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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.

168,742 papers · 148 categories

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4080119159 · Jun 202019922001200920172026
48 results for probabilistic thresholds

INCAD clusters and detects anomalies in streaming data without thresholds.

problem Clustering and anomaly detection for streaming data with unknown clusters and thresholds.
method Probabilistic clustering and anomaly detection in a streaming model.
result More reliable definition of normal vs abnormal behavior in streaming data.

Quantile gradient boosted trees outperform other models in predicting NO2 concentration distributions.

problem Forecasting high NO2 concentration episodes for effective air quality management.
method Compared 10 probabilistic forecasting models for NO2 concentration prediction.
result Quantile gradient boosted trees model outperformed others in predicting NO2 concentration distributions.

Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or low) scores as anomalies. This presents a practical limitation on the applicabili…

2019-05-29abs ↗pdf ↗

This project explores several Machine Learning methods to predict movie genres based on plot summaries. Naive Bayes, Word2Vec+XGBoost and Recurrent Neural Networks are used for text classification, while K-binary transformation, rank method and probabilistic classification with learned probability threshold are employe…

2018-01-15abs ↗pdf ↗

New proof shows neural networks can memorize training data with high accuracy.

problem Proving neural networks can memorize training data with high accuracy.
method Probabilistic construction exploiting sparsity.
result Proves neural networks with threshold or mixed threshold-ReLU activations can memorize training data.

A new SSL method uses instance-dependent thresholds to improve accuracy.

problem Improving semi-supervised learning by better selecting confident unlabeled instances.
method Proposes instance-dependent thresholds that vary based on the ambiguity and error rates of pseudo-labels for each unlabeled instance.
result Demonstrates that instance-dependent thresholds provide a probabilistic guarantee for correct pseudo-labels.

New method provides calibrated feature importance explanations for regression models.

problem Lack of uncertainty quantification in existing local explanation methods.
method Extension of Calibrated Explanations method to support regression and probabilistic regression.
result Calibrated Explanations for regression provides quantified uncertainty and robust explanations.

We present a methodology for probabilistic load forecasting that is based on lasso (least absolute shrinkage and selection operator) estimation. The model considered can be regarded as a bivariate time-varying threshold autoregressive(AR) process for the hourly electric load and temperature. The joint modeling approach…

2016-03-04abs ↗pdf ↗

Paper proposes efficient AL algorithms for optimizing product performance under environmental variability.

problem Optimizing product performance under varying environmental conditions.
method Formulated as Bayesian Quadrature Optimization problems for probabilistic threshold robustness measure using Gaussian Process model.
result Proposed algorithms provide credible intervals for probabilistic threshold robustness measure and demonstrate efficiency in real-world applications.

We consider the problem of clustering noisy high-dimensional data points into a union of low-dimensional subspaces and a set of outliers. The number of subspaces, their dimensions, and their orientations are unknown. A probabilistic performance analysis of the thresholding-based subspace clustering (TSC) algorithm intr…

2013-05-15abs ↗pdf ↗

Proposes Likelihood Regret for VAEs to improve OOD detection.

problem VAEs can assign high likelihoods to OOD samples, making traditional likelihood thresholds unreliable.
method Introduces Likelihood Regret, a new OOD score for VAEs.
result Empirical results show Likelihood Regret outperforms existing methods for VAEs.

Extends probabilistic approach for Kahler-Einstein metrics on Fano manifolds.

problem Constructing Kahler-Einstein metrics on log Fano manifolds with non-discrete automorphism groups.
method Introduces Gibbs polystability and uses moment map constraint to break symmetry.
result Gibbs polystability conjectured to be equivalent to existence of Kahler-Einstein metric.

Transforms distance-based outlier scores into interpretable probabilistic estimates.

problem Difficult interpretation of distance-based outlier scores.
method Generic transformation of scores into probabilistic estimates using distance probability distributions.
result Probabilistic transformation improves interpretability without impacting detection performance.

We consider the problem of clustering a set of high-dimensional data points into sets of low-dimensional linear subspaces. The number of subspaces, their dimensions, and their orientations are unknown. We propose a simple and low-complexity clustering algorithm based on thresholding the correlations between the data po…

2013-03-15abs ↗pdf ↗

Study compares two methods for predicting extreme atmospheric events.

problem Forecasting threshold exceedances of atmospheric variables like temperature and wind speed.
method Direct vs. full distribution probabilistic methods for rare events.
result Full distribution approach outperforms direct method for extreme events.

Deep Gaussian processes can have non-degenerate and non-Gaussian limits.

problem Understanding the behavior of deep Gaussian processes as depth grows.
method Studying the limit of compositional Gaussian processes where each layer is a Gaussian process.
result Identified a sharp bandwidth threshold above which the limit is degenerate, and proved that for bandwidths below this threshold, the limit is a non-degenerate and non-Gaussian distribution.

ProSub uses angles in feature space to classify data as in- or out-of-distribution.

problem Open-set semi-supervised learning with unknown classes.
method Probabilistic approach based on angles in feature space, estimating conditional distributions of scores.
result ProSub achieves state-of-the-art performance on benchmark problems.

Critiques binary classification evaluation methods, advocating for proper scoring rules.

problem The dominance of top-K metrics and fixed-threshold evaluations in machine learning.
method Introduces a decision-theoretic framework mapping evaluation metrics to their use cases, and implements a clipped Brier score variant.
result Demonstrates the clinical utility of proper scoring rules through a Python package, exttt{briertools}.

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.

TPM improves medical image segmentation by separating foreground and background.

problem Few-shot medical image segmentation challenges due to background variability.
method Tied Prototype Model (TPM) focusing on foreground, adapting thresholds, and using class priors.
result TPM leads to improved segmentation accuracy compared to ADNet.

A novel ABC method for high-dimensional inverse problems using generative modeling and subset simulation.

problem Solving inverse-problems with high-dimensional inputs and expensive forward mappings.
method Joint deep generative modeling, Approximate Bayesian Computation (ABC) with Subset Simulation, and likelihood-free inference.
result Our method delivers promising performance without prior knowledge of the forward or noise distributions.

A new method for detecting anomalies in large, high-dimensional data streams using probabilistic forest models.

problem Challenges in detecting anomalies in large, high-dimensional data.
method Probabilistic Mondrian Pólya Forests for summarizing data and estimating underlying probability density.
result State-of-the-art performance with interpretable anomaly scores.

New method calibrates probabilistic linear solver for online coverage guarantees.

problem Uncertainty in probabilistic linear solver solutions without coverage guarantees.
method Online conformal prediction-PLS (OCP-PLS) method to calibrate uncertainty thresholds.
result Validates online calibration of uncertainty thresholds via online conformal prediction.

This paper connects ultrametric overlap gap properties to parametric RDT for symmetric binary perceptrons.

problem Characterizing statistical computational gaps in symmetric binary perceptrons.
method Developed an analytical union-bounding program to rigorously upper-bound constraint densities of ultrametric overlap gap properties.
result Obtained tightest bounds at the first two levels of ultrametric overlap gap properties, closely approaching parametric RDT estimates.

Introduces Rashomon Capacity to measure predictive multiplicity in probabilistic classifiers.

problem Predictive multiplicity in classification models leading to unjustified decisions.
method Introduces Rashomon Capacity, a metric for probabilistic classifiers, and provides a rigorous derivation.
result Rashomon Capacity captures nuanced score variations and provides strategies for disclosing conflicting models.

Confident learning estimates label quality by identifying and correcting noisy data.

problem Label quality in datasets, especially in noisy environments.
method Combines principles of pruning, probabilistic thresholds, and ranking to estimate noise and uncorrupted labels.
result Generalized CL framework that provably finds label errors and improves model accuracy.

Model change detection is studied, in which there are two sets of samples that are independently and identically distributed (i.i.d.) according to a pre-change probabilistic model with parameter θθ, and a post-change model with parameter θθ', respectively. The goal is to detect whether the change in the model is sign…

2018-11-19abs ↗pdf ↗

Adaptive batch sizes improve active learning efficiency and flexibility.

problem Fixed batch sizes in active learning are inefficient due to dynamic cost-speed trade-offs.
method Probabilistic Numerics framework that adaptively changes batch sizes based on integration error and precision objectives.
result Significant enhancement in learning efficiency and flexibility across various applications.

This paper examines transitions in sniping behavior among algorithmic traders, finding new profitable strategies.

problem Understanding transitions from sure to probabilistic sniping in competitive algorithmic trading environments.
method Reinterpretation and extension of Menkveld and Zoican's stylized game, analysis of repeated games, sequential statistical testing.
result Probabilistic sniping can be profitable in certain conditions, resembling the prisoner's dilemma.

We study simultaneous price drops of real stocks and show that for high drop thresholds they follow a power-law distribution. To reproduce these collective downturns, we propose a minimal self-organized model of cascade spreading based on a probabilistic response of the system elements to stress conditions. This model …

2010-03-16abs ↗pdf ↗

Optimizes pruning masks for neural networks using probabilistic fine-tuning and PAC-Bayes bounds.

problem Improving neural network performance through adaptive pruning of weights.
method Optimizes stochastic pruning masks by minimizing expected loss, considering data-adaptive regularization and feature alignment.
result Probabilistic fine-tuning leads to improved test error over baseline methods in neural networks.

Traditionally, community detection in graphs can be solved using spectral methods or posterior inference under probabilistic graphical models. Focusing on random graph families such as the stochastic block model, recent research has unified both approaches and identified both statistical and computational detection thr…

2017-05-23abs ↗pdf ↗

Federated Learning with L0 constraint improves sparsity and performance.

problem Inherent sparsity in data and models leads to dense models with poor generalizability.
method L0 constraint on model density achieved through probabilistic gates and federated stochastic gradient descent.
result Achieves target sparsity (rho) in FL with minimal loss in statistical performance.

Entropy regularization improves sparse model discovery in federated learning.

problem Sparse model discovery in federated learning with limited data.
method Entropy regularization of gate distributions for probabilistic sparse model exploration.
result Entropy regularization leads to better sparse model recovery and performance.