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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.

168,695 papers · 148 categories

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72145217289 · Jun 202019922001200920172026
48 results for statistical assessment

Automated rock fragmentation assessment using deep learning and spatial statistics.

problem Assessing post-blast rock fragmentation in real-time.
method Fine-tuned YOLO12l-seg model for instance segmentation, followed by spatial statistics.
result Framework accurately assesses rock fragmentation patterns in real-time.

The study improves the assessment of fairness in face recognition using ROC curves and statistical guarantees.

problem Improving the assessment of fairness in face recognition systems.
method Proves asymptotic guarantees for empirical ROC curves and fairness metrics, and introduces a recentering technique to avoid bootstrap pitfalls.
result Demonstrates the practical relevance of the methods for assessing fairness in face recognition systems.

The paper discusses safety assessment for AI systems, focusing on machine learning models.

problem Safety assessment of AI systems, especially machine learning models, in safety-related applications.
method Analyzed AI models as statistical models and proposed a new budget allocation for AI safety.
result Safety assessment of AI systems requires a new approach focusing on the model used, not just the system.

AI systems need reliable testing to ensure safety and trustworthiness.

problem Current AI Act lacks functional trustworthiness for AI systems.
method Define technical application distribution, set risk-based performance, and conduct statistically valid testing.
result Reliable functional trustworthiness is essential for AI systems.

This review assesses statistical and machine learning methods for coral bleaching.

problem Coral bleaching due to rising sea temperatures and environmental factors.
method Statistical and machine learning models for predicting and analyzing coral bleaching.
result Statistical and machine learning methods are crucial for effective reef management.

Model assesses credit risk using behavioral data from Experian and Bank of Italy.

problem Improving credit risk assessment in financial institutions.
method Statistical and machine learning techniques applied to behavioral data from Experian and Bank of Italy.
result Demonstrates transferability of the model from private to central data.

New framework assesses extreme errors in machine learning models.

problem Current validation methods fail to quantify extreme errors in high-stakes domains.
method Uses Extreme Value Theory (EVT) to estimate worst-case failures.
result Establishes EVT as a fundamental tool for assessing model reliability.

ABROCA assesses algorithmic bias, revealing skewed distributions that inflate results.

problem Detecting nuanced performance differences in classifier fairness.
method Study of ABROCA metric's statistical properties under various conditions.
result ABROCA distributions are skewed, inflating results by chance in imbalanced classes.

The paper analyzes the risk of investing in a basket of 27 cryptocurrencies using statistical distributions.

problem Risk assessment of capital allocation in a basket of cryptocurrencies.
method Used statistical tests to determine the most appropriate distribution (SDI) for modeling returns, and adapted the generalized Pareto distribution for tail risk assessment.
result Found that a combination of stable and generalized Pareto distributions provides a more accurate risk assessment for the basket of cryptocurrencies.

Kernel tests assess equivalence between distributions without assuming specific moments.

problem Traditional goodness-of-fit tests fail to detect meaningful distributional differences.
method Proposes kernel-based tests using kernel Stein discrepancy and Maximum Mean Discrepancy.
result Tests assess the absence of meaningful distributional differences under controlled error rates.

Framework for automatically assessing and correcting data quality issues without domain knowledge.

problem Ensuring data quality in datasets across various domains.
method Hybrid approach combining statistical and machine learning methods.
result Effective detection and correction of missing values, duplicates, and typographical errors.

Testing symmetry of a probability distribution is a common question arising from applications in several fields. Particularly, in the study of observables used in the analysis of stock market index variations, the question of symmetry has not been fully investigated by means of statistical procedures. In this work a di…

2007-01-16abs ↗pdf ↗

Huber regression assessed for robustness in statistical learning.

problem Understanding Huber regression in nonparametric statistical learning.
method Assessment from statistical learning perspective, focusing on risk consistency, adaptive tuning, and convergence rates.
result Huber regression can be asymptotically mean regression calibrated under (1+ε)(1+ε)-moment conditions, justifying its robustness.

The book chapter discusses tail risk analysis for financial data using extreme value statistics.

problem Serial dependence in financial time series complicates tail risk assessment.
method The approach involves unconditional and conditional quantile forecasting.
result Serial dependence impacts multivariate tail dependence.

A framework assesses the trustworthiness of probabilistic classifiers using local calibration error.

problem Assessing the trustworthiness of probabilistic classifiers beyond traditional metrics.
method I-trustworthy framework linking local calibration to trustworthiness; Kernel Local Calibration Error (KLCE) method for hypothesis testing.
result The effectiveness of the proposed test statistic demonstrated through simulated and real-world datasets.

Study improves statistical power for detecting algorithmic bias in educational data.

problem Challenges in measuring algorithmic bias using ABROCA due to skewed distribution.
method Investigates ABROCA's distributional properties and proposes nonparametric randomization tests.
result ABROCA-based bias assessments are underpowered in typical EDM sample sizes.

AgraSSt assesses graph generators using Stein operators and kernel discrepancies.

problem Assessing the quality of graph generators that are implicit or not in explicit form.
method AgraSSt uses Stein operators and kernel discrepancies to assess graph generators, providing interpretable criticisms.
result Theoretical guarantees and empirical validation for various graph models.

The paper examines how market trade values and volumes affect price autocorrelation.

problem Understanding the impact of market trade values and volumes on price autocorrelation.
method Derives the dependence of price statistical moments and volatility on trade values and volumes, and assesses statistical moments and correlations by conventional frequency-based probabilities.
result Highlights the impact of market trade randomness on price statistical moments and autocorrelation.

Benchmark assesses LLMs' causal inference skills, revealing significant limitations.

problem Lack of rigorous evaluation of LLMs' causal inference capabilities.
method CausalPitfalls benchmark with structured challenges and grading rubrics.
result Significant limitations in current LLMs' statistical causal inference.

CPI overcomes limitations of permutation importance by providing accurate variable selection.

problem Misidentification of unimportant variables in complex models due to covariate correlations.
method Developed a model agnostic and computationally lean Conditional Permutation Importance (CPI) approach.
result CPI provides accurate type-I error control and more parsimonious variable selection.

The study introduces a holdout-based framework to assess synthetic data fidelity and privacy.

problem Evaluating the quality and privacy of synthetic data solutions for mixed-type tabular data.
method Holdout-based empirical assessment framework measuring fidelity and privacy risk.
result Synthetic data samples are as close to the training as to the holdout data, indicating generalization and independence from individual records.

Study GLS estimator properties in multivariate regression with heteroskedastic and autocorrelated errors.

problem Asymptotic properties of GLS estimator in multivariate regression with specific error structures.
method Derive Wald statistics for linear restrictions and assess their performance.
result Wald statistics remain robust to heteroskedasticity and autocorrelation.

Proposes a modified Morgan-Pitman test for evaluating variances in machine learning models.

problem Limited ability to account for sampling variability in model selection.
method Enhances the classic Morgan-Pitman test for robustness in non-linear models with heavy-tailed distributions or outliers.
result Demonstrates the test's effectiveness and practical utility in model evaluation and selection.

The paper evaluates and improves uncertainty estimates in neural networks for safety-critical applications.

problem Quantifying uncertainty in neural networks for safety-critical systems.
method Proposes a statistical test for evaluating uncertainty realism in neural networks and transfers a classification architecture to image-to-image tasks.
result The variational U-Net architecture significantly improves uncertainty realism in image-to-image tasks compared to a plain model.

Paper introduces a method to assess the statistical reliability of changepoints using selective inference and dynamic programming.

problem Assessing the statistical reliability of detected changepoints.
method Selective inference framework combined with dynamic programming for exact p-value computation.
result Proposes a method with high statistical power and decent computational efficiency.

The paper evaluates variational auto-encoders using model criticism methods.

problem Evaluating the quality of variational auto-encoders (VAEs).
method Statistical model criticism, focusing on reproducing statistics of unknown data generating processes.
result The proposed framework offers possibilities for model selection beyond intrinsic metrics.

Paper converts quantiles to cumulative distribution functions to simplify risk measures.

problem Technical assumptions in risk measure calculations.
method Invention of converting integrated quantiles to integrated cumulative distribution functions.
result Avoids the need for probability density function existence.

Statistical learning is the process of estimating an unknown probabilistic input-output relationship of a system using a limited number of observations. A statistical learning machine (SLM) is the algorithm, function, model, or rule, that learns such a process; and machine learning (ML) is the conventional name of this…

2019-06-24abs ↗pdf ↗

The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets, the computation of bootstrap-based quantities can be prohibitively demanding. As an alternative, we present the Bag of Little Bootstraps (BLB), a new procedure which incorporates fea…

2012-06-27abs ↗pdf ↗

New framework assesses deep learning models for spatio-temporal data with missing data.

problem Challenges in assessing deep learning models for spatio-temporal data with missing and heterogeneous data.
method Residual correlation analysis framework using spatio-temporal graphs and asymptotically distribution-free summary statistics.
result Identification and localization of regions where predictive performance can be improved.

A cluster tree provides a highly-interpretable summary of a density function by representing the hierarchy of its high-density clusters. It is estimated using the empirical tree, which is the cluster tree constructed from a density estimator. This paper addresses the basic question of quantifying our uncertainty by ass…

2016-05-20abs ↗pdf ↗

New method assesses multivariate stochastic dominance using Optimal Transport.

problem Benchmarking models across multiple metrics considering dependencies.
method Characterization of multivariate first stochastic dominance via couplings, entropic regularization, and Optimal Transport.
result Established CLT and consistency for the empirical statistic, enabling hypothesis testing.

A statistical toolbox for analyzing model performance in medical imaging.

problem Analyzing model performance by patient and recording properties, especially in medical imaging.
method Selection of appropriate performance metrics, correction of multiple comparisons, and finding interesting subgroups.
result Enables rigorous assessment of model performance for potential subgroup disparities.

Study evaluates RKHS choices for assessing graph models using KSD tests.

problem Effect of RKHS choice on KSD tests for graph model assessment.
method Investigated power performance and computational runtime of KSD tests for ERGMs and synthetic graph generators.
result Different RKHS choices affect KSD test performance and computational runtime.

This paper presents an assessment of global economic energy potentials for all major natural energy resources. This work is based on both an extensive literature review and calculations using natural resource assessment data. Economic potentials are presented in the form of cost-supply curves, in terms of energy flows …

2012-05-21abs ↗pdf ↗

Robust method estimates self-similarity for mammogram images, improving cancer detection.

problem Statistical assessment of self-similarity in real data with large mean level shifts.
method Theil-type weighted regression for wavelet-based estimation, compared to OLS and AV.
result Robust approach shows nearly 68% accuracy in cancer vs non-cancer classification.