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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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48 results for statistical framework

Develops a statistical framework for coherent risk estimation.

problem Constructing coherent risk estimators with sound financial and statistical properties.
method Inspired by axiomatic risk measure theory, defines coherent risk estimators through robust representations linked to LL-estimators.
result Demonstrates that coherence of a risk measure does not necessarily carry over to its estimators and shows alternative weight structures can lead to different outcomes.

Unified statistical framework for LSTM model selection.

problem Model selection and hyperparameter tuning in LSTM networks is heuristic and computationally expensive.
method Proposes a statistical framework extending classical model selection ideas to LSTM networks.
result Improved performance of the proposed framework demonstrated on biomedical data.

Optimum-statistical collaboration improves black-box optimization efficiency.

problem Improving black-box optimization efficiency through better statistical collaboration.
method Introducing optimum-statistical collaboration framework for hierarchical bandits-based optimization.
result Demonstrated improved regret bounds and better performance in experiments.

This article introduces a framework to estimate the value of evidence-based decision making.

problem Lack of empirical tools to assess the value of evidence-based decision making and optimize statistical precision.
method Empirical framework using parametric and nonparametric empirical Bayes methods.
result The value of statistical evidence depends on how organizations translate it into policy decisions.

Paper introduces a statistical framework for watermarking LLM-generated text.

problem Detecting LLM-generated text from human-written text with statistical signals.
method Hypothesis testing formulation, pivotal statistic selection, secret key, closed-form expression of false negative rate, minimax optimization.
result Derives optimal detection rules for LLM-generated text, demonstrating higher power than existing methods.

Study proposes a statistical testing framework for evaluating clustering pipelines.

problem Quantifying the statistical reliability of clustering results from data analysis pipelines.
method Selective inference-based statistical testing framework for clustering pipelines.
result The proposed test controls the type I error rate and is effective in validating clustering results.

RealStats detects fake images rigorously, combining multiple detectors for robustness.

problem Detecting AI-generated images remains challenging due to evolving generative models.
method Combines training-free statistics to compute p-values and aggregate them for a unified real-image distribution.
result Framework produces interpretable probability scores for robust fake image detection.

New framework controls statistical dispersion for high-stakes applications.

problem Understanding and controlling the dispersion of loss distributions in high-stakes applications.
method Simple yet flexible framework for distribution-free control of statistical dispersion measures.
result Proposed methods control statistical dispersion measures with societal implications.

Framework for efficient statistical estimation with privacy guarantees.

problem Statistical estimation problems with differential privacy constraints.
method High-dimensional Propose-Test-Release (HPTR) framework combining exponential mechanism, robust statistics, and resilience.
result Near-optimal utility guarantees and tight local sensitivity bounds for various statistical problems.

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.

Unified framework for statistical inference in gradient boosting regression.

problem Challenges in statistical inference and uncertainty quantification for gradient boosting.
method Integrates dropout or parallel training with regularization for CLT in boosting.
result Increasing dropout rate and parallel trees enhances signal recovery and performance.

Develop a variational framework for statistical inference on cyclic interactions.

problem Estimating and comparing large-scale recurrent organization in directed interactions.
method Represent directed interactions as edge flows on a simplicial complex and evolve under an energy-minimizing dynamical system.
result Separate transient interaction components from persistent harmonic flows, yielding a low-dimensional cycle space.

In this study we prove the existence of statistical arbitrage opportunities in the Black-Scholes framework by considering trading strategies that consists of borrowing from the risk free rate and taking a long position in the stock until it hits a deterministic barrier level. We derive analytical formulas for the expec…

2014-06-21abs ↗pdf ↗

The study maps ML quality dimensions to fairness, enhancing the QF4SA framework.

problem Ensuring fairness in ML applications at NSOs to avoid social impacts.
method Employing the QF4SA framework, the study maps quality dimensions to fairness and investigates their interactions.
result Fairness is identified as a new quality dimension in the QF4SA framework.

We develop a statistical framework to benchmark and select large language models based on their risks.

problem Benchmarking and selecting large language models based on their associated risks.
method A distributional framework using first and second order stochastic dominance, linked to mean-risk models in finance.
result Formalizes a risk-aware approach for model selection, balancing risk and utility.

Develops a statistical learning framework for personalized asset allocation.

problem Continuous-action decision-making with a large number of characteristics.
method Discretization approach with generalized penalties for penalized regression.
result Improves financial well-being with individualized optimal asset allocation.

Paper develops efficient algorithms for robust distributed learning with statistical guarantees.

problem Limited communication power and adversarial node behaviors in distributed learning.
method Surrogate likelihood framework and median/trimmed mean operations.
result Provable robustness against Byzantine failures and optimal statistical rates.

Develops an empirical likelihood framework for random forests and ensembles.

problem Quantifying the statistical uncertainty of random forests and ensembles.
method Empirical likelihood framework exploiting the incomplete UU-statistic structure of ensemble predictions.
result Modified empirical likelihood statistic achieves accurate coverage and practical reliability.

New framework connects online learning to statistical learning for better generalization bounds.

problem Deriving generalization bounds for statistical learning algorithms.
method Constructing an online learning game and showing a connection to statistical learning.
result Established a connection between online and statistical learning, leading to new generalization bounds.

New method quantifies reliability of neural network image segmentation.

problem Assessing statistical reliability of neural network-based image segmentation results.
method Selective inference framework to compute exact p-values for DNN-driven hypotheses.
result Proposed method successfully controls false positive rate and provides good results for medical image data.

Extends JKO scheme for iterative algorithms with unknown parameters.

problem Computational and statistical analysis of iterative algorithms with unknown parameters.
method Develops statistical methods to estimate unknown parameters and adapts JKO scheme.
result Establishes asymptotic theory for the statistical JKO scheme.

Bayesian framework for encoding uncertainty and inducing sparsity.

problem Handling uncertainty and inducing sparsity in statistical models.
method General Bayesian framework with explicit encoding of uncertainty and sparsity-inducing approach.
result Effective in linear and logistic regression, and Bayesian neural networks.

Unified framework for set-valued classification tackles ambiguous multi-class datasets.

problem Ambiguous multi-class datasets in modern statistics.
method Unified statistical framework encompassing various set-valued classification formulations.
result Infinite sample optimal strategies and plug-in principle for data-driven algorithms.

Bayesian framework mixes imperfect models for improved predictions.

problem Improving predictions of complex computational models in unknown domains.
method Local Bayesian Dirichlet mixing of imperfect models using the Dirichlet distribution.
result Global and local mixtures of models achieve excellent performance in prediction accuracy and uncertainty quantification.

New forecasting framework sktime replicates and improves M4 study results.

problem Improving univariate forecasting performance using simple machine learning approaches.
method Designing and implementing a new forecasting API in sktime, using it to replicate and extend M4 study results.
result Simple hybrid and pure approaches can boost statistical model performance and achieve competitive results on hourly data.

Survey on using low-degree polynomials to assess statistical tasks complexity.

problem Understanding the complexity of statistical tasks using polynomial functions.
method Applying low-degree polynomials to measure the complexity of statistical tasks, including detection, recovery, and estimation.
result Low-degree polynomials provide a framework to predict and explain statistical-computational tradeoffs.

Paper proves optimality of doubly robust estimators for treatment effects.

problem Estimating treatment effects in causal inference.
method Structure-agnostic framework of statistical lower bounds, using non-parametric regression and classification oracles.
result Doubly robust estimators are statistically optimal for ATE and ATT.

Paper develops a statistical framework for quantized training of deep neural networks.

problem Lack of theoretical understanding of gradient quantization in FQT.
method Presented a statistical framework for analyzing FQT algorithms, viewing quantized gradient as a stochastic estimator of QAT gradient.
result Developed two novel gradient quantizers with smaller variance than existing per-tensor quantizer.

New framework detects out-of-distribution samples efficiently.

problem Detecting samples from different distributions in deep neural networks.
method Statistical hypothesis testing framework combining evidence from entire network.
result Framework maintains Type I Error and achieves comparable results to state-of-the-art methods.