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.
New method explains sensitivity of test data uncertainty in Bayesian inference.
Optimal AFs minimize RFR test error and sensitivity.
Securely trains fair models using homomorphic encryption.
Gonogo offers tools for sensitivity experiments in R.
Deep neural networks (DNNs) have been widely used in the fields such as natural language processing, computer vision and image recognition. But several studies have been shown that deep neural networks can be easily fooled by artificial examples with some perturbations, which are widely known as adversarial examples. A…
Over 150,000 new people in the United States are diagnosed with colorectal cancer each year. Nearly a third die from it (American Cancer Society). The only approved noninvasive diagnosis tools currently involve fecal blood count tests (FOBTs) or stool DNA tests. Fecal blood count tests take only five minutes and are av…
Simplified equation predicts model sensitivity to data.
When humans learn a new concept, they might ignore examples that they cannot make sense of at first, and only later focus on such examples, when they are more useful for learning. We propose incorporating this idea of tunable sensitivity for hard examples in neural network learning, using a new generalization of the cr…
MMD-B-Fair learns fair representations by minimizing MMD test power.
Framework for fair predictive models using resampled sensitive attributes.
Framework for efficient statistical estimation with privacy guarantees.
New algorithm reduces misclassification costs in neural networks.
Deep neural networks (DNN) have been shown to be useful in a wide range of applications. However, they are also known to be vulnerable to adversarial samples. By transforming a normal sample with some carefully crafted human imperceptible perturbations, even highly accurate DNN make wrong decisions. Multiple defense me…
Computer vision model automates residual plot assessment for diagnosing model assumptions.
Enhances GNNs by capturing node relationships, outperforming 2-WL test.
We introduce an adaptive output-sensitive Metropolis-Hastings algorithm for probabilistic models expressed as programs, Adaptive Lightweight Metropolis-Hastings (AdLMH). The algorithm extends Lightweight Metropolis-Hastings (LMH) by adjusting the probabilities of proposing random variables for modification to improve c…
This article presents valuation of Treasury Bonds (T-Bonds) on Macedonian Stock Exchange (MSE) and empirical test of duration, modified duration and convexity of the T-bonds at MSE in order to determine sensitivity of bonds prices on interest rate changes. The main goal of this study is to determine how standard valuat…
In this paper we test for the sensitive dependence on initial conditions (the so called "butterfly effect") of energy futures time series (heating oil, natural gas), and thus the determinism of those series. This paper is distinguished from previous studies in the following points: first, we reread existent works in th…
A framework for sensitivity measures using scoring functions.
The paper analyzes robustness and sensitivity of rough Volterra stochastic volatility models.
New risk class penalizes loss deviations from mean on both sides.
This paper simplifies hedge ratios in financial models using pathwise algorithmic differentiation.
Recently, machine learning algorithms have successfully entered large-scale real-world industrial applications (e.g. search engines and email spam filters). Here, the CPU cost during test time must be budgeted and accounted for. In this paper, we address the challenge of balancing the test-time cost and the classifier …
Analytical approximations for Asian option sensitivities in Black-Scholes model.
New method speeds up causal sensitivity analysis.
A new CVaR test reduces group performance disparity detection complexity.
Develops privacy-preserving methods for equivalence testing in healthcare.
The article explains how to estimate confusion matrices for classifiers using unlabeled data.
New method reduces errors in pricing and sensitivities for discontinuous payoffs.
We introduce kernel nonparametric tests for Lancaster three-variable interaction and for total independence, using embeddings of signed measures into a reproducing kernel Hilbert space. The resulting test statistics are straightforward to compute, and are used in powerful interaction tests, which are consistent against…
We propose an approach to fair classification that enforces independence between the classifier outputs and sensitive information by minimizing Wasserstein-1 distances. The approach has desirable theoretical properties and is robust to specific choices of the threshold used to obtain class predictions from model output…
Bayesian analysis reveals asymmetry in financial data.
We consider the problem of learning representations that achieve group and subgroup fairness with respect to multiple sensitive attributes. Taking inspiration from the disentangled representation learning literature, we propose an algorithm for learning compact representations of datasets that are useful for reconstruc…
Web application security has become a major concern in recent years, as more and more content and services are available online. A useful method for identifying security vulnerabilities is black-box testing, which relies on an automated crawling of web applications. However, crawling Rich Internet Applications (RIAs) i…
Study evaluates two-sample tests for validating generative models in high dimensions.
This work examines the sensitivity of energy distance to mean differences compared to covariance differences.
New probabilistic method speeds up calibration of complex models.
Deep neural networks (DNNs) have achieved superior performance in various prediction tasks, but can be very vulnerable to adversarial examples or perturbations. Therefore, it is crucial to measure the sensitivity of DNNs to various forms of perturbations in real applications. We introduce a novel perturbation manifold …
A new family of nonparametric statistics, the r-statistics, is introduced. It consists of counting the number of records of the cumulative sum of the sample. The single-sample r-statistic is almost as powerful as Student's t-statistic for Gaussian and uniformly distributed variables, and more powerful than the sign and…
CNNs show sensitivity to low-frequency signals due to image frequency distribution.
Proposes a framework to incorporate global sensitivity into local surrogate models.
In real-world scenarios, different features have different acquisition costs at test-time which necessitates cost-aware methods to optimize the cost and performance trade-off. This paper introduces a novel and scalable approach for cost-aware feature acquisition at test-time. The method incrementally asks for features …
The Renormalisation Group (RG) provides a framework in which it is possible to assess whether a deep-learning network is sensitive to small changes in the input data and hence prone to error, or susceptible to adversarial attack. Distinct classification outputs are associated with different RG fixed points and sensitiv…
Testing two potentially multivariate variables for statistical dependence on the basis finite samples is a fundamental statistical challenge. Here we explore a family of tests that adapt to the complexity of the relationship between the variables, promising robust power across scenarios. Building on the distance correl…
A central goal of algorithmic fairness is to reduce bias in automated decision making. An unavoidable tension exists between accuracy gains obtained by using sensitive information (e.g., gender or ethnic group) as part of a statistical model, and any commitment to protect these characteristics. Often, due to biases pre…
We present an extension of the Kolmogorov-Smirnov (KS) two-sample test, which can be more sensitive to differences in the tails. Our test statistic is an integral probability metric (IPM) defined over a higher-order total variation ball, recovering the original KS test as its simplest case. We give an exact representer…
New diagnostic method detects misspecified models in inverse PDE problems.
Test-asset construction affects factor model performance.