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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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220440659879 · Jun 202019922001200920172026
48 results for lower predictive bounds

Paper proves tight lower bounds for online multicalibration, separating it from marginal calibration.

problem Proving lower bounds for online multicalibration in relation to marginal calibration.
method Information-theoretic approach, constructing group families from orthonormal bases.
result Establishes tight lower bounds for online multicalibration, matching upper bounds up to logarithmic factors.

The paper explores high-dimensional learning in finance, proving key aspects and setting lower bounds.

problem Understanding when and how large, over-parameterized models achieve predictive success in finance.
method Theoretical foundations and empirical validation of two key aspects: standardization and information-theoretic lower bounds.
result Empirical validation shows that high-dimensional learning in finance often relies on lower-complexity artefacts rather than the intended mechanism.

Improved Gaussian process regression with tighter log marginal likelihood bounds.

problem Improving predictive performance in Gaussian process regression models.
method Lower bound on log marginal likelihood using conjugate gradients.
result Improved predictive performance compared to other conjugate gradient based approaches.

Improved upper bound for online calibrated forecasting of binary sequences.

problem Online calibrated forecasting of binary sequences.
method Introducing a variant of Qiao & Valiant's sign preservation game called sign preservation with reuse (SPR) and proving its equivalence to calibrated forecasting.
result Improved upper bound of O(T2/3ε)O(T^{2/3 - \varepsilon}) for calibrated forecasting, improving the O(T2/3)O(T^{2/3}) bound of Foster & Vohra.

Proposes a method to compute valid lower confidence bounds for multiple models selected based on their performance.

problem Model selection and evaluation in machine learning.
method Interprets model selection as a simultaneous inference problem, uses bootstrap tilting and maxT-type multiplicity correction.
result Yields valid lower confidence bounds that are at least as good as standard approaches and reliably reach nominal coverage probability.

The paper studies the distance from calibration in sequential prediction, proving upper and lower bounds.

problem The challenge is to measure and minimize the deviation from perfect calibration in sequential binary prediction.
method The approach involves proving an O(T)O(\sqrt{T}) upper bound and an Ω(T1/3)Ω(T^{1/3}) lower bound, using structural results and minimax arguments.
result An O(T)O(\sqrt{T}) upper bound on the calibration distance is achieved, with an Ω(T1/3)Ω(T^{1/3}) lower bound showing the inherent difficulty.

New method uses unlabelled data to improve Bayesian Neural Networks.

problem Lack of ability to use unlabelled data in conventional Bayesian Neural Networks.
method Self-supervised Bayesian Neural Networks using contrastive pretraining and variational lower bound optimization.
result Prior predictive distributions capture problem semantics better and improve predictive performance.

The study sets lower bounds on MMSE for inferring sensitive features from noisy data.

problem Estimating sensitive features from noisy observations of correlated features.
method Adversarial evaluation framework based on MMSE estimation with theoretical lower bounds.
result Derives closed-form bounds for linear models, showing optimality in noise variance.

Optimizes experimental designs for intractable models using mutual information bounds.

problem Finding optimal experimental designs for models with intractable data-generating distributions.
method Maximizes mutual information lower bounds parametrized by neural networks, updating network parameters and designs simultaneously.
result Framework enables experimental design for various tasks including parameter estimation and model discrimination.

BILBO optimizes bilevel problems without repeated lower-level optimizations.

problem Challenges in bilevel optimization, especially in noisy, constrained, and derivative-free settings.
method BILevel Bayesian Optimization (BILBO) that optimizes both levels simultaneously, using confidence-bounds and function query selection.
result Theoretical and empirical evidence of BILBO's effectiveness on various problems.

Exact bounds derived for neural network outputs with noisy inputs.

problem Bounding the output distribution of neural networks with random inputs.
method Applying ReLU NNs to derive bounds for general NNs, then using these to find exact error guarantees.
result Exact upper and lower bounds for the output distribution of neural networks with random inputs.

This paper considers the quantification of the prediction performance in Gaussian process regression. The standard approach is to base the prediction error bars on the theoretical predictive variance, which is a lower bound on the mean square-error (MSE). This approach, however, does not take into account that the stat…

2016-06-13abs ↗pdf ↗

Measuring Mutual Information (MI) between high-dimensional, continuous, random variables from observed samples has wide theoretical and practical applications. Recent work, MINE (Belghazi et al. 2018), focused on estimating tight variational lower bounds of MI using neural networks, but assumed unlimited supply of samp…

2019-05-08abs ↗pdf ↗

Improved efficient robust regression with near-linear time and subquadratic samples.

problem Robust linear regression with unknown covariance matrix under Gaussian covariates.
method Near-linear time algorithm using subquadratic samples, complemented by SQ and polynomial lower bounds.
result Achieves prediction error O(εκ)O(\sqrt{εκ}) for εκ1εκ\lesssim 1, improving over prior works.

In classic papers, Zellner demonstrated that Bayesian inference could be derived as the solution to an information theoretic functional. Below we derive a generalized form of this functional as a variational lower bound of a predictive information bottleneck objective. This generalized functional encompasses most moder…

2019-10-23abs ↗pdf ↗

Study optimizes prediction error for growing-dimensional PFLM models.

problem Optimizing prediction error for growing-dimensional PFLM models.
method Penalized least-squares approach in RKHS with effective dimension consideration.
result Shows exact upper bound for excess prediction risk in non-asymptotic form.

The paper sets limits on the accuracy of macroeconomic forecasts based on statistical moments and trade volumes.

problem Uncertainty in predicting macroeconomic variables like prices and returns.
method Defines theoretical lower bounds of uncertainty and upper limits on forecast accuracy based on statistical moments and trade volumes.
result Accuracy of forecasts of probabilities of macroeconomic variables doesn't exceed Gaussian approximations.

We show that fundamental learning tasks, such as finding an approximate linear separator or linear regression, require memory at least \emph{quadratic} in the dimension, in a natural streaming setting. This implies that such problems cannot be solved (at least in this setting) by scalable memory-efficient streaming alg…

2019-02-09abs ↗pdf ↗

New algorithms avoid a dominant lower-order term in heavy-tailed loss settings.

problem Prediction with heavy-tailed losses without prior knowledge.
method Adaptive algorithms that avoid the maximum of losses as a lower-order term in regret.
result Improved regret bounds of O(θTlog(K))\mathcal{O}(\sqrt{θT\log(K)}) and O(θlog(KT)/Δmin)\mathcal{O}(θ\log(KT)/Δ_{\min}).

Investigates Lipschitz continuity in neural networks across various settings.

problem Understanding the Lipschitz behavior of neural networks.
method Empirical investigation of Lipschitz bounds in different neural network architectures and datasets.
result Remarkable fidelity of the lower Lipschitz bound and a Double Descent trend in both upper and lower bounds.

This work creates a CS for non-negative heavy-tailed data with bounded mean.

problem Constructing a confidence sequence for non-negative heavy-tailed data with bounded mean.
method Non-parametric, non-asymptotic lower confidence sequence construction.
result The constructed CS is efficient and can be converted into a closed-interval CS.

A new multi-label CPC method improves mutual information estimation and representation learning.

problem Underestimation of mutual information in contrastive predictive coding.
method Introducing a multi-label classification problem to overcome the logm\log m bound in mutual information estimation.
result The new method exceeds the logm\log m bound and leads to better mutual information estimation and improved unsupervised representation learning.

Standard methods in supervised learning separate training and prediction: the model is fit independently of any test points it may encounter. However, can knowledge of the next test point x\mathbf{x}_{\star} be exploited to improve prediction accuracy? We address this question in the context of linear prediction, show…

2019-08-06abs ↗pdf ↗

A new method for multi-objective Bayesian optimization using entropy search and variational lower bound maximization.

problem Efficiently optimizing multiple objectives in continuous domains.
method Approximates the Pareto-frontier using a mixture distribution and optimizes the balance through variational lower bound maximization.
result Demonstrated effectiveness especially with many objective functions.

The paper analyzes the robustness of a minimum 2\ell_2 interpolator in high-dimensional linear regression.

problem Analyzing the robustness of a minimum 2\ell_2 interpolator in high-dimensional linear regression.
method The paper analyzes the interpolator with minimal 2\ell_2-norm in a general high-dimensional linear regression framework, proving bounds on prediction loss.
result The paper shows that the prediction loss of the interpolator is bounded by (β22rcn(Σ)ξ2)/n(\|β^*\|^2_2r_{cn}(Σ)\vee \|ξ\|^2)/n with high probability, revealing a transition in rates.

The paper shows optimal robustness against adversarial corruption in sequential decision-making problems.

problem Optimal robustness to adversarial corruption in online decision-making problems.
method Investigates prediction with expert advice and multi-armed bandit problems, focusing on algorithms with decreasing learning rates and second-order regret bounds.
result Optimal robustness can be expressed by a square-root dependency on the amount of corruption, achieving O(logNΔ+ClogNΔ)O(\frac{\log N}{\Delta} + \sqrt{\frac{C \log N}{\Delta}})-regret.

The paper tightens bounds on covering numbers for deep ReLU networks.

problem Characterizing the capacity and performance of deep ReLU networks.
method Derives tight lower and upper bounds on metric entropy of ReLU networks.
result Establishes optimality in nonparametric regression via deep networks.

Improved estimator for least squares using random projections achieves smaller error.

problem Improving the accuracy of least squares solutions for large-scale problems.
method James-Stein estimator applied to Gaussian sketching of least squares problems.
result Upper and lower bounds match when SNR is small and data matrix is well-conditioned.

We develop a method to estimate the time to unsafe responses in LLMs.

problem Estimating the time to unsafe responses in large language models is challenging due to the rarity of unsafe outputs.
method We frame the problem as survival analysis and propose a calibration technique for constructing a lower predictive bound (LPB).
result Our method provides rigorous coverage guarantees and improves sample efficiency.

This work addresses the classic machine learning problem of online prediction with expert advice. We consider the finite-horizon version of this zero-sum, two-person game. Using verification arguments from optimal control theory, we view the task of finding better lower and upper bounds on the value of the game (regret…

2019-11-05abs ↗pdf ↗

New language model shows context length impacts generation quality and reasoning ability.

problem Analyzing the impact of context length and reasoning on autoregressive generation.
method Introduced synthetic hierarchical languages, used an exact k-gram ansatz, derived asymptotic predictions, and validated empirically.
result Reasoning models with limited context can generate sequences from the true language, improving exponentially over standard models.

Machine learning's predictive power is limited by sample size, as shown by the Limits-to-Learning Gap.

problem The limitations of machine learning in approximating true data-generating processes.
method Characterization of a universal lower bound (LLG) quantifying the discrepancy between empirical fit and population benchmark.
result Standard ML approaches can substantially understate true predictability in financial data.