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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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66131197262 · May 202619922001200920172026
48 results for statistical distinguishability

Unified framework for singular statistical models using observable charts.

problem Non-identifiability and breakdown of classical asymptotic theory in singular models.
method Invariant framework based on observable charts to define local coordinate systems in model space.
result Observable order provides a lower bound on KL divergence vanishing rate in singular models.

Neural networks can learn from higher-order cumulants efficiently, requiring quadratic samples.

problem Learning from higher-order cumulants in high-dimensional data.
method Spiked cumulant model, polynomial time algorithms, neural networks, random features.
result Neural networks require quadratic samples to learn from higher-order cumulants efficiently, while random features require more samples.

New criteria distinguish cause from effect in data, overcoming statistical limitations.

problem Determining causal direction from statistical dependence alone.
method Intuitive criteria based on simplicity of prediction, tested on synthetic data.
result Criteria accurately distinguish cause from effect in various scenarios.

Study benchmarks TSC algorithms in distinguishing diffusions using the likelihood ratio test.

problem Benchmarking optimality of TSC algorithms in distinguishing diffusion processes.
method Proposes to benchmark TSC algorithms using the likelihood ratio test (LRT).
result LRT benchmarks are computationally efficient and can be applied to various time series types.

Neural networks can learn relationships that traditional models cannot.

problem Identifying factors that differentiate neural networks from traditional models.
method Proving non-identifiability of neural networks compared to smooth parametric models.
result Neural networks can learn nontrivial relationships that traditional models cannot.

Deep-learning method improves hypothesis testing for independence.

problem Improving hypothesis testing for independence using deep learning.
method Proposes deep-testing, a novel procedure that uses a deep neural network to distinguish between data generated under and outside a given statistical model.
result Deep-testing achieves the highest overall power against nineteen competing methods across various dependence structures.

The paper sets thresholds for testing correlation in hypergraphs, distinguishing between independent and correlated states.

problem Testing correlation between two hypergraphs under different models.
method Derives sharp information-theoretic thresholds for distinguishing between null and alternative hypotheses.
result The testing threshold decreases as the hypergraph's uniformity (m) increases, making correlation testing easier for higher uniformity.

The study improves the perceptron's storage capacity by optimizing variable selection.

problem Distinguishing genuine structure from random correlations in high-dimensional data.
method Replica method from statistical mechanics for optimal variable selection.
result Optimal variable selection can surpass the Cover--Gardner bound for pattern classification.

The paper studies estimation rates for MoE models with a new prompt.

problem Estimating parameters in a softmax-contaminated MoE model.
method Analytic notion of distinguishability, minimax optimal estimation rates.
result Estimation rates are minimax optimal under distinguishability, but slower otherwise.

Paper distinguishes causal structures under latent confounding and selection bias.

problem Distinguishing causal relationships when latent variables and selection bias are present.
method Formulated selected-marginalized directed graphs (smDGs) to distinguish causal structures.
result Two causal structures are indistinguishable if they have the same selected-marginalized directed graph.

We construct a financial "Turing test" to determine whether human subjects can differentiate between actual vs. randomized financial returns. The experiment consists of an online video-game (http://arora.ccs.neu.edu) where players are challenged to distinguish actual financial market returns from random temporal permut…

2010-02-24abs ↗pdf ↗

Paper proposes a statistical model for detecting mu-suppression in EEG signals.

problem Detecting mu-suppression in motor imagery EEG signals.
method Proposes a statistical model based on the generalized extreme value distribution (GEV) and a linear classifier.
result Preliminary results show good classification accuracy in detecting mu-suppression and distinguishing EEG events.

Big Data bring new opportunities to modern society and challenges to data scientists. On one hand, Big Data hold great promises for discovering subtle population patterns and heterogeneities that are not possible with small-scale data. On the other hand, the massive sample size and high dimensionality of Big Data intro…

2013-08-07abs ↗pdf ↗

New statistical theory explains contrastive learning effectiveness.

problem Understanding why contrastive learning works well for representation extraction.
method Developed a new theoretical framework based on approximate sufficient statistics.
result Near-sufficient encoders derived from contrastive learning can be adapted for downstream tasks.

This paper explores what causal structures can be distinguished by observational and interventional probing schemes.

problem Identifying causal structures with latent variables using observational and interventional data.
method Investigates the power of different probing schemes (observation vs. intervention) to distinguish causal structures.
result Two causal structures are indistinguishable if they share the same mDAG structure.

The study introduces backward baselines to distinguish past prediction from future prediction in machine learning models.

problem Differentiating between past and future prediction in machine learning models.
method Theoretical, empirical, and normative arguments support a family of simple and efficient statistical tests called backward baselines.
result The study provides a meaningful backward baseline for auditing black-box prediction systems.

We present a machine learning model for the analysis of randomly generated discrete signals, modeled as the points of an inhomogeneous, compound Poisson point process. Like the wavelet scattering transform introduced by Mallat, our construction is naturally invariant to translations and reflections, but it decouples th…

2019-02-10abs ↗pdf ↗

Algorithm distinguishes Gaussian mixtures from pure Gaussians in quasi-polynomial time.

problem Distinguishing mixtures of Gaussian components from pure Gaussians, especially when components are well-separated.
method Sum-of-Squares method, quasi-polynomial time algorithm, bipartitioning sample to separate components.
result Algorithm can reliably distinguish between mixtures and pure Gaussians in quasi-polynomial time.

All parabolic geometries, i.e. Cartan geometries with homogeneous model a real generalized flag manifold, admit highly interesting classes of distinguished curves. The geodesics of a projective class of connections on a manifold, conformal circles on conformal Riemannian manifolds, and Chern--Moser chains on CR--manifo…

2003-08-06abs ↗pdf ↗

The paper introduces a new kernel-based Maximum Mean Discrepancy (MMD) statistic for measuring the distance between two distributions given finitely-many multivariate samples. When the distributions are locally low-dimensional, the proposed test can be made more powerful to distinguish certain alternatives by incorpora…

2017-09-14abs ↗pdf ↗

Proposes QGC to distinguish between lower and upper tail connectivity in financial networks.

problem Identifying systemically important firms using financial data.
method Quantile Granger Causality (QGC) using Lasso penalized quantile regressions.
result QGC networks detect systemic risk more accurately than mean-based networks.

We propose a method to infer causal structures containing both discrete and continuous variables. The idea is to select causal hypotheses for which the conditional density of every variable, given its causes, becomes smooth. We define a family of smooth densities and conditional densities by second order exponential mo…

2009-10-29abs ↗pdf ↗

AI needs causal inference to avoid being just a correlation machine.

problem AI's inability to distinguish correlation from causation.
method Develops a unified framework connecting various causal statistical estimators and proves a Statistical Necessity Theorem for causal generalization.
result AI systems without causal grounding are brittle and biased, highlighting the need for causal statistics.

Proves cosets of certain subgroups in hyperbolic 3-manifold groups are conjugacy distinguished.

problem Characterizing conjugacy distinguished cosets in hyperbolic 3-manifold groups.
method Analyzes conjugacy distinguished cosets of specific subgroups in hyperbolic 3-manifold groups.
result Cosets of loxodromic subgroups are conjugacy distinguished from maximal parabolic subgroups.

This work analyzes tree-based methods from a ranking perspective, providing insights and new statistics.

problem Understanding the effectiveness of tree-based methods in finite-sample settings, especially symbolic feature selection.
method Local ranking perspective, finite-sample analysis, oracle bounds, posterior contraction results, concordant divergence statistics.
result New insights and statistics for evaluating symbolic feature mappings.

Differential privacy is a de facto standard in data privacy, with applications in the public and private sectors. A way to explain differential privacy, which is particularly appealing to statistician and social scientists is by means of its statistical hypothesis testing interpretation. Informally, one cannot effectiv…

2019-05-24abs ↗pdf ↗

We discuss positivity properties of `distinguished propagators', i.e. distinguished inverses of operators that frequently occur in scattering theory and wave propagation. We relate this to the work of Duistermaat and Hörmander on distinguished parametrices (approximate inverses), which has played a major role in quantu…

2014-11-26abs ↗pdf ↗

Enhanced bikei modules distinguish unoriented and non-orientable surface-links.

problem Distinguishing unoriented and non-orientable surface-links.
method Extending biquandle module invariants to unoriented surface-links using bikei modules.
result Enhanced bikei modules are more effective at distinguishing non-orientable surface-links than bikei homset cardinality alone.