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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 thinking

Breiman's paper sparked debate on the future of statistics and machine learning.

problem The tension between traditional statistical modeling and model-free machine learning approaches.
method Discussion of the implications of machine learning's success and the need for new inferential approaches.
result The importance of understanding 'why' and 'if' questions in machine learning is now recognized.

Human inertial thinking schemes can be formed through learning, which are then applied to quickly solve similar problems later. However, when problems are significantly different, inertial thinking generally presents the solutions that are definitely imperfect. In such cases, people will apply creative thinking, such a…

2018-03-01abs ↗pdf ↗

Thinking LLMs struggle with stock prediction, especially as data complexity increases.

problem Evaluating the performance of 'thinking' LLMs in stock prediction, especially under varying levels of cross-sectional complexity.
method Rolling 48m/1m walk-forward evaluation, comparing direct LLMs, TLLMs, and classical learners on cross-sectional ranking loss, MSE, and backtests with transaction costs.
result TLLMs' ranking quality deteriorates as cross-sectional complexity grows, while direct LLMs remain stable.

CausalGame benchmarks LLM agents' causal thinking in games.

problem Evaluating causal thinking in AI Scientists with LLMs.
method Interactive games with 14 scenarios incorporating selection bias, measurement error, and hidden confounders.
result None of the 30 LLM agents demonstrated reliable causal thinking, with the best model achieving only 68.0% survival.

Popular culture has contemplated societies of thinking machines for generations, envisioning futures from utopian to dystopian. These futures are, arguably, here now-we find ourselves at the doorstep of technology that can at least simulate the appearance of thinking, acting, and feeling. The real question is: now what…

2019-08-30abs ↗pdf ↗

This work presents the concept of kernel mean embedding and kernel probabilistic programming in the context of stochastic systems. We propose formulations to represent, compare, and propagate uncertainties for fairly general stochastic dynamics in a distribution-free manner. The new tools enjoy sound theory rooted in f…

2019-11-25abs ↗pdf ↗

A new reinforcement learning method for robots thinking and moving simultaneously.

problem Concurrent control in robotic systems where actions must be decided while the system is still evolving.
method Continuous-time Bellman equations, discretization aware of system delays, and architectural extension to deep reinforcement learning.
result The method successfully handles tasks requiring simultaneous decision-making and action execution.

The paper critiques existing uncertainty concepts and proposes a new decision-theoretic approach.

problem Incoherence in existing discussions of aleatoric and epistemic uncertainty.
method Decision-theoretic perspective that relates uncertainty, predictive performance, and statistical dispersion.
result Popular information-theoretic quantities can be poor estimators but still useful for guiding data acquisition.

Model learns brevity by exposing to easy problems, improving efficiency without explicit length penalties.

problem Excessive verbosity in step-by-step reasoning models trained with RLVR.
method Retaining and up-weighting moderately easy problems as implicit length regularizers.
result Model generates solutions that are, on average, nearly twice as short without explicit length penalties.

We propose a statistical model to understand people's perception of their carbon footprint. Driven by the observation that few people think of CO2 impact in absolute terms, we design a system to probe people's perception from simple pairwise comparisons of the relative carbon footprint of their actions. The formulation…

2019-11-26abs ↗pdf ↗

DGP learns speech recognition by modeling complex relationships between utterances.

problem Modeling complex relationships in speech recognition without relational data.
method Bayesian nonparametric deep learning method (DGP) that generates infinite probabilistic graphs.
result DGP successfully infers relationships among utterances without relational data during training.

Recent progress in artificial intelligence (AI) has renewed interest in building systems that learn and think like people. Many advances have come from using deep neural networks trained end-to-end in tasks such as object recognition, video games, and board games, achieving performance that equals or even beats humans …

2016-04-01abs ↗pdf ↗

Simple model outperforms neural networks on language understanding tasks.

problem Neural networks struggle with creating novel expressions from familiar ones.
method Attention-inspired modification of a baseline model, focusing on sequential thinking and acting.
result Simple model achieves good performance on gSCAN tasks, validating the benchmark.

The success of deep neural networks has inspired many to wonder whether other learners could benefit from deep, layered architectures. We present a general framework called forward thinking for deep learning that generalizes the architectural flexibility and sophistication of deep neural networks while also allowing fo…

2017-05-20abs ↗pdf ↗

New findings show optimal noise in contrastive learning is not the same as data distribution.

problem The optimal noise distribution in contrastive learning is not the same as the data distribution.
method Empirical and theoretical analysis of contrastive learning methods.
result Deviation from the assumption of equal noise and data distribution leads to better statistical estimators.

The paper discusses the importance of infinite-mean models in finance and risk management.

problem Classic statistical models assume finite mean or variance, which is not suitable for heavy-tailed data.
method Discussion and recent results on infinite-mean models in economics and finance.
result Classic statistical results for finite-mean models often fail or flip for infinite-mean models.

Framework evaluates quality of synthetic data generated with differential privacy.

problem Ensuring synthetic data retains statistical quality after applying differential privacy.
method Developed a framework to evaluate synthetic data quality from a practical researcher's viewpoint.
result Synthetic data can be evaluated against training data or underlying populations, and for specific tasks like inference or prediction.

"All models are wrong, but some are useful", wrote George E. P. Box (1979). Machine learning has focused on the usefulness of probability models for prediction in social systems, but is only now coming to grips with the ways in which these models are wrong---and the consequences of those shortcomings. This paper attemp…

2020-02-12abs ↗pdf ↗

Research suggests using deep learning for better recommendation systems.

problem Recommender systems rely on proxies for A/B testing, leading to random success.
method Advocates for using deep learning to improve recommendation performance.
result Deep learning can potentially optimize reward in recommendation systems.

Many questions of fundamental interest in todays science can be formulated as inference problems: Some partial, or noisy, observations are performed over a set of variables and the goal is to recover, or infer, the values of the variables based on the indirect information contained in the measurements. For such problem…

2015-11-08abs ↗pdf ↗

In this paper we study n-composition series of affine manifolds. One composition series are classified using gerbe theory. It is natural to think that n-composition series must be classified using n-gerbe theory. In the last section of this, we propose a notion of abelian n-gerbe theory

2001-05-24abs ↗pdf ↗

We introduce Deep Reasoning Networks (DRNets), an end-to-end framework that combines deep learning with reasoning for solving complex tasks, typically in an unsupervised or weakly-supervised setting. DRNets exploit problem structure and prior knowledge by tightly combining logic and constraint reasoning with stochastic…

2019-06-03abs ↗pdf ↗

The paper converts metric bounds to distance function Hölder bounds and proves compactness theorems.

problem Proving geometric stability results with scalar curvature bounds.
method Transforming LpL^p bounds to Hölder bounds for distance functions.
result Compactness theorems and convergence guarantees for Riemannian manifolds.

We argue that the present crisis and stalling economy continuing since 2007 are rooted in the delusionary belief in policies based on a "perpetual money machine" type of thinking. We document strong evidence that, since the early 1980s, consumption has been increasingly funded by smaller savings, booming financial prof…

2012-12-12abs ↗pdf ↗

We prove new results on existence of solutions for the prescribed gaussian curvature problem on the euclidean sphere S^2. Those results are achieved by relating this problem with the holomorphic triples theory on Riemann surfaces. We think this approach might be applied to study some other semi-linear elliptic equation…

2015-03-19abs ↗pdf ↗

Doctors often rely on their past experience in order to diagnose patients. For a doctor with enough experience, almost every patient would have similarities to key cases seen in the past, and each new patient could be viewed as a mixture of these key past cases. Because doctors often tend to reason this way, an efficie…

2018-09-10abs ↗pdf ↗

Graph machine learning and Super-App data improve credit risk prediction for financial inclusion.

problem Improving credit risk prediction for financial inclusion.
method Two graph-based experiments using centrality, behavior, and transactionality features.
result Graph features enhance credit risk models, leading to more inclusive financial systems.

Reasoning models generate differently based on problem difficulty, not just length.

problem Understanding how reasoning models handle different problem difficulties.
method Examined hidden-state trajectories across competitive programming, mathematics, and Boolean satisfiability.
result Corrected trajectory geometry shows difficulty-dependent differences in reasoning models, with stronger effects in the code domain.

New method uses causal thinking to make AI fairer decisions.

problem Designing fair machine learning models that treat equal individuals equally and unequals unequally.
method Rank-preserving interventional distributions and warping method.
result Warping method effectively identifies discriminated individuals and mitigates unfairness.