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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.

168,742 papers · 148 categories

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6121723 · Jun 202019922001200920172026
48 results for winner's curse

Data-driven decision-making often overestimates benefits due to the winner's curse.

problem Accurate policy evaluation in data-driven decision-making.
method Model-based policy evaluation using estimated models from data.
result Model-based methods can produce large, spurious reported benefits even when true effects are zero.

SIREN protocol corrects optimistic winner's scores in LLM evaluation.

problem Optimistic winner's scores in LLM evaluation due to adaptive benchmarking.
method SIREN protocol that freezes post-search shortlist, separates selection and evaluation, and uses bootstrap for uncertainty quantification.
result SIREN provides valid confidence intervals for procedure-performance curves and deployment conclusions.

New algorithm reduces dynamic regret in non-stationary dueling bandits using a weighted Borda score.

problem Designing algorithms with low dynamic regret in non-stationary dueling bandits.
method Introducing a novel weighted Borda score framework to analyze the Condorcet problem and establish improved bounds.
result First optimal and adaptive dynamic regret upper bound of ildeO(ildeL1/3K1/3T2/3) ilde{O}( ilde{L}^{1/3} K^{1/3} T^{2/3} ).

This paper tackles combinatorial pure exploration for dueling bandits, aiming to find the best candidate-position match.

problem Finding the best candidate-position match in a dueling bandit setting.
method The paper adapts combinatorial pure exploration for multi-armed bandits to dueling bandits, considering both Borda winner and Condorcet winner cases. It designs PAC and exact algorithms for Borda winner and a fully polynomial time approximation scheme (FPTAS) for Condorcet winner.
result The paper introduces the first algorithm with polynomial running time per round for identifying the Condorcet winner in CPE-DB.

A game-theoretic approach to multi-criteria ranking from ordinal data.

problem Ranking objects from ordinal data with multiple criteria.
method Generalizing von Neumann winner to multi-criteria setting using Blackwell's approachability.
result The Blackwell winner can be computed as a convex optimization problem and achieves near-optimal sample complexity.

Study shows big winner stocks significantly impact passive and active investment strategies.

problem Impact of big winner stocks on passive and active investment strategies.
method Numerical and analytical techniques applied to historical stock price data.
result Concentrated portfolios underperform equally weighted indexes due to missing big winner stocks.

This paper reexamines the profitability of loser, winner and contrarian portfolios in the Chinese stock market using monthly data of all stocks traded on the Shanghai Stock Exchange and Shenzhen Stock Exchange covering the period from January 1997 to December 2012. We find evidence of short-term and long-term contraria…

2015-05-02abs ↗pdf ↗

Stochastic LWTA networks resist adversarial attacks while maintaining accuracy.

problem Adversarial robustness of neural networks.
method Replaced ReLU with stochastic LWTA activations, trained with Variational Bayesian and PGD.
result Stochastic LWTA networks achieve state-of-the-art robustness against adversarial attacks.

aMCL uses annealing to improve hypothesis diversity in ambiguous tasks.

problem Limitations of Winner-takes-all in predicting plausible hypotheses.
method Combines simulated annealing with Multiple Choice Learning (MCL).
result Enhanced exploration of hypothesis space during training.

In our model, nn traders interact with each other and with a central bank; they are taxed on the money they make, some of which is dissipated away by corruption. A generic feature of our model is that the richest trader always wins by 'consuming' all the others: another is the existence of a threshold wealth, below wh…

2005-04-18abs ↗pdf ↗

Public debates are a common platform for presenting and juxtaposing diverging views on important issues. In this work we propose a methodology for tracking how ideas flow between participants throughout a debate. We use this approach in a case study of Oxford-style debates---a competitive format where the winner is det…

2016-04-11abs ↗pdf ↗

New findings suggest Barron space doesn't defy curse of dimensionality for certain types of smoothness.

problem Understanding the curse of dimensionality in neural networks with different smoothness notions.
method Defined ADZ spaces via Mellin transform to encapsulate nonclassical smoothness, compared to classical smoothness.
result Evidence provided that Barron space doesn't defy curse of dimensionality for certain smoothness types.

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.

Deep neural nets can estimate regression with dependent data without the curse of dimensionality.

problem Regression with dependent data and structural assumptions on the regression function.
method Deep recurrent neural network estimate under suitable structural assumptions.
result Deep neural nets can circumvent the curse of dimensionality for regression with dependent data.

The curse of dimensionality affects neural network optimization, especially with smooth functions.

problem The curse of dimensionality in neural network optimization.
method Examined through the evolution of the parameter distribution under 2-Wasserstein gradient flow.
result The curse of dimensionality persists in neural network optimization, even with smooth functions.

Study confirms fractional norms and quasinorms do not help overcome curse of dimensionality.

problem Overcoming the curse of dimensionality in machine learning.
method Systematic testing of fractional norms and quasinorms (p<1) on classification problems.
result Distance concentration behavior is qualitatively the same for all norms and quasinorms as dimensionality increases.

We propose a simple change to existing neural network structures for better defending against gradient-based adversarial attacks. Instead of using popular activation functions (such as ReLU), we advocate the use of k-Winners-Take-All (k-WTA) activation, a C0 discontinuous function that purposely invalidates the neural …

2019-05-25abs ↗pdf ↗

New method optimizes expensive simulations for complex systems.

problem Optimizing complex systems with limited expensive experiments.
method Black-box Optimization via Marginal Means (BOMM) approach.
result BOMM improves optimization performance in high dimensions.

AI predicts stock winners with 2.43 Sharpe ratio, but returns are highly concentrated.

problem Predicting stock returns with AI, focusing on identifying top winners.
method Deployed a state-of-the-art LLM to autonomously search the web for stock attractiveness, avoiding look-ahead bias.
result AI can generate alpha by identifying top winners, but returns are highly concentrated.

Improved algorithm for adaptive dueling bandits with near-optimal regret bound.

problem Non-stationary dueling bandits with unknown number of preference changes.
method Elimination-based rescheduling algorithm for adaptive dynamic regret.
result Near-optimal ildeO(SextttCWT) ilde{O}(\sqrt{S^{ exttt{CW}} T}) dynamic regret bound.

LoRA-MCL improves language models by generating diverse sentence continuations.

problem Language models struggle with generating diverse, plausible sentence continuations.
method Low-Rank Adaptation combined with Multiple Choice Learning (MCL) to handle ambiguity.
result LoRA-MCL generates high-diversity and relevant outputs in various tasks.

This paper tackles the curse of dimensionality in semi-supervised learning using Laplacian regularization.

problem The curse of dimensionality in semi-supervised learning with Laplacian regularization.
method Statistical analysis and spectral filtering methods using kernel methods.
result The paper provides a method to overcome the curse of dimensionality in semi-supervised learning.

Inspired by the advances in biological science, the study of sparse binary projection models has attracted considerable recent research attention. The models project dense input samples into a higher-dimensional space and output sparse binary data representations after the Winner-Take-All competition, subject to the co…

2019-07-27abs ↗pdf ↗

Paper provides finite-sample guarantees for Wasserstein DRO without dimensionality curse.

problem Tackles empirical success of Wasserstein DRO in operations and ML with performance guarantees.
method Develops non-asymptotic framework for analyzing out-of-sample performance and generalization bound.
result First finite-sample guarantee for generic Wasserstein DRO problems without curse of dimensionality.

Smooth DNNs mitigate the curse of dimensionality in uniform convergence for various regression tasks.

problem The curse of dimensionality in uniform convergence of ReLU networks.
method Analysis of smoothly activated deep neural networks (smooth DNNs), establishing pseudo-dimension bounds and non-asymptotic approximation guarantees.
result Smooth DNNs achieve non-asymptotic uniform convergence rates across multiple statistical contexts, mitigating the curse of dimensionality.

SCORE technique reduces BO's high-dimensional search costs.

problem Bayesian optimization's high computational costs in high-dimensional spaces.
method 1D reparametrization trick to maintain linear time complexity.
result Successfully finds global minimum in high-dimensional optimization.

A fast ML method solves complex combinatorial auction problems.

problem Solving winner determination in multi-unit combinatorial auctions.
method Graph Neural Network (GNN) with half-convolution operations for bid-item graph modeling.
result Approaches optimal performance with negligible revenue loss and low complexity.

Input-dependent smoothing mitigates classical issues but suffers from the curse of dimensionality.

problem Certifiably robust classifiers with input-dependent smoothing suffer from the curse of dimensionality.
method Proposed a theoretical and practical framework for input-dependent smoothing under strict restrictions.
result Input-dependent smoothing mitigates some classical issues but is limited by the curse of dimensionality.