In this paper we studied about the wavelet identification of the thresholds and time delay for more general case without the constraint that the time delay is smaller than the order of the model. Here we composed an empirical wavelet from the SETAR (Self-Exciting Threshold Autoregressive) model and identified the thres…
FILTER model uses fusion penalized logistic threshold regression for high-dimensional data with unknown cut points.
problem Modeling high-dimensional data with unknown cut points and binary responses.
method Fusion penalized logistic threshold regression (FILTER) model with fused lasso penalty for variable selection.
result Established non-asymptotic error bounds for coefficient estimation and model selection consistency.
Paper introduces threshold invariant fairness to ensure equitable predictions across different groups.
problem Machine learning models can be unfair to certain groups based on sensitive attributes.
method Proposes threshold invariant fairness and uses two approximation methods to equalize risk distributions.
result Demonstrates effectiveness in alleviating threshold sensitivity in fairness models.
Modeling firm default with a variable threshold based on management decisions.
problem Estimating default probability with asymmetric information.
method Generalized structural model with a variable default threshold.
result The information level significantly impacts default probability and credit yield spread.
Bayesian framework proves thresholds for multi-graph alignment feasibility.
problem Determining when multi-graph alignment is statistically possible.
method Developed a Bayesian estimation framework over metric spaces.
result Identified thresholds for Gaussian and sparse Erdős-Rényi models.
Optimizes threshold selection for variance estimation in financial models.
problem Estimating integrated variance in financial models with jumps.
method Optimizes threshold selection using mean and conditional mean square error criteria.
result Proposes a novel method to approximate the optimal threshold.
Paper proposes a new estimator for real log canonical thresholds.
problem Estimating real log canonical thresholds for model selection.
method Proposes a new estimator based on thermodynamic integration variance.
result Improves sBIC performance for model selection.
Proposes a method to choose thresholds for LLM evaluation metrics.
problem Ensuring reliable large language models (LLMs) with correct threshold selection.
method Identify risks, stakeholders' risk tolerance, and use ground-truth data to determine thresholds.
result Demonstrates a concrete example with the Faithfulness metric and HaluBench dataset.
New algorithm for reinforcement learning in uncertain environments with unknown thresholds.
problem Safety in reinforcement learning in unknown and uncertain environments.
method Growing-Window estimator sampling and Stochastic Pessimistic-Optimistic Thresholding (SPOT) algorithm.
result Achieves sublinear regret and constraint violation of i l d e O ( T ) ilde{\mathcal{O}}(\sqrt{T}) i l d e O ( T ) . Optimality of threshold strategies proven for Lévy models with discounting.
problem Proving optimality of threshold strategies in Lévy models with discounting.
method Average problem approach to prove optimality of threshold strategies for Lévy models with continuous additive functional discounting.
result Simpler and neater proofs for qualitative properties of optimal thresholds in recursive optimal stopping problems.
Study fairness in ordinal regression using threshold models.
problem Fairness in ordinal regression predictions.
method Adapted fairness notions from fair ranking; use threshold model with scoring function and thresholds; apply binary classification for scoring function and local search for thresholds.
result Generalization guarantees on predictor error and fairness violation; effectiveness demonstrated in experiments.
The paper sets thresholds for testing correlation in hypergraphs, distinguishing between independent and correlated states.
problem Testing correlation between two hypergraphs under different models.
method Derives sharp information-theoretic thresholds for distinguishing between null and alternative hypotheses.
result The testing threshold decreases as the hypergraph's uniformity (m) increases, making correlation testing easier for higher uniformity.
Study derives algorithmic detectability threshold for stochastic block model with EM and BP.
problem Detectability of stochastic block model in practice when parameters are unknown.
method Used expectation-maximization (EM) algorithm with belief propagation (BP).
result Algorithmic detectability threshold differs from Nishimori condition.
Optimal iterative thresholding algorithms improve upon hard and soft thresholding.
problem Optimizing sparsity or rank constraints in optimization problems.
method Developed the notion of relative concavity for thresholding operators, finding a new class of operators that are optimal.
result A new class of thresholding operators, including ℓ q \ell_q ℓ q thresholding and reciprocal thresholding, achieves the strongest convergence guarantee. The article examines different thresholding methods for improving PAM algorithm in cancer classification.
problem High-dimensional classification with too many features selected by PAM.
method Extends PAM with hard and order thresholding methods and a deep search algorithm.
result Improved cancer status prediction accuracy and smaller number of features.
The paper considers an investment timing problem appearing in real options theory. Present values from an investment project are modeled by general diffusion process. We prove necessary and sufficient conditions under which an optimal investment time is induced by threshold strategy. We study also the conditions of opt…
Detects crypto pump-and-dump schemes with a thresholding-based model.
problem Detecting genuine anomalies from minor trading fluctuations.
method Combining threshold-based criteria with EWMA and volatility measures.
result Balances high true-positive detection with minimal noise.
Comparison of decision curve analysis and cost curves for model evaluation.
problem Evaluating classification performance across different operating contexts.
method Comparison of Decision Curve Analysis (DCA) and Cost Curves.
result DCA and Cost Curves are closely related, with Brier curves being more generally applicable.
New algorithm detects communities even with corrupted data, reaching Kesten-Stigum threshold.
problem Robust community detection in stochastic block model with node corruptions.
method Polynomial-time algorithm using Grothendieck norm of principal submatrices.
result First algorithm to achieve weak recovery at Kesten-Stigum threshold with node corruptions.
Study evaluates thresholds for removing noise from DNN weights using random matrix theory.
problem Removing noise from deep neural network weights for better approximation.
method Model weights as signal + noise, use random matrix theory to estimate thresholds, evaluate using cosine similarity.
result Proposed threshold estimation method improves approximation quality.
Optimal method detects jumps in jump-diffusion processes.
problem Detecting jumps in jump-diffusion processes with improved finite-sample performance.
method Iterative threshold-kernel method to optimally select threshold parameter.
result Approximate optimal threshold depends on spot volatility, jump intensity, and jump density.
Sharp thresholds and contiguity for community detection in contextual SBM.
problem Community detection in graphs with high-dimensional node-covariates.
method Contextual Stochastic Block Model, non-rigorous cavity method, information theory.
result Established the sharp threshold for detection and weak recovery in the contextual SBM.
Optimizes waiting thresholds for node health states in Azure.
problem Minimizing downtime when nodes transition to unhealthy states.
method Customized organic recovery model using node features and gradient descent.
result Optimal thresholds can be found for multiple states in a state machine.
Paper finds exact recovery threshold in general hypergraph model.
problem Exact recovery of communities in general hypergraph model.
method Developed a two-stage polynomial-time algorithm for exact recovery.
result Sharp threshold for exact recovery in terms of generalized Chernoff-Hellinger divergence.
Solves community detection in sparse hypergraphs above a threshold.
problem Community detection in sparse hypergraphs.
method Generalization of Massoulié's method for sparse random graphs to random hypergraphs.
result Above the threshold, a spectral algorithm constructs a partition correlated with the true partition.
Developed a new thresholding method that connects soft and hard thresholding.
problem Connecting soft and hard thresholding methods in data analysis.
method Scaled soft thresholding method with empirical scaling values.
result Found two sources of over-fitting in the scaled soft thresholding method.
Paper develops DLTF to learn optimized dictionaries for efficient thresholded feature recovery.
problem Efficiently recover sparse code support from time-consuming sparse coding.
method Formulates DLTF model to learn optimized dictionary for thresholded feature, derives log-linear time proximal operator.
result DLTF model demonstrates remarkable efficiency, effectiveness, and robustness in various tasks.
Typically, operational risk losses are reported above a threshold. Fitting data reported above a constant threshold is a well known and studied problem. However, in practice, the losses are scaled for business and other factors before the fitting and thus the threshold is varying across the scaled data sample. A report…
I show the equivalence between a model of financial contagion and the threshold model of global cascades proposed by Watts (2002). The model financial network comprises banks that hold risky external assets as well as interbank assets. It is shown that a simple threshold model can replicate the size and the frequency o…
Investment and consumption models show a threshold for optimal policies that converge to a steady state.
problem Optimal investment and consumption policies in financial models.
method Analytical and numerical methods to find and validate the turnpike property and convergence rate.
result Threshold value determines the turnpike property for investment policies, independent of specific utility functions.
Model explains leverage and mean-reversion in stock prices.
problem Understanding volatility dynamics in financial markets.
method Proposes a local volatility model with piecewise coefficients, estimating parameters using daily stock prices.
result Empirical evidence confirms leverage and mean-reversion effects in stock prices.
Bayesian framework forecasts financial tail risks using realized volatility and nonlinear thresholds.
problem Forecasting financial tail risks using realized volatility and nonlinear thresholds.
method Bayesian Markov Chain Monte Carlo method for model estimation; nonlinear threshold regression specification.
result The proposed framework produces competitive tail risk forecasts compared to GARCH and Realized-GARCH models.
A simple model explains phase transition in large language models.
problem Understanding the emergence of abilities in large language models.
method Modeling LLM as a sequence-to-sequence random function and using a list decoder.
result A critical threshold exists where the expected number of erroneous sequences grows exponentially.
Study proposes machine learning to estimate lactate threshold for runners.
problem Inconvenient and expensive blood lactate measurement for recreational runners.
method Recurrent neural networks and standardized temporal axis.
result 89.52% accuracy in estimating lactate threshold.
Ridge regression is revisited with debiasing and thresholding, offering advantages over Lasso.
problem High-dimensional data challenges classical ridge regression's sparsity detection and bias issues.
method Debiasing and thresholding ridge regression, introducing a wild bootstrap for confidence regions and hypothesis testing, and a hybrid bootstrap for prediction intervals.
result Debiased and thresholded ridge regression can offer similar performance to thresholded Lasso and may be preferable in some settings.
The Thresholding Method calibrates black box models to control loss function.
problem Balancing high power and loss function control in high-dimensional classification.
method Parameterizing strong signal points through thresholding.
result Empirical performance shows loss function control and reduced overfitting.
This study optimizes multi-modal learning thresholds and algorithms in high dimensions.
problem Optimizing multi-modal learning performance in high-dimensional data.
method Analytical quantification and derivation of AMP algorithm with state evolution analysis.
result Bayes-optimal performance and recovery thresholds derived for multi-modal data.
This work interprets GELU and related activations via a first-order loss function.
problem Understanding and optimizing activation functions in neural networks.
method Complementary interpretation using the Gaussian first-order loss function.
result Calibrated or learned uniform-threshold gates are competitive and often outperform GELU, ReLU, and SiLU/Swish.
This paper considers the problem of estimating multiple related Gaussian graphical models from a p p p -dimensional dataset consisting of different classes. Our work is based upon the formulation of this problem as group graphical lasso. This paper proposes a novel hybrid covariance thresholding algorithm that can effecti…
We study confidence intervals based on hard-thresholding, soft-thresholding, and adaptive soft-thresholding in a linear regression model where the number of regressors k k k may depend on and diverge with sample size n n n . In addition to the case of known error variance, we define and study versions of the estimators when…
Graphical lasso may fail to fit models when data points are insufficient.
problem When does graphical lasso fail to select and fit a graphical model?
method Computational experiments with graphical lasso.
result Graphical lasso may fail when the number of data points is less than the maximum likelihood threshold.
New findings on community recovery in SBM with many communities.
problem Determining community recovery conditions in SBM with more than sqrt(n) communities.
method Constructing motifs and counting them to prove community recovery above the proposed threshold.
result Proving community recovery above the proposed threshold in SBM with K >= sqrt(n) communities.
To estimate a sparse linear model from data with Gaussian noise, consilience from lasso and compressed sensing literatures is that thresholding estimators like lasso and the Dantzig selector have the ability in some situations to identify with high probability part of the significant covariates asymptotically, and are …
The stochastic block model is one of the oldest and most ubiquitous models for studying clustering and community detection. In an exciting sequence of developments, motivated by deep but non-rigorous ideas from statistical physics, Decelle et al. conjectured a sharp threshold for when community detection is possible in…
Paper proposes a method to identify optimal threshold for stock market networks.
problem Challenges in identifying the optimal threshold for reliable stock network construction.
method Dynamic consistence between threshold network and stock market, optimal threshold maximized by consistence function.
result Optimal threshold value of 0.28 for stocks in S&P 500 Index.
Nuclear norm minimization (NNM) has recently gained significant attention for its use in rank minimization problems. Similar to compressed sensing, using null space characterizations, recovery thresholds for NNM have been studied in \cite{arxiv,Recht_Xu_Hassibi}. However simulations show that the thresholds are far fro…
New findings support a new community recovery threshold for Stochastic Block Model with many communities.
problem Recovering communities in Stochastic Block Model with more than sqrt(n) communities.
method Counting specific motifs to achieve polynomial-time community recovery above a new threshold.
result LDP fails below the new threshold, but polynomial-time recovery is possible above it.
New algorithm achieves strong consistency in binary non-uniform hypergraph classification.
problem Node classification on binary non-uniform hypergraphs with varying edge probabilities.
method Proposes a refinement algorithm using power iteration on weighted adjacency matrices.
result Proves optimality of the refinement algorithm, achieving strong consistency and IT lower bound.