Research
On-device research index

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

Trend · papers per month

2925858771,169 · Jun 202019922001200920172026
48 results for joint prediction sets

Efficiently combines autoregressive and set-based models for joint distributions.

problem Joint distributions over multiple predictions from set-based models.
method Causal autoregressive buffer that caches context and captures dependencies.
result Up to 20x faster joint sampling and density evaluation, up to 7x lower memory usage.

Introduces joint Shapley values to measure feature importance in models.

problem Measuring the importance of feature sets in machine learning models.
method Extends Shapley's axioms to measure a set of features' average contribution to a model's prediction.
result Joint Shapley values provide unique insights and are more consistent with local intuitions.

New methods improve Bayesian inference and decision-making in online learning.

problem Current Bayesian deep learning does not fully utilize joint predictives for sequential decision-making.
method Proposes new evaluation settings for active learning and active sampling, focusing on marginal and joint cross-entropies.
result Initial experiments suggest challenges in applying current BDL inference techniques in high-dimensional spaces.

JANET improves time series prediction with adaptive uncertainty regions.

problem Time series data's lack of exchangeability and multi-step prediction challenges.
method Proposes JANET, a framework for joint adaptive prediction regions with controlled error rates.
result Demonstrates superior performance in multi-step prediction tasks across diverse datasets.

The paper proposes a method to construct well-calibrated prediction sets for correlated target variables.

problem Constructing well-calibrated prediction sets for correlated target variables.
method The method uses vine copulas to estimate the joint cumulative distribution function of non-conformity scores and improves the asymptotic efficiency of the quantile estimate.
result The method guarantees asymptotically exact coverage and competitive efficiency on real-world regression problems.

Causal discovery predicts unobserved joint statistics from observed data.

problem Inferring properties of unobserved joint distributions from observed data.
method Infer causal models from observed data to predict statistical properties of unobserved sets.
result Sparse causal graphs can be more useful than dense ones in predicting unobserved joint distributions.

The Neural Testbed evaluates joint predictions of neural agents, revealing their limitations.

problem Evaluating the quality of joint predictions generated by neural agents.
method Developed an open-source benchmark (The Neural Testbed) to assess agents' marginal and joint predictions.
result Popular Bayesian deep learning agents perform poorly on joint predictions, even with accurate marginal predictions.

Joint diffusion models improve data representation for both generation and prediction.

problem Inconsistent performance between generation and classification tasks in joint models.
method Extended vanilla diffusion model with a classifier for joint end-to-end training.
result Joint diffusion model outperforms state-of-the-art hybrid methods in classification and generation.

Paper develops new conformal prediction methods for sum or average of unknown labels.

problem Uncertainty quantification in joint distributions of random variables.
method Introduces novel conformal prediction methods for sum or average of unknown labels.
result Validates the proposed method for sum or average of unknown labels under permutation invariant assumptions.

The paper emphasizes the importance of joint predictions over marginal predictions for decision-making.

problem The need for accurate joint predictions in decision-making problems.
method The paper analyzes combinatorial decision problems, sequential predictions, and multi-armed bandits, introducing an approximate Thompson sampling algorithm and new regret bounds.
result Accurate joint predictions are essential for good performance in decision-making problems.

We propose a procedure for assigning a relevance measure to each explanatory variable in a complex predictive model. We assume that we have a training set to fit the model and a test set to check the out of sample performance. First, the individual relevance of each variable is computed by comparing the predictions in …

2019-12-13abs ↗pdf ↗

JoLT uses LLMs to make probabilistic predictions on tabular data.

problem Making probabilistic predictions on tabular data efficiently and without preprocessing.
method JoLT leverages LLMs' in-context learning to define joint distributions over tabular data.
result JoLT outperforms other methods on tabular classification and regression tasks.

Proposes a method to integrate learner models robustly against misspecifications.

problem Misspecifications in learner models and parameter sharing patterns degrade prediction accuracy.
method Sequentially incorporates additional learners based on user-specified parameter sharing patterns.
result Data-adaptively selects the most suitable way of parameter sharing to enhance predictive performance.

Validates conformal prediction for network data under non-uniform sampling.

problem Validity of conformal prediction for network data under non-representative sampling.
method Interprets sampling mechanisms as selection rules, studies validity conditional on selection events, uses permutation invariance and joint exchangeability.
result Finite-sample validity of conformal prediction for certain selection events and asymptotic validity for random walk sampling.

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.

WR-CP reduces prediction set size and coverage gap under distribution shift.

problem Guaranteed coverage under distribution shift not achievable with i.i.d. assumption.
method Wasserstein distance, probability measure pushforwards, importance weighting, regularized representation learning.
result Reduces coverage gap to 3.2% across different confidence levels.

JAPAN uses flow-based models to create adaptive prediction areas with better coverage guarantees.

problem Inadequate prediction areas from existing conformal prediction methods, especially for multimodal distributions.
method JAPAN employs density-based conformity scores using flow-based models to construct context-adaptive prediction areas.
result JAPAN produces more accurate and context-adaptive prediction areas compared to existing methods.

Feature extraction and dimension reduction for networks is critical in a wide variety of domains. Efficiently and accurately learning features for multiple graphs has important applications in statistical inference on graphs. We propose a method to jointly embed multiple undirected graphs. Given a set of graphs, the jo…

2017-03-10abs ↗pdf ↗

Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior to event prediction, lack a principled mechanism to account for the uncertainty…

2017-08-16abs ↗pdf ↗

mGRN improves multivariate time series prediction by managing marginal and joint memories.

problem Extracting dependencies in multivariate sequential data with strong serial and cross-sectional dependencies.
method Developed a novel recurrent network architecture, Memory-Gated Recurrent Networks (mGRN), with gates for marginal and joint memories.
result mGRN consistently outperforms state-of-the-art architectures on various public datasets.

We present a novel optimization method, named the Combined Optimization Method (COM), for the joint optimization of two or more cost functions. Unlike the conventional joint optimization schemes, which try to find minima in a weighted sum of cost functions, the COM explores search space for common minima shared by all …

2018-08-21abs ↗pdf ↗

COP improves online conformal prediction by incorporating data patterns, leading to tighter prediction sets.

problem Overly conservative prediction sets in online conformal prediction methods when data distribution shifts.
method Conformal Optimistic Prediction (COP) incorporating estimated cumulative distribution function of non-conformity scores.
result COP produces tighter prediction sets with valid coverage guarantees, outperforming other methods.

New bounds on efficiency for conformalized regression methods.

problem Efficiency of conformal prediction in regression models.
method Non-asymptotic bounds on prediction set length for conformalized quantile and median regression.
result Identifies phase transitions in convergence rates across different regimes of miscoverage level.

Many machine learning problems, especially multi-modal learning problems, have two sets of distinct features (e.g., image and text features in news story classification, or neuroimaging data and neurocognitive data in cognitive science research). This paper addresses the joint dimensionality reduction of two feature ve…

2016-02-13abs ↗pdf ↗

New method for distributed online learning with communication constraints reduces joint regret.

problem Joint regret minimization in a distributed online learning setting with communication constraints.
method Adaptive graph partitioning and comparator-adaptive online convex optimization with delayed gradient information.
result Optimal graph partition selection for adversarial activations and gradients reduces joint regret.

MA-COPP predicts multi-agent system outcomes using data from a different policy, with probabilistic guarantees.

problem Predicting outcomes in multi-agent systems using data from a different policy.
method Conformal prediction framework applied to multi-agent systems, avoiding exhaustive search.
result Achieves probabilistic guarantees for multi-agent system predictions.

Proposes a method to apply conformal prediction to probabilistic time series forecasting models.

problem Obtaining accurate prediction regions for multi-step time series forecasting with probabilistic models.
method Conformalises conditional normalising flows to generate potentially disjoint prediction regions.
result Improves predictive efficiency in time series forecasting with multimodal distributions.

Given a set of possible models (e.g., Bayesian network structures) and a data sample, in the unsupervised model selection problem the task is to choose the most accurate model with respect to the domain joint probability distribution. In contrast to this, in supervised model selection it is a priori known that the chos…

2013-01-23abs ↗pdf ↗

Hybrid model improves sequential data prediction by combining neural and time series models.

problem Nonlinear prediction in online settings with domain-specific feature engineering issues.
method Joint optimization of LSTM for feature extraction and SARIMAX for time series data using state space representations.
result Significant improvements in real-life competition datasets.

Given a set of possible models (e.g., Bayesian network structures) and a data sample, in the unsupervised model selection problem the task is to choose the most accurate model with respect to the domain joint probability distribution. In contrast to this, in supervised model selection it is a priori known that the chos…

2013-01-16abs ↗pdf ↗

Develops a framework to quantify uncertainties in multiple ML models.

problem Uncertainty in ML model predictions and model inputs.
method Develops a theoretical framework to decouple and transform uncertainties.
result Generates joint distribution of ML predictions considering uncertainties.

Analyzing a comprehensive news dataset, we document that joint news coverage triggers attention contagion, causing temporarily inflated valuations for affected stocks. Tracing SEC EDGAR visits from unique IPs, we provide direct evidence of attention spillovers between stocks. Stocks with greater joint news coverage exh…

2017-03-08abs ↗pdf ↗

A method for identifying joint and individual subspaces from multi-view data.

problem Unclear conditions for reliably identifying joint and individual subspaces from noisy, high-dimensional measurements.
method Rigorously quantifies conditions based on signal rank, principal angles, and noise levels. Characterizes spectrum perturbations of product of projection matrices.
result Estimates joint and individual subspaces more accurately than existing approaches in simulations and real-world applications.