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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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52104155207 · Jun 202019922001200920172026
48 results for probabilistic perturbations

Paper analyzes GCNN sensitivity to probabilistic graph perturbations.

problem Investigating how GCNNs handle probabilistic graph errors.
method Establishes error bounds and linear relationships between GSO perturbations and GCNN outputs.
result GCNNs maintain stability under graph edge perturbations if GSO errors are bounded.

PRoA assesses deep learning robustness against practical functional perturbations.

problem Inadequate practical robustness verification methods for deep learning systems.
method Probabilistic robustness assessment based on adaptive concentration.
result Statistical guarantees on probabilistic robustness against functional perturbations.

Study on stability of GCNNs under graph perturbations.

problem Limited theoretical understanding of GCNN stability.
method Proposes a probabilistic framework to analyze GCNN stability under various graph perturbations.
result Demonstrates the importance of data distribution in stability analysis.

We present PROPS, a lightweight transfer learning mechanism for sequential data. PROPS learns probabilistic perturbations around the predictions of one or more arbitrarily complex, pre-trained black box models (such as recurrent neural networks). The technique pins the black-box prediction functions to "source nodes" o…

2019-03-05abs ↗pdf ↗

COLEP improves robustness of conformal prediction via probabilistic circuits.

problem Adversarial perturbations can undermine the coverage guarantees of conformal prediction.
method COLEP uses probabilistic circuits to learn and reason about different semantic concepts, providing certifiable coverage guarantees.
result COLEP achieves higher prediction coverage and accuracy than a single model, especially with non-trivial knowledge models.

Proposes a probabilistic digital twin for dynamical systems using sparse Bayesian learning.

problem Creating and updating accurate digital twins for complex dynamical systems.
method Sparse Bayesian machine learning, two approaches: input-output and output-only.
result Identifies correct perturbation terms and associated parameters in dynamical systems.

Adversarial attacks on probabilistic state-space models affect latent state and policy decisions.

problem Robust reinforcement learning under adversarial observability.
method Analyzing adversarial attacks on linear probabilistic state-space models.
result Demonstrating the influence of adversarial observations on latent state and policy decisions.

Develops effective adversarial attacks on probabilistic forecasting models.

problem Adversarial attacks on neural models outputting probability distributions.
method Effective generation of adversarial attacks through Monte-Carlo estimation and Bayesian conditioning.
result Demonstrates successful generation of attacks with small input perturbations.

Study stability of contingent claim solutions under probabilistic perturbations.

problem Stability of solutions to discrete-time contingent-claim problems under uncertainty.
method Use Rockafellian perturbations to analyze stability of solutions.
result Establishes convergence of dual problems and shadow prices.

New bounds on AE success probability in GP models.

problem Limiting the success of adversarial examples in probabilistic models.
method Investigated upper bounds on AE success probability using Gaussian Processes.
result Proved a new upper bound of AE success probability dependent on perturbation norm, kernel function, and training dataset distance.

In this work, we have presented a simple analytical approximation scheme for generic non-linear FBSDEs. By treating the interested system as the linear decoupled FBSDE perturbed with non-linear generator and feedback terms, we have shown that it is possible to carry out a recursive approximation to an arbitrarily highe…

2011-06-01abs ↗pdf ↗

A new attack for probabilistic classifiers adapts to noise levels.

problem Adversarial examples can mislead probabilistic classifiers.
method Adapts HopSkipJump attack for probabilistic classifiers, adjusting queries based on noise levels.
result Decision-based attacks are effective against probabilistic classifiers, even with noise.

We consider log-supermodular models on binary variables, which are probabilistic models with negative log-densities which are submodular. These models provide probabilistic interpretations of common combinatorial optimization tasks such as image segmentation. In this paper, we focus primarily on parameter estimation in…

2016-08-18abs ↗pdf ↗

New method for robustly interpreting ML models using quantile constraints and Wasserstein projections.

problem Assessing robustness of black-box models to input misspecification.
method Quantile-constrained Wasserstein projections for robust interpretability.
result Analytical solution for perturbation problem and smooth perturbations.

We introduce a unified framework for solving first passage times of time-homogeneous diffusion processes. According to the killed version potential theory and the perturbation theory, we are able to deduce closed-form solutions for probability densities of single-sided level crossing problem. The framework is applicabl…

2018-06-21abs ↗pdf ↗

We develop a formalism to study linearized perturbations around the equilibria of a pure exchange economy. With the use of mean field theory techniques, we derive equations for the flow of products in an economy driven by heterogeneous preferences and probabilistic interaction between agents. We are able to show that i…

2009-04-08abs ↗pdf ↗

Estimates risk in finance using Wasserstein distance and parametric models.

problem Assessing risk in financial models with model uncertainty.
method Parametric approach based on Wasserstein distance for convex risk functionals.
result Developed a numerical method using neural networks to estimate risk and optimal perturbations.

Proposes a new framework for balancing average- and worst-case performance in machine learning.

problem Robustness issues in machine learning, especially in safety-critical domains.
method Probabilistic robustness framework that balances average- and worst-case performance.
result Effective algorithm balances average- and worst-case performance with lower computational cost.

Method improves microbial biomass yield estimation from noisy data.

problem Estimating microbial biomass yields from noisy cell counts and substrate measurements.
method Probabilistic macrochemical modeling to relax cell weight assumptions and improve robustness.
result Model provides accurate uncertainty estimates of key parameters.

We construct a path integral based on the coupling of the Liouville action and the Mabuchi K-energy on a one-dimensional complex manifold. To the best of our knowledge this is the first rigorous construction of such an object and this is done by means of probabilistic tools. Both functionals play an important role resp…

2018-07-04abs ↗pdf ↗

Bayesian Transformer improves probabilistic load forecasting with calibrated uncertainty estimates.

problem Overconfident point predictions from deep learning models fail under extreme weather distributional shifts.
method Integrates three uncertainty mechanisms: MC Dropout, variational layers, and stochastic attention.
result Achieves state-of-the-art performance with CRPS of 0.0289 and 90% PICP across various horizons.

A new method improves robustness in image translation by modeling uncertainty.

problem Performance degradation in image translation models due to lack of robustness to outliers and uncertainty.
method UGAC method based on Uncertainty-aware Generalized Adaptive Cycle Consistency, modeling per-pixel residual with generalized Gaussian distribution.
result Our method exhibits stronger robustness towards unseen perturbations in test data.

Despite their numerous successes, there are many scenarios where adversarial risk metrics do not provide an appropriate measure of robustness. For example, test-time perturbations may occur in a probabilistic manner rather than being generated by an explicit adversary, while the poor train--test generalization of adver…

2019-12-10abs ↗pdf ↗

The paper develops a Feynman-Kac formula for perturbations of order ≤ 1 in noncommutative geometry.

problem Analyzing perturbations of order ≤ 1 in noncommutative geometry.
method Develops a Feynman-Kac formula for differential operators of order ≤ 1 on complex metric vector bundles over Riemannian manifolds.
result Explicit Feynman-Kac type formula for holomorphic semigroups generated by QQ.

New algorithm robust to probabilistic unbounded adversarial attacks in bandit problems.

problem Powerful adversaries that can catastrophically perturb the revealed reward in bandit problems.
method Proposes med-E-UCB and med-εε-greedy algorithms based on sample median for robustness.
result Achieves O(logT)\mathcal{O}(\log T) pseudo-regret under arbitrary and unbounded reward perturbation.

We present a novel algorithm that predicts the probability that the time derivative of the horizontal component of the ground magnetic field dB/dtdB/dt exceeds a specified threshold at a given location. This quantity provides important information that is physically relevant to Geomagnetically Induced Currents (GIC), whic…

2019-12-02abs ↗pdf ↗

Paper establishes fast convergence theory for diffusion models under minimal assumptions.

problem Establish theoretical guarantees for diffusion models under minimal assumptions.
method Developed a convergence theory for denoising diffusion probabilistic models (DDPM) under minimal assumptions.
result Achieved convergence rate of O(d/T) for target distributions with finite first-order moment.

Using probabilistic methods, we first define Liouville quantum field theory on Riemann surfaces of genus g2\mathbf{g}\geq 2 and show that it is a conformal field theory. We use the partition function of Liouville quantum field theory to give a mathematical sense to Polyakov's partition function of noncritical bosonic s…

2016-07-28abs ↗pdf ↗

Improved covariate shift handling with node-based Bayesian neural networks.

problem Improving generalization under covariate shift in neural networks.
method Introduced node-based Bayesian neural networks that learn latent noise variables to represent input corruptions.
result Node-based BNNs perform well under covariate shift due to input perturbations, improving uncertainty estimation and robustness.

Differentially private method for estimating individualized treatment rules.

problem Estimating individualized treatment rules while preserving privacy.
method Differentially private two-stage empirical risk minimization (DP-2ERM).
result Improved privacy-utility trade-off demonstrated through simulations and applications.

PIE-PINN estimates elastic properties from noisy, low-res displacement data.

problem Estimating heterogeneous elastic properties from low-resolution, noisy data.
method Probabilistic Physics-Informed Neural Network (PIE-PINN) framework combining B-spline and hierarchical scale model.
result Robust estimation of Young's modulus and Poisson's ratio from noisy, low-resolution displacement data.