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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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79158236315 · Jun 202019922001200920172026
48 results for statistical comparison

Paper establishes statistical inference for pairwise comparison models.

problem Statistical inference for pairwise comparison models when the number of subjects diverges.
method Identifies Fisher information matrix as a weighted graph Laplacian for asymptotic normality.
result Near-optimal asymptotic normality result for maximum likelihood estimator.

New proposed models are often compared to state-of-the-art using statistical significance testing. Literature is scarce for classifier comparison using metrics other than accuracy. We present a survey of statistical methods that can be used for classifier comparison using precision, accounting for inter-precision corre…

2016-09-29abs ↗pdf ↗

Paper proposes a sequential statistical test for comparing imitation learning policies with near-optimal stopping.

problem Challenges in rigorously comparing imitation learning policies due to small sample sizes and potential p-hacking.
method Sequential statistical test that adapts the number of trials based on intermediate results, achieving near-optimal stopping.
result Reduces the number of evaluation trials by up to 32% compared to state-of-the-art baselines, saving significant time and effort.

New method compares classifiers using GSD-front, addressing statistical uncertainty and robustness.

problem Comparing classifiers with multiple quality metrics and statistical uncertainty.
method Proposes GSD-front and statistical tests for robust comparisons.
result Reliable method for comparing classifiers with statistical uncertainty and robustness.

Develops a statistical framework to measure uncertainty in model rankings based on human preferences.

problem Uncertainty in model rankings based on human preferences due to mismatch between human and model preferences.
method Statistical framework using pairwise comparisons by humans and models to provide rank-sets for each model.
result Rank-sets constructed using only pairwise comparisons by strong models often do not cover the true ranking of human preferences.

AdaStop improves statistical testing for Deep RL algorithm comparisons.

problem Statistical reproducibility issues in Deep RL.
method AdaStop, a new statistical test based on multiple group sequential tests.
result AdaStop ensures theoretically sound comparisons of Deep RL algorithms.

New method uses model comparison signals to improve LLM evaluation accuracy.

problem Limited benchmark sizes and model stochasticity in evaluating LLMs' mathematical reasoning.
method Combines standard labeled outcomes with model comparison signals to design a statistically efficient evaluation framework.
result Semiparametric estimator achieves the semiparametric efficiency bound and substantially improves ranking accuracy.

This paper compares and evaluates methods for evaluating statistical models using benchmarking data and simulations.

problem Choosing between benchmarking data sets and simulation studies for method comparison studies.
method Borrowing ideas from mixed methods research and Clinical Scenario Evaluation, the paper investigates and develops new approaches to evaluate methods.
result Develops new approaches to evaluate methods by combining the strengths of benchmarking data sets and simulation studies.

This work analyzes Fréchet regression using comparison geometry, providing theoretical and practical insights.

problem Analyzing data on complex structures like manifolds and graphs.
method Theoretical analysis through comparison geometry, focusing on existence, uniqueness, and stability of the Fréchet mean.
result Key results on the existence, uniqueness, and stability of the Fréchet mean, along with statistical guarantees for nonparametric regression.

Paper proposes a new method to compare classifiers across multiple datasets.

problem Comparing classifiers over multiple datasets with multiple criteria.
method Adopting decision theory, the paper introduces generalized stochastic dominance for ranking classifiers.
result Generalized stochastic dominance can be used to rank classifiers and statistically tested.

We develop a new statistical test for comparing variables with varying scales.

problem Comparing variables with different scales in multidimensional spaces.
method Order based on expectations of random variables, generalized stochastic dominance (GSD) order, regularized statistical test, linear optimization, imprecise probability models.
result Validated through multidimensional data from various fields.

New model for pairwise comparisons without stochastic transitivity.

problem Suboptimal performance of models assuming stochastic transitivity in real-world scenarios.
method Proposes a general family of statistical models using a skew-symmetric matrix.
result Achieves minimax-rate optimality and adapts to data sparsity.

Enhanced 3D shape analysis using information geometry.

problem Challenges in comparing 3D point clouds due to their unstructured nature and complex geometry.
method Information geometric framework for 3D point cloud shape analysis using Gaussian Mixture Models (GMMs) on a statistical manifold. Proposed MSKL divergence with upper and lower bounds.
result MSKL provides stable and monotonically varying values that directly reflect geometric variation, outperforming traditional distances and existing KL approximations.

Active learning aims to obtain a classifier of high accuracy by using fewer label requests in comparison to passive learning by selecting effective queries. Many active learning methods have been developed in the past two decades, which sample queries based on informativeness or representativeness of unlabeled data poi…

2015-07-15abs ↗pdf ↗

In this short paper, we overview and extend the results of our papers cond-mat/0001432, cond-mat/0008305, and cond-mat/0103544, where we use an analogy with statistical physics to describe probability distributions of money, income, and wealth in society. By making a detailed quantitative comparison with the available …

2002-11-09abs ↗pdf ↗

The paper ranks items based on top choices in multiway comparisons.

problem Ranking items based on top choices in multiway comparisons.
method Uniform sampling scheme, statistical rates of convergence, asymptotic normality, maximum likelihood estimator, Gaussian multiplier bootstrap.
result Proposed inference framework for ranking items through maximum pairwise difference statistic.

Statistical models outperform mechanistic models in short-term COVID-19 incidence forecasts.

problem Comparing accuracy of mechanistic vs statistical models for short-term COVID-19 incidence forecasts.
method Empirical comparison of forecasts from mechanistic and statistical models using daily incidence data from six US states.
result Statistical models are at least as accurate as mechanistic models and better capture volatility.

We address the classical problem of hierarchical clustering, but in a framework where one does not have access to a representation of the objects or their pairwise similarities. Instead, we assume that only a set of comparisons between objects is available, that is, statements of the form "objects ii and jj are more …

2018-11-02abs ↗pdf ↗

The paper improves spectral ranking methods for diverse comparison graphs.

problem Estimating preference scores from multiway comparisons with heterogeneous sizes.
method Develops a two-step spectral method for estimating preference scores and their uncertainties.
result The two-step spectral method achieves the same asymptotic efficiency as the Maximum Likelihood Estimator (MLE).

Many complex systems can be represented as networks, and the problem of network comparison is becoming increasingly relevant. There are many techniques for network comparison, from simply comparing network summary statistics to sophisticated but computationally costly alignment-based approaches. Yet it remains challeng…

2017-04-02abs ↗pdf ↗

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.

MIRA scores assess conditional distribution accuracy using joint samples.

problem Assessing the accuracy of candidate conditional distributions.
method Analytic expression for Mira score based on equal probability mass regions.
result Mira enables Bayesian model comparison by quantifying alignment with true process.

Proposes Population Difference Criterion for visually observed subpopulation differences.

problem Statistical significance of visually observed subpopulation differences in high-dimensional and high-signal contexts.
method Balanced permutation approach and bootstrap confidence interval for quantifying uncertainty.
result Balanced permutation approach is more powerful in high-signal contexts.

Lossy compression of statistical data using quantum annealing.

problem Efficiently compressing statistical floating-point data.
method Representation learning with binary variables, classical optimization of basis vectors, quantum annealing for coefficients, bias correction.
result Quantum annealing shows promising results with 3.5x better compression than neural-network autoencoders.

A new ranking model with dynamic covariates improves statistical analysis.

problem Statistical ranking with varying covariates across comparisons.
method Introduced a Plackett--Luce framework for covariate-assisted ranking, providing conditions for model identifiability and MLE existence, and developing an alternating maximization algorithm.
result Uniform consistency of the Maximum Likelihood Estimation (MLE) under suitable assumptions on graph design and covariates.

New methods resolve conflicting treatment effect estimates in health tech assessments.

problem Conflicting conclusions from different sponsors analyzing the same data.
method Arbitrated indirect treatment comparisons (ArMAIC) targeting a common target population.
result Estimates treatment effects in a common target population, resolving the MAIC paradox.

Confidence intervals improve evaluation of binary prediction rules in data mining.

problem Uncertainty in performance measures estimation from finite datasets.
method Asymptotic normal approximations for confidence intervals, with a blurring correction.
result Improved finite sample coverage probabilities and general performance measures inference.

The article explains how to estimate confusion matrices for classifiers using unlabeled data.

problem Estimating sensitivity and specificity of binary medical diagnostic tests without gold standard tests.
method Modifying diagnostic test solutions to estimate confusion matrices for classifiers on unlabeled data.
result The approach can be used to estimate accuracy statistics for supervised or unsupervised binary classifiers on unlabeled data.

BSD is a Bayesian framework for analyzing neural spectral data.

problem Challenges in statistical analysis and group-level comparisons of neural power spectra.
method Bayesian Spectral Decomposition (BSD) for parametric models of neural spectra.
result BSD outperforms existing methods in model selection and parameter estimation.

Statistical inference using pairwise comparison data is an effective approach to analyzing large-scale sparse networks. In this paper, we propose a general framework to model the mutual interactions in a network, which enjoys ample flexibility in terms of model parametrization. Under this setup, we show that the maximu…

2020-02-20abs ↗pdf ↗

ERM with square loss achieves sublinear error for learnable function classes with smoothed data.

problem Statistical and computational hardness in sequential decision-making.
method Empirical Risk Minimization (ERM) with square loss, focusing on unknown base measure and smooth data.
result ERM achieves error scaling as ildeO(comp(F)T) ilde O( \sqrt{\mathrm{comp}(\mathcal F)\cdot T} ) for learnable function classes.

New tests compare regression functions using machine learning, overcoming dimensionality issues.

problem Comparing regression functions in high-dimensional settings.
method Generalized kernel-based conditional mean dependence, machine learning methods for flexible estimation.
result Established asymptotic properties of tests under fixed and high-dimensional regimes.

Stock markets are complex systems exhibiting collective phenomena and particular features such as synchronization, fluctuations distributed as power-laws, non-random structures and similarity to neural networks. Such specific properties suggest that markets operate at a very special point. Financial markets are believe…

2013-10-09abs ↗pdf ↗