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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.

168,742 papers · 148 categories

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129258386515 · Jun 202019922001200920172026
48 results for robust identifiability

The paper introduces a new measure of robustness for partially identifiable risks.

problem Achieving robustness when the robust risk is only partially identified.
method Introduces the worst-case robust risk and evaluates existing methods.
result Existing robustness methods are suboptimal in the partially identifiable case.

We improve robust parameter estimation in causal models from observational data.

problem Robustly estimating parameters in linear structural equation models from observational data.
method Extending Sankararaman et al. (2019) to a broader class of models, providing sufficient conditions for robust identifiability.
result For a large set of parameters, robust identifiability holds and existing algorithms achieve robust identifiability.

Study robust best-arm identification in linear bandits with lower bounds and algorithms.

problem Identify a near-optimal robust arm in linear bandits with adversarial actions.
method Propose instance-dependent lower bounds and both static and adaptive bandit algorithms.
result Sample complexity matches the lower bound and algorithms effectively identify robust arms.

New method improves neural network robustness by identifying functions rather than parameters.

problem Neural networks' lack of robustness to distribution shifts.
method Identify the function represented by quadratic networks, not their parameters.
result Obtain robust generalization bounds for neural networks.

Paper tackles robustness in reward learning with partial identifiability.

problem Partial identifiability in reward learning leads to unreliable target reward recovery.
method Introduces a robust approach to maximize performance with respect to the worst-case reward in the feasible set.
result Develops Rob-ReL, an algorithm that maximizes performance under worst-case identifiability conditions.

DRSS method identifies unnecessary samples and features in DR covariate shift.

problem Identifying unnecessary samples and features in DR covariate shift.
method Combines DR learning and safe screening techniques.
result DRSS method provides reliable identification of unnecessary samples and features under specified distribution uncertainty.

The paper assesses machine learning robustness with covariate perturbations.

problem Ensuring robustness of machine learning models against adversarial attacks and data changes.
method Proposes a framework using covariate perturbation techniques to assess model robustness.
result Demonstrates the effectiveness of the approach in comparing robustness across models and identifying instabilities.

Notwithstanding the popularity of conventional clustering algorithms such as K-means and probabilistic clustering, their clustering results are sensitive to the presence of outliers in the data. Even a few outliers can compromise the ability of these algorithms to identify meaningful hidden structures rendering their o…

2011-04-22abs ↗pdf ↗

We consider the problem of robustly maximizing the growth rate of investor wealth in the presence of model uncertainty. Possible models are all those under which the assets' region EE and instantaneous covariation cc are known, and where additionally the assets are stable in that their occupancy time measures converg…

2018-01-19abs ↗pdf ↗

A new framework for robust and coherent counterfactual transports.

problem Estimating joint distributions over counterfactual outcomes in personalized decision-making and treatment risk assessment.
method Counterfactual cocycles that use algebraic structure to provide coherence and identifiability guarantees, bridging the gap between bijective SCMs and OT methods.
result Counterfactual cocycles provide state-of-the-art performance and noise-robustness across synthetic benchmarks and a real-world study.

Novel causal effect estimators and distributionally robust prediction methods.

problem Estimating causal effects and distributional robustness in statistical models.
method Developed novel estimators and proposed a general framework for distributional robustness.
result Mean squared error improvements in causal effect estimation compared to existing methods.

SINDy-PI robustly identifies implicit dynamics from noisy data.

problem Accurately modeling nonlinear dynamics from noisy data.
method Parallel, implicit SINDy algorithm with multiple optimization algorithms and model selection.
result Significantly more noise robust than previous SINDy approaches.

Study on robustness of unsupervised representation learning in slightly misspecified settings.

problem Identify nonlinear representation learning in slightly misspecified settings.
method Formalize and investigate Independent Component Analysis (ICA) with observations generated by a mixing function close to a local isometry.
result Approximate identifiability of nonlinear ICA with almost isometric mixing functions.

This work bridges theory and practice in spiking reservoirs, identifying robust parameter ranges.

problem Challenging tuning of spiking reservoirs at the edge-of-chaos.
method Introducing robustness interval, systematic evaluations, and control experiments.
result Consistent monotonic trends in robustness interval width across network configurations.

New algorithm identifies near-optimal policies in adversarial distributed RL settings.

problem Adversarial agents in distributed RL settings that can collude and report arbitrary data.
method Weighted-Clique algorithm for robust mean estimation from batches, combined with novel distributed algorithms.
result Achieves superior robustness guarantees and near-optimal sample complexities in both offline and online settings.

Paper proposes a new method for selective inference in robust regression.

problem Statistical inference after removing outliers identified by robust methods.
method Conditional SI using piecewise-linear homotopy continuation.
result Proposed method is applicable to a wide class of robust regression and outlier detection methods.

This work explores robust multi-objective optimisation with scalarisation and robustification.

problem Optimizing functions with uncertainty and varying objectives.
method Identifies the importance of robustification and scalarisation in multi-objective optimisation.
result Different orders of scalarisation and robustification lead to different solutions.

Adaptive learning method identifies and corrects corrupted data.

problem Robust learning from corrupted training sets.
method Identifies corrupted and non-corrupted samples with latent Bernoulli variables, formulates as likelihood maximization with marginalized latent variables, solved via variational inference and Expectation-Maximization.
result Improves over state-of-the-art by automatically inferring corruption level with minimal overhead.

We consider the problem of robust compressed sensing whose objective is to recover a high-dimensional sparse signal from compressed measurements corrupted by outliers. A new sparse Bayesian learning method is developed for robust compressed sensing. The basic idea of the proposed method is to identify and remove the ou…

2016-10-10abs ↗pdf ↗

Gradient-based explanations correlate with Android malware classifier robustness.

problem Evasion attacks on Android malware classifiers using sparse perturbations.
method Investigated gradient-based attribution methods for explaining classifier decisions and their evenness, proposing metrics to assess adversarial robustness.
result Gradient-based explanations, especially Integrated Gradients, correlate with adversarial robustness of malware classifiers.

Paper reviews robustness in machine learning models and discusses training and certification methods.

problem Ensuring reliability of machine learning models in safety-critical systems.
method Reviews formalisms and discusses training and certification techniques.
result Identifies future research directions in robust machine learning.

Paper proposes an ensemble of attacks to evaluate adversarial robustness more reliably.

problem Insufficient evaluation of adversarial defenses leads to incorrect robustness assessments.
method Developed two extensions of PGD-attack and combined them with two complementary attacks.
result Identified several broken defenses with lower robust test accuracy than reported.

Researchers analyze backdoor data poisoning attacks and identify a memorization capacity parameter.

problem Understanding and mitigating backdoor data poisoning attacks in machine learning models.
method Formal theoretical framework, statistical and computational analysis, explicit constructions, and algorithm design.
result Identified a memorization capacity parameter to assess vulnerability to backdoor attacks and developed algorithms to detect and mitigate them.

We define transit clusters to simplify causal diagrams and preserve their essential properties.

problem Clustering variables in causal diagrams can alter essential properties of causal effects.
method We define transit clusters and provide an algorithm to find them, ensuring they preserve causal effect identifiability.
result Transit clusters simplify causal effect identification and maintain their essential properties.

Deep neural networks identify robust arbitrage strategies in financial markets.

problem Identifying profitable trading strategies under model ambiguity.
method Data-driven deep neural networks considering high-dimensional financial markets.
result Empirical investigations show profitable trading performances in various market conditions.

Develops robust methods for infinite-dimensional stochastic processes.

problem Measuring covariations in stochastic evolution equations in infinite dimensions.
method Asymptotic theory for jump robust measurement of covariations.
result Identifies scaling limits for realized covariations.

A new algorithm improves offline reinforcement learning robustness.

problem Finding optimal policies in perturbed environments from offline data.
method Doubly Pessimistic Model-based Policy Optimization (P^2MPO) framework.
result Proves sample efficiency with robust partial coverage data.

R2P method identifies homogeneous and heterogeneous subgroups for better treatment effect estimation.

problem Current subgroup analysis methods are weak in identifying homogeneous and heterogeneous subgroups and lack confidence estimates.
method R2P uses an arbitrary ITE estimator and quantifies uncertainty robustly.
result R2P produces more homogeneous and heterogeneous partitions than other methods.

In many situations where the interest lies in identifying clusters one might expect that not all available variables carry information about these groups. Furthermore, data quality (e.g. outliers or missing entries) might present a serious and sometimes hard-to-assess problem for large and complex datasets. In this pap…

2012-01-29abs ↗pdf ↗

Ditto improves fairness and robustness in federated learning.

problem Fairness and robustness in statistically heterogeneous federated learning networks.
method Personalized federated learning framework (Ditto) with a scalable solver.
result Ditto achieves competitive performance and superior fairness and robustness compared to existing methods.

Medix uses the median to detect outliers from unlabeled data for robust OOD detection.

problem Challenges in using unlabeled data for OOD detection due to mixed InD and OOD samples.
method Introduces Medix, a framework using the median operation to identify outliers from unlabeled data.
result Empirical results show Medix outperforms existing methods in open-world settings.

This paper uses robust optimization to analyze supply chain resilience.

problem Supply chain resilience analysis of multi-modal logistics networks.
method Robust optimization with budget-of-uncertainty.
result Interactive effects of network size, disruption scale, and degree on resilience.