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.
Learning to control linear systems is statistically hard, especially for underactuated systems.
Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by finding the values which yield simulated data that resemble the observed data. Thi…
Bayesian model identifies skill difficulties and student subgroups in engineering education.
Reasoning models generate differently based on problem difficulty, not just length.
Statistical arbitrageurs have inelastic demand, contrary to classical models.
New blockchain metrics improve cryptocurrency trading and prediction.
Research uses CPS to estimate uncertainty in ML radio metric models.
This paper presents a unified geometric framework for the statistical analysis of a general ill-posed linear inverse model which includes as special cases noisy compressed sensing, sign vector recovery, trace regression, orthogonal matrix estimation, and noisy matrix completion. We propose computationally feasible conv…
GANs struggle with density estimation on simple datasets, while normalizing flows perform well.
There has been an explosion of interest in statistical models for analyzing network data, and considerable interest in the class of exponential random graph (ERG) models, especially in connection with difficulties in computing maximum likelihood estimates. The issues associated with these difficulties relate to the bro…
Finding statistically significant high-order interaction features in predictive modeling is important but challenging task. The difficulty lies in the fact that, for a recent applications with high-dimensional covariates, the number of possible high-order interaction features would be extremely large. Identifying stati…
Cross-validation (CV) is a technique for evaluating the ability of statistical models/learning systems based on a given data set. Despite its wide applicability, the rather heavy computational cost can prevent its use as the system size grows. To resolve this difficulty in the case of Bayesian linear regression, we dev…
New model corrects bias in crowdsourced ratings for diverse items.
Enhances U-statistics for semi-supervised datasets using unlabeled data.
Discovering statistically significant patterns from databases is an important challenging problem. The main obstacle of this problem is in the difficulty of taking into account the selection bias, i.e., the bias arising from the fact that patterns are selected from extremely large number of candidates in databases. In …
We introduce RSE to measure robustness in estimation problems.
Valid inference method for DTW distance for abnormal time-series detection.
Fantasy Premier League (FPL) performance predictors tend to base their algorithms purely on historical statistical data. The main problems with this approach is that external factors such as injuries, managerial decisions and other tournament match statistics can never be factored into the final predictions. In this pa…
This work studies formal utility and privacy guarantees for a simple multiplicative database transformation, where the data are compressed by a random linear or affine transformation, reducing the number of data records substantially, while preserving the number of original input variables. We provide an analysis frame…
Traditional statistical analysis requires that the analysis process and data are independent. By contrast, the new field of adaptive data analysis hopes to understand and provide algorithms and accuracy guarantees for research as it is commonly performed in practice, as an iterative process of interacting repeatedly wi…
Increasingly complex generative models are being used across disciplines as they allow for realistic characterization of data, but a common difficulty with them is the prohibitively large computational cost to evaluate the likelihood function and thus to perform likelihood-based statistical inference. A likelihood-free…
Score matching is a popular method for estimating unnormalized statistical models. However, it has been so far limited to simple, shallow models or low-dimensional data, due to the difficulty of computing the Hessian of log-density functions. We show this difficulty can be mitigated by projecting the scores onto random…
The paper explores quantum statistical manifolds and their autoparallelity, providing estimation-theoretical characterizations.
Motivated by a range of applications in engineering and genomics, we consider in this paper detection of very short signal segments in three settings: signals with known shape, arbitrary signals, and smooth signals. Optimal rates of detection are established for the three cases and rate-optimal detectors are constructe…
New method corrects missing data bias in dimension reduction.
Academics and practitioners have studied over the years models for predicting firms bankruptcy, using statistical and machine-learning approaches. An earlier sign that a company has financial difficulties and may eventually bankrupt is going in \emph{default}, which, loosely speaking means that the company has been hav…
New algorithm improves reinforcement learning from partial observations.
Statistical Query lower bound shows difficulty in list-decodable linear regression.
Deep learning architectures have demonstrated state-of-the-art performance for object classification and have become ubiquitous in commercial products. These methods are often applied without understanding (a) the difficulty of a classification task given the input data, and (b) how a specific deep learning architectur…
We study the problem of discriminative sub-trajectory mining. Given two groups of trajectories, the goal of this problem is to extract moving patterns in the form of sub-trajectories which are more similar to sub-trajectories of one group and less similar to those of the other. We propose a new method called Statistica…
Paper reviews synthetic data from AI models for statistical inference.
Statistical analysis reveals pitfalls in climate network construction.
Logistic regression can handle noisy labels effectively when labels are imperfectly assigned by multiple experts.
CRL uses causality to build interpretable AI models from complex data.
Time-continuous emotion prediction has become an increasingly compelling task in machine learning. Considerable efforts have been made to advance the performance of these systems. Nonetheless, the main focus has been the development of more sophisticated models and the incorporation of different expressive modalities (…
Two new PCA variants improve financial data analysis.
We study local complexity measures for stochastic convex optimization problems, providing a local minimax theory analogous to that of Hájek and Le Cam for classical statistical problems. We give complementary optimality results, developing fully online methods that adaptively achieve optimal convergence guarantees. Our…
Paper questions RNN and LSTM's long-term memory and introduces a new definition.
Parametric statistical models that are implicitly defined in terms of a stochastic data generating process are used in a wide range of scientific disciplines because they enable accurate modeling. However, learning the parameters from observed data is generally very difficult because their likelihood function is typica…
In this paper, we consider a stochastic asset price model where the trend is an unobservable Ornstein Uhlenbeck process. We first review some classical results from Kalman filtering. Expectedly, the choice of the parameters is crucial to put it into practice. For this purpose, we obtain the likelihood in closed form, a…
Paper proposes a new framework for hypothesis testing in imaging.
Ranking problems, also known as preference learning problems, define a widely spread class of statistical learning problems with many applications, including fraud detection, document ranking, medicine, credit risk screening, image ranking or media memorability. In this article, we systematically review different types…
Deep networks prioritize easier examples over harder ones, leading to faster training.
Paper explores differential privacy in high-dimensional federated learning, tackling server trustworthiness and estimation.
This paper explores the suitability of using automatically discovered topics from MOOC discussion forums for modelling students' academic abilities. The Rasch model from psychometrics is a popular generative probabilistic model that relates latent student skill, latent item difficulty, and observed student-item respons…
Conditional independence testing is an important problem, especially in Bayesian network learning and causal discovery. Due to the curse of dimensionality, testing for conditional independence of continuous variables is particularly challenging. We propose a Kernel-based Conditional Independence test (KCI-test), by con…
The detection of anomalous activity in graphs is a statistical problem that arises in many applications, such as network surveillance, disease outbreak detection, and activity monitoring in social networks. Beyond its wide applicability, graph structured anomaly detection serves as a case study in the difficulty of bal…
This article attempts to place the emergence of probabilistic numerics as a mathematical-statistical research field within its historical context and to explore how its gradual development can be related both to applications and to a modern formal treatment. We highlight in particular the parallel contributions of Sul'…