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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.

168,657 papers · 148 categories

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78156233311 · Jun 202019922001200920172026
48 results for probability quality

By seeking the narrowest prediction intervals (PIs) that satisfy the specified coverage probability requirements, the recently proposed quality-based PI learning principle can extract high-quality PIs that better summarize the predictive certainty in regression tasks, and has been widely applied to solve many practical…

2019-05-24abs ↗pdf ↗

Diffusion models improve sample quality with guidance, proving it works for general data distributions.

problem Theoretical understanding of guidance effect in diffusion models for general data distributions.
method Analyzing diffusion guidance under general data distributions, proving improvement in sample quality.
result Guidance improves the average reciprocal of the classifier probability, aligning with its motivation.

CTM improves diffusion model sampling quality with efficient ODE traversal.

problem Lack of natural trade-off between sample quality and speed in consistency models.
method CTM trains a neural network to output scores and traverse ODE trajectories efficiently.
result CTM achieves state-of-the-art FIDs and improves sample quality with increased computational budget.

Model explains how stablecoin runs are influenced by large sales and reserve quality.

problem Understanding and predicting stablecoin runs due to large sales and poor reserve quality.
method Global game model addressing both large sales and poor reserve quality, analyzing risk components.
result The probability of a run increases with large sales and decreases with precise public knowledge, but increases with precise private signals when fundamentals are weak.

We propose a betting strategy based on Bayesian logistic regression modeling for the probability forecasting game in the framework of game-theoretic probability by Shafer and Vovk (2001). We prove some results concerning the strong law of large numbers in the probability forecasting game with side information based on …

2012-04-16abs ↗pdf ↗

Paper explores how text generation quality and diversity metrics relate to distribution fitting.

problem Unclear relation between text generation quality and diversity metrics and distribution fitting.
method Theoretical approach to prove a linear combination of quality and diversity metrics can be a divergence metric.
result CR/NRR proposed as a better substitute for BLEU/Self-BLEU metrics.

This paper argues against using calibration metrics for assessing posterior probabilities and proposes expected proper scoring rules instead.

problem The assessment of posterior probabilities generated by machine learning classifiers using calibration metrics is flawed and should be replaced with expected proper scoring rules.
method The paper reviews proper scoring rules from a practical perspective, explains why expected PSRs are a principled measure of posterior quality, and introduces a new calibration metric called calibration loss.
result Calibration loss is superior to expected calibration error and expected score divergence calibration metrics for assessing posterior probabilities.

PQMass assesses generative model quality using chi-squared tests.

problem Assessing the quality of generative models without density assumptions.
method Divides sample space into regions, applies chi-squared tests to p-values.
result Effectively assesses generative model quality, novelty, and diversity.

Study improves data quality assessment for structural monitoring data.

problem Ensuring reliability of structural health monitoring data.
method Probabilistic data quality assessment using a conditional diffusion model.
result Significantly improves accuracy of data quality assessment.

The article focuses on determining the predictive uncertainty of a model on the example of atrial fibrillation detection problem by a single-lead ECG signal. To this end, the model predicts parameters of the beta distribution over class probabilities instead of these probabilities themselves. It was shown that the desc…

2018-07-24abs ↗pdf ↗

In many applications, accurate class probability estimates are required, but many types of models produce poor quality probability estimates despite achieving acceptable classification accuracy. Even though probability calibration has been a hot topic of research in recent times, the majority of this has investigated n…

2020-02-07abs ↗pdf ↗

This paper presents a method to automatically generate high-quality prediction intervals for neural networks.

problem Accurate uncertainty quantification for deep learning models in real-world applications.
method Dual neural network approach with a novel loss function to balance prediction interval width and coverage.
result Our method produces significantly narrower prediction intervals with higher probability coverage compared to state-of-the-art methods.

D-Wave quantum annealing fails to improve sampling quality from RBMs compared to Gibbs sampling.

problem Improving sampling quality from RBMs using D-Wave quantum annealing.
method Comparison of D-Wave quantum annealing and Gibbs sampling for RBM sampling.
result D-Wave sampling does not significantly improve the number of local valleys compared to Gibbs sampling.

A new restart criterion for k-means++ improves clustering quality and adapts to data difficulty.

problem Arbitrary restart counts in k-means++ lead to inconsistent results and wasted computation.
method GTRC combines Good-Turing estimates, bounds, and user-specified tolerance to dynamically decide restarts.
result GTRC achieves clustering quality comparable to fixed restart counts, varying restarts based on data difficulty.

Investigates statistical properties of perturb-softmax and perturb-argmax distributions.

problem Underexplored statistical properties of Gumbel-Softmax and Gumbel-Argmax distributions.
method Investigates convexity and differentiability to determine completeness and minimality of these distributions.
result Identifies parameters that admit complete and minimal representation of probability distributions.

Generative model learns conditional distributions on collective variable levels.

problem Modeling conditional probability distributions on collective variable levels.
method General and efficient learning approach, data enrichment strategy.
result Effective generative models on different level-sets of collective variables.

We consider the problem of learning the qualities of a collection of items by performing noisy comparisons among them. Following the standard paradigm, we assume there is a fixed "comparison graph" and every neighboring pair of items in this graph is compared kk times according to the Bradley-Terry-Luce model (where t…

2019-02-01abs ↗pdf ↗

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.

TRAiL is a linear bandit algorithm that ensures optimal regret and guarantees inference quality.

problem Optimal regret and inference quality in linear bandits with convex action sets.
method TRAiL estimates the parameter through regularized least squares and perturbs the action set along the tangent plane.
result TRAiL achieves an Ω(T)Ω(\sqrt{T}) upper bound on cumulative regret with high probability.

DCK improves air quality index prediction with probabilistic spatial models.

problem Non-Gaussian, complex spatial structure of air quality index.
method Deep classifier kriging (DCK) for non-Gaussian, nonlinear spatial prediction.
result DCK outperforms conventional methods in predictive accuracy and uncertainty quantification.

The neural network (NN)-based direct uncertainty quantification (UQ) methods have achieved the state of the art performance since the first inauguration, known as the lower-upper-bound estimation (LUBE) method. However, currently-available cost functions for uncertainty guided NN training are not always converging and …

2019-12-30abs ↗pdf ↗

Algorithm finds safe zones in policy Markov Decision Processes to limit trajectory escape.

problem Finding safe zones in policy Markov Decision Processes to limit trajectory escape.
method Bi-criteria approximation learning algorithm with polynomial sample complexity.
result Achieves almost 2 approximation for both escape probability and safe zone size.

A new framework separates classifier calibration and discrimination.

problem Combining reliability and resolution in probabilistic predictions.
method Manokhin Probability Matrix separates reliability and resolution using Spiegelhalter Z-statistic and AUC-ROC.
result Classifiers are categorized into four archetypes: Eagle, Bull, Sloth, and Mole.

Study evaluates quality of uncertainty estimates for neural networks.

problem Lack of principled assessment methods for evaluating uncertainty quality in deep learning.
method Statistical methods of frequentist interval coverage, interval width, and expected calibration error.
result Different UQ methods produce markedly different quality uncertainty estimates.

We investigate the properties of multidimensional probability distributions in the context of latent space prior distributions of implicit generative models. Our work revolves around the phenomena arising while decoding linear interpolations between two random latent vectors -- regions of latent space in close proximit…

2018-06-05abs ↗pdf ↗

CDC-FM improves generative model quality-generalization tradeoff by regularizing with geometry-aware noise.

problem Tradeoff between high sample quality and memorization in deep generative models.
method Introduces Carré du champ flow matching (CDC-FM) that replaces homogeneous noise with anisotropic Gaussian noise capturing latent data manifold geometry.
result CDC-FM consistently offers better quality-generalization tradeoff across diverse datasets and architectures.

Theoretical proof shows COMs are a type of contrastive divergence model with improved sampling.

problem Improving sampling quality in offline model-based optimization.
method Showed COMs are contrastive divergence models, proposed Langevin MCMC sampler, and decoupled model.
result Improved sampling quality achieved by decoupling model and using Langevin MCMC.

Invertible flow-based generative models are an effective method for learning to generate samples, while allowing for tractable likelihood computation and inference. However, the invertibility requirement restricts models to have the same latent dimensionality as the inputs. This imposes significant architectural, memor…

2020-02-20abs ↗pdf ↗

Stochastic Gradient Boosting (SGB) is a widely used approach to regularization of boosting models based on decision trees. It was shown that, in many cases, random sampling at each iteration can lead to better generalization performance of the model and can also decrease the learning time. Different sampling approaches…

2019-10-29abs ↗pdf ↗