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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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48 results for predictive checks

New method evaluates language model forecasters by checking consistency of predictions.

problem Evaluating the performance of language model forecasters is difficult due to lack of ground truth.
method Developed a consistency check framework based on arbitrage to evaluate forecasters.
result Consistency metrics correlate with ground truth performance of LLM forecasters.

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.

We present FAKTA which is a unified framework that integrates various components of a fact checking process: document retrieval from media sources with various types of reliability, stance detection of documents with respect to given claims, evidence extraction, and linguistic analysis. FAKTA predicts the factuality of…

2019-06-07abs ↗pdf ↗

New research shows calibration error is flawed when dealing with model uncertainty.

problem Current model evaluation techniques conflate model uncertainty with aleatoric uncertainty.
method Posterior predictive checks to evaluate deep learning models.
result Calibration error and variants are incorrect when model uncertainty is present.

New method improves spatial prediction validation accuracy.

problem Validation methods fail for spatial prediction tasks due to mismatch between validation and test locations.
method Proposes a new validation method that adapts existing covariate-shift ideas to spatial settings.
result Proves and demonstrates the new method's superiority in spatial prediction validation.

The chapter improves deep learning models by interpreting and improving their performance.

problem Deep learning models often lack interpretability, leading to poor understanding of their predictions.
method The approach involves attributing importance to features and feature groups, including interactions, to improve model performance.
result The proposed attributions provide insights across various domains and can be used to improve model generalization.

We give a definition of an integer-valued function iαixi\sum_i α_i x ^*_i derived from arrow diagrams for the ambient isotopy classes of oriented spherical curves. Then, we introduce certain elements of the free Z\mathbb{Z}-module generated by the arrow diagrams with at most ll arrows, called relators of Type~($\check{…

2019-08-16abs ↗pdf ↗

We propose a procedure for assigning a relevance measure to each explanatory variable in a complex predictive model. We assume that we have a training set to fit the model and a test set to check the out of sample performance. First, the individual relevance of each variable is computed by comparing the predictions in …

2019-12-13abs ↗pdf ↗

LogGENE uses log-cosh loss for deep learning in gene expression datasets, improving accuracy and interpretability.

problem Mining large gene expression datasets for reliable deep learning predictions.
method Develops a smooth alternative to check loss (log-cosh) for quantile regression in gene expression datasets.
result Achieves state-of-the-art performance in accuracy and provides robust uncertainty estimates.

This paper deforms complex tori and their mirrors using gerbes.

problem Deforming complex tori and their mirror partners.
method Using flat gerbes to deform complex tori and their mirrors, constructing holomorphic line bundles over deformed objects.
result Deformed complex tori and their mirrors can be studied using flat gerbes.

PCS-UQ framework improves uncertainty quantification for machine learning models.

problem Ensuring trustworthy uncertainty quantification for machine learning models in high-stakes domains.
method PCS-UQ framework based on Predictability, Computability, and Stability principles, integrating prediction-checking, bootstrap samples, and multiplicative calibration.
result PCS-UQ maintains target coverage while outperforming or matching conformal methods in interval width and subgroup coverage.

Statistical model checking for PCTL on MDPs using reinforcement learning.

problem Model checking PCTL specifications on MDPs with statistical methods.
method Reinforcement learning for policy search, statistical model checking with UCB-based Q-learning.
result Provably guaranteed statistical model checking method for PCTL specifications on MDPs.

We conjecture a relation between the sl(N) knot homology, recently introduced by Khovanov and Rozansky, and the spectrum of BPS states captured by open topological strings. This conjecture leads to new regularities among the sl(N) knot homology groups and suggests that they can be interpreted directly in topological st…

2004-12-20abs ↗pdf ↗

New model corrects bias in crowdsourced ratings for diverse items.

problem Bias and noise in crowdsourced ratings for training data.
method Bayesian rating model with item-level effects for difficulty, discriminativeness, and guessability.
result New model avoids bias in training data, improving model goodness of fit.

Proves SYZ mirror symmetry for del Pezzo and rational elliptic surfaces.

problem Proving mirror symmetry for specific Calabi-Yau surfaces.
method Adapting Hein's work, constructing asymptotically semi-flat Calabi-Yau metrics, and defining a mirror map.
result Existence and uniqueness of Calabi-Yau metrics on YDY\setminus D.

Proposes a copula-based filter for diabetes risk prediction.

problem Feature selection for robust and interpretable predictive modeling in medicine, especially for extreme patient strata.
method Copula-based supervised filter using Gumbel-copula implied upper-tail concordance score (lambda U).
result The proposed filter outperforms standard filters and provides clinically coherent predictors.

This work improves motion planning for quadcopters by learning and reasoning about controller performance.

problem Improving motion planning for quadcopters with safety margins and execution reliability.
method Introspective learning and reasoning to correct execution bias and improve collision checking.
result Substantial reduction in safety margins for motion actions, leading to safer execution.

We describe the infinitesimal moduli space of pairs (Y,V)(Y, V) where YY is a manifold with G2G_2 holonomy, and VV is a vector bundle on YY with an instanton connection. These structures arise in connection to the moduli space of heterotic string compactifications on compact and non-compact seven dimensional spaces, e.…

2016-07-12abs ↗pdf ↗

By the SYZ construction, a mirror pair (X,Xˇ)(X,\check{X}) of a complex torus XX and a mirror partner Xˇ\check{X} of the complex torus XX is described as the special Lagrangian torus fibrations XBX \rightarrow B and XˇB\check{X} \rightarrow B on the same base space BB. Then, by the SYZ transform, we can construct a simpl…

2019-05-02abs ↗pdf ↗

We prove the following result announced in Todorov and Valov: Any homogeneous, metric ANRANR-continuum is a VGnV^n_G-continuum provided dimGX=n1\dim_GX=n\geq 1 and Hˇn(X;G)0\check{H}^n(X;G)\neq 0, where GG is a principal ideal domain. This implies that any homogeneous nn-dimensional metric ANRANR-continuum with $\check{H}^n(X;G)\neq…

2012-08-31abs ↗pdf ↗

We specify a result of Yokoi \cite{yo} by proving that if GG is an abelian group and XX is a homogeneous metric ANRANR compactum with dimGX=n\dim_GX=n and Hˇn(X;G)0\check{H}^n(X;G)\neq 0, then XX is an (n,G)(n,G)-bubble. This implies that any such space XX has the following properties: Hˇn1(A;G)0\check{H}^{n-1}(A;G)\neq 0 for every closed…

2014-03-18abs ↗pdf ↗

A variation of the Minority Game has been applied to study the timing of promotional actions at retailers in the fast moving consumer goods market. The underlying hypotheses for this work are that price promotions are more effective when fewer than average competitors do a promotion, and that a promotion strategy can b…

2004-10-27abs ↗pdf ↗

Study how past radiation determines present matter in Penrose's cyclic cosmology.

problem Determining matter content in the present eon from past radiation in Penrose's cyclic cosmology.
method Solve Einstein's equations for a spherical wave in the past eon, then apply reciprocity to find the present eon's matter content.
result The present eon is filled with three types of radiation: a damped wave, an in-going wave, and randomly scattered waves.

New method simplifies checking consistency of differentiable loss functions.

problem Verifying consistency of differentiable loss functions is difficult.
method Developed a new approach called strong indirect elicitation (strong IE) to simplify checking consistency.
result Strong IE is equivalent to calibration for strongly convex, differentiable surrogates.

This study compares deep learning and statistical models for stock price forecasting.

problem Accurate stock price prediction is challenging due to market volatility.
method Used deep learning (LSTM, RNN, CNN, FULL CNN) and statistical models (ARIMA, Moving Averages) on S&P 500 data.
result LSTM model showed the lowest Mean Absolute Error (MAE), indicating highest accuracy.

Proposes flexible spatial models for better understanding spatial heterogeneity.

problem Poor characterisation of spatial heterogeneity in conventional models.
method Spatial Bayesian Neural Networks (SBNNs) incorporating a spatial embedding layer and possibly spatially-varying parameters.
result SBNNs better match the finite-dimensional distribution of target spatial processes.

We study the Yamabe invariants of cylindrical manifolds and compact orbifolds with a finite number of singularities, by means of conformal geometry and the Atiyah-Patodi-Singer L2L^2-index theory. For an nn-orbifold MM with singularities ΣΓ={(pˇ1,Γ1),...,(pˇs,Γs)}Σ_Γ = \{(\check{p}_1, Γ_1), ..., (\check{p}_s, Γ_s)\} (where each group $Γ_j<O…

2002-04-05abs ↗pdf ↗

For an immersed Lagrangian submanifold, let Aˇ\check{A} be the Lagrangian trace-free second fundamental form. In this note we consider the equation T=0\nabla^*T=0 on Lagrangian surfaces immersed in C2\mathbb{C}^2, where T=2(Aˇω)T=-2\nabla^*(\check{A}\lrcornerω), and we prove a gap theorem for the Whitney sphere as a solution …

2019-10-04abs ↗pdf ↗

A simple method treats heteroscedastic variance variatively, improving model calibration and sample quality.

problem Brittle optimization impacts model likelihoods for mean and variance estimation.
method Proposes a variational approach to heteroscedastic variance, improving predictive mean and variance calibration.
result The proposed method significantly improves parameter calibration and sample quality for regression and VAEs.