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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.

168,695 papers · 148 categories

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68135203270 · Jun 202019922001200920172026
48 results for type-I error

Combines cost-sensitive and Neyman-Pearson paradigms for better binary classification.

problem Asymmetric binary classification problems with unequal error severities.
method Develops TUBE-CS algorithm to bridge cost-sensitive and Neyman-Pearson paradigms.
result High-probability control of population type I error.

FactTest assesses LLM factuality with Type I error control.

problem Lack of rigorous factuality verification for LLMs.
method Formulates factuality testing as hypothesis testing, ensuring Type I and II error control.
result Improves model accuracy by over 40% in abstaining from unknown questions.

Despite the great success of deep neural networks, the adversarial attack can cheat some well-trained classifiers by small permutations. In this paper, we propose another type of adversarial attack that can cheat classifiers by significant changes. For example, we can significantly change a face but well-trained neural…

2018-09-03abs ↗pdf ↗

Machine learning boosts RCT efficiency by controlling type I error and improving statistical power.

problem Improving statistical efficiency in RCTs with complex covariate adjustments.
method Machine learning-assisted adjustment under Rosenbaum's framework for exact tests.
result The proposed method robustly controls type I error and significantly boosts statistical efficiency.

New insights into CI tests reveal key factors for practical performance.

problem Understanding and improving CI tests in practical applications.
method Investigation of the Kernel-based Conditional Independence (KCI) test and analysis of its practical behavior.
result Errors in conditional mean embedding estimates and appropriate conditioning kernel selection are crucial for CI tests.

The paper analyzes how conformal prediction works with contaminated reference data.

problem The impact of contamination on the validity and power of conformal prediction methods.
method The paper analyzes the impact of contamination on the validity of conformal methods and proposes a data-cleaning framework to enhance power.
result The proposed data-cleaning framework can effectively enhance power while maintaining type-I error control.

MOB-dS uses permutation to correct for dependency in discrete survival data.

problem Identifying subgroups in discrete event time data with potential spurious results.
method Model-based recursive partitioning (MOB) with modified data matrix and permutation test.
result MOB-dS controls type I error rate better than standard MOB for discrete survival data.

PITMonitor monitors model calibration over time with formal error guarantees.

problem Fixed-sample tests applied to models over time can lead to false alarms.
method PITMonitor uses mixture e-processes to detect distributional shifts in probability integral transforms.
result PITMonitor achieves competitive detection rates on river's FriedmanDrift benchmark.

DP synthetic data may inflate statistical test results, caution advised.

problem Inflated Type I errors in statistical tests on DP-synthetic data.
method Evaluation of Mann-Whitney U test, t-test, chi-squared test, and median test on DP-synthetic data generated from real-world and simulated datasets using various DP-synthetic data generation methods.
result A large portion of evaluation results showed inflated Type I errors, especially at low privacy levels.

Most existing binary classification methods target on the optimization of the overall classification risk and may fail to serve some real-world applications such as cancer diagnosis, where users are more concerned with the risk of misclassifying one specific class than the other. Neyman-Pearson (NP) paradigm was introd…

2015-08-13abs ↗pdf ↗

si4onnx enables selective inference on deep learning models.

problem Establishing the reliability of AI systems through statistical significance of identified regions.
method Selective inference techniques implemented through a Python package.
result Controlled type I error rates for hypothesis testing on deep learning models.

New method uses CDMs to improve CI testing without distributional assumptions.

problem Testing conditional independence when the conditional distribution is unknown.
method Uses conditional diffusion models (CDMs) to approximate XZX|Z and a classifier-based CMI estimator.
result Proposed method performs better than GAN-based CI tests and controls type I and II errors.

Optimal classification rules control error rates in multiclass mixture models.

problem Classifying observations in multiclass mixture models while controlling error rates.
method Finding optimal classification rules by searching an optimal region in the observation space, using Maximum A Posteriori (MAP) rule and heuristic computation.
result The FDR-like optimal rule can be significantly less conservative than thresholded MAP rules.

Near-optimal tests and confidence sequences for non-parametric data.

problem Flexible statistical inference and decision-making with non-parametric data.
method Classic delayed-start normal-mixture sequential probability ratio tests with asymptotic guarantees.
result Asymptotically optimal type-I error and expected rejection time guarantees.

Statistical test evaluates if personalizing interventions is cost-effective.

problem Balancing the benefits of personalizing interventions with their potential costs.
method Developed a statistical hypothesis test to assess the performance of personalized interventions.
result The test shows that personalized interventions can outperform standard approaches under certain conditions.

SONAR improves outlier detection for streaming data with strong theoretical guarantees.

problem Outlier detection for non-stationary streaming data with high Type I/II errors.
method SONAR is an efficient SGD-based OCSVM solver with strong convex regularization and lifelong learning guarantees.
result SONAR outperforms traditional OCSVM in Type I/II error rates under non-stationary data.

DP-SPRT improves privacy in sequential tests with near-optimal error rates.

problem Privacy constraints in sequential probability ratio tests.
method A wrapper for SPRT that uses a private mechanism to determine when to stop based on predefined intervals.
result DP-SPRT achieves near-optimal error rates and privacy guarantees.

Adaptive Prespecification improves precision in randomized trials.

problem Selecting optimal covariates for precision in randomized trials.
method Adaptive Prespecification using V-fold cross-validation and influence curve-squared loss function.
result Substantial gains in precision, equivalent to 20-43% reductions in sample size for the same power.

In regression settings where explanatory variables have very low correlations and there are relatively few effects, each of large magnitude, we expect the Lasso to find the important variables with few errors, if any. This paper shows that in a regime of linear sparsity---meaning that the fraction of variables with a n…

2015-11-05abs ↗pdf ↗

Study detects signals in spiked Wigner models using log likelihood ratio.

problem Detecting signals in rank-one spiked Wigner models with non-Gaussian noise.
method Proved asymptotic normality of log likelihood ratio and computed error thresholds.
result Optimal signal-to-noise ratio threshold for reliable detection.

Gaussian graphical model is a graphical representation of the dependence structure for a Gaussian random vector. It is recognized as a powerful tool in different applied fields such as bioinformatics, error-control codes, speech language, information retrieval and others. Gaussian graphical model selection is a statist…

2017-01-09abs ↗pdf ↗

Efficient tests achieve best error rates in high-dimensional hypothesis testing.

problem Achieving optimal error rates in computationally efficient hypothesis testing.
method Linear spectral statistics and low-degree likelihood ratio analysis.
result An efficient test achieves the best possible error rates among all computationally efficient tests.

We formulate statistical watermarking as hypothesis testing and establish near-optimal bounds.

problem Statistical watermarking in the context of hypothesis testing.
method Formulated as a hypothesis testing problem, using coupling of output tokens and rejection regions.
result Established nearly matching upper and lower bounds on the number of i.i.d. tokens required for small Type I and Type II errors.

Proposes a new method to find features affecting treatment effect distribution.

problem Existing methods fail to detect differences in treatment effect distribution parameters other than the mean.
method Formulates and estimates a feature importance measure that quantifies feature influence on potential outcome distribution discrepancies. Develops a feature selection algorithm to control type I error rate.
result Successfully discovers important features and outperforms existing mean-based methods.

The article proposes a deep learning method to test and infer the Markov property in time series data.

problem Testing and inferring the Markov property in high-dimensional time series data.
method Deep conditional generative learning to estimate conditional density functions and derive a doubly robust test statistic.
result The test controls the type-I error asymptotically and has power approaching one.

Study proposes a statistical testing framework for evaluating clustering pipelines.

problem Quantifying the statistical reliability of clustering results from data analysis pipelines.
method Selective inference-based statistical testing framework for clustering pipelines.
result The proposed test controls the type I error rate and is effective in validating clustering results.

The paper tackles data misappropriation in LLMs by embedding watermarks and testing for their presence.

problem Detecting data misappropriation in LLMs trained on copyrighted data.
method Embedding watermarks, formulating as hypothesis testing, developing statistical framework, constructing test statistics, determining optimal thresholds, controlling errors, establishing asymptotic optimality.
result The proposed statistical testing framework effectively detects data misappropriation in LLMs.

The Neyman-Pearson (NP) paradigm in binary classification seeks classifiers that achieve a minimal type II error while enforcing the prioritized type I error controlled under some user-specified level αα. This paradigm serves naturally in applications such as severe disease diagnosis and spam detection, where people h…

2018-02-07abs ↗pdf ↗

Motivated by problems of anomaly detection, this paper implements the Neyman-Pearson paradigm to deal with asymmetric errors in binary classification with a convex loss. Given a finite collection of classifiers, we combine them and obtain a new classifier that satisfies simultaneously the two following properties with …

2011-02-28abs ↗pdf ↗