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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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98195293390 · May 202619922001200920172026
48 results for witness condition

This note shows how to transform high-probability to in-expectation guarantees in machine learning.

problem The challenge of constructing reliable machine learning models due to sampling randomness.
method Transforming high-probability to in-expectation guarantees using a witness condition for unbounded loss functions.
result A technical transformation method for generalization guarantees in machine learning.

Geometric framework for signed multivariate tail-dependence compatibility at various thresholds.

problem Modeling and analyzing signed multivariate tail-dependence across different thresholds.
method Developed a geometric witness framework to represent and invert signed tail families, identifying nonnegative weights and normalized masses.
result Characterization and synthesis of signed multivariate tail-dependence at finite thresholds, preserving the complete signed tail family throughout.

We provide a new approach to training neural models to exhibit transparency in a well-defined, functional manner. Our approach naturally operates over structured data and tailors the predictor, functionally, towards a chosen family of (local) witnesses. The estimation problem is setup as a co-operative game between an …

2019-02-26abs ↗pdf ↗

Proximal Mediation Analysis with Hidden Recanting Witnesses

problem Identifying path-specific effects in mediation analysis when recanting witnesses are unknown
method Proximal causal inference and semiparametric inference framework
result Developed three novel identification strategies and a semiparametric inference framework

A new method detects hidden driving forces in systems with multiple observables.

problem Hidden driving forces in systems with multiple observables cannot be detected by scalar statistics.
method Cross-spectral witness for hidden nonequilibrium.
result Two simultaneously observed channels retain an off-diagonal cross-spectral sector inaccessible to scalar reductions.

Proposes a new method to analyze the distributional effects of treatments.

problem Analyzing the full distributional impact of treatments beyond just the mean.
method Uses kernel conditional mean embeddings and U-statistic regression to investigate the CoDiTE.
result Demonstrates the effectiveness of the proposed method through experiments.

New proof shows equality in spacetime mass theorem.

problem Proving the equality case of spacetime positive mass theorem.
method Uses a new approach requiring only EPE \ge |P| for near initial data sets.
result Initial data sets with null ADM energy-momentum must embed into Minkowski space.

One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study, because one has no direct evidence that all confounders have been adjusted for. We introduce a novel approach for estimating causal effects that explo…

2014-06-02abs ↗pdf ↗

OMLE combines optimism and MLE for efficient sequential decision making.

problem Efficiently solving sequential decision making problems, especially in partially observable settings.
method Combines optimism for exploration and maximum likelihood estimation for model learning.
result OMLE learns near-optimal policies for a wide range of sequential decision making problems.

In this paper we show that certain generalizations of the CrC^r-Whitney topology, which include the Hölder-Whitney and Sobolev-Whitney topologies on smooth manifolds, satisfy the Baire property, to wit, the countable intersection of open and dense sets is dense.

2018-09-27abs ↗pdf ↗

A new method for analyzing adaptive experiments using kernel treatment effects.

problem Efficiently analyzing adaptive experiments that adjust treatment assignments based on outcomes.
method Kernel Treatment Effects (KTE) framework combining RKHS scores and witness functions.
result Effective for both mean shifts and higher-moment differences, outperforming adaptive baselines.

Unified approach for multicalibration in weakly supervised learning.

problem Existing multicalibration methods require clean input-label pairs, which are unavailable in weakly supervised learning.
method Developed estimators and post-hoc correction methods for multicalibration under weak supervision.
result Unified framework for estimating and correcting multicalibration under weak supervision with finite-sample guarantees.

Paper proposes methods to improve graph domain adaptation by decorrelating node features.

problem Challenges in transferring knowledge from one graph to another.
method Proposes decorrelating node features using GCN and graph transformer layers.
result Significant performance enhancements and clear visualizations of learned representations.

We present new, unified proofs for the cell-like, Z/p\mathbb{Z}/p-, and Q\mathbb{Q}-resolution theorems. Our arguments employ extensions that are much simpler then those used by our predecessors. The techniques allow us to solve problems involving cohomology groups by converting them into problems about homology groups…

2017-06-05abs ↗pdf ↗

The paper proposes a method to learn the structure of continuous-action games with non-parametric utilities using a limited number of samples.

problem Learning the exact structure of continuous-action games with non-parametric utility functions.
method An 1\ell_1 regularized method that encourages sparsity of the Fourier transform coefficients of the utility functions, accessed via a few Nash equilibria and their noisy utilities.
result The method recovers the exact structure of the utility functions and the game structure with provable theoretical guarantees.

We demonstrate that the primal-dual witness proof method may be used to establish variable selection consistency and \ell_\infty-bounds for sparse regression problems, even when the loss function and/or regularizer are nonconvex. Using this method, we derive two theorems concerning support recovery and \ell_\infty-…

2014-12-17abs ↗pdf ↗

Enhanced Momentum Transformer outperforms traditional trading strategies.

problem Improving trading performance in equities with evolving market conditions.
method Building a Momentum Transformer using an attention mechanism combined with LSTM, capturing long-term dependencies and transaction costs.
result Average returns of 4.14% and Sharpe ratio of 1.12, similar to original results but with higher volatility.

We prove optimal bounds for the convergence rate of ordinal embedding (also known as non-metric multidimensional scaling) in the 1-dimensional case. The examples witnessing optimality of our bounds arise from a result in additive number theory on sets of integers with no three-term arithmetic progressions. We also carr…

2019-04-30abs ↗pdf ↗

New methods estimate causal effects through mediators, handling confounding without strict assumptions.

problem Estimating causal effects through mediators while accounting for unmeasured confounding.
method Developed four nonparametric identification strategies using proximal confounding bridge functions, efficient influence function, and quadruply robust estimator. Proposed proximal debiased machine learning approach for high-dimensional nuisance parameters.
result Achieved n\sqrt{n}-consistency and asymptotic normality for path-specific effect estimation.

The concepts of risk-aversion, chance-constrained optimization, and robust optimization have developed significantly over the last decade. Statistical learning community has also witnessed a rapid theoretical and applied growth by relying on these concepts. A modeling framework, called distributionally robust optimizat…

2019-08-13abs ↗pdf ↗

Proposes DR-ME test for interpretable distributional treatment effects.

problem Detects invisible differences in treatment effects on distributional outcomes.
method Semiparametrically efficient finite-location test using kernel witnesses and orthogonal features.
result DR-ME reveals causal-discrepancy coordinates and has noncentral chi-square local power.

Graph Cascades rewire graphs to improve structure-aware learning.

problem Improving graph neural networks and transformers for structure-aware learning.
method Graph Cascades uses contagion-based diffusion processes to construct an auxiliary graph with reinforced edges.
result Graph Cascades improves node-classification benchmarks across various graph types.

We study a continuous-time version of the intermediation model of Grossman and Miller (1988). To wit, we solve for the competitive equilibrium prices at which liquidity takers' demands are absorbed by dealers with quadratic inventory costs, who can in turn gradually transfer these positions to an exogenous open market …

2018-07-22abs ↗pdf ↗

This article constructs the moduli stack of torsionfree GG-jet-structures in homotopy type theory with one monadic modality. This yields a construction of this moduli stack for any \infty-topos equipped with any stable factorization systems. In the intended applications of this theory, the factorization systems are …

2018-06-15abs ↗pdf ↗

Given a closed simply connected manifold MM of dimension 2n62n\ge6, we compare the ring of characteristic classes of smooth oriented bundles with fibre MM to the analogous ring resulting from replacing MM by the connected sum MΣM\sharpΣ with an exotic sphere ΣΣ. We show that, after inverting the order of ΣΣ in the …

2018-02-07abs ↗pdf ↗

Paper proposes MIM-DRCFR to learn disentangled factors for better treatment effect estimation.

problem Learning disentangled factors precisely for individual-level treatment effect estimation.
method Multi-task learning framework with MI minimization criteria.
result MIM-DRCFR outperforms state-of-the-art methods in treatment effect estimation.

It is feasible and practically-valuable to bridge the characteristics between graph neural networks (GNNs) and logical reasoning. Despite considerable efforts and successes witnessed to solve Boolean satisfiability (SAT), it remains a mystery of GNN-based solvers for more complex predicate logic formulae. In this work,…

2019-09-25abs ↗pdf ↗