Statistical model checking for PCTL on MDPs using reinforcement learning.
problem Model checking PCTL specifications on MDPs with statistical methods.
method Reinforcement learning for policy search, statistical model checking with UCB-based Q-learning.
result Provably guaranteed statistical model checking method for PCTL specifications on MDPs.
This paper enhances privacy in statistical model checking of cyber-physical systems.
problem Privacy concerns in consumer-level applications due to statistical model checking.
method Proposes expected differential privacy and a new exponential mechanism for sequential algorithms.
result Demonstrates a novel mechanism to preserve privacy in statistical model checking.
The choice of model class is fundamental in statistical learning and system identification, no matter whether the class is derived from physical principles or is a generic black-box. We develop a method to evaluate the specified model class by assessing its capability of reproducing data that is similar to the observed…
SMC analysis reveals key transient effects in macroeconomic ABM.
problem Analysis of complex ABMs is challenging and often relies on ad hoc methods.
method Statistical model checking (SMC) implemented through MultiVeStA.
result Clear contrast across parameter families in macro-financial and structural sweeps.
Reliability is a critical consideration to DL-based systems. But the statistical nature of DL makes it quite vulnerable to invalid inputs, i.e., those cases that are not considered in the training phase of a DL model. This paper proposes to perform data sanity check to identify invalid inputs, so as to enhance the reli…
In a recent paper in this journal [J. Stat. Mech. (2009) P02037] we proposed a new, physically motivated, distribution function for modeling individual incomes having its roots in the framework of the k-generalized statistical mechanics. The performance of the k-generalized distribution was checked against real data on…
Paper proposes methods to learn accurate models from incomplete data without imputation.
problem Learning accurate models from datasets with missing values.
method Unified approach for checking data imputation necessity and efficient algorithms.
result Significant reduction in time and effort needed for data imputation.
New research shows calibration error is flawed when dealing with model uncertainty.
problem Current model evaluation techniques conflate model uncertainty with aleatoric uncertainty.
method Posterior predictive checks to evaluate deep learning models.
result Calibration error and variants are incorrect when model uncertainty is present.
Proposes a new method to improve Bayesian computation accuracy using flexible classification.
problem Bayesian computations accuracy check using rank-based simulation-based calibration has limitations.
method Replaces marginal rank test with a flexible classification approach that learns from data.
result Improves statistical power and provides an interpretable divergence measure of miscalibration.
Scalable model checking for stochastic systems using Gaussian Processes and Bayesian Neural Networks.
problem Efficiently verifying properties of stochastic systems with high-dimensional parameter spaces.
method Stochastic Variational Smoothed Model Checking (SV-smMC) using Gaussian Processes and Bayesian Neural Networks.
result SV-smMC scales to larger datasets and enables application to high-dimensional parameter spaces.
This study compares deep learning and statistical models for stock price forecasting.
problem Accurate stock price prediction is challenging due to market volatility.
method Used deep learning (LSTM, RNN, CNN, FULL CNN) and statistical models (ARIMA, Moving Averages) on S&P 500 data.
result LSTM model showed the lowest Mean Absolute Error (MAE), indicating highest accuracy.
New model corrects bias in crowdsourced ratings for diverse items.
problem Bias and noise in crowdsourced ratings for training data.
method Bayesian rating model with item-level effects for difficulty, discriminativeness, and guessability.
result New model avoids bias in training data, improving model goodness of fit.
Research aims to make fact-checking models more transparent.
problem Making fact-checking models explainable in a complex field.
method Combines fact-checking methods with explainable AI techniques.
result Developed initial solutions for explainable fact-checking.
A variety of machine learning tasks---e.g., matrix factorization, topic modelling, and feature allocation---can be viewed as learning the parameters of a probability distribution over bipartite graphs. Recently, a new class of models for networks, the sparse exchangeable graphs, have been introduced to resolve some imp…
Two statistical tasks are shown to have equivalent sample complexity.
problem Determining if a function depends on only a few variables and identifying those variables.
method Proved statistical equivalence of feature selection and junta testing through sample complexity analysis.
result Brute-force algorithm is sample-optimal for both tasks with optimal sample size.
Aiming at quantifying and evaluating the regional commercial environment along with the level of economic development among cities in mainland China, the concept of China City Commercial Environment Credit Index(CEI) was first introduced and established in 2010. In this manuscript, a historical review and detailed intr…
We give a definition of an integer-valued function ∑iαixi∗ derived from arrow diagrams for the ambient isotopy classes of oriented spherical curves. Then, we introduce certain elements of the free Z-module generated by the arrow diagrams with at most l arrows, called relators of Type~($\check{…
New method improves spatial prediction validation accuracy.
problem Validation methods fail for spatial prediction tasks due to mismatch between validation and test locations.
method Proposes a new validation method that adapts existing covariate-shift ideas to spatial settings.
result Proves and demonstrates the new method's superiority in spatial prediction validation.
Consistently checking the statistical significance of experimental results is one of the mandatory methodological steps to address the so-called "reproducibility crisis" in deep reinforcement learning. In this tutorial paper, we explain how the number of random seeds relates to the probabilities of statistical errors. …
Social networks are getting closer to our real physical world. People share the exact location and time of their check-ins and are influenced by their friends. Modeling the spatio-temporal behavior of users in social networks is of great importance for predicting the future behavior of users, controlling the users' mov…
We analyze the Bombay stock exchange (BSE) price index over the period of last 12 years. Keeping in mind the large fluctuations in last few years, we carefully find out the transient, non-statistical and locally structured variations. For that purpose, we make use of Daubechies wavelet and characterize the fractal beha…
Time-aware fact-checking improves veracity predictions for time-sensitive claims.
problem Fact-checking decisions should consider temporal information of claims and evidence.
method Investigated four temporal ranking methods to optimize evidence ranking for fact-checking models.
result Time-aware evidence ranking surpasses relevance assumptions and improves veracity predictions for time-sensitive claims.
Theoretical guarantees for neural estimators in parametric statistics are derived.
problem Lack of theoretical guarantees for neural estimators in parametric statistics.
method Decompose risk into terms and verify assumptions for convergence.
result Derive theoretical guarantees for neural estimators.
DC-Check helps guide ML development by considering data-centric aspects.
problem Lack of standardized framework for data-centric considerations in ML.
method DC-Check is a checklist-style framework for data-centric AI at ML pipeline stages.
result Promotes thoughtfulness and transparency in ML development.
This paper deforms complex tori and their mirrors using gerbes.
problem Deforming complex tori and their mirror partners.
method Using flat gerbes to deform complex tori and their mirrors, constructing holomorphic line bundles over deformed objects.
result Deformed complex tori and their mirrors can be studied using flat gerbes.
Next point-of-interest (POI) recommendation aims to offer suggestions on which POI to visit next, given a user's POI visit history. This problem has a wide application in the tourism industry, and it is gaining an increasing interest as more POI check-in data become available. The problem is often modeled as a sequenti…
We propose a 4-factor model for overnight returns and give explicit definitions of our 4 factors. Long horizon fundamental factors such as value and growth lack predictive power for overnight (or similar short horizon) returns and are not included. All 4 factors are constructed based on intraday price and volume data a…
Validates economic scenarios using statistical tests on stochastic processes.
problem Ensuring the accuracy of real-world economic scenario models.
method Applies Chevyrev and Oberhauser's (2022) signature and maximum mean distance test to various stochastic processes.
result Demonstrates the test's effectiveness across different path properties relevant to financial modeling.
Paper verifies RNNs using automata learning and model checking.
problem Verifying the correctness of RNNs is challenging.
method Learn a deterministic finite automaton from RNN, use model checking for verification.
result Can discover and generalize counterexamples to faulty flows.
New method evaluates language model forecasters by checking consistency of predictions.
problem Evaluating the performance of language model forecasters is difficult due to lack of ground truth.
method Developed a consistency check framework based on arbitrage to evaluate forecasters.
result Consistency metrics correlate with ground truth performance of LLM forecasters.
The paper proposes a method to evaluate superhuman models by checking for logical inconsistencies.
problem Evaluating superhuman models when ground truth is hard to obtain.
method A framework using consistency checks to identify logical inconsistencies in model decisions.
result Logical inconsistencies can be discovered in superhuman model decisions across various tasks.
Geometric regularisation improves statistical models by avoiding degeneracy loci.
problem Non-identifiability, singular information, and moment indeterminacy in statistical models.
method Develops the geometric regularisation of distribution-kernel pairs (T,φ) using Whitney, Thom, and Mather theorems. result Finite-dimensional weak transversality theorem for generic kernels, avoiding degeneracy strata of high codimension.
The chapter improves deep learning models by interpreting and improving their performance.
problem Deep learning models often lack interpretability, leading to poor understanding of their predictions.
method The approach involves attributing importance to features and feature groups, including interactions, to improve model performance.
result The proposed attributions provide insights across various domains and can be used to improve model generalization.
Improves neural network estimates using IFs without needing more data.
problem Bias and lack of flexibility in neural network models.
method MultiNet and MultiStep methods using Influence Functions.
result Improves model robustness and facilitates statistical inference without additional data.
Develops a measure for checking cluster quality using multinomial distribution.
problem Determining the true number of clusters in a sample.
method Applying multinomial distribution to distances of data members from their cluster representatives.
result Demonstrates the capability to identify if a sample has inherent clusters.
The statistical description and modeling of volatility plays a prominent role in econometrics, risk management and finance. GARCH and stochastic volatility models have been extensively studied and are routinely fitted to market data, albeit providing a phenomenological description only. In contrast, the field of econop…
New method simplifies checking consistency of differentiable loss functions.
problem Verifying consistency of differentiable loss functions is difficult.
method Developed a new approach called strong indirect elicitation (strong IE) to simplify checking consistency.
result Strong IE is equivalent to calibration for strongly convex, differentiable surrogates.
The paper defines and analyzes α-connections in generalized geometry.
problem Characterizing and analyzing α-connections in generalized geometry. method Defining α-connections by pairs of generalized dual quasi-statistical connections and studying their curvature, Ricci curvature, and scalar curvature. result Conditions for ∇^∗ to be an equiaffine connection and properties of conjugate Ricci-symmetric manifolds. Proves SYZ mirror symmetry for del Pezzo and rational elliptic surfaces.
problem Proving mirror symmetry for specific Calabi-Yau surfaces.
method Adapting Hein's work, constructing asymptotically semi-flat Calabi-Yau metrics, and defining a mirror map.
result Existence and uniqueness of Calabi-Yau metrics on Y∖D. LLMs fail to match statistical ground truth despite stable run-to-run performance.
problem LLMs lack validation against statistical ground truth in automated scientific workflows.
method Introduced a behavioral evaluation framework for LLMs, separating four decision-making dimensions.
result LLMs can exhibit near-perfect stability but diverge from statistical ground truth.
Proposes a copula-based filter for diabetes risk prediction.
problem Feature selection for robust and interpretable predictive modeling in medicine, especially for extreme patient strata.
method Copula-based supervised filter using Gumbel-copula implied upper-tail concordance score (lambda U).
result The proposed filter outperforms standard filters and provides clinically coherent predictors.
We describe the infinitesimal moduli space of pairs (Y,V) where Y is a manifold with G2 holonomy, and V is a vector bundle on Y with an instanton connection. These structures arise in connection to the moduli space of heterotic string compactifications on compact and non-compact seven dimensional spaces, e.…
By the SYZ construction, a mirror pair (X,Xˇ) of a complex torus X and a mirror partner Xˇ of the complex torus X is described as the special Lagrangian torus fibrations X→B and Xˇ→B on the same base space B. Then, by the SYZ transform, we can construct a simpl…
We prove the following result announced in Todorov and Valov: Any homogeneous, metric ANR-continuum is a VGn-continuum provided dimGX=n≥1 and Hˇn(X;G)=0, where G is a principal ideal domain. This implies that any homogeneous n-dimensional metric ANR-continuum with $\check{H}^n(X;G)\neq…
We consider rules for discarding predictors in lasso regression and related problems, for computational efficiency. El Ghaoui et al (2010) propose "SAFE" rules that guarantee that a coefficient will be zero in the solution, based on the inner products of each predictor with the outcome. In this paper we propose strong …
We specify a result of Yokoi \cite{yo} by proving that if G is an abelian group and X is a homogeneous metric ANR compactum with dimGX=n and Hˇn(X;G)=0, then X is an (n,G)-bubble. This implies that any such space X has the following properties: Hˇn−1(A;G)=0 for every closed…
Bayesian methods detect significant IIA violations in similarity choice data.
problem Detecting IIA violations in similarity choice data complicates classical models.
method Proposed two statistical methods: classical goodness-of-fit test and Bayesian PPC.
result Significant IIA violations confirmed in both datasets, driven by context effects.
Paper checks SSC for matrix factorizations using Gurobi.
problem Checking the SSC for various matrix factorizations.
method Formulated as a non-convex quadratic optimization problem over a bounded set, solved with Gurobi.
result SSC can be checked in reasonable time for realistic scenarios.