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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.

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3597171,0761,434 · Jun 202019922001200920172026
48 results for model evidence

The paper explores how to handle uncertain evidence in probabilistic models.

problem Handling uncertain evidence in probabilistic models and stochastic simulators.
method The paper considers distributional evidence, Jeffrey's rule, and virtual evidence as methods for interpreting uncertain evidence.
result The paper provides guidelines on how to account for uncertain evidence and highlights the importance of careful consideration.

Evidence Networks simplify Bayesian model comparison for complex models.

problem Bayesian model comparison challenges with intractable likelihoods or priors.
method Loss functions and neural networks for fast, amortized estimation of Bayes factors.
result Evidence Networks provide accurate and scalable Bayes factor estimation.

Time-aware fact-checking improves veracity predictions for time-sensitive claims.

problem Fact-checking decisions should consider temporal information of claims and evidence.
method Investigated four temporal ranking methods to optimize evidence ranking for fact-checking models.
result Time-aware evidence ranking surpasses relevance assumptions and improves veracity predictions for time-sensitive claims.

DNNs improve accuracy by using more evidence from images.

problem Understanding why DNNs generalize well and improving model selection metrics.
method Minimal sufficient views (MSVs) to identify key evidence regions in images.
result DNNs with more evidence regions in images have higher generalization performance.

Bayesian neural networks show good correlation between out-of-sample performance and Bayesian evidence.

problem Improving the out-of-sample performance of Bayesian neural networks.
method Numerical sampling of Bayesian posterior, ensembling over architectures, analysis of evidence vs. model size.
result Good correlation between out-of-sample performance and Bayesian evidence; ensembling improves performance.

Bayesian evidence computation revisited for model selection with improper priors.

problem Model selection with improper priors and their impact on Bayesian evidence computation.
method Employing improper priors in model selection problems, distinguishing between Bayesian evidence and fake evidences.
result Diffuse priors asymptotically to infinity do not recover the area under the likelihood.

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

Evidence acquisition costs influence disclosure behavior and preference.

problem How evidence acquisition costs affect disclosure behavior and preference.
method Analyzes sender-receiver interactions with covert and overt evidence acquisition, varying certification costs.
result Equilibria converge to the Pareto-worst free-learning equilibrium as costs vanish, and receivers prefer covert to overt acquisition.

This article introduces a framework to estimate the value of evidence-based decision making.

problem Lack of empirical tools to assess the value of evidence-based decision making and optimize statistical precision.
method Empirical framework using parametric and nonparametric empirical Bayes methods.
result The value of statistical evidence depends on how organizations translate it into policy decisions.

Bayes factors and relative belief ratios are compared as measures of statistical evidence.

problem Which measure of evidence is more appropriate: Bayes factors or relative belief ratios?
method Comparison of Bayes factors and relative belief ratios, considering properties and restrictions.
result Relative belief ratio has better properties as a measure of evidence.

Empirical study finds variance swap rate is affine in spot variance for S&P500 data.

problem Investigating the relationship between variance swap rate and spot variance.
method Empirical analysis using S&P500 data from 2006-2018, testing different models.
result Affine relationship between variance swap rate and spot variance is supported.

Adapts linearised Laplace method for deep learning models.

problem Incompatibility of linearised Laplace method with modern deep learning tools.
method Examines and adapts linearised Laplace method for model selection in deep learning.
result Recommendations for better adapting linearised Laplace method to modern deep learning.

FAML addresses biased evidence learning in multi-view learning, improving fairness and prediction reliability.

problem Biased evidence learning in multi-view learning, leading to unreliable uncertainty estimation.
method FAML introduces an adaptive prior and fairness constraint to balance evidence allocation across views.
result FAML enhances fairness and improves prediction reliability compared to state-of-the-art methods.

Bayesian neural networks update beliefs with soft evidence, improving accuracy and calibration.

problem Updating neural network weights with uncertain or soft evidence.
method Developed two algorithms to approximate Jeffrey's rule for updating neural network weights.
result Jeffrey-based methods outperform traditional approaches in accuracy and calibration, especially in noisy data.

In the modern era, abundant information is easily accessible from various sources, however only a few of these sources are reliable as they mostly contain unverified contents. We develop a system to validate the truthfulness of a given statement together with underlying evidence. The proposed system provides supporting…

2018-02-15abs ↗pdf ↗

DeXposure-Claw supervises decentralized finance risks by grounding LLM decisions in evidence.

problem Weak evidence leads to over-interventions by general-purpose LLM agents in decentralized finance.
method DeXposure-Claw uses a graph time-series foundation model to forecast exposure networks, turning forecasts into alerts and constraining escalation with data-health gates.
result DeXposure-Claw reduces false alarms and improves regulator alignment in decentralized finance risk supervision.

We consider the game-theoretic scenario of testing the performance of Forecaster by Sceptic who gambles against the forecasts. Sceptic's current capital is interpreted as the amount of evidence he has found against Forecaster. Reporting the maximum of Sceptic's capital so far exaggerates the evidence. We characterize t…

2010-05-11abs ↗pdf ↗

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for computationally expensive models. Previous research has shown that BQ offers sample effic…

2019-02-26abs ↗pdf ↗

Variational inference is a powerful tool for approximate inference. However, it mainly focuses on the evidence lower bound as variational objective and the development of other measures for variational inference is a promising area of research. This paper proposes a robust modification of evidence and a lower bound for…

2016-11-28abs ↗pdf ↗

The paper examines how updates to probabilistic models influence behavior based on evidence.

problem Understanding how updates to probabilistic models influence behavior based on evidence.
method Study of KL-regularized soft updates as Bayesian posterior updates within a single probabilistic model.
result Posterior updates determine relative incentives but not absolute rewards, which are ambiguous up to context-specific baselines.

LPF provides formal guarantees for aggregating multi-evidence in probabilistic tasks.

problem Lack of formal guarantees for multi-evidence reasoning in AI.
method LPF uses variational autoencoders and Sum-Product Networks to aggregate evidence items.
result Proves multiple formal guarantees including calibration preservation and error decay.

Deployment-complete benchmarking assesses if evidence leads to consistent deployment actions.

problem Lack of clear evidence leading to consistent deployment actions.
method Introduces deployment-complete benchmarking to test if benchmark evidence determines deployment actions.
result Benchmark evidence must be complete for a claim to lead to a consistent deployment action.

We provide evidence that cumulative distributions of absolute normalized returns for the 100100 American companies with the highest market capitalization, uncover a critical behavior for different time scales ΔtΔt. Such cumulative distributions, in accordance with a variety of complex --and financial-- systems, can be m…

2017-02-20abs ↗pdf ↗

Signed Evidence Flow (SEF) combines fitted prediction with signed feature attributions to measure evidence conflict and stability.

problem Modern data analysis lacks mechanisms to show the clarity, conflict, or stability of evidence behind predictions.
method Signed Evidence Flow (SEF) combines fitted prediction with signed feature attributions.
result SEF measures conflict and stability, and shows that conflict can improve loss prediction beyond confidence.

Paper develops a model for verifying facts in tables without pre-retrieved evidence.

problem Verification of factual claims in structured data, especially in open-domain settings.
method Joint reranking-and-verification model that fuses evidence documents.
result Model achieves comparable performance to closed-domain state-of-the-art on TabFact dataset.

Study aggregation of statistical evidence under unknown dependence using group-invariance.

problem Aggregating statistical evidence under unknown and complex dependence structures.
method Develops a framework using group-invariance and permutation-based constructions to aggregate evidence across transformed datasets.
result Shows uniform improvement in critical values for single-batch aggregation over deterministic calibrations, adapting to unknown dependence structures.

Study preferences over uncertain time payments, finds growth-optimality better than expected utility theory.

problem Understanding how people make decisions with uncertain timing of payments.
method Normative model of growth-optimality, revisiting experimental evidence on time lotteries.
result Growth-optimality better explains experimental data on time lotteries than expected discounted utility theory.

Algorithm reduces audit costs by identifying best service configurations from biased textual evidence.

problem Designing service systems from textual evidence requires accurate selection despite biased automated scoring.
method Developed PP-LUCB algorithm combining LLM scores and selective audits to minimize costs.
result Correctly identified the best model in 40/40 trials with 90% cost reduction.

Paper uses evidence theory to improve stock price forecasting accuracy.

problem Inaccurate stock price predictions due to time series limitations.
method Applies evidence theory's confidence functions and Dempster combination rule to stock price forecasting.
result Improved accuracy in stock price predictions compared to classic methods.