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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.

168,695 papers · 148 categories

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1122 · May 202019922001200920172026
34 results for model-X

Unified framework for FDR control in knockoffs, validating Gaussian knockoffs.

problem Asymptotic FDR control in knockoffs with user-specified distributions.
method Unified theoretical framework, three conditions on approximate knockoff statistics, Gaussian knockoffs generator based on moments matching.
result Gaussian knockoffs generator achieves asymptotic FDR control.

GRASP tests goodness-of-fit for binary classifiers without parametric assumptions.

problem Assessing the fit of a binary classifier to the underlying conditional law of labels given features.
method Formulates a tolerance hypothesis testing problem and proposes a novel test called GRASP.
result Proposes GRASP and Model-X GRASP tests for assessing goodness-of-fit in finite sample settings.

Conditional modeling x \to y is a central problem in machine learning. A substantial research effort is devoted to such modeling when x is high dimensional. We consider, instead, the case of a high dimensional y, where x is either low dimensional or high dimensional. Our approach is based on selecting a small subset y_…

2012-06-27abs ↗pdf ↗

This paper introduces a machine for sampling approximate model-X knockoffs for arbitrary and unspecified data distributions using deep generative models. The main idea is to iteratively refine a knockoff sampling mechanism until a criterion measuring the validity of the produced knockoffs is optimized; this criterion i…

2018-11-16abs ↗pdf ↗

Novel privatization framework for high-dimensional variable selection with differential privacy.

problem High-dimensional controlled variable selection with rigorous FDR control under differential privacy constraints.
method Gaussian Johnson-Lindenstrauss Transformation for privatizing the knockoff matrix.
result The proposed private variable selection procedure maintains statistical power even under strict privacy budgets.

The Kähler-Ricci flow yields bounded diameter and Ricci curvature for minimal models.

problem Estimating the diameter and Ricci curvature of long-time solutions of the Kähler-Ricci flow.
method Analyzing the semi-ample canonical line bundle and using Perelman's estimates.
result Uniform bounds on diameter and Ricci curvature for long-time solutions.

Diamond method controls FDR for trustworthy feature interaction discovery in ML models.

problem Limited interpretability of ML models due to black box nature.
method Diamond method integrates model-X knockoffs framework to control FDR for non-additive interactions.
result Diamond method ensures accurate discovery of feature interactions with FDR control.

Study a relative aspherical conjecture and prove 3-manifold obstruction to positive scalar curvature.

problem Obstructing the existence of positive scalar curvature in higher dimensions.
method Introduced a relative aspherical condition and a new geometric quantity called spherical width.
result Proved results on how 3-manifolds obstruct the existence of positive scalar curvature.

Private CI tests for continuous Z with privacy constraints.

problem Testing conditional independence under differential privacy constraints.
method Developed two private CI testing procedures based on generalized covariance and conditional randomization tests.
result First private CI tests with rigorous theoretical guarantees for continuous Z.

Inferring the causal structure of a set of random variables from a finite sample of the joint distribution is an important problem in science. Recently, methods using additive noise models have been suggested to approach the case of continuous variables. In many situations, however, the variables of interest are discre…

2009-11-02abs ↗pdf ↗

New model reduces matrix factorization bias, yielding truly low-rank solutions.

problem Gradient descent's implicit bias in matrix factorization.
method Introducing a new factorization model with constrained factors and diagonal components.
result The new model consistently exhibits a strong implicit bias, yielding truly low-rank solutions.

Improved FDR control for sparse financial index tracking.

problem Maintaining FDR control in high-dimensional financial data with strong variable dependencies.
method Expanding T-Rex framework to handle overlapping groups of correlated variables with nearest neighbors penalization.
result Accurately tracks the S&P 500 index using only a small number of stocks.

FlowSelect uses normalizing flows to control FDR in feature selection.

problem Controlled feature selection with knockoffs often fails to control false discovery rate (FDR).
method FlowSelect uses normalizing flows for accurate feature modeling and a novel MCMC-based p-value calculation to enforce knockoff properties.
result FlowSelect consistently controls FDR and demonstrates greater power compared to competing methods.

Sharp bounds on K-semistable Fano varieties for low dimensions.

problem Establishing bounds on the height of K-semistable Fano varieties.
method Analyzing canonical integral models of toric Fano varieties, using the gap hypothesis and Donaldson's modular height.
result Sharp lower bounds on the height of toric Fano varieties, with applications to Mabuchi functional and Odaka's modular height.

The paper analyzes ridge regression with random features for non-identically distributed data.

problem Analyzing ridge regression performance for data with heterogeneous variance profiles.
method Combining linear-plus-chaos approximation and operator-valued free probability.
result Derives asymptotic equivalents for training and test risks under non-identically distributed data.

Interpretability and stability are two important features that are desired in many contemporary big data applications arising in economics and finance. While the former is enjoyed to some extent by many existing forecasting approaches, the latter in the sense of controlling the fraction of wrongly discovered features w…

2018-09-06abs ↗pdf ↗

DRCD identifies causal direction between continuous and discrete variables using density ratio monotonicity.

problem Inferring causal direction between continuous and discrete variables from observational data.
method Density Ratio-based Causal Discovery (DRCD) method.
result DRCD identifies causal direction between continuous and discrete variables using density ratio monotonicity.