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We study the feasibility and noise sensitivity of portfolio optimization under some downside risk measures (Value-at-Risk, Expected Shortfall, and semivariance) when they are estimated by fitting a parametric distribution on a finite sample…

Risk Management · Quantitative Finance 2008-12-10 Istvan Varga-Haszonits , Imre Kondor

Estimating the fidelity with a target state is important in quantum information tasks. Many fidelity estimation techniques present a suitable measurement scheme to perform the estimation. In contrast, we present techniques that allow the…

Quantum Physics · Physics 2024-07-12 Akshay Seshadri , Martin Ringbauer , Jacob Spainhour , Thomas Monz , Stephen Becker

Using the techniques of [arXiv:0911.4271], upper bounds for a given confidence level are modified in an optimal fashion to incorporate the a priori information that the parameter being estimated is non-negative. A paradox with different…

Data Analysis, Statistics and Probability · Physics 2009-12-09 Fyodor V. Tkachov

We propose a new perspective for the evaluation of matching procedures by considering the complexity of the function class they belong to. Under this perspective we provide theoretical guarantees on post-matching covariate balance through a…

Statistics Theory · Mathematics 2023-01-04 Efrén Cruz Cortés , Kevin Josey , Fan Yang , Debashis Ghosh

Some recent approaches for scalable offline partial evaluation of logic programs include a size-change analysis for ensuring both so called local and global termination. In this work|inspired by experimental evaluation|we introduce several…

Programming Languages · Computer Science 2009-03-13 Michael Leuschel , Salvador Tamarit , German Vidal

We present an interactive machine translation (MT) system designed for users who are not proficient in the target language. It aims to improve trustworthiness and explainability by identifying potentially mistranslated words and allowing…

Computation and Language · Computer Science 2025-04-01 Kenneth J. Sible , David Chiang

This article explains, and discusses the merits of, three approaches for analyzing the certainty with which statistical results can be extrapolated beyond the data gathered. Sometimes it may be possible to use more than one of these…

Methodology · Statistics 2016-10-03 Michael Wood

Conformance checking techniques let us find out to what degree a process model and real execution data correspond to each other. In recent years, alignments have proven extremely useful in calculating conformance statistics. Most techniques…

Artificial Intelligence · Computer Science 2019-12-12 Mohammadreza Fani Sani , Sebastiaan J. van Zelst , Wil M. P. van der Aalst

Big data is ubiquitous in practices, and it has also led to heavy computation burden. To reduce the calculation cost and ensure the effectiveness of parameter estimators, an optimal subset sampling method is proposed to estimate the…

Methodology · Statistics 2023-11-16 Haohui Han , Liya Fu

In this paper, we propose a novel Mixed-Integer Non-Linear Optimization formulation to construct a risk score, where we optimize the logistic loss with sparsity constraints. Previous approaches are typically designed to handle binary…

Optimization and Control · Mathematics 2025-02-13 Cristina Molero-Río , Claudia D'Ambrosio

Machine-learning techniques have become fundamental in high-energy physics and, for new physics searches, it is crucial to know their performance in terms of experimental sensitivity, understood as the statistical significance of the…

High Energy Physics - Phenomenology · Physics 2022-11-10 Ernesto Arganda , Xabier Marcano , Víctor Martín Lozano , Anibal D. Medina , Andres D. Perez , Manuel Szewc , Alejandro Szynkman

Relevance evaluation plays a crucial role in personalized search systems to ensure that search results align with a user's queries and intent. While human annotation is the traditional method for relevance evaluation, its high cost and long…

Information Retrieval · Computer Science 2025-11-12 Han Wang , Alex Whitworth , Pak Ming Cheung , Zhenjie Zhang , Krishna Kamath

Some established and also novel techniques in the field of applications of algorithmic (Kolmogorov) complexity currently co-exist for the first time and are here reviewed, ranging from dominant ones such as statistical lossless compression…

Information Theory · Computer Science 2020-07-15 Hector Zenil

Risk scoring systems are widely used in high-stakes domains to assist decision-making. However, existing approaches often focus on optimizing predictive accuracy or likelihood-based criteria, which may not align with the main goal of…

Machine Learning · Computer Science 2026-04-07 Wenhao Chi , Ş. İlker Birbil

Reliability-oriented sensitivity analysis aims at combining both reliability and sensitivity analyses by quantifying the influence of each input variable of a numerical model on a quantity of interest related to its failure. In particular,…

Statistics Theory · Mathematics 2022-10-25 Julien Demange-Chryst , François Bachoc , Jérôme Morio

This paper proposes a new framework for providing approximation guarantees of local search algorithms. Local search is a basic algorithm design technique and is widely used for various combinatorial optimization problems. To analyze local…

Data Structures and Algorithms · Computer Science 2020-06-03 Kaito Fujii

A priori bound for the parameter to be estimated is incorporated into confidence intervals within frequentistic approach in a straightforward and optimal fashion, ensuring the best resolution of non-boundary values as well as robustness for…

Data Analysis, Statistics and Probability · Physics 2011-04-06 Fyodor V. Tkachov

Multi-fidelity methods are prominently used when cheaply-obtained, but possibly biased and noisy, observations must be effectively combined with limited or expensive true data in order to construct reliable models. This arises in both…

Machine Learning · Statistics 2019-03-19 Kurt Cutajar , Mark Pullin , Andreas Damianou , Neil Lawrence , Javier González

Evaluating performance across optimization algorithms on many problems presents a complex challenge due to the diversity of numerical scales involved. Traditional data processing methods, such as hypothesis testing and Bayesian inference,…

Optimization and Control · Mathematics 2024-09-10 Yunpeng Jinng , Qunfeng Liu

Science about optimization methods is rapidly developing today. In machine learning, computer vision, biology, medicine, construction and in many other different areas optimization methods have vast popularity and they appear as important…

Optimization and Control · Mathematics 2017-05-30 Alexander Tyurin
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