相关论文: Skilled Mutual Fund Selection: False Discovery Con…

Model-based reinforcement learning is an effective approach for controlling an unknown system. It is based on a longstanding pipeline familiar to the control community in which one performs experiments on the environment to collect a…

Given a database and a target attribute of interest, how can we tell whether there exists a functional, or approximately functional dependence of the target on any set of other attributes in the data? How can we reliably, without bias to…

The fidelity of financial market simulation is restricted by the so-called "non-identifiability" difficulty when calibrating high-frequency data. This paper first analyzes the inherent loss of data information in this difficulty, and…

Machine learning-based Deepfake detection models have achieved impressive results on benchmark datasets, yet their performance often deteriorates significantly when evaluated on out-of-distribution data. In this work, we investigate an…

This paper develops a robust and efficient method for policy learning from observational data in the presence of unobserved confounding, complementing existing instrumental variable (IV) based approaches. We employ the marginal sensitivity…

Sequential decision making significantly speeds up research and is more cost-effective compared to fixed-n methods. We present a method for sequential decision making for stratified count data that retains Type-I error guarantee or false…

This paper studies Federated Learning (FL) for binary classification of volatile financial market trends. Using a shared Long Short-Term Memory (LSTM) classifier, we compare three scenarios: (i) a centralized model trained on the union of…

Choosing an appropriate strategy for partitioning data into training and evaluation sets is a critical step in machine learning, yet validation methods are often selected using default or conventional settings without considering their…

Multi-task feature learning aims to identity the shared features among tasks to improve generalization. It has been shown that by minimizing non-convex learning models, a better solution than the convex alternatives can be obtained.…

We provide an approach to exploratory data analysis in matched observational studies with a single intervention and multiple endpoints. In such settings, the researcher would like to explore evidence for actual treatment effects among these…

The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…

We present FIESTA, a model selection approach that significantly reduces the computational resources required to reliably identify state-of-the-art performance from large collections of candidate models. Despite being known to produce…

Model-based testing (MBT) provides an automated approach for finding discrepancies between software models and their implementation. If we want to incorporate MBT into the fast and iterative software development process that is Continuous…

Inference scaling helps LLMs solve complex reasoning problems through extended runtime computation. On top of long chain-of-thought (long-CoT) models, purely inference-time techniques such as best-of-N (BoN) sampling, majority voting, or…

Estimating risk measures such as large loss probabilities and Value-at-Risk is fundamental in financial risk management and often relies on computationally intensive nested Monte Carlo methods. While Multi-Level Monte Carlo (MLMC)…

Reinforcement Learning (RL) controllers have generated excitement within the control community. The primary advantage of RL controllers relative to existing methods is their ability to optimize uncertain systems independently of explicit…

Conventional multiple testing procedures often assume hypotheses for different features are exchangeable. However, in many scientific applications, additional covariate information regarding the patterns of signals and nulls are available.…

Models of stochastic processes are widely used in almost all fields of science. Theory validation, parameter estimation, and prediction all require model calibration and statistical inference using data. However, data are almost always…

This work focuses on the dynamic hedging of financial derivatives, where a reinforcement learning algorithm is designed to minimize the variance of the delta hedging process. In contrast to previous research in this area, we apply…

We propose a new method of learning from positive and unlabeled (PU) examples in highly imbalanced datasets. Many real-world problems, such as disease gene identification, targeted marketing, fraud detection, and recommender systems, are…