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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.

169,236 papers · 148 categories

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86172257343 · Jun 202019922001200920182026
48 results for weighted likelihood bootstrap

Paper revisits weighted likelihood bootstrap and extends it to loss-likelihood bootstrap.

problem Generating samples from approximate Bayesian posterior of a parametric model.
method Bayesian nonparametric model with minimising expected negative log-likelihood.
result Loss-likelihood bootstrap method for posterior sampling.

Private Generative Bootstrap protects privacy in statistical reporting.

problem Protecting privacy in statistical reporting of individual data.
method Bayesian likelihood-free framework with blocking strategy for differential privacy.
result Private Generative Bayesian Bootstrap (PGBB) provides competitive uncertainty quantification.

Ribbon: Scalable Approximation and Robust Uncertainty Quantification

problem Reliably quantifying predictive uncertainty for complex models
method Ribbon, a scalable approximation to Dirichlet-reweighted bootstrap uncertainty
result Asymptotically equivalent to a flat-prior Laplace approximation under correct likelihood specification, recovers robust sandwich covariance under misspecification

The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model using approximate Bayesian computation (ABC) methodology. We demonstrate how to estimate quantities of interest in claims reserving and compare the estimates to those obtained from classical and credibility approaches. In …

2010-04-15abs ↗pdf ↗

Develops a novel fast bootstrap for dependent data with higher-order accuracy.

problem Estimation of parametric and semi-parametric models for dependent data.
method i.i.d. resampling of smoothed moment indicators, asymptotic refinements under mild assumptions.
result Higher-order correct asymptotic confidence distributions and confidence intervals.

This paper develops bootstrap methods to assess uncertainty in variational inference.

problem Challenges in quantifying uncertainty with variational inference.
method Develops two bootstrap approaches for assessing uncertainty in variational estimates.
result Theoretical and practical uncertainty measures for variational inference.

Efficiently estimates GEV distribution parameters using neural networks.

problem Computational intensity of maximum likelihood estimation for GEV distribution.
method Neural network-based likelihood-free estimation method.
result Comparable accuracy to maximum likelihood method with significant speedup.

New method speeds up uncertainty estimation for large datasets in causal inference.

problem Computational infeasibility of bootstrap-based uncertainty quantification for large datasets.
method Extends cBLB algorithm to kernel methods, combining subsampling and resampling.
result Achieves computational scalability with nominal coverage.

Equity-Directed Bootstrapping improves model performance across groups in imbalanced datasets.

problem Improving model performance across different groups in imbalanced datasets.
method Equity-Directed Bootstrapping to balance training data with respect to both labels and group identity.
result The equity-directed bootstrap brings test set sensitivities and specificities closer to satisfying the equal odds criterion.

The paper analyzes mean-field variational Bayes for complex models and proposes new uncertainty quantification methods.

problem Approximating posterior distributions in complex Bayesian models with latent variables.
method Non-asymptotic analysis on mean-field variational inference, showing that a normal distribution with the MLE center approximates the posterior well.
result The mean-field approximation matches the MLE up to higher-order terms and is essentially efficient for regular parametric models.

Paper introduces a new test for conditional independence using weighted partial copulas.

problem Testing conditional independence between variables.
method The approach uses a weighted partial copula function and a bootstrap procedure to compute regions of rejection.
result The proposed test has competitive power compared to existing methods.

In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A simple method is to linearly average the parameters of the local models, which, howev…

2016-07-04abs ↗pdf ↗

Neural point estimators improve parameter estimation from replicated data.

problem Making inference from replicated data in weakly-identified and highly-parameterised models.
method Permutation-invariant neural networks for likelihood-free parameter estimation.
result Neural point estimators can quickly and optimally estimate parameters.

New test detects differences in heterogeneous datasets.

problem Detecting differences between two samples with unknown heterogeneity.
method Developed a nonparametric testing procedure that handles latent heterogeneity through a composite null.
result The test accurately detects differences in the presence of unknown heterogeneity.

A new method for approximating CV and bootstrap with higher-order infinitesimal jackknife.

problem Efficiently approximating cross-validation and bootstrap methods for machine learning.
method Higher-order infinitesimal jackknife (HOIJ) using Taylor series approximations and automatic differentiation.
result HOIJ provides higher-order accuracy and can be computed efficiently even in high dimensions.

New framework for dense weighted networks with community-specific patterns.

problem Dense networks with varying edge weights across communities.
method Proposes a new model with functions mapping node characteristics to edge weights, requiring few parameters.
result Developed a bootstrap methodology for generating new networks.

WildWood improves Random Forest predictions using bootstrap out-of-bag samples.

problem Improving Random Forest predictions for supervised learning.
method Uses bootstrap out-of-bag samples to compute improved predictions by aggregating all possible subtrees with exponential weights.
result WildWood produces faster and more competitive predictions compared to other ensemble methods.

Algorithm optimizes biological sequences using bootstrapped training with a score-conditioned generator.

problem Optimizing biological sequences for a black-box score function.
method Bootstrapped training of score-conditioned generator (BootGen) algorithm.
result Our method outperforms competitive baselines on biological sequential design tasks.

We quantify uncertainty in Oja's algorithm's leading eigenvector estimation.

problem Estimating the error of Oja's algorithm's leading eigenvector from streaming data.
method Combining U-statistics, high-dimensional central limit theorems, and multiplier bootstrap.
result Established a weighted χ² approximation for the error between the eigenvector and algorithm output.

Tests assess if predictions are prudent by comparing observations and predictions.

problem Assessing the prudence of predictions in samples of observations and predictions.
method Bootstrap and normal approximation algorithms for testing unweighted and weighted means, accounting for randomness.
result Tests reveal whether predictions are prudent by showing significantly negative mean differences.

A novel weighted feature selection method using fuzzy sets improves classification accuracy and stability.

problem Improving feature selection accuracy and stability in machine learning models.
method Combination of four feature selection methods using fuzzy sets and bootstrap.
result Our method achieved significantly higher stability than individual methods.

Twin-Boot integrates uncertainty estimation into optimization using parallel training of identical models.

problem Uncertainty in overparameterized models, especially in low-data regimes.
method Twin-Bootstrap Gradient Descent (Twin-Boot) trains two identical models on independent bootstrap samples and uses their divergence to guide learning.
result Improves calibration and generalization, yields interpretable uncertainty maps.

A novel bootstrap method improves concept drift detection in predictive models.

problem Detecting changes in predictive relationships (concept drift) in data-driven applications.
method Developed a nested bootstrap procedure to calibrate control limits using the entire initial sample.
result The method yields more accurate baseline models and faster CL setup times.

Corrects bias in learned generative models using likelihood-free importance weighting.

problem Bias in learned generative models relative to true data distribution.
method Estimate likelihood ratio using a classifier, apply importance weighting.
result Consistently improves goodness-of-fit metrics for deep generative models.

The study examines statistical inference with gradient ascent in multi-modal likelihood functions.

problem Statistical inference with multiple initializations in multi-modal likelihood functions.
method Derives population quantity, studies asymptotic normality, bootstrap, and likelihood ratio tests.
result Coverage deficiency and differences in CIs due to finite number of initializations.

Proposes a method for valid inference in GPLSIMs with longitudinal data.

problem Challenges in longitudinal data inference due to within-subject correlation and unstable variance estimation.
method Profile estimating-equation approach using spline approximation and block empirical likelihood.
result Block empirical likelihood ratio statistic with Wilks-type chi-square limit for joint inference.

Novel neural likelihood ratio estimation for negative data in particle physics.

problem Estimating likelihood ratios with negative probability densities and weights.
method Introducing a novel loss function and a new model architecture based on signed mixture models.
result Demonstrated improved estimation on a real-world example from particle physics.

Maximum likelihood training improves the performance of score-based diffusion models.

problem Training score-based diffusion models with maximum likelihood.
method Trained by minimizing a weighted combination of score matching losses, with a specific weighting scheme that bounds negative log-likelihood.
result Maximum likelihood training improves the log-likelihood of score-based diffusion models across multiple datasets.

New algorithm detects communities in weighted networks, improving on binary ones.

problem Few methods exist for detecting communities in weighted networks.
method Pseudo-likelihood approach for weighted stochastic block model.
result The method is consistent and works well for both homogeneous and heterogeneous networks.

Innovative game theory approach optimizes survival analysis metrics.

problem Survival analysis models trained with maximum likelihood do not directly optimize criteria like Brier score or Bernoulli log likelihood.
method Inverse-Weighted Survival Games: Construct objectives from re-weighted estimates featuring the other model, holding the latter fixed during training.
result Games optimize Brier score on simulations and real-world data.

Bayesian Quadrature improves ensembling for neural networks with dispersed likelihood peaks.

problem Ensembling neural networks struggles with dispersed, narrow peaks in likelihood surfaces.
method Uses Bayesian Quadrature to construct weighted ensembles of architectures.
result Empirically outperforms state-of-the-art baselines in test likelihood, accuracy, and expected calibration error.

Bayesian framework improves minority class performance in class-imbalanced data.

problem Class imbalance in predictive toxicology models.
method Weighted likelihood approach modifying likelihood function weights inversely proportional to class proportions.
result Improves balanced accuracy and sensitivity for minority class (toxic compounds).

Bayesian optimization improves by focusing on outputs with the likelihood ratio method.

problem Improving Bayesian optimization by accurately estimating output importance.
method Importance-sampling theory and likelihood ratio for guiding search towards low objective function values.
result Likelihood-weighted acquisition functions outperform unweighted ones in various applications.

Optimizes a small set of centroid points to approximate bootstrap distribution.

problem Computational inefficiency of standard bootstrap methods in large-scale machine learning.
method Explicitly optimizes a small set of high quality centroid points to approximate the ideal bootstrap distribution.
result Accurately estimates uncertainty with a small number of bootstrap centroids, outperforming i.i.d. sampling.