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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.

169,051 papers · 148 categories

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108217325433 · Jun 202019922001200920182026
48 results for probability guarantees

Algorithm learns smooth probability functions from Bernoulli tests with guarantees.

problem Learning smooth probability functions from Bernoulli tests with contextual features.
method Scalable algorithm with rigorous L2-norm convergence guarantees for posterior update rule.
result Empirical convergence rates match theoretical guarantees, superior to state-of-the-art.

New bounds for LDP with heterogeneous privacy levels guaranteeing high probability of accuracy.

problem Statistical estimation under LDP with users having varying privacy levels.
method Developed finite sample upper bounds in ℓ_2-norm with high probability, complemented by lower bounds.
result Optimal guarantees for heterogeneous LDP in terms of probability and constants.

Adaptive learning rates improve FTPL's BOBW guarantees in bandit problems.

problem Improving Follow-the-Perturbed-Leader's BOBW guarantees in bandit problems.
method Introducing surrogate probability functions to compute adaptive learning rates without exact probabilities.
result BOBW guarantees for FTPL with Pareto perturbations for any α>1α>1.

Paper provides statistical guarantees for GNNs in link prediction.

problem Link prediction accuracy in graph neural networks.
method Proposes a linear GNN architecture (LG-GNN) and derives statistical guarantees.
result LG-GNN produces consistent estimators for edge probabilities and has better detection of high-probability edges.

New method calibrates classifier probabilities with guaranteed coverage.

problem Inaccurate probability estimates by classifiers in high-risk applications.
method Adaptive temperature scaling algorithm for conformal prediction.
result Improves calibration error measures and standard metrics across various tasks.

This work provides safety guarantees for iterative GP predictions.

problem Analytical intractability of uncertainty tracking in iterative GP predictions.
method Deriving formal probability error bounds for iterative GP predictions.
result Formal bounds ensure that GP trajectories lie within specified regions with high probability.

New algorithm FLUTE achieves uniform-PAC convergence in RL with linear approx.

problem RL with linear function approximation lacks uniform-PAC guarantees.
method FLUTE algorithm with minimax value function estimator and multi-level partition scheme.
result Uniform-PAC convergence to optimal policy with high probability.

The paper provides statistical guarantees for generative models using dimension reduction.

problem Improving the quality of generative models without increasing dimensionality.
method Modeling generative devices as smooth transformations of a lower-dimensional space and using integral probability metrics.
result Established a risk bound showing the impact of dimension reduction on generative model error.

Sharp bounds for high-probability estimation of discrete distributions.

problem Estimating discrete distributions with high probability under χ2χ^2-divergence.
method Sharp upper and lower bounds for the classical Laplace estimator, and characterization of minimax high-probability risk for any estimator.
result Sharp bounds for high-probability estimation of discrete distributions can be achieved through a simple smoothing strategy.

This note shows how to transform high-probability to in-expectation guarantees in machine learning.

problem The challenge of constructing reliable machine learning models due to sampling randomness.
method Transforming high-probability to in-expectation guarantees using a witness condition for unbounded loss functions.
result A technical transformation method for generalization guarantees in machine learning.

A new method for matrix completion with model-free weights.

problem Matrix completion under non-uniform missing structures.
method Constructs weights via convex optimization to adjust for non-uniformity without modeling observation probabilities.
result Recover matrix with stronger theoretical guarantees, especially in heterogeneous missing settings.

VSPS creates flexible prediction regions for multi-target regression with guaranteed coverage.

problem Uncertainty quantification in multi-target regression with complex distributions.
method Conditional normalizing flows with conformal calibration to identify dense regions.
result VSPS produces smaller, more informative prediction regions with robust coverage guarantees.

We reformulate data-dependent constraints to ensure they are always met with high probability.

problem Ensuring fairness and stability in machine learning models with data-dependent constraints.
method Calibrated reformulation of constraints to guarantee satisfaction with a specified probability.
result Our method guarantees that fairness constraints are met at test time with high probability.

Consider the problem of finding a population or a probability distribution amongst many with the largest mean when these means are unknown but population samples can be simulated or otherwise generated. Typically, by selecting largest sample mean population, it can be shown that false selection probability decays at an…

2015-07-16abs ↗pdf ↗

Proposes a guaranteed regularization method for maximum likelihood estimation using gauge symmetry in Kullback-Leibler divergence.

problem Overfitting in maximum likelihood estimation.
method Introduces a regularization approach based on gauge symmetry in Kullback-Leibler divergence.
result The method provides a theoretically guaranteed optimal model without frequent hyperparameter tuning.

Algorithm constructs prediction sets with PAC guarantees in label shift settings.

problem Reliable uncertainty quantification in the face of distribution shift.
method Estimates predicted probabilities and confusion matrix, then propagates uncertainty through Gaussian elimination to compute confidence intervals and construct prediction sets.
result Satisfies PAC guarantees and produces smaller, more informative prediction sets.

Develops a method to detect changes in linear systems with temporal correlations.

problem Detect abrupt changes in time series data with temporal correlations.
method Data-dependent threshold for online change point detection in linear dynamical systems.
result Achieves a pre-specified upper bound on the probability of false alarms and provides a finite-sample-based bound for detection probability.

Wavelet-based online learning adapts to noisy Besov spaces with high probability.

problem Minimizing integrated squared error in Besov spaces with noisy observations.
method Adaptive wavelet-based online learning algorithm that dynamically adjusts to gradient noise.
result Achieves minimax-optimal integrated squared error with high probability.

Active seriation recovers item order from noisy pairwise similarity measurements.

problem Recovering an unknown item ordering from noisy pairwise similarity measurements.
method Proposes an active seriation algorithm that provably recovers the latent ordering with high probability.
result Establishes optimal performance guarantees for successful recovery under a uniform separation condition.

Support vector classifier constructs confidence sets for binary classification.

problem Learning confidence sets with specific probability guarantees for binary classification.
method Support vector classifier to construct confidence sets.
result The proposed learner controls non-coverage rates and minimizes ambiguity with high probability.

New method reduces variance in stochastic optimization with high confidence.

problem Achieving high-probability guarantees in stochastic optimization with weaker noise assumptions.
method Stochastic proximal point method combining proximal subproblem solver and probability booster.
result Demonstrates convergence with low sample complexity under bounded variance assumptions.

AdaDetectGPT improves text authorship detection with statistical guarantees.

problem Determining if text is authored by a human or an LLM.
method Adaptive learning of a witness function from training data to enhance logits-based detectors.
result AdaDetectGPT nearly uniformly improves text authorship detection, with up to 37% improvement.

Develops model selection for bandits balancing adversarial and stochastic guarantees.

problem Model selection in bandit scenarios with simultaneous adversarial and stochastic high-probability regret.
method Nested policy classes, balanced candidate regret bounds, mis-specification tests.
result Best of both world guarantees in linear bandits with simultaneous adversarial and stochastic environments.

The study optimizes distribution estimation from samples with relative entropy error, adapting to sparse distributions.

problem Estimating discrete distributions with high-probability accuracy in relative entropy.
method Analysis of Laplace estimator and confidence-dependent smoothing techniques, including data-dependent smoothing.
result Optimal high-probability risk bounds for various estimators, including a new data-dependent smoothing method.

Large language models can't efficiently reason conditionally in a distribution-free setting.

problem Impossibility of conditional PAC-efficient reasoning in large language models.
method Proof of impossibility in a distribution-free setting for non-atomic input spaces.
result Any algorithm achieving conditional PAC efficiency must defer to the expert model with high probability.

The paper develops methods to predict the probability of achieving a user goal in a task, ensuring the system alerts when the probability falls below a threshold.

problem Ensuring an autonomous system achieves the user's goal with calibrated probability estimates.
method Invertible conformal prediction using Probability-space Conformalized Quantile Regression (PCQR) to produce well-calibrated conditional prediction intervals.
result The method produces well-calibrated probabilities that the cumulative reward will fall within a user-specified target interval, with finite-sample guarantees.

This study improves audit sampling by using sequential procedures with statistical guarantees.

problem Improving audit efficiency and reliability with statistical methods.
method Formulated as a sequential testing problem, defining null and alternative hypotheses, stopping and decision rules, and exact boundary conditions.
result Exact design yields ex ante control of decision error probabilities, and simulation-based implementation approximates this design.

Paper proves robust estimators' generalization guarantees without dimensionality issues.

problem Generalization guarantees for Wasserstein distributionally robust models.
method Analyzes and extends existing guarantees to broader classes of models and regularized versions.
result Generalization guarantees hold without dimensionality issues and cover distribution shifts.

New neural network models learn symmetric functions of varying input sizes.

problem Learning symmetric functions with varying input sizes.
method Functional perspective on neural networks, treating symmetric functions as functions over probability measures.
result Established approximation and generalization bounds for shallow architectures that extend across input sizes.

KCal calibrates deep networks by embedding logits in a metric space.

problem Overconfident predictions from DNNs, especially in high-risk applications.
method KCal learns a metric space on the penultimate-layer latent embedding and generates predictions using kernel density estimates.
result KCal provides a provable full calibration guarantee and consistently outperforms baselines.

New bounds for generative models under weaker assumptions.

problem Establishing convergence guarantees for generative models under weak assumptions.
method Non-asymptotic 2-Wasserstein distance bounds for probability flow ODEs under weak log-concavity and Lipschitz continuity.
result Concrete convergence rates for generative models, including non-log-concave distributions.

Proposes a deep ordinal regression framework using optimal transport loss and unimodal output probabilities.

problem Lack of unimodal output probabilities in recent ordinal regression models.
method Introduces a deep learning framework based on optimal transport loss and unimodal output distribution, inspired by the Proportional Odds model.
result Demonstrates improved performance and unimodal output probabilities on real-world datasets compared to existing methods.