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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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126251377502 · Jun 202019922001200920172026
48 results for singleton prediction

Proposes a new method to minimize non-singleton predictions in conformal prediction.

problem Large prediction sets in conformal prediction are costly and inefficient.
method Introduces a new nonconformity score to minimize non-singleton sets and provides an algorithm to compute it efficiently.
result The proposed Singleton-Optimized Conformal Prediction (SOCOP) method increases singleton frequency by over 20% compared to standard scores, with minimal impact on average set size.

The paper tackles multi-label ranking with uncertain probabilities.

problem Making skeptical inferences for multi-label ranking with sets of probabilities.
method Assumes a convex set of probabilities (credal set) over labels and seeks set-valued predictions.
result Developed methods for making skeptical inferences in multi-label ranking with uncertain probabilities.

New theorem removes uniform finite upper bound for shrinkability of null decompositions.

problem Shrinkability of null decompositions with non-singleton elements.
method Defining squeezable and squashable subsets, proving their equivalence, and applying these definitions to null decompositions.
result Any null decomposition of a compact metric space whose non-singleton elements are recursively squeezable is shrinkable.

Variational Auto-Encoders (VAEs) are capable of learning latent representations for high dimensional data. However, due to the i.i.d. assumption, VAEs only optimize the singleton variational distributions and fail to account for the correlations between data points, which might be crucial for learning latent representa…

2019-05-14abs ↗pdf ↗

A method for making predictions with a reject option using conformal prediction.

problem Uncertainty in machine learning predictions, especially when models are unsure.
method Formalizing ML with reject option, using conformal prediction for distribution-free error guarantees.
result Theoretical guarantees on error rate for prediction sets with distribution-free validity.

This paper introduces the concept of kernels on fuzzy sets as a similarity measure for [0,1][0,1]-valued functions, a.k.a. \emph{membership functions of fuzzy sets}. We defined the following classes of kernels: the cross product, the intersection, the non-singleton and the distance-based kernels on fuzzy sets. Applicabili…

2019-07-30abs ↗pdf ↗

Defines new extremal potentials and measures for Kähler forms.

problem No specific problem stated; dealing with Kähler forms and measures.
method Introduces new extremal potentials and measures for collections of Kähler forms.
result New extremal potentials and measures coincide with classical ones when the collection is a singleton.

New method improves conformal prediction for machine learning models.

problem Improving the efficiency and informativeness of conformal prediction models.
method Introduces Penalized Inverse Probability (PIP) and Regularized PIP (RePIP) nonconformity score functions.
result PIP-based conformal classifiers strike a good balance between informativeness and efficiency.

Let XX be a Banach space and ConvH(X)Conv_H(X) be the space of non-empty closed convex subsets of XX, endowed with the Hausdorff metric dHd_H. We prove that each connected component of the space ConvH(X)Conv_H(X) is homeomorphic to one of the spaces: a singleton, the real line, a closed half-plane, the Hilbert cube multiplied by…

2011-12-29abs ↗pdf ↗

We introduce and study a new family of extensions for the Borsuk-Ulam and topological Radon type theorems. The defining idea for this new family is to replace requirements of the form `a subset that is large in some sense goes to a singleton' with requirements of the milder form `a subset that is large in some sense go…

2018-12-28abs ↗pdf ↗

AR CI framework handles complex confounders and sequential actions.

problem Low-dimensional confounders and singleton actions in causal inference.
method Sequencification to transform data into sequences, enabling CI with complex confounders and sequential actions.
result AR model can estimate multiple causal quantities using a single model, simplifying inference and improving outcome prediction.

In an independence model, the triplets that represent conditional independences between singletons are called elementary. It is known that the elementary triplets represent the independence model unambiguously under some conditions. In this paper, we show how this representation helps performing some operations with in…

2016-12-04abs ↗pdf ↗

For finitely supported random walks on finitely generated groups GG we prove that the identity map on GG extends to a continuous equivariant surjection from the Martin boundary to the Floyd boundary, with preimages of conical points being singletons. This yields new results for relatively hyperbolic groups. Our key e…

2017-08-07abs ↗pdf ↗

Adapting Hedge algorithm for semi-adversarial data with root-entropy regularization.

problem Minimizing regret in prediction with expert advice under varying distributions.
method Follow-the-Regularized-Leader (FTRL) with root-entropy regularization.
result Adaptive minimax optimal regret across all levels of constraint sets.

Pairwise Choice Markov Chains (PCMC) have been recently introduced to overcome limitations of choice models based on traditional axioms unable to express empirical observations from modern behavior economics like context effects occurring when a choice between two options is altered by adding a third alternative. The i…

2019-09-25abs ↗pdf ↗

This study optimizes offline reinforcement learning methods for various tasks without rewards.

problem Optimizing offline reinforcement learning for multiple tasks without rewards.
method Designing a new model-based approach with singleton absorbing MDPs to achieve optimal convergence rates.
result Achieved optimal convergence rates for offline reinforcement learning in various settings.

Two results on end spaces of infinite type surfaces, answering questions about their topology and equivalence.

problem Topology and equivalence of end spaces of infinite type surfaces.
method Examples and Tsankov's argument to show equivalence relation.
result Examples of infinite type surfaces with end spaces that are not self-similar but have a unique maximal type.

Geometric framework for signed multivariate tail-dependence compatibility at various thresholds.

problem Modeling and analyzing signed multivariate tail-dependence across different thresholds.
method Developed a geometric witness framework to represent and invert signed tail families, identifying nonnegative weights and normalized masses.
result Characterization and synthesis of signed multivariate tail-dependence at finite thresholds, preserving the complete signed tail family throughout.

We examine the effect of clamping variables for approximate inference in undirected graphical models with pairwise relationships and discrete variables. For any number of variable labels, we demonstrate that clamping and summing approximate sub-partition functions can lead only to a decrease in the partition function e…

2015-10-01abs ↗pdf ↗

On a complete, connected, locally compact, non-compact geodesic space (X,d)(X,d), we assign each compact set a distance-like function. With the help of these functions, we obtain a pseudo-metric on the space of (non-empty) compact subsets of XX which is less than the Hausdorff distance. The quotient metric space is close…

2019-11-20abs ↗pdf ↗

In each manifold MM modeled on a finite or infinite dimensional cube [0,1]n[0,1]^n we construct a closed nowhere dense subset SMS\subset M (called a spongy set) which is a universal nowhere dense set in MM in the sense that for each nowhere dense subset AMA\subset M there is a homeomorphism h:MMh:M\to M such that $h(A)\sub…

2013-02-22abs ↗pdf ↗

This paper provides a stratification of semi-algebraic sets in the plane with finitely many geodesic segments.

problem How to stratify semi-algebraic sets in the plane with finitely many geodesic segments.
method Develops a semi-algebraic stratification of a real semi-algebraic set in the plane with open cells having the finiteness property.
result Provides insights for high-dimensional stratifications of semi-algebraic sets in connection with geodesics.

This paper studies moduli spaces of statistical structures on Lie groups.

problem Understanding statistical structures on Lie groups.
method Introduced and studied moduli spaces for left-invariant statistical structures on Lie groups.
result Moduli spaces of left-invariant Riemannian metrics are singletons for certain Lie groups.

A variety of methods have been proposed for interpreting nodes in deep neural networks, which typically involve scoring nodes at lower layers with respect to their effects on the output of higher-layer nodes (where lower and higher layers are closer to the input and output layers, respectively). However, we may be inte…

2018-12-01abs ↗pdf ↗

This paper explores how local behavior of meromorphic connections on the projective line determines the global connection.

problem Determining the global meromorphic connection based on specified local behavior at singular points.
method Expository discussion of various problems related to meromorphic connections with specified local behavior, including Deligne-Simpson and rigidity problems.
result The existence and nonemptiness of moduli spaces of meromorphic connections with specified local behavior.

Optimizes assortment decisions with a new OFU scheme for online choice problems.

problem Online assortment optimization under stochastic choice with revenue performance and inference quality considerations.
method Forced-exploration OFU scheme combining regularized estimators for decision making and inference.
result Explicit regret bound and error bounds for approximate optimistic actions, showing Pareto optimality.

VRCQ algorithm reduces variance in Q-learning for MDPs, achieving optimal sample complexity.

problem Estimating the optimal Q-function in MDPs with synchronous sampling.
method VRCQ combines direct variance reduction and Cascade Q-learning.
result VRCQ is minimax optimal and instance optimal for single-action problems.

Study geodesics on Grassmann manifold for functions vanishing on subsets of a set X.

problem Finding minimal geodesics on Grassmann manifold of reproducing kernel Hilbert spaces.
method Analyzing necessary and sufficient conditions for geodesic existence and uniqueness, and studying examples.
result Established conditions for geodesic existence and uniqueness, and found estimates on eigenvalues.

Paper studies zero-sum games with noisy observations and identifies equilibrium conditions.

problem Zero-sum games with noisy observations of the leader's actions.
method Analyzes the equilibrium of games with noisy action observability, identifies necessary conditions for uniqueness, and investigates the cardinality of best responses.
result The noisy observations significantly impact the cardinality of the follower's set of best responses, and under certain conditions, this set becomes a singleton almost surely.

Kernel methods identify treatment effects with unobserved confounding using negative controls.

problem Learning causal relationships with unmeasured confounding.
method Kernel ridge regression algorithms for nonparametric treatment effects.
result Uniform consistency and finite sample rates of convergence proved.

We study the closed group of homeomorphisms of the boundary of real hyperbolic space generated by a cocompact Kleinian group G1G_1 and a quasiconformal conjugate h1G2hh^{-1}G_2 h of a cocompact group G2G_2. We show that if the conjugacy hh is not conformal then this group contains a non-trivial one parameter subgroup. Th…

2009-03-13abs ↗pdf ↗

We decompose the squared price-of-risk premium into three components: intervention-stable premium, confounding wedge, and information loss.

problem Decomposing the squared price-of-risk premium into its components
method Identifying an order-three obstruction to aggregation across portfolios
result The decomposition is estimable and detectable with a permutation-calibrated screen