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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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3567121,0681,424 · Jun 202019922001200920172026
48 results for proportional odds model

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.

A new neural network model for ordinal regression.

problem Ordinal regression with non-proportional odds.
method Interpretable neural network for both continuous and discrete responses, training a non-linear neural network as a coefficient function.
result N3^3POM preserves interpretability while offering flexibility.

The law of total probability may be deployed in binary classification exercises to estimate the unconditional class probabilities if the class proportions in the training set are not representative of the population class proportions. We argue that this is not a conceptually sound approach and suggest an alternative ba…

2013-12-02abs ↗pdf ↗

In this paper, we define a certain "proportional volume property" for an unit vector field on a spherical domain in S3. We prove that the volume of these vector fields has an absolute minimum and this value is equal to the volume of the Hopf vector field. Some examples of such vector fields are given. We also study the…

2014-08-12abs ↗pdf ↗

Paper introduces symmetric divergence link models for probability distributions.

problem Symmetric divergence measures for probability distributions.
method Two general classes of link models: one for survival functions and another for cumulative probability distribution functions.
result Advantages of symmetric divergence measures over asymmetric measures for model averaging and feature assessment.

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.

Study non-linear Dirichlet-to-Neumann map for Poincaré-Einstein fillings.

problem Non-linear Dirichlet-to-Neumann map for Poincaré-Einstein fillings.
method Description of range in terms of Dirichlet-to-Neumann tensor, construction of hypersurface invariants.
result Unique conformally invariant Dirichlet-to-Neumann hypersurface invariants for Poincaré-Einstein fillings.

Study proposes new methods to convert betting odds into accurate probabilities for sports forecasting.

problem Convert betting odds to accurate outcome probabilities for sports forecasting and market efficiency analysis.
method Proposes two methods: Odds-Only-Equal-Profitability-Confidence (OO-EPC) and Favourite-Longshot-Bias-Adjusted Generalised Linear Model (FL-GLM).
result Proposed methods outperform existing methods in empirical tests and real-world applications.

Odd KK-theory has the interesting property that it admits an infinite number of inequivalent differential refinements. In this paper we provide a bundle theoretic model for odd differential KK-theory using the caloron correspondence and prove that this refinement is unique up to a unique natural isomorphism. We chara…

2013-09-11abs ↗pdf ↗

The paper derives theorems about curl eigenfields on a 3-sphere using angular momentum theory.

problem Deriving theorems about curl eigenfields on a 3-sphere.
method Using angular momentum theory and spinor hyperspherical harmonics, the paper derives theorems about curl eigenfields on a 3-sphere.
result The paper proves that curl eigenfields with constant norm are proportional to a fundamental eigenfield (Hopf field).

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.

If an artificial intelligence aims to maximise risk-adjusted return, then under mild conditions it is disproportionately likely to pick an unethical strategy unless the objective function allows sufficiently for this risk. Even if the proportion ηη of available unethical strategies is small, the probability pU{p_U} of…

2019-11-12abs ↗pdf ↗

Odd connections on supermanifolds are defined and their properties studied.

problem Defining and understanding odd quasi-connections on supermanifolds.
method Examined odd quasi-connections, defined torsion and curvature, and identified special classes.
result Odd connections on supermanifolds are shown to have torsion and curvature tensors.

Modeling horse race betting odds with Ornstein-Uhlenbeck process.

problem Analyzing how herding and informed bettors affect odds movements.
method Deriving an Ornstein-Uhlenbeck process from vote shares and odds movements data.
result Identified microscopic and macroscopic patterns in odds convergence.

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 ↗

On any odd-dimensional oriented Riemannian manifold we define a volume form, which we call the odd Pfaffian, through a certain invariant polynomial with integral coefficients in the curvature tensor. We prove an intrinsic Chern-Gauss-Bonnet formula for incomplete edge singularities in terms of the odd Pfaffian on the f…

2018-06-30abs ↗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.

We consider odd Laplace operators arising in odd symplectic geometry. Approach based on semidensities (densities of weight 1/2) is developed. The role of semidensities in the Batalin--Vilkovisky formalism is explained. In particular, we study the relations between semidensities on an odd symplectic supermanifold and di…

2002-12-27abs ↗pdf ↗

This paper extends NCFI to odd codimension and computes examples.

problem Extending NCFI to foliations of odd codimension.
method Computing NCFI for various foliated manifolds in both even and odd codimensions.
result NCFI is an invariant of foliations in odd codimension, requiring an odd \(K_1\)-class.

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.

We establish several Witten type rigidity and vanishing theorems for twisted Toeplitz operators on odd dimensional manifolds. We obtain our results by combining the modular method, modular transgression and some careful analysis of odd Chern classes for cocycles in odd KK-theory. Moreover we discover that in odd dimen…

2015-04-12abs ↗pdf ↗

This paper refines previous work by the first author. We study the question of which links in the 3-sphere can be obtained as closures of a given 1-manifold in an unknotted solid torus in the 3-sphere (or genus-1 tangle) by adjoining another 1-manifold in the complementary solid torus. We distinguish between even and o…

2014-07-30abs ↗pdf ↗

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 ↗

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.

We consider odd Laplace operators acting on densities of various weight on an odd Poisson (= Schouten) manifold MM. We prove that the case of densities of weight 1/2 (half-densities) is distinguished by the existence of a unique odd Laplace operator depending only on a point of an ``orbit space'' of volume forms. This…

2002-05-18abs ↗pdf ↗

StakeBench evaluates language understanding by linking comments to market commitments, improving model alignment with real-world outcomes.

problem Existing financial NLP benchmarks measure perceived language rather than market commitments.
method StakeBench uses observable market behavior to supervise models, testing their ability to detect commitments, identify sides, and project odds.
result Models partially recover position-side signals but struggle with later tasks, highlighting structural failures.

We prove that an odd pretzel knot is doubly slice if it has 2n+12n+1 twist parameters consisting of n+1n+1 copies of aa and nn copies of a-a for some odd integer aa. Combined with the work of Issa and McCoy, it follows that these are the only doubly slice odd pretzel knots.

2019-04-29abs ↗pdf ↗

The moduli space of genus 3 translation surfaces with a single zero has two connected components. We show that in the odd connected component H^{odd}(4) the only GL^+(2,R) orbit closures are closed orbits, the Prym locus Q(3,-1^3), and H^{odd}(4). Together with work of Matheus-Wright, this implies that there are only f…

2013-08-27abs ↗pdf ↗