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.
Extends knockoff filter for composite null hypotheses in variable selection.
Markov regime switching models have been used in numerous empirical studies in economics and finance. However, the asymptotic distribution of the likelihood ratio test statistic for testing the number of regimes in Markov regime switching models has been an unresolved problem. This paper derives the asymptotic distribu…
We develop a monitoring procedure to detect changes in a large approximate factor model. Letting be the number of common factors, we base our statistics on the fact that the -th eigenvalue of the sample covariance matrix is bounded under the null of no change, whereas it becomes spiked under cha…
There are many statistical tests that verify the null hypothesis: the variable of interest has the same distribution among k-groups. But once the null hypothesis is rejected, how to present the structure of dissimilarity between groups? In this article, we introduce The Merging Path Plot - a methodology, and factorMerg…
The paper sets thresholds for testing correlation in hypergraphs, distinguishing between independent and correlated states.
We propose to investigate test statistics for testing homogeneity in reproducing kernel Hilbert spaces. Asymptotic null distributions under null hypothesis are derived, and consistency against fixed and local alternatives is assessed. Finally, experimental evidence of the performance of the proposed approach on both ar…
ElbowSig assesses clustering structure at multiple scales.
Measures neural network complexity via effective degrees of freedom.
The paper models reciprocity in interbank markets using a statistical null model.
A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the samples. The choice of block size allows control over the tradeoff between test power and computatio…
Deep networks show less disorder and more monotonic behavior.
We consider the problem of large-scale inference on the row or column variables of data in the form of a matrix. Often this data is transposable, meaning that both the row variables and column variables are of potential interest. An example of this scenario is detecting significant genes in microarrays when the samples…
Study uses topological signatures to quantify financial market complexity.
Transforms any test into anytime-valid with sample savings.
This article develops a statistical test for the null hypothesis of strict stationarity of a discrete time stochastic process in the frequency domain. When the null hypothesis is true, the second order cumulant spectrum is zero at all the discrete Fourier frequency pairs in the principal domain. The test uses a window …
Unified method for MMD variance estimation improves accuracy and computational efficiency.
We present an extension of the Kolmogorov-Smirnov (KS) two-sample test, which can be more sensitive to differences in the tails. Our test statistic is an integral probability metric (IPM) defined over a higher-order total variation ball, recovering the original KS test as its simplest case. We give an exact representer…
A new kernel test avoids permutations for independence testing.
Unified Bayesian framework improves clinical trial hypothesis testing.
Finite resources limit false discovery rate control in structured hypothesis spaces.
Multiple hypothesis testing is a core problem in statistical inference and arises in almost every scientific field. Given a set of null hypotheses , Benjamini and Hochberg introduced the false discovery rate (FDR), which is the expected proportion of false positives among rejected nu…
In all empirical-network studies, the observed properties of economic networks are informative only if compared with a well-defined null model that can quantitatively predict the behavior of such properties in constrained graphs. However, predictions of the available null-model methods can be derived analytically only …
Network data is prevalent in many contemporary big data applications in which a common interest is to unveil important latent links between different pairs of nodes. Yet a simple fundamental question of how to precisely quantify the statistical uncertainty associated with the identification of latent links still remain…
Adaptive auditing improves AI robustness testing with anytime-valid guarantees.
New tests detect high-order interactions without permutations.
Testing-by-betting strategies almost surely go bankrupt under null hypotheses.
Paper develops statistical tests for covariance matrix regression on manifold.
We investigate the problem of semi-parametric maximum likelihood under constraints on summary statistics. Such a procedure results in a discrete probability distribution that maximises the likelihood among all such distributions under the specified constraints (called estimating equations), and is an approximation to t…
Neuroimaging research has predominantly drawn conclusions based on classical statistics, including null-hypothesis testing, t-tests, and ANOVA. Throughout recent years, statistical learning methods enjoy increasing popularity, including cross-validation, pattern classification, and sparsity-inducing regression. These t…
We propose a nonparametric statistical test for goodness-of-fit: given a set of samples, the test determines how likely it is that these were generated from a target density function. The measure of goodness-of-fit is a divergence constructed via Stein's method using functions from a Reproducing Kernel Hilbert Space. O…
ZDP detects drift in large language models without labels, proving key theorems and metrics.
A new test statistic speeds up MMD while maintaining power.
Method predicts rarity of image features to support research integrity investigations.
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…
EagleEye detects localized density anomalies in multivariate data.
The interbank market is considered one of the most important channels of contagion. Its network representation, where banks and claims/obligations are represented by nodes and links (respectively), has received a lot of attention in the recent theoretical and empirical literature, for assessing systemic risk and identi…
Kernel tests assess equivalence between distributions without assuming specific moments.
New findings on null measurability in symmetrization interface of VC learning.
In this study, we define a family of null curves in Minkowski 3-space and called null similar curves. We obtain some properties of these special curves. We show that two null curves are null similar curves if and only if these curves form a null Bertrand pair. Moreover, we obtain that the family of null geodesics and n…
The paper reviews methods for determining the number of communities in network data.
New test determines appropriate number of biclusters in relational data.
The local motion of a null curve in Minkowski 3-space induces an evolution equation for its Lorentz invariant curvature. Special motions are constructed whose induced evolution equations are the members of the KdV hierarchy. The null curves which move under the KdV flow without changing shape are proven to be the traje…
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis testing: the statistical properties of the empirical time series are tested again…
Identifies null hypersurfaces with constant surface gravity.
New statistics improve kernel independence testing efficiency.
We consider the Frenet-Serret geometry of null curves in a three and a four-dimensional Minkowski background. We develop a theory of deformations adapted to the Frenet-Serret frame. We exploit it to provide a Lagrangian description of the dynamics of geometric models for null curves.
HYPA-DBGNN detects anomalous sequential patterns in temporal graphs.
Study optimal transport on null hypersurfaces and null energy condition.