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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.

169,291 papers · 148 categories

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48 results for proportional

Paper improves deep learning for instance-level classification from label proportions.

problem Dealing with noisy pseudo-labeling and high-entropy class distributions in LLP.
method Introducing a two-stage training approach with constrained optimization and mixup strategy.
result Significant performance improvement in instance-level classification.

Learning from Label Proportions (LLP) is a learning setting, where the training data is provided in groups, or "bags", and only the proportion of each class in each bag is known. The task is to learn a model to predict the class labels of the individual instances. LLP has broad applications in political science, market…

2014-02-24abs ↗pdf ↗

Develops a method to estimate average hazard under non-proportional hazards without relying on proportional hazards assumption.

problem Estimation of treatment effects when hazards are non-proportional, leading to unstable hazard ratios.
method Semiparametric, doubly robust framework for covariate-adjusted average hazard estimation.
result Valid sqrt{n} inference with small bias and near-nominal confidence-interval coverage across proportional and non-proportional hazards settings.

A model learns set comparison, vague quantification, and proportional estimation from visual scenes.

problem Learning of quantification mechanisms from visual scenes.
method A multi-task computational model that integrates set comparison, vague quantification, and proportional estimation.
result The multi-task model performs better when lower-complexity tasks are available and can generalize to unseen combinations.

A flexible method for estimating mixture proportions in PU learning.

problem Estimating the proportion of positive samples in PU learning.
method Construct a probabilistic classifier and apply a one-dimensional mixture proportion method.
result Consistent estimators with competitive performance on simulated and real data.

We study the problem of learning with label proportions in which the training data is provided in groups and only the proportion of each class in each group is known. We propose a new method called proportion-SVM, or \proptoSVM, which explicitly models the latent unknown instance labels together with the known group …

2013-06-04abs ↗pdf ↗

Study examines how insurance affects households prone to proportional losses, especially those near poverty.

problem Impact of insurance on households susceptible to proportional losses, focusing on poverty traps.
method Modelled proportional capital losses with insurance, derived closed formulae and non-local differential equations.
result New formulae and methods to calculate trapping probability, constraints on parameters to prevent certainty of trapping.

Paper proposes a transfer learning method for learning with label proportions that handles uncertain data.

problem Learning with label proportions (LLP) for uncertain data.
method Transfer learning approach to transfer knowledge from source to target tasks with uncertain data.
result The proposed TL-LLP method achieves better accuracy and is less sensitive to noise.

Paper proposes a new method for estimating mixture proportions without irreducibility assumption.

problem Estimating mixture proportions when component distributions are not irreducible.
method Developed a resampling-based meta-algorithm that adapts existing MPE algorithms to non-irreducible settings.
result Empirical results show improved estimation performance compared to baseline methods and regrouping-based algorithms.

Generative adversarial networks learn from label proportions without distributional restrictions.

problem Learning from label proportions with limited information.
method Generative adversarial networks (GANs) for LLP-GAN, approximating label proportions without distributional assumptions.
result Global optimality of LLP-GAN proved under mild assumptions.

Paper improves signal proportion estimation by accounting for variable dependence.

problem Traditional estimators assume independence, limiting applicability in real-world scenarios.
method Integrates arbitrary covariance dependence information using principal factor approximation.
result Method outperforms state-of-the-art estimators in accuracy and detection of weaker signals.

RLSbench benchmarks domain adaptation under label proportion shifts, revealing widespread failures and proposing a two-step meta-algorithm.

problem Domain adaptation under label proportion shifts is poorly understood and inconsistent across methods.
method RLSbench introduces a large-scale benchmark with 500 distribution shift pairs. It proposes a two-step meta-algorithm to improve domain adaptation methods under label proportion shifts.
result The two-step meta-algorithm improves domain adaptation methods by 2-10% accuracy points under large label proportion shifts.

Proportional transaction costs present difficult theoretical problems in trading algorithm design, on account of their lack of analytical tractability. The author derives a solution of DT-NT-DT form for an arbitrary model in which the the traded asset has diffusive dynamics described by one or more stochastic risk fact…

2012-04-29abs ↗pdf ↗

The paper explores learning from label proportions, showing differences in efficiency between LLP and PAC learning.

problem Learning from label proportions (LLP) in unlabeled data with given label proportions.
method Formal definition and computational complexity analysis of LLP learning.
result LLP learning is more restrictive than PAC learning for finite VC classes, and some classes are uncharacterizable.

Paper introduces Normalized Wasserstein measure for better handling of imbalanced mixture distributions.

problem Wasserstein distance fails for mixture distributions with imbalanced proportions.
method Introduce mixture proportions as optimization variables to normalize Wasserstein formulation.
result Normalized Wasserstein measure leads to significant performance gains for mixture distributions.

New framework for weakly supervised learning from label proportions.

problem Lack of consistent learning procedure and theoretical training criterion for LLP.
method Pose LLP as mutual contamination models (MCMs) and establish unbiased losses and generalization error bounds.
result Established novel technical results for MCMs and proposed a new experimental setting.

Introduces MPR to measure and optimize representation across intersectional groups in retrieval.

problem Harmful stereotypes, cultural erasure, and social disparities in image search and retrieval.
method Develops MPR metric, practical estimation methods, theoretical guarantees, and optimization algorithms.
result Optimizing MPR yields more proportional representation across multiple intersectional groups, often with minimal retrieval accuracy compromise.

Training on mixed distributions improves test performance even when components are unrelated.

problem Improving test performance with mismatched training and test distributions.
method Analyzing mixture distributions with different training and test proportions.
result Distribution shift can be beneficial, improving test performance even when components are unrelated.

Study separates interventions on a causal Bayesian network using aggregate observations.

problem Separate multiple interventions on a causal Bayesian network using aggregate marginals.
method Constructive algorithm for exact recovery of mixing proportions under simple assumptions, optimization framework for estimation when exact marginals are not available.
result Identifiability of mixing proportions under certain conditions, estimation of proportions when exact marginals are not known.

Study examines survival models for ALS, focusing on proportional hazards assumption.

problem Impact of proportional hazards assumption on survival models for ALS.
method Theoretical and empirical investigation of survival forests and their variants.
result Alternative split procedures can improve model performance in non-proportional hazards situations.

Estimates proportions of LLM-generated text in mixed documents.

problem Estimating the proportion of text generated by a pre-specified LLM in mixed documents.
method Developed estimators for two observation regimes: full observation and pivotal reduction, and established sample complexity bounds.
result Full observation estimators require fewer samples than pivotal reduction estimators.

Paper proposes a new model using consistency regularization for learning from label proportions.

problem Learning from label proportions with weak labels on bags of instances.
method Consistency regularization applied to semi-supervised learning.
result LLP with consistency regularization achieves superior performance.

Proposes a proportional masking strategy for better tabular data imputation.

problem Heterogeneity of tabular data disrupts uniform random masking in MAEs.
method Computes missingness statistics, generates proportional masks, uses MLP token mixing.
result Proportional masking preserves missingness distribution, improves imputation performance.

Stability result for a popular algorithm in optimal transport.

problem Stability of the Iterative Proportional Fitting Procedure in time and metric.
method Uniform stability analysis in the 1-Wasserstein metric.
result Quantitative stability result for entropy-regularized Optimal Transport and Schrödinger bridges.

DEDPUL improves PU learning by estimating proportions and classifying unlabeled data.

problem Analog to supervised binary classification with only positive samples clean and unlabeled mixtures of positive and negative.
method Applies a post-processing procedure to any classifier trained to distinguish positive and unlabeled data, estimating proportions alongside classification.
result Outperforms state-of-the-art in both proportion estimation and PU classification.

Gradient descent with proportional updates addresses training instabilities in deep learning.

problem Training instabilities like vanishing and exploding gradients in deep learning.
method Gradient descent with updates proportional to weight norms, independent of gradient magnitudes.
result Theoretical analysis confirms the effectiveness of gradient descent with proportional updates.

DSDE improves OoD detection by estimating model library proportions.

problem Uncertainty quantification and balanced error rates in model selection for OoD detection.
method Inverted sequential p-value strategies, change-point detection, automatic hyperparameter selection.
result DSDE reduces FPR from 11.07% to 3.31% on CIFAR10.

Study utility maximization with costs, proving convergence and strategies.

problem Utility maximization with proportional transaction costs.
method Extended weak convergence theory and Meyer--Zheng topology.
result Prove convergence of utility maximization problems and optimal trading strategies.

Paper finds closed-form solutions for tontine with bequest motive.

problem Finding optimal fractional consumption rate and bequest amount under bequest motive.
method Relaxing fixed proportions assumption, introducing bequest proportion as control function.
result Closed-form solutions for fractional consumption rate, wealth, bequest amount, and proportion.

Score-based methods fail with isolated components and incorrect mixing proportions.

problem Score-based methods struggle with distributions having isolated components and incorrect mixing proportions.
method Score-based methods, including score matching, are used but fail in the presence of isolated components and incorrect mixing proportions.
result Score-based methods cannot discover isolated components or identify correct mixing proportions.

The theory of optimal trading under proportional transaction costs has been considered from a variety of perspectives. In this paper, we show that all the results can be interpreted using a universal law, illustrating the results in trading algorithm design.

2016-03-21abs ↗pdf ↗

PRESTO improves rare event prediction by shrinking towards proportional odds model.

problem Difficult to predict rare events due to class imbalance.
method PRESTO relaxes proportional odds model by estimating separate weights for transitions between categories, imposing L1 penalty to shrink towards proportional odds.
result PRESTO consistently estimates decision boundary weights under sparsity assumption, improving rare probability estimation.

Extended fundamental theorem of asset pricing with transaction costs.

problem Modeling arbitrage in models with both fixed and proportional transaction costs.
method Introducing a family of measures and an adapted process to extend the fundamental theorem.
result Equivalence between lack of arbitrage and existence of specific probability measures.

Duality for robust hedging with proportional transaction costs of path dependent European options is obtained in a discrete time financial market with one risky asset. Investor's portfolio consists of a dynamically traded stock and a static position in vanilla options which can be exercised at maturity. Both the stock …

2013-02-04abs ↗pdf ↗

New approach predicts generalization of deep neural networks in proportional-width regime.

problem Predicting generalization of deep neural networks in proportional-width regime.
method Equivalent Wishart Ansatz for hierarchical empirical kernels, renormalized NNGP kernel.
result Renormalized NNGP kernel captures dominant stochastic fluctuations in deep neural networks.

Estimates watermarked content proportions in mixed-source texts.

problem Optimally estimating the proportion of watermarked content in texts with mixed sources.
method Casting the problem as estimating a proportion parameter in a mixture model based on pivotal statistics.
result Proposes efficient estimators for watermark proportion and shows their accuracy through evaluations.