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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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72145217289 · Jun 202019922001200920172026
48 results for negative controls

Kernel methods identify treatment effects with unobserved confounding using negative controls.

problem Learning causal relationships with unmeasured confounding.
method Kernel ridge regression algorithms for nonparametric treatment effects.
result Uniform consistency and finite sample rates of convergence proved.

The paper introduces negative controls to evaluate causal discovery algorithms, improving their reliability.

problem Lack of a general guideline for evaluating causal discovery algorithms.
method Derive exact distributional results under random guessing for evaluation metrics and propose a pipeline for using negative controls.
result Evaluation metrics can achieve very favorable values under random guessing, highlighting the need for negative control results.

New DKPP family controls positive and negative dependence in random subsets.

problem Challenges in seamlessly bridging probabilistic models for positive and negative dependence.
method Introduced DKPP family and developed computational methods for probabilistic operations and inference.
result Controllability of positive and negative dependence demonstrated through numerical experiments.

New approach uses negative controls to estimate causal parameters without completeness conditions.

problem Estimating causal parameters when not all confounders are observed.
method Identification strategy based on minimax learning formulations for general function classes.
result Avoids completeness conditions and uniqueness assumptions on bridge functions.

New method identifies causal relationships using proxy variables in the presence of unmeasured confounders.

problem Challenges in inferring causal relationships due to unmeasured confounding.
method Develops a general nonparametric approach using a single negative control outcome (NCO) and negative control exposure (NCE).
result Establishes a new identification result and proposes a kernel-based testing procedure.

Optimizes dividend control in a bankruptcy process using a special Levy process.

problem Optimizing dividend payouts in a bankruptcy process.
method Using a non-standard spectrally negative Levy process with endogenous regime switching.
result Optimal dividend control is of the barrier type and the optimal barrier can be identified.

A new method removes biases in data integration by using surrogate control outcomes.

problem Data integration methods can be biased due to data-dependent processes.
method Post-integrated inference method using surrogate control outcomes to account for latent heterogeneity.
result The method provides consistent and efficient estimators under minimal assumptions and potential misspecifications.

Continuous control imitation learning fails if expert actions are smooth.

problem Continuous control imitation learning fails if expert actions are smooth.
method Study of imitation learning in discrete-time, continuous state-and-action control systems.
result Any smooth, deterministic imitator policy suffers exponentially larger error than the expert.

New method for inference on covariates in NMF with random effects.

problem Formal inference for covariate effects in NMF with non-negativity constraints.
method NMF-RE model with random effects, ridge updates, df-based cap, asymptotic linearization, wild bootstrap.
result Valid inference on covariates with non-negativity constraint, avoiding degeneracy.

New unsupervised method selects hard negative samples for contrastive learning.

problem How to select good negative examples for contrastive learning without using true similarity information.
method Developed a new family of unsupervised sampling methods for hard negative selection.
result Improves downstream performance across multiple modalities.

Study optimizes dividend payout strategies under fluctuating interest rates.

problem Maximizing dividends under stochastic interest rates with negative values.
method Analytical HJB approach and backward SDEs for analysis.
result Explicit optimal strategies found for both time-dependent and strategy-independent stopping times.

Extends conformal prediction for controlling expected risk of monotone loss functions.

problem Controlling expected risk of monotone loss functions.
method Generalizes split conformal prediction with coverage guarantee, extending to distribution shift, quantile risk, multiple, adversarial, and expectations of U-statistics.
result Tight up to an O(1/n)\mathcal{O}(1/n) factor, with worked examples in computer vision and natural language processing.

We find a local solution to the Ricci flow equation under a negative lower bound for many known curvature conditions. The flow exists for a uniform amount of time, during which the curvature stays bounded below by a controllable negative number. The curvature conditions we consider include 2-non-negative and weakly $\t…

2018-04-22abs ↗pdf ↗

Wave maps from circle to manifold controllable if homotopy classes match.

problem Global controllability of wave maps from circle to Riemannian manifolds.
method Characterization of controllability via homotopy classes, uniform-time global controllability between steady states, quantitative exponential stability.
result Global controllability is equivalent to homotopy class of data.

The paper examines how macroeconomic control tools lost effectiveness, leading to a 'dark ages' period.

problem Loss of effectiveness of control tools in macroeconomic stabilization policy.
method Historical analysis of macroeconomic stabilization policy from 1948 to 1993.
result The overstatement of the Lucas critique and Kydland and Prescott's time-inconsistency led to a period of ineffective stabilization policy.

New method learns from either positive or negative feedback alone.

problem Limited applicability of existing preference optimization methods in scenarios with only unpaired feedback.
method Decouples learning from positive and negative feedback, using expectation-maximization (EM) to optimize probability of positive outcomes and explicitly incorporate negative examples.
result Stable learning from negative feedback alone demonstrated.

Synthetic splitting theorem for Lorentzian spaces with non-negative curvature.

problem Proving a splitting theorem for globally hyperbolic Lorentzian length spaces with non-negative timelike curvature.
method Synthetic approach using triangle comparison and parallelity of timelike lines.
result Establishes a splitting of a neighborhood of a complete timelike line, leading to global inextendibility.

The paper proves isoperimetric inequalities in manifolds with small negative Ricci curvature.

problem Proving isoperimetric inequalities in manifolds with small negative Ricci curvature.
method Expanding on the ABP method, the paper uses the elliptic Kato constant to control the non-negativity of the Ricci-tensor and applies techniques from Li-Tam and Kasue.
result Sharp isoperimetric inequalities in the limit are proven in the presence of small negative curvature.

Optimal investment and risk control strategies for insurers are derived using a time-consistent approach.

problem Optimal investment and risk control for insurers under mean-variance criterion.
method Introducing a deterministic forward auxiliary process to formulate a time-consistent problem.
result Optimal strategy and value function obtained in closed-form for the new problem.

We generalize most of the known Ricci flow invariant non-negative curvature conditions to less restrictive negative bounds that remain sufficiently controlled for a short time. As an illustration of the contents of the paper, we prove that metrics whose curvature operator has eigenvalues greater than 1-1 can be evolve…

2017-07-10abs ↗pdf ↗

A new framework for robust transfer learning that avoids negative transfer in domains with unequal information.

problem Negative transfer in unsupervised domain adaptation, especially when source and target domains have different levels of informativeness.
method Decision-theoretic framework based on Le Cam's theory of statistical experiments, using constructive approximations to replace strict invariance with directional simulability.
result Le Cam Distortion achieves near-perfect frequency estimation and zero source utility loss in various domains, demonstrating superior performance compared to traditional methods.

We show that stochastic recovery always leads to counter-intuitive behaviors in the risk measures of a CDO tranche - namely, continuity on default and positive credit spread risk cannot be ensured simultaneously. We then propose a simple recovery variance regularization method to control the magnitude of negative credi…

2010-12-02abs ↗pdf ↗

We introduce negative binomial matrix factorization (NBMF), a matrix factorization technique specially designed for analyzing over-dispersed count data. It can be viewed as an extension of Poisson matrix factorization (PF) perturbed by a multiplicative term which models exposure. This term brings a degree of freedom fo…

2018-01-05abs ↗pdf ↗

The paper proves stability of certain cosmological models with negative spatial curvature.

problem Stability of Friedmann-Lemaître-Robertson-Walker cosmological models with negative spatial curvature.
method Linear stability analysis using Hodge decomposition and energy estimates.
result Uniform boundedness and decay of solutions to the linearized Einstein-Euler system.

We introduce a new normalization technique that exhibits the fast convergence properties of batch normalization using a transformation of layer weights instead of layer outputs. The proposed technique keeps the contribution of positive and negative weights to the layer output balanced. We validate our method on a set o…

2018-12-11abs ↗pdf ↗

GNCL algorithm controls diversity in deep ensembles.

problem Managing bias and variance in deep ensembles.
method Generalized bias-variance decomposition for arbitrary loss functions, leading to GNCL algorithm.
result Explicit control over ensemble diversity and smooth interpolation between independent and joint training.

New metrics improve scRNA-seq perturbation modeling by reducing mode collapse.

problem Outperformed by simple mean prediction in scRNA-seq perturbation modeling.
method Introduce DEG-aware metrics (WMSE, Rw2(Δ)R^{2}_{w}(Δ)) and negative/positive baselines.
result WMSE loss function reduces mode collapse and improves model performance.