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.
New efficient algorithm for approximate PML distribution.
Paper improves likelihood estimation for discrete distributions.
Unified plug-in approach for estimating symmetric properties of distributions efficiently.
A method for profiling systematic uncertainties in SBI using Factorizable Normalizing Flows.
We present a detailed methodological study of the application of the modified profile likelihood method for the calibration of nonlinear financial models characterised by a large number of parameters. We apply the general approach to the Log-Periodic Power Law Singularity (LPPLS) model of financial bubbles. This model …
Proposes a deep neural network for predicting clustered time-to-event data.
We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML has appealing theoretical properties, but is difficult to compute exactly. Inspi…
New method for unbinned, profiled unfolding in particle physics.
Paper offers a framework for estimating symmetric properties efficiently.
A new framework for adaptive behavior using reusable value profiles.
Generative profiling improves real-time task timing for varied resource contexts.
This paper proposes a novel profile likelihood method for estimating the covariance parameters in exploratory factor analysis of high-dimensional Gaussian datasets with fewer observations than number of variables. An implicitly restarted Lanczos algorithm and a limited-memory quasi-Newton method are implemented to deve…
A new Bayesian framework simplifies stochastic optimization by focusing on key parameters.
Biclustering, the process of simultaneously clustering the rows and columns of a data matrix, is a popular and effective tool for finding structure in a high-dimensional dataset. Many biclustering procedures appear to work well in practice, but most do not have associated consistency guarantees. To address this shortco…
We propose a novel method for maximum likelihood-based parameter inference in nonlinear and/or non-Gaussian state space models. The method is an iterative procedure with three steps. At each iteration a particle filter is used to estimate the value of the log-likelihood function at the current parameter iterate. Using …
Develops a hybrid MtFA approach for high-dimensional data clustering.
We propose a general method for constructing hypothesis tests and confidence sets that have finite sample guarantees without regularity conditions. We refer to such procedures as "universal." The method is very simple and is based on a modified version of the usual likelihood ratio statistic, that we call "the split li…
New GMM models fit high-dimensional data with fewer parameters.
Proposes a method for valid inference in GPLSIMs with longitudinal data.
New method improves community detection for large networks.
We propose a partially linear additive Gaussian graphical model (PLA-GGM) for the estimation of associations between random variables distorted by observed confounders. Model parameters are estimated using an -regularized maximal pseudo-profile likelihood estimator (MaPPLE) for which we prove -sparsisten…
We study three fundamental statistical-learning problems: distribution estimation, property estimation, and property testing. We establish the profile maximum likelihood (PML) estimator as the first unified sample-optimal approach to a wide range of learning tasks. In particular, for every alphabet size and desired…
We present asymptotic and finite-sample results on the use of stochastic blockmodels for the analysis of network data. We show that the fraction of misclassified network nodes converges in probability to zero under maximum likelihood fitting when the number of classes is allowed to grow as the root of the network size …
PD curve calibration refers to the transformation of a set of rating grade level probabilities of default (PDs) to another average PD level that is determined by a change of the underlying portfolio-wide PD. This paper presents a framework that allows to explore a variety of calibration approaches and the conditions un…
Paper introduces deterministic EM approximations for non-convex likelihood functions.
Novel method diagnoses large language models' reasoning abilities.
Three RFF-based methods for nonlinear causal discovery in mixed data.
Distance-based hierarchical clustering (HC) methods are widely used in unsupervised data analysis but few authors take account of uncertainty in the distance data. We incorporate a statistical model of the uncertainty through corruption or noise in the pairwise distances and investigate the problem of estimating the HC…
New method explains high-dimensional sphere data with latent factors.
A method to produce personalized classification models to automatically review online dating profiles on Tinder is proposed, based on the user's historical preference. The method takes advantage of a FaceNet facial classification model to extract features which may be related to facial attractiveness. The embeddings fr…
Profile entropy measures learnability and compressibility of discrete distributions.
A method to describe Riemann surfaces using graph profiles is proposed.
Method selects number of communities in weighted networks.
In cheminformatics, compound-target binding profiles has been a main source of data for research. For data repositories that only provide positive profiles, a popular assumption is that unreported profiles are all negative. In this paper, we caution audience not to take this assumption for granted, and present empirica…
Method controls extrapolation in prediction profiles for statistical and machine learning models.
Background: While machine learning (ML) models are rapidly emerging as promising screening tools in critical care medicine, the identification of homogeneous subphenotypes within populations with heterogeneous conditions such as pediatric sepsis may facilitate attainment of high-predictive performance of these prognost…
Estimating symmetric properties of a distribution, e.g. support size, coverage, entropy, distance to uniformity, are among the most fundamental problems in algorithmic statistics. While each of these properties have been studied extensively and separate optimal estimators are known for each, in striking recent work, Ac…
We equip many non compact non simply connected surfaces with smooth Riemannian metrics whose isoperimetric profile is smooth, a highly non generic property. The computation of the profile is based on a calibration argument, a rearrangement argument, the Bol-Fiala curvature dependent inequality, together with new result…
We introduce a spectrum of monotone coarse invariants for metric measure spaces called Poincaré profiles. The two extremes of this spectrum determine the growth of the space, and the separation profile as defined by Benjamini--Schramm--Timár. In this paper we focus on properties of the Poincaré profiles of groups with …
StepMix estimates mixture models with covariates for social science applications.
Logarithmic separation profile in hyperbolic groups shows hierarchical structure.
Framework detects shape shifts in functional profiles using Fréchet mean and shape invariant model.
Study compares isoperimetric profiles on manifolds with integral Ricci curvature bounds.
There has been a rapid proliferation of machine learning/deep learning (ML) models and wide adoption of them in many application domains. This has made profiling and characterization of ML model performance an increasingly pressing task for both hardware designers and system providers, as they would like to offer the b…
This article establishes the performance of stochastic blockmodels in addressing the co-clustering problem of partitioning a binary array into subsets, assuming only that the data are generated by a nonparametric process satisfying the condition of separate exchangeability. We provide oracle inequalities with rate of c…
Estimates lower bounds for isoperimetric profiles and improves on previous estimates for specific manifolds.
In the context of sub-Riemannian Heisenberg groups Hn, n \geq 1, we shall study Isoperimetric Profiles, which are closed compact hypersurfaces having constant horizontal mean curvature, very similar to ellipsoids. Our main goal is to study the stability of Isoperimetric Profiles.
Paper describes profiles of multivariate normal distributions and novel estimators for mutual information.