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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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4489133177 · May 202619922001200920172026
48 results for strong identification

Unified framework for best arm identification and dueling bandits regret minimization.

problem Best arm identification and dueling bandits regret minimization.
method Tree-Guided Identify-Then-Exploit (TG-ITE) framework.
result Unified approach achieving optimal sample complexity and regret guarantees.

New framework recovers reward and rationality parameters from game behavior.

problem Statistical ambiguity in identifying reward and rationality parameters in competitive games.
method Blind Inverse Game Theory (Blind-IGT) using entropy-regularized Quantal Response Equilibrium and Normalized Least Squares (NLS) estimator.
result Optimal convergence rate of O(N1/2)\mathcal{O}(N^{-1/2}) for joint parameter recovery.

Emputation learns imputation models guided by missingness assumptions.

problem Learning imputation models for missing data given observed data.
method Guided by specific missingness assumptions, Emputation trains a deep generative model to learn the extrapolation distribution of missing variables.
result The population minimizer of the emputation risk recovers the target extrapolation distribution under various identification assumptions.

Study identifies and validates a method for system identification of Markov jump linear systems.

problem System identification for autonomous Markov jump linear systems with complete state observations.
method Proposes switched least squares method for identification and derives rates of convergence.
result Data-independent rate of convergence is O(log(T)/T)\mathcal{O}\big(\sqrt{\log(T)/T} \big), showing strong consistency.

TSCI estimates treatment effects using machine learning and data-adaptive methods for invalid instruments.

problem Estimating treatment effects with invalid instruments.
method Two-stage algorithm: first stage uses machine learning for nonlinearities, second stage selects and projects out instrument violations.
result Effective treatment effect estimation even with invalid instruments.

We focus on spectral clustering of unlabeled graphs and review some results on clustering methods which achieve weak or strong consistent identification in data generated by such models. We also present a new algorithm which appears to perform optimally both theoretically using asymptotic theory and empirically.

2015-08-07abs ↗pdf ↗

New method identifies latent components in PNL mixtures without strong assumptions.

problem Identifying latent components in PNL mixtures under unknown nonlinear functions.
method Carefully designed UML criterion to identify a null space associated with the mixing system.
result Identification/removal of unknown nonlinearity under minimal conditions.

Learning from examples is one of the key problems in science and engineering. It deals with function reconstruction from a finite set of direct and noisy samples. Regularization in reproducing kernel Hilbert spaces (RKHSs) is widely used to solve this task and includes powerful estimators such as regularization network…

2016-12-29abs ↗pdf ↗

Paper develops a novel approach to identify clusters of features in multivariate extremes.

problem Understanding the complex structure of multivariate extremes in various fields.
method Optimization-based approach to assess the dependence structure of extremes.
result Estimating clusters of features that best capture the support of extremes.

The aim of this comment (set to appear in a formal discussion in JASA) is to draw out some conclusions from an extended back-and-forth I have had with Wang and Blei regarding the deconfounder method proposed in "The Blessings of Multiple Causes" [arXiv:1805.06826]. I will make three points here. First, in my role as th…

2019-10-17abs ↗pdf ↗

Non-spanning identification of scheduled event risk in option pricing.

problem Separating continuous surface from scheduled jump in option pricing.
method Modeling FOMC decisions, CPI releases, and NFP reports as deterministic-time jumps in risk-neutral option pricing.
result Improves held-out event-spanning pricing with Gaussian and two-component mixture jumps.

Method identifies IPS governing equations from particle data efficiently.

problem Identify governing equations of interacting particle systems efficiently.
method Combines mean-field theory and WSINDy for large NN and MM.
result Converges with rate O(N1/2)\mathcal{O}(N^{-1/2}) for N100N \geq 100.

Framework identifies population quantities from MNAR feedback using weak shadow variables from pretrained models.

problem Estimating mean outcomes from MNAR user feedback with bias and lack of identification.
method Develops a partial identification framework using linear programs and weak shadow variables from pretrained models.
result Bounds on estimand are obtained by solving linear programs incorporating pretrained model predictions.

Proposes a new model to identify unknown counterfactual outcomes for continuous variables.

problem Counterfactual inference for continuous outcomes with strong assumptions.
method Curvature Sensitivity Model to relax assumptions and provide informative bounds.
result Demonstrates effectiveness of the Curvature Sensitivity Model in identifying counterfactual outcomes.

We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system. Even though the objective function is non-convex, we provide polynomial running …

2016-09-16abs ↗pdf ↗

Optimized parallel algorithms for identifying strong ties in data.

problem Identifying strong ties in data with varying distances and community sizes.
method Design and analysis of sequential and parallel algorithms for partitioned local depths.
result Optimized algorithms achieve up to 19.4x speedup in parallel execution.

Paper develops a new estimator for panel data with endogenous treatments, improving causal inference.

problem Challenges in causal inference for static panel data with endogenous treatments and confounding variables.
method Develops Double Machine Learning (DML) estimator for static panel models with endogenous treatments (panel IV DML). Introduces weak-identification diagnostics.
result Panel IV DML estimator improves estimation accuracy and delivers more reliable inference under weak identification.

The importance of the fusion relation of loops was recognized in the context of spin structures on the loop space by Stolz and Teichner and further developed by Waldorf. On a spin manifold M the equivalence classes of `fusive' spin structures on the loop space LM, incorporating the fusion property, strong regularity an…

2013-09-01abs ↗pdf ↗

The increasing occurrence of ordinal data, mainly sociodemographic, led to a renewed research interest in ordinal regression, i.e. the prediction of ordered classes. Besides model accuracy, the interpretation of these models itself is of high relevance, and existing approaches therefore enforce e.g. model sparsity. For…

2019-02-20abs ↗pdf ↗

The paper tackles system identification via Hankel nuclear norm regularization, improving estimation rates and singular value gaps.

problem Identifying low-order linear systems from limited data.
method Hankel nuclear norm regularization to encourage low-rankness of the Hankel matrix.
result Hankel regularization enables optimal system recovery with fewer observations and better estimation rates.

New method identifies causal relationships using proxy variables in the presence of unmeasured confounders.

problem Challenges in inferring causal relationships due to unmeasured confounding.
method Develops a general nonparametric approach using a single negative control outcome (NCO) and negative control exposure (NCE).
result Establishes a new identification result and proposes a kernel-based testing procedure.

Person Re-identification (re-id) faces two major challenges: the lack of cross-view paired training data and learning discriminative identity-sensitive and view-invariant features in the presence of large pose variations. In this work, we address both problems by proposing a novel deep person image generation model for…

2017-12-06abs ↗pdf ↗

Paper uses machine learning to identify key pathways for c-di-GMP in bacterial genomes.

problem Understanding pathways essential for c-di-GMP in bacterial cellulose production.
method Applied Lasso and Random Forests for feature selection and modeling gene count data.
result Bacterial chemotaxis is identified as the most essential pathway for c-di-GMP encoding domains.

Paper introduces a core-periphery model for identifying informative network structures.

problem Noise and bias in non-informative periphery structures obscure the informative core in complex networks.
method Spectral algorithms for core identification as a preprocessing step for network analysis.
result The proposed method outperforms traditional core-periphery methods in various downstream tasks.

The ability to visually re-identify objects is a fundamental capability in vision systems. Oftentimes, it relies on collections of visual signatures based on descriptors, such as SIFT or SURF. However, these traditional descriptors were designed for a certain domain of surface appearances and geometries (limited relief…

2019-12-06abs ↗pdf ↗

Two new algorithms improve online clustering of bandits by accelerating cluster identification without strong assumptions.

problem Challenges in accurately identifying unknown user clusters in online bandit settings.
method Proposes UniCLUB and PhaseUniCLUB algorithms with enhanced exploration mechanisms.
result Achieves comparable regret bounds to prior work with weaker assumptions.

Study language generation with limited memory, showing different impacts on achievable densities and convergence.

problem Language generation with bounded memory constraints.
method Analyzed memoryless generators, sliding windows, and adaptive past examples; revisited identification in the limit.
result Achievable densities and convergence properties differ based on the size of the target language collection.

New method for inference on strongly identified functionals even when nuisance functions are weakly identified.

problem Inference on continuous linear functionals of weakly identified nuisance functions defined by conditional moment restrictions.
method Proposes penalized minimax estimators for both the primary and debiasing nuisance functions, which can converge to fixed limits regardless of nuisance identifiability.
result Proves the asymptotic normality of a debiased estimator for the functional of interest, leading to asymptotically valid confidence intervals.

The paper proves ML estimators are strongly consistent for identifying edge weights in BAR models.

problem Identifying edge weights in Bernoulli Autoregressive (BAR) models.
method Maximum Likelihood (ML) estimation for two variants of BAR models.
result ML estimators are strongly consistent for edge weight identification.

Novel method estimates complex nonlinear systems with stochastic differential equations.

problem Handling complex nonlinear dynamical systems with strong learning guarantees.
method Estimates drift and diffusion coefficients of continuous, multidimensional, nonlinear controlled stochastic differential equations.
result Strong theoretical guarantees including finite-sample bounds for various metrics.

Paper explores using EEG for better speaker identification, even in noisy environments.

problem Speaker identification performance degrades in background noise.
method Uses EEG signals to enhance speaker identification systems, comparing with acoustic features.
result Speaker identification system using only EEG features outperforms one using only acoustic features in high background noise.

The paper addresses bias in survival analysis due to informative censoring.

problem Bias in treatment effect estimates due to informative censoring in survival analysis.
method Assumption-lean framework using partial identification to derive bounds on CATE.
result Proposes a meta-learner, SurvB-learner, to estimate bounds on CATE.

A fundamental problem in control is to learn a model of a system from observations that is useful for controller synthesis. To provide good performance guarantees, existing methods must assume that the real system is in the class of models considered during learning. We present an iterative method with strong guarantee…

2012-03-05abs ↗pdf ↗

Martingale Doppelgänger-Eval benchmarks VLMs on candlestick evidence vs. trend extrapolation

problem Auditing whether VLMs use chart evidence or trend extrapolation
method Proving formal limitations and designing controlled mechanisms
result Identifying regression coefficients for evidence vs. trend

New method uses variational inference to handle confounding in imitation learning.

problem Confounding due to different sensory inputs between expert and imitating agent.
method Train variational inference model to infer expert's latent information and use for latent-conditional policy training.
result Algorithm converges to correct interventional policy and achieves asymptotically optimal performance.

In the present paper we study interval identification systems of order three. We prove that the Rauzy induction preserves symmetry: for any symmetric interval identification system of order three after finitely many iterations of the Rauzy induction we always obtain a symmetric system. We also provide an example of sym…

2010-10-09abs ↗pdf ↗

A new method selects covariates for causal effect estimation without strong assumptions.

problem Estimating causal effects without global causal structure learning and strong assumptions.
method Local covariate selection method that avoids pretreatment and causal sufficiency assumptions.
result The method achieves accurate causal effect estimation with improved computational efficiency.

Simplified identification methods for causal inference with arbitrary interventional distributions.

problem Estimating cause-effect relationships from data with experimental interventions.
method Using Single World Intervention Graphs and nested model factorization, we provide algorithms for identifying causal parameters from mixed observational and interventional distributions.
result Our algorithms are complete for certain types of interventional marginal distributions.