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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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3774110147 · May 202619922001200920172026
48 results for truthful calibration

New truthful calibration errors improve model ranking in multiclass prediction.

problem Non-truthful calibration errors can mislead model comparisons.
method Introduced perfectly truthful calibration errors for multiclass predictions.
result Truthful calibration errors preserve decision-theoretic dominance and stabilize model rankings.

TOO optimizes stochastic epidemiological models by finding both parameter settings and random seeds.

problem Calibrating stochastic epidemiological models to match empirical observations.
method Gaussian process surrogates and Thompson sampling for optimization.
result Produces actual trajectories consistent with ground truth.

RoPE framework calibrates misspecified simulators for reliable inference.

problem Misspecification compromises reliability of simulation-based inference.
method Data-driven calibration using optimal transport and a small calibration set.
result RoPE framework improves inference accuracy and uncertainty calibration.

New method improves model calibration by adjusting confidence based on prediction correctness.

problem Improving model confidence alignment with true class probabilities.
method Post-hoc calibration objective using transformed samples for training.
result Competitive calibration performance on in-distribution and out-of-distribution test sets.

Deep neural networks (DNNs) are poorly calibrated when trained in conventional ways. To improve confidence calibration of DNNs, we propose a novel training method, distance-based learning from errors (DBLE). DBLE bases its confidence estimation on distances in the representation space. In DBLE, we first adapt prototypi…

2019-12-03abs ↗pdf ↗

Misspecification-Aware Simulation-Based Inference via Side-Channel Guidance

problem Simulation-based inference (SBI) of latent parameters is hindered by simulator misspecification.
method Misspecification-Aware Simulation-Based Inference (MA-SBI) turns side-channel text into a posterior correction.
result MA-SBI matches the oracle posterior across 10 seeds and two backbones.

The top-kk error is often employed to evaluate performance for challenging classification tasks in computer vision as it is designed to compensate for ambiguity in ground truth labels. This practical success motivates our theoretical analysis of consistent top-kk classification. Surprisingly, it is not rigorously und…

2019-01-30abs ↗pdf ↗

Bayesian framework predicts aerodynamic uncertainty from sparse measurements.

problem Calibrating aerodynamic models with sparse and uncertain measurements.
method Bayesian latent Gaussian process for surrogate model calibration.
result Calibrated surrogate model accurately predicts aerodynamic uncertainty.

New algorithms adaptively calibrate predictions in non-stationary environments, matching optimal rates.

problem Designing online prediction algorithms that adapt to varying levels of non-stationarity.
method Epoch-based scheduling and non-uniform partitioning of the prediction space.
result Achieves adaptive calibration guarantees under multiple measures with optimal rates.

BayCANN uses ANN to speed up Bayesian calibration in health sciences.

problem Bayesian calibration's practical and computational burdens in health decision sciences.
method BayCANN trains an ANN metamodel to calibrate parameters probabilistically, comparing accuracy and speed to direct Bayesian calibration.
result BayCANN is more accurate and faster than direct Bayesian calibration methods.

The study examines when to trust confidence thresholding in pseudo-labelling regression.

problem Calibrated probabilities from classifiers used for pseudo-labelling need careful handling to avoid bias in downstream regression.
method Developed a diagnostic apparatus to predict and bound the bias induced by confidence thresholding, derived a closed-form expression for the attenuation bias.
result The bias can be predicted from the residual score variance VV^{*}, motivating a structural separation between classifier features and downstream controls.

Tactile information is important for gripping, stable grasp, and in-hand manipulation, yet the complexity of tactile data prevents widespread use of such sensors. We make use of an unsupervised learning algorithm that transforms the complex tactile data into a compact, latent representation without the need to record g…

2016-06-23abs ↗pdf ↗

A new framework evaluates LLMs by considering judge reliability.

problem Evaluating LLMs without ground truth labels can lead to biased results.
method Introduces judge-specific discrimination parameters and estimates model quality and judge reliability.
result Improves agreement with human preferences and produces calibrated uncertainty quantification.

A new framework for consistent segmentation evaluation reduces operating losses.

problem Inconsistent thresholding-based segmentation methods lead to suboptimal solutions.
method Developed a consistent ranking-based framework (RankDice/RankIoU) using Bayes rules and Dice-/IoU-calibration.
result The proposed framework is Dice-/IoU-calibrated and provides excess risk bounds and convergence rates.

Detects project management anti-patterns using code and issue data.

problem Detecting project management anti-patterns requires expert judgment and is expensive.
method Convert descriptions to detectable metrics, quantify deviations, and optimize patterns.
result Automatic calibration enhances pattern detection and severity assessment.

New methods reduce bias in machine learning predictions for causal inference without extra data.

problem Machine learning predictions from satellite data shrink toward the mean, leading to biased causal estimates.
method Two post-hoc correction methods: Linear Calibration Correction (LCC) and Tweedie's approach, reduce shrinkage-induced bias.
result Tweedie's method yields nearly unbiased treatment-effect estimates, enabling multiple trials with a single map.

This paper considers a variant of the classical online learning problem with expert predictions. Our model's differences and challenges are due to lacking any direct feedback on the loss each expert incurs at each time step tt. We propose an approach that uses peer prediction and identify conditions where it succeeds.…

2019-10-10abs ↗pdf ↗

Develops methods to improve demand counterfactuals from imperfect proxies.

problem Imperfect proxies in demand models lead to biased counterfactuals and invalid inference.
method Practical toolkit for market-level and individual data, requiring minimal computation.
result Improves substitution prediction and counterfactual performance.

CSP improves time-series forecasting without training, outperforming DeepNPTS in speed and accuracy.

problem Improving probabilistic time-series forecasting without training.
method Mixing empirical and residual draws around a seasonal naive forecast.
result CSP significantly outperforms DeepNPTS on CRPS, normalized mean quantile loss, and coverage metrics.

Universally valid ground truth is almost impossible to obtain or would come at a very high cost. For supervised learning without universally valid ground truth, a recommended approach is applying crowdsourcing: Gathering a large data set annotated by multiple individuals of varying possibly expertise levels and inferri…

2018-07-31abs ↗pdf ↗

Paper proposes a method to recover accurate labels from partially valid data in multi-label learning.

problem Tackles noisy supervision in multi-label learning with partially valid labels.
method Develops a two-stage method that estimates label enrichment and ground-truth confidences.
result Demonstrates improved performance over state-of-the-art PML methods.

PAC-Bayes theory improves ICP efficiency and coverage.

problem Inefficient and unreliable uncertainty estimates in deep learning models.
method PAC-Bayes theory to optimize model and score function parameters for efficient and reliable prediction sets.
result Generalization bounds on coverage and efficiency of optimized prediction sets.

RealCause provides a realistic benchmark for causal inference.

problem Lack of a reliable benchmark for comparing causal effect estimators.
method Flexible generative models to create a benchmark that is both ground-truth and realistic.
result Evaluation of over 1500 causal estimators provides evidence for choosing hyperparameters using predictive metrics.

Study uses SABR model to create implied volatilities from sparse quotes.

problem Creating accurate implied volatility surfaces from limited market data.
method Multitask Gaussian process with SABR model embeddings and hierarchical regularization.
result Model produces more accurate volatilities than single-task methods.

Recently developed deep-learning-based denoisers often outperform state-of-the-art conventional denoisers such as the BM3D. They are typically trained to minimize the mean squared error (MSE) between the output image of a deep neural network (DNN) and a ground truth image. Thus, it is important for deep-learning-based …

2018-03-04abs ↗pdf ↗

Estimates classifier errors without ground truth using algebraic geometry.

problem Lack of ground truth in real-world production systems.
method Non-parametric estimation using algebraic geometry to solve the self-assessment problem.
result Accuracy estimators are better than one part in a hundred.

Paper introduces metrics to evaluate missing data imputation without ground truth.

problem Handling missing data in time series without ground truth.
method Introduces Wasserstein distance (WD) and Jensen-Shannon divergence (JSD) as metrics to evaluate imputation quality.
result WD and JSD are effective metrics for assessing missing data imputation quality.

The paper addresses the difficulty of decision makers trusting AI-assisted predictions and proposes a method to improve confidence values.

problem Decision makers struggle to trust AI-assisted predictions based on confidence values.
method The paper investigates why decision makers have difficulties and proposes a method to construct more useful confidence values.
result Multicalibration with respect to the decision maker's confidence on her own predictions is a sufficient condition for alignment, leading to better decisions.

SAGA predicts multi-year earnings with adaptive intervals, improving forecast accuracy.

problem Forecasting long-range nonlinear structure in lifetime earnings.
method Decoder-only transformer for irregular tabular sequences, split conformal calibration.
result Significant improvement in forecast accuracy compared to existing methods.

QUACKIE creates a new benchmark for NLP interpretability.

problem Evaluating NLP interpretability methods is challenging due to biased ground truths.
method Formulated a custom classification task from question-answering datasets, generating unbiased ground truths.
result Demonstrated the effectiveness of current interpretability methods on the new benchmark.