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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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57114170227 · Jun 202019922001200920172026
48 results for nuisance variables

NURD improves model performance by distilling representations independent of nuisance variables.

problem Models trained under spurious correlations may fail on data with different nuisance-label relationships.
method Developed Nuisance-Randomized Distillation (NURD) to find representations independent of nuisance variables.
result NURD finds representations that perform better regardless of nuisance-label relationships.

Machine learning in high-energy physics faces challenges from nuisance parameters, which are reviewed and techniques to mitigate their impact are discussed.

problem Impact of nuisance parameters on machine learning performance in high-energy physics.
method Review and discussion of techniques including nuisance-parameterized models, modified or adversary losses, semi-supervised learning, and inference-aware techniques.
result Various methods to reduce the impact of nuisance parameters and improve model performance in high-energy physics.

The joint PLDA model, is a generalization of PLDA where the nuisance variable is no longer considered independent across samples, but potentially shared (tied) across samples that correspond to the same nuisance condition. The original work considered a single nuisance condition, deriving the EM and scoring formulas fo…

2018-03-09abs ↗pdf ↗

New method for inference on strongly identified functionals even when nuisance functions are weakly identified.

problem Inference on continuous linear functionals of weakly identified nuisance functions defined by conditional moment restrictions.
method Proposes penalized minimax estimators for both the primary and debiasing nuisance functions, which can converge to fixed limits regardless of nuisance identifiability.
result Proves the asymptotic normality of a debiased estimator for the functional of interest, leading to asymptotically valid confidence intervals.

We combine conditional variational autoencoders (VAE) with adversarial censoring in order to learn invariant representations that are disentangled from nuisance/sensitive variations. In this method, an adversarial network attempts to recover the nuisance variable from the representation, which the VAE is trained to pre…

2018-05-21abs ↗pdf ↗

Probabilistic linear discriminant analysis (PLDA) is a method used for biometric problems like speaker or face recognition that models the variability of the samples using two latent variables, one that depends on the class of the sample and another one that is assumed independent across samples and models the within-c…

2018-03-28abs ↗pdf ↗

AutoBayes automates Bayesian graph exploration for robust machine learning.

problem Learning representations invariant to nuisance variations in machine learning.
method Automated Bayesian inference framework exploring different graphical models.
result Significant performance improvement with nuisance-invariant machine learning pipelines.

Bayesian active learning tackles nuisance parameters, leading to bias and dilemmas.

problem Bayesian active learning with nuisance parameters leads to bias and dilemmas.
method Characterizes and mitigates negative interference by accurately estimating nuisance parameters.
result The extent of negative interference can be extremely large, and accurate estimation of nuisance parameters is critical.

We present a unified invariance framework for supervised neural networks that can induce independence to nuisance factors of data without using any nuisance annotations, but can additionally use labeled information about biasing factors to force their removal from the latent embedding for making fair predictions. Invar…

2019-05-07abs ↗pdf ↗

We propose the orthogonal random forest, an algorithm that combines Neyman-orthogonality to reduce sensitivity with respect to estimation error of nuisance parameters with generalized random forests (Athey et al., 2017)--a flexible non-parametric method for statistical estimation of conditional moment models using rand…

2018-06-09abs ↗pdf ↗

Data representations that contain all the information about target variables but are invariant to nuisance factors benefit supervised learning algorithms by preventing them from learning associations between these factors and the targets, thus reducing overfitting. We present a novel unsupervised invariance induction f…

2018-09-26abs ↗pdf ↗

Optimal tuning for estimating ECC in proportional asymptotics.

problem Estimating Expected Conditional Covariance (ECC) under proportional asymptotics.
method Debiased ridge regression estimators for nuisance functions, sample splitting strategies, and asymptotic variance analysis.
result Prediction-optimal tuning parameters may not minimize asymptotic variance of ECC estimator.

New method for unbinned, profiled unfolding in particle physics.

problem Traditional unfolding methods are limited in the number of unfolded variables and cannot profile nuisance parameters.
method Proposes a machine learning-based method that allows for unbinned differential cross sections and profiles nuisance parameters.
result Demonstrates the method with Gaussian examples and a simulated Higgs boson cross section measurement.

New estimators for causal effects in DAGs with hidden variables, addressing computational and statistical challenges.

problem Estimating causal effects in DAGs with hidden variables beyond traditional criteria.
method Introduces novel one-step corrected plug-in and targeted minimum loss-based estimators for causal effects in DAGs with hidden variables.
result Root-n consistent causal effect estimates with desirable statistical properties.

Study uses deep neural networks for inference in partially linear models with dependent data.

problem Inference in partially linear models with dependent data.
method First stage deep neural network (DNN) estimation followed by n\sqrt{n}-consistent and asymptotically normal estimator.
result The DNN-estimated finite dimensional parameter achieves n\sqrt{n}-consistency and asymptotic normality.

Proposes debiasing strategy for ill-posed regression problems.

problem Estimating functions with conditional moment restrictions, especially when estimators are sensitive to misspecification.
method Debiased estimation using influence function of modified mean squared error.
result Demonstrates finite-sample convergence rate and robustness to misspecification.

We provide non-asymptotic excess risk guarantees for statistical learning in a setting where the population risk with respect to which we evaluate the target parameter depends on an unknown nuisance parameter that must be estimated from data. We analyze a two-stage sample splitting meta-algorithm that takes as input ar…

2019-01-25abs ↗pdf ↗

New convergence guarantees for learning with unknown nuisance parameters.

problem Learning problems with unknown nuisance parameters.
method Stochastic gradient optimization with Neyman orthogonality and approximately orthogonalized updates.
result Stochastic gradient algorithms can converge under conditions of nuisance parameters.

New method improves robustness of double robust estimators under complete misspecification.

problem Improper performance of double robust estimators when all nuisance functions are misspecified.
method DR+ACC, an adaptive correction clipping method.
result DR+ACC ensures bounded error and maintains semiparametric efficiency.

New methods estimate causal effects through mediators, handling confounding without strict assumptions.

problem Estimating causal effects through mediators while accounting for unmeasured confounding.
method Developed four nonparametric identification strategies using proximal confounding bridge functions, efficient influence function, and quadruply robust estimator. Proposed proximal debiased machine learning approach for high-dimensional nuisance parameters.
result Achieved n\sqrt{n}-consistency and asymptotic normality for path-specific effect estimation.

Bayesian method corrects bias in treatment effect estimation.

problem Estimating treatment effects from observational data with high-dimensional nuisance parameters.
method Bayesian debiasing, targeted modeling, sample splitting.
result Marginal posterior for ATE satisfies Bernstein-von Mises theorem under correct nuisance model specification.

Framework for multi-task learning with semiparametric models and nuisance parameters.

problem Improving parameter estimation from diverse, heterogeneous datasets.
method Late fusion multi-task learning framework with two-step process: individual task learning followed by adaptive aggregation.
result The method achieves faster convergence rates compared to individual task learning when tasks share similar parametric components.

ICA accurately estimates treatment effects even with confounders.

problem Estimating treatment effects in the presence of confounding variables.
method Uses Independent Component Analysis (ICA) to identify latent sources and estimate mixing coefficients.
result Linear ICA can consistently estimate multiple treatment effects, even with Gaussian confounders, and is more sample-efficient than Orthogonal Machine Learning (OML).

A new machine learning method handles nuisance parameters for better unfolding in particle physics.

problem Improving statistical correction of cross sections in complex particle physics detectors.
method Profile OmniFold, a machine learning-based Expectation-Maximization procedure that incorporates nuisance parameters.
result Demonstrated the effectiveness of Profile OmniFold on both simulated and real data.

Accuracy on in-distribution data correlates with out-of-distribution data when data is noisy or contains nuisance features.

problem Correlation between in-distribution and out-of-distribution accuracy in noisy or feature-rich data.
method Analyzes the impact of noise and nuisance features on model performance.
result Accuracy on in-distribution and out-of-distribution data can become negatively correlated in noisy or feature-rich data.

Paper models graph edge dependencies using latent variables for community detection.

problem Graphs' edge dependencies not fully explained by community membership.
method Introduces auxiliary latent variables to model edge dependencies and analyzes conditions for exact recovery.
result Exact recovery possible by semidefinite programming down to maximum likelihood threshold.

New methods correct for time dependencies in IV regression for time series data.

problem Inferring causal effects from time series data with unobserved confounders.
method Proposes new methods for consistent estimation of causal effects in time series models using nuisance covariates and graph marginalization.
result Identifies and corrects for dependencies in the past, leading to consistent estimation of causal effects.

Optimal first-order methods are shown to be fundamental limits in functional estimation.

problem Optimal functional estimation under weak conditions.
method Formalization of functional estimation with black-box nuisance function estimates and derivation of minimax lower bounds.
result First-order methods are optimal under weak conditions, but higher-order methods can outperform them when nuisance function structure is known.

New method corrects biased predictions and uncertainty estimates in classification with nuisance parameters.

problem Tackles biased predictions and invalid uncertainty estimates in classification with nuisance parameters.
method Proposes a method that estimates ROC across the entire nuisance parameter space to devise invariant cutoffs.
result Demonstrates effective domain adaptation and valid prediction sets with high power.

Paper estimates noise covariance in correlated multi-task linear models.

problem Estimating noise covariance in multi-task high-dimensional linear models with correlated noise.
method Uses multi-task elastic-net and lasso estimators to estimate noise covariance, correcting bias in squared residual matrix.
result Develops a novel estimator of noise covariance that converges at rate n1/2n^{-1/2}, matching oracle estimator under suitable conditions.

New estimator optimizes black-box model errors in semiparametric estimation.

problem How nuisance estimation errors affect low-dimensional target parameters in semiparametric models.
method Proposed a new estimator achieving a sharper rate of convergence.
result The first-order stochastic error of nuisance estimation can be eliminated.

Corrects mismatch in consistency of nuisance estimators for doubly robust methods.

problem Mismatch in consistency of nuisance estimators in doubly robust methods.
method Calibrated debiased machine learning (calibrated DML) with isotonic regression adjustment.
result Calibrated DML yields doubly robust asymptotic normality with slower convergence of nuisance estimators.

We review the problem of defining and inferring a "state" for a control system based on complex, high-dimensional, highly uncertain measurement streams such as videos. Such a state, or representation, should contain all and only the information needed for control, and discount nuisance variability in the data. It shoul…

2017-11-09abs ↗pdf ↗

Extends robust methods for causal inference, improving estimator performance.

problem Estimating causal effects in the presence of latent confounders.
method Minimax kernel machine learning for doubly robust functionals.
result Proposed method leads to robust and high-performance estimators.