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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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187375562749 · Jun 202019922001200920172026
48 results for sample selection bias

New causal models perform poorly when evaluated on biased training sets.

problem Sample selection bias affects the evaluation of causal models' prediction performance.
method Re-evaluated prediction performance of causal models on a genetic perturbation data set, proposing a less-biased evaluation set.
result Causal models have similar or worse performance when evaluated on a less-biased set compared to standard association-based estimators.

To improve the efficiency of Monte Carlo estimation, practitioners are turning to biased Markov chain Monte Carlo procedures that trade off asymptotic exactness for computational speed. The reasoning is sound: a reduction in variance due to more rapid sampling can outweigh the bias introduced. However, the inexactness …

2015-06-09abs ↗pdf ↗

Corrects sample selection bias in empirical risk minimization using importance sampling.

problem Statistical learning with biased training data.
method Weighted empirical risk minimization using importance sampling.
result Generalization capacity preserved with estimated importance weights.

Framework improves policy generalizability under biased training data.

problem Learning policies that generalize to a target population from biased training data.
method Characterizes sample selection bias using a selection variable, optimizes minimax value over uncertainty set, derives efficient algorithm.
result Policies generalize to target population, outperform standard methods.

We explore the problem of learning under selective labels in the context of algorithm-assisted decision making. Selective labels is a pervasive selection bias problem that arises when historical decision making blinds us to the true outcome for certain instances. Examples of this are common in many applications, rangin…

2018-07-02abs ↗pdf ↗

A new confidence measure improves self-training in biased data.

problem Improving self-training in biased data.
method Proposes a new confidence measure, T-similarity, based on ensemble diversity of linear classifiers.
result Empirically shows the benefit of T-similarity for pseudo-labeling policies on various datasets.

This paper investigates bias in resampled backtests for financial portfolios, finding it often negligible.

problem Bias in resampled backtests for financial portfolio evaluation.
method Investigation of bias in rolling-window mean-variance portfolios using resampling techniques.
result The bias in Sharpe Ratio estimates from IID resampling is often a fraction of estimation noise, making it tolerable.

New active learning method uses combinatorial coverage to improve data transfer and reduce bias.

problem Inability to transfer sampled data to new models and sampling bias issues.
method Data-centric active learning methods utilizing combinatorial coverage.
result Sampling data with coverage leads to better data transfer and competitive sampling bias.

The paper addresses selection bias in conformal prediction for focal units.

problem Selection bias in marginally valid conformal prediction intervals for focal units.
method A general framework for constructing selection-conditional coverage prediction sets.
result Efficient methods for various selection rules with exact finite-sample coverage.

New algorithm tackles self-selection bias in estimating linear regressors.

problem Estimating kk linear regressors with self-selection bias in dd dimensions.
method First local convergence algorithm for self-selection, reducing to coarsening problem.
result Improves running time of previous algorithms by a poly(d, k, 1/ε) factor.

New research shows the bandwagon effect doesn't cause bias but can make estimators inconsistent.

problem The bandwagon effect in recommender systems makes estimators inconsistent.
method Theoretical analysis investigating conditions for inconsistency and proposing mitigation approaches.
result The bandwagon effect can make estimators inconsistent, not just cause bias.

Tree ensembles such as Random Forests have achieved impressive empirical success across a wide variety of applications. To understand how these models make predictions, people routinely turn to feature importance measures calculated from tree ensembles. It has long been known that Mean Decrease Impurity (MDI), one of t…

2019-06-26abs ↗pdf ↗

The paper introduces a new model to correct bias in treatment effect estimates due to sample selection.

problem Bias in treatment effect estimates due to sample selection.
method Type 2 Tobit Bayesian Additive Regression Trees (TOBART-2) with Dirichlet Process Mixture distribution and soft trees.
result Corrects bias in treatment effect estimates by accounting for nonlinearities and model uncertainty.

When the in-sample Sharpe ratio is obtained by optimizing over a k-dimensional parameter space, it is a biased estimator for what can be expected on unseen data (out-of-sample). We derive (1) an unbiased estimator adjusting for both sources of bias: noise fit and estimation error. We then show (2) how to use the adjust…

2016-02-19abs ↗pdf ↗

New theory shows how learning algorithms can create a bias towards negative outcomes.

problem Negativity bias in adaptive learning algorithms.
method Generalization of the Hot Stove Effect to settings with negative estimates leading to smaller sample sizes.
result Negativity bias persists even when negative estimates do not lead to avoidance.

A new method corrects weight values to improve treatment effect estimation.

problem Estimating heterogeneous treatment effects in high-dimensional data with sample selection bias.
method Differentiable Pareto-Smoothed Weighting (DPSW) framework.
result Our method outperforms existing methods in treatment effect estimation.

Active testing reduces label costs for efficient model evaluation.

problem Real-world applications require expensive test labels, disconnecting from existing model evaluation methods.
method Derives acquisition strategies to select test points efficiently, addressing label bias and variance.
result Active testing improves model evaluation efficiency without sacrificing accuracy.

Model improves CVR estimation in recommender systems by mitigating bias and overlooking causal relationships.

problem Data sparsity and sample selection bias in CVR estimation.
method Entire Space Counterfactual Multitask Model (ESCM2^2) incorporating counterfactual risk minimizer.
result Significantly enhances recommendation performance by effectively mitigating bias and overlooking causal relationships.

A new method corrects bias in high-dimensional ridge regression.

problem Inherent bias in ridge regression limits statistical efficiency and scalability.
method Iterative bias correction strategy for p<np < n and Ridge-Screening method for p>np > n.
result Valid inferences and asymptotic properties established for de-biased ridge estimators.

Estimates causal effects with selection bias and confounding using regression.

problem Estimating causal effects in presence of selection bias and confounding.
method Two-step regression estimator (TSR) that corrects for selection bias and accounts for confounding.
result TSR estimator reduces variance and is validated in simulations.

New technique reduces bias in CSO problems, improving sample complexity.

problem Reducing bias in conditional stochastic optimization problems.
method Introducing a stochastic extrapolation technique combined with variance reduction.
result Achieved significantly better sample complexity for nonconvex smooth objectives.

Reduces selection bias in estimating individual treatment effects.

problem Selection bias in counterfactual reasoning.
method Auto-encoder with regularized loss based on Pearson Correlation Coefficient.
result Improves performance in estimating individual treatment effects.

New method corrects selection bias in complex models.

problem Selection bias in statistical studies leading to systematic distortions.
method Amortized Bayesian inference with neural posterior estimation.
result Recover well-calibrated posterior distributions across diverse selection mechanisms.

Cross-validation is the de facto standard for predictive model evaluation and selection. In proper use, it provides an unbiased estimate of a model's predictive performance. However, data sets often undergo various forms of data-dependent preprocessing, such as mean-centering, rescaling, dimensionality reduction, and o…

2019-01-25abs ↗pdf ↗

New holistic approach measures sample-level adversarial vulnerability for trustworthy systems.

problem Inherent bias in adversarial attacks across subgroups.
method Combining high-frequency feature reliance and sample-distance to decision boundary.
result Holistic approach improves adversarial vulnerability estimation and system trustworthiness.

Improves treatment effect estimation by reducing sample size needed.

problem Estimating causal treatment effects from observational data requires many covariates, increasing sample size.
method Proposes a nonconvex joint sparsity regularization objective function to recover a sparse subset of covariates.
result Improves sample complexity to scale with the size of the sparse subset and log of the total covariates.

The paper tackles sampling bias in credit scoring models and proposes methods to improve their training and evaluation.

problem Sampling bias in credit scoring models leads to an incomplete representation of the borrower population.
method Bias-aware self-learning framework and Bayesian evaluation method to correct for bias.
result Bayesian evaluation outperforms standard accuracy measures in predicting future performance.