interval, with regular fibers diffeomorphic to either 3-tori or Heisenberg nilmanifolds.

2018-07-24abs ↗pdf ↗

Study improves confidence measures in medical imaging pipelines by addressing bias.

problem Bias in metric-based imaging pipelines compromises the efficiency of prediction intervals.
method Formalized symmetric and asymmetric CP formulations, analyzed bias effects, and validated empirically.
result Symmetric intervals are inflated by bias, while asymmetric intervals remain unaffected.

Hepworth, Willerton, Leinster and Shulman introduced the magnitude homology groups for enriched categories, in particular, for metric spaces. The purpose of this paper is to describe the magnitude homology group of a metric space in terms of order complexes of posets. In a metric space, an interval (the set of points b…

2018-02-28abs ↗pdf ↗

AB-testing is a very popular technique in web companies since it makes it possible to accurately predict the impact of a modification with the simplicity of a random split across users. One of the critical aspects of an AB-test is its duration and it is important to reliably compute confidence intervals associated with…

2015-01-30abs ↗pdf ↗

A metric space (X,d)(X,d) has the de Groot property GPnGP_n if for any points x0,x1,...,xn+2Xx_0,x_1,...,x_{n+2}\in X there are positive indices i,j,kn+2i,j,k\le n+2 such that iji\ne j and d(xi,xj)d(x0,xk)d(x_i,x_j)\le d(x_0,x_k). If, in addition, k{i,j}k\in\{i,j\} then XX is said to have the Nagata property NPnNP_n. It is known that a compact metrizable spac…

2009-08-16abs ↗pdf ↗

Neural network learns kernel functions for survival analysis and prediction intervals.

problem Predicting survival times for individuals based on similar training subjects.
method Develops a neural network framework to learn kernel functions for kernel survival analysis and uses these to construct valid prediction intervals.
result Neural network survival estimators are competitive with existing methods and provide valid prediction intervals.

In this paper we introduce the "interpolation-degneration" strategy to study Kahler-Einstein metrics on a smooth Fano manifold with cone singularities along a smooth divisor that is proportional to the anti-canonical divisor. By "interpolation" we show the angles in (0,2π](0, 2π] that admit a conical Kahler-Einstein metric…

2012-07-20abs ↗pdf ↗

Study improves traffic prediction intervals for minor roads.

problem Uncertainty in traffic data for underrepresented minor roads.
method Quantile Random Forest with PCA for interval prediction.
result Achieved 88.22% interval coverage and Winkler Score of 7,468.47.

We show that, for each alpha in the interval (-1,1), the only Riemannian metrics on the space of positive definite matrices for which the alpha and -alpha-connections are mutually dual are matrix multiples fo the Wigner-Yanase-Dyson metric. If we further impose that the metric be monotone, then this set is reduced to s…

2002-12-05abs ↗pdf ↗

In topological data analysis, persistent homology is used to study the "shape of data". Persistent homology computations are completely characterized by a set of intervals called a bar code. It is often said that the long intervals represent the "topological signal" and the short intervals represent "noise". We give ev…

2019-05-30abs ↗pdf ↗

In this article the package High-dimensional Metrics (\texttt{hdm}) is introduced. It is a collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on providing confidence intervals and significance testing for (possibly many) low-dim…

2016-08-01abs ↗pdf ↗

In this paper, we prove that a metric measure space which has at least one open set isometric to an interval, and for which the (possibly non-unique) optimal transport map exists from any absolutely continuous measure to an arbitrary measure, is a one-dimensional manifold (possibly with boundary). As an immediate corol…

2019-12-03abs ↗pdf ↗

This paper improves conformal prediction for robust interval estimation under distribution shifts.

problem Robustness of conformal prediction under distribution shifts.
method Modeling distribution shifts using Levy-Prokhorov (LP) ambiguity sets, which capture both local and global perturbations.
result Constructs robust conformal prediction intervals that remain valid under distribution shifts.

This paper addresses a gap in the classifcation of Codazzi tensors with exactly two eigenfunctions on a Riemannian manifold of dimension three or higher. Derdzinski proved that if the trace of such a tensor is constant and the dimension of one of the the eigenspaces is n1n-1, then the metric is a warped product where t…

2011-11-29abs ↗pdf ↗

We prove that the upper metric mean dimension of C0C^0-generic homeomorphisms, acting on a compact smooth boundaryless manifold with dimension greater than one, coincides with the dimension of the manifold. In the case of continuous interval maps we also show that each level set for the metric mean dimension is C0C^0-d…

2019-10-16abs ↗pdf ↗

VLM judges rank well but score poorly; task difficulty and annotation quality affect interval width.

problem VLMs as judges lack reliability indicators in multimodal evaluations.
method Conformal prediction using score-token log-probabilities.
result Evaluation uncertainty is task-dependent, affecting interval width and reliability.

Generative AI reduces IR evaluation costs but introduces errors; this work provides reliable CIs.

problem Generating relevance annotations using AI introduces errors that affect IR evaluation metrics.
method Proposes two methods: prediction-powered inference and conformal risk control to place reliable CIs around IR metrics.
result Proposed methods accurately capture both variance and bias in evaluation based on AI-generated annotations.

The package High-dimensional Metrics (\Rpackage{hdm}) is an evolving collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on providing confidence intervals and significance testing for (possibly many) low-dimensional subcomponents…

2016-03-05abs ↗pdf ↗

COMPASS improves uncertainty quantification for medical segmentation metrics.

problem Uncertainty quantification for medical segmentation metrics is crucial for clinical decision-making.
method COMPASS leverages deep neural network inductive biases to generate efficient, metric-based conformal prediction intervals.
result COMPASS produces significantly tighter intervals than traditional conformal prediction methods on medical image segmentation tasks.

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not explicitly measure the uncertainties. This is conceptually similar to heteroscedastic ne…

2019-10-30abs ↗pdf ↗

Effective decision making requires understanding the uncertainty inherent in a prediction. In regression, this uncertainty can be estimated by a variety of methods; however, many of these methods are laborious to tune, generate overconfident uncertainty intervals, or lack sharpness (give imprecise intervals). We addres…

2020-02-12abs ↗pdf ↗

Study evaluates quality of uncertainty estimates for neural networks.

problem Lack of principled assessment methods for evaluating uncertainty quality in deep learning.
method Statistical methods of frequentist interval coverage, interval width, and expected calibration error.
result Different UQ methods produce markedly different quality uncertainty estimates.

Proposes a framework for partially fair machine learning models.

problem Achieving full fairness across all score ranges compromises predictive performance.
method Formulates model training as constrained optimization with difference-of-convex constraints, solvable by IDCA.
result Demonstrates high predictive performance while enforcing partial fairness in specific percentile intervals.

By seeking the narrowest prediction intervals (PIs) that satisfy the specified coverage probability requirements, the recently proposed quality-based PI learning principle can extract high-quality PIs that better summarize the predictive certainty in regression tasks, and has been widely applied to solve many practical…

2019-05-24abs ↗pdf ↗

For every smooth del Pezzo surface SS, smooth curve CKSC\in|-K_{S}| and β(0,1]β\in(0,1], we compute the αα-invariant of Tian α(S,(1β)C)α(S,(1-β)C) and prove the existence of Kähler--Einstein metrics on SS with edge singularities along CC of angle 2πβ2πβ for ββ in certain interval. In particular we give lower bounds for the inva…

2014-05-20abs ↗pdf ↗

It was proved by H. Whitney in 1933 that a Serre fibration of compact metric spaces admits a global section provided every fiber is homeomorphic to the unit interval [0,1]. Results of this paper extend Whitney theorem to the case when all fibers are homeomorphic to a given compact two-dimensional manifold.

2009-02-19abs ↗pdf ↗

New metrics quantify implementation risk in portfolio backtesting, revealing systematic differences in engine implementations.

problem Systematic divergence in backtested portfolio metrics due to differences in engine implementations.
method Formalized implementation risk, proposed four metrics, executed 15 strategies through five engines, analyzed source-code defects.
result Implementation risk introduces measurable ambiguity in performance attribution, but does not alter investment decisions.

Having a regression model, we are interested in finding two-sided intervals that are guaranteed to contain at least a desired proportion of the conditional distribution of the response variable given a specific combination of predictors. We name such intervals predictive intervals. This work presents a new method to fi…

2014-02-24abs ↗pdf ↗

We introduce a unified framework for random forest prediction error estimation based on a novel estimator of the conditional prediction error distribution function. Our framework enables simple plug-in estimation of key prediction uncertainty metrics, including conditional mean squared prediction errors, conditional bi…

2019-12-16abs ↗pdf ↗

Given a completely arbitrary surface, whether or not it has bounded curvature, or even whether or not it is complete, there exists an instantaneously complete Ricci flow evolution of that surface that exists for a specific amount of time [GT11]. In the case that the underlying Riemann surface supports a hyperbolic metr…

2013-02-22abs ↗pdf ↗

It is a well-known fact that on a bounded spectral interval the Dirac spectrum can be described locally by a non-decreasing sequence of continuous functions of the Riemannian metric. In the present article we extend this result to a global version. We think of the spectrum of a Dirac operator as a function from the int…

2013-03-26abs ↗pdf ↗

PyDTS analyzes survival data with discrete intervals and competing risks.

problem Discrete-time survival analysis with competing risks and optional penalization.
method Regularized estimation methods, model evaluation metrics, variable screening tools, and simulation module.
result Supports research and development in discrete-time survival analysis.

We consider cohomogeneity one homogeneous disk bundles and adress the question when these admit a nonnegatively curved invariant metric with normal collar, i.e., such that near the boundary the metric is the product of an interval and a normal homogeneous space. If such a bundle is not (the quotient of) a trivial bundl…

2008-06-24abs ↗pdf ↗