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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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4080119159 · May 202619922001200920172026
48 results for score

This work improves likelihood of score-based diffusion ODEs using high-order denoising score matching.

problem The gap between maximum likelihood and score matching objectives for score-based diffusion ODEs.
method High-order denoising score matching to maximize likelihood.
result Score-based diffusion ODEs achieve better likelihood on synthetic and CIFAR-10 data.

A new method improves data generation quality by correcting score mismatches.

problem Score mismatch issue in conditional score-based data generation methods.
method Denoising Likelihood Score Matching (DLSM) loss for classifier training.
result The proposed method outperforms previous methods on Cifar-10 and Cifar-100 benchmarks.

New scoring rules improve probabilistic classification model evaluation.

problem Traditional scoring rules misalign with the preference for correct classifications.
method Introduces Penalized Brier Score (PBS) and Penalized Logarithmic Loss (PLL) to modify proper scoring rules.
result PBS and PLL better identify optimal checkpoints and early stopping points, leading to superior F1 scores.

Classifies intrinsically linked tournaments by their score sequences.

problem Classifying intrinsically linked tournaments using their score sequences.
method Examining the score sequences of tournaments and identifying linkless sequences.
result The vast majority of score sequences for 8-vertex tournaments are linkless.

Improved score matching methods for estimating score functions and Hessians without high dimensionality.

problem Estimating score functions and Hessians efficiently in high-dimensional data.
method Implicit score matching and denoising score matching, leveraging Gagliardo-Nirenberg inequalities.
result Achieves convergence rates similar to denoising score matching and estimates Hessians without dimensionality issues.

The statistical leverage scores of a complex matrix ACn×dA\in\mathbb{C}^{n\times d} record the degree of alignment between col(A)(A) and the coordinate axes in Cn\mathbb{C}^n. These score are used in random sampling algorithms for solving certain numerical linear algebra problems. In this paper we present a max-plus algebr…

2016-09-29abs ↗pdf ↗

Forecasts of multivariate probability distributions are required for a variety of applications. Scoring rules enable the evaluation of forecast accuracy, and comparison between forecasting methods. We propose a theoretical framework for scoring rules for multivariate distributions, which encompasses the existing quadra…

2020-02-21abs ↗pdf ↗

Score matching is a recently developed parameter learning method that is particularly effective to complicated high dimensional density models with intractable partition functions. In this paper, we study two issues that have not been completely resolved for score matching. First, we provide a formal link between maxim…

2012-05-09abs ↗pdf ↗

The paper establishes bounds for score-matching in causal discovery and generative modeling.

problem Estimating causal relationships from data.
method Training a deep neural network to estimate the score function and applying it to causal discovery.
result Bounds on the error rate of causal discovery methods using score-matching.

This paper proposes a two-stage scoring approach to help lenders decide their fund allocations in the peer-to-peer (P2P) lending market. The existing scoring approaches focus on only either probability of default (PD) prediction, known as credit scoring, or profitability prediction, known as profit scoring, to identify…

2018-10-05abs ↗pdf ↗

The paper investigates the convergence of Vendi scores under finite samples and introduces a truncated version for better performance.

problem The Vendi score's convergence is hindered by computational limitations when using large sample sizes.
method The authors introduce the t-truncated Vendi score to address this issue by truncating the eigenspectrum of the kernel matrix.
result The t-truncated Vendi score converges to its asymptotic limit with a smaller number of samples, improving upon the standard Vendi score.

This paper introduces and develops a novel variable importance score function in the context of ensemble learning and demonstrates its appeal both theoretically and empirically. Our proposed score function is simple and more straightforward than its counterpart proposed in the context of random forest, and by avoiding …

2015-01-25abs ↗pdf ↗

Study compares different scoring rules for machine-learned weather forecasts, finding scale-awareness improves forecast realism.

problem Improving the accuracy of machine-learned probabilistic weather forecasts.
method Comparison of scoring rules (CRPS, fair global energy score, graph energy score) and analysis of their impact on forecast field spectra.
result Scale-awareness improves forecast realism, particularly in the tropics.

Score-fPINN tackles high-dimensional FPL equations using fractional score functions.

problem High-dimensional Fokker-Planck-Lévy equations with non-Brownian processes.
method Fractional score function and Physics-informed neural networks (PINN) to solve CoD and numerical overflow.
result Effective solution to high-dimensional FPL equations without fractional Laplacian.

Neural score matching improves high-dimensional causal inference by using neural networks for balancing scores.

problem Impracticality of traditional matching methods in high-dimensional datasets due to the curse of dimensionality.
method Develops neural networks to create non-trivial, multivariate balancing scores for high-dimensional causal inference.
result Neural score matching outperforms other methods in treatment effect estimation and reducing imbalance on high-dimensional datasets.

A network may have weak signals and severe degree heterogeneity, and may be very sparse in one occurrence but very dense in another. SCORE (Jin, 2015) is a recent approach to network community detection. It accommodates severe degree heterogeneity and is adaptive to different levels of sparsity, but its performance for…

2018-11-14abs ↗pdf ↗

Langevin dynamics fails to produce accurate samples even with small score function errors.

problem Robustness of Langevin dynamics to score function errors.
method Analysis of Langevin dynamics and score function errors.
result Langevin dynamics produces a distribution far from the target distribution in TV distance even with small L2L^2 errors in the score function.

Computational approaches to drug discovery can reduce the time and cost associated with experimental assays and enable the screening of novel chemotypes. Structure-based drug design methods rely on scoring functions to rank and predict binding affinities and poses. The ever-expanding amount of protein-ligand binding an…

2016-12-08abs ↗pdf ↗

Model selection for time series forecasting can be biased by the distribution of scores.

problem Model selection for probabilistic forecasting on time series data.
method Using proper scoring rules to aggregate scores across multiple time series.
result The mean score is immune to the skewness of the score distribution.

Algorithm optimizes biological sequences using bootstrapped training with a score-conditioned generator.

problem Optimizing biological sequences for a black-box score function.
method Bootstrapped training of score-conditioned generator (BootGen) algorithm.
result Our method outperforms competitive baselines on biological sequential design tasks.

Study finds simple model-agreement scores perform well in various error estimation scenarios.

problem Evaluating model performance on unseen distributions using disparate scoring functions.
method Rigorously studied popular scoring functions (confidence, local manifold smoothness, model agreement) independently of mechanism choice.
result Simple model-agreement scores outperform confidence- and smoothness-based scores in realistic settings with compromised training data.