Statistics

Authors and titles for July 2021

[801] arXiv:2107.12248 (cross-list from cs.LG) [pdf, other]

Title: Are Bayesian neural networks intrinsically good at out-of-distribution detection?

Christian Henning, Francesco D'Angelo, Benjamin F. Grewe

Comments: Published at UDL Workshop, ICML 2021

Subjects: Machine Learning (cs.LG); Machine Learning (stat.ML)

[802] arXiv:2107.12250 (cross-list from cs.LG) [pdf, other]

Title: Uncertainty-Aware Time-to-Event Prediction using Deep Kernel Accelerated Failure Time Models

Zhiliang Wu, Yinchong Yang, Peter A. Fasching, Volker Tresp

Subjects: Machine Learning (cs.LG); Machine Learning (stat.ML)

[803] arXiv:2107.12438 (cross-list from math.OC) [pdf, other]

Title: Debiasing In-Sample Policy Performance for Small-Data, Large-Scale Optimization

Vishal Gupta, Michael Huang, Paat Rusmevichientong

Subjects: Optimization and Control (math.OC); Machine Learning (cs.LG); Machine Learning (stat.ML)

[804] arXiv:2107.12462 (cross-list from q-fin.PR) [pdf, other]

Title: Robustness and sensitivity analyses for rough Volterra stochastic volatility models

Jan Matas, Jan Pospíšil

Subjects: Pricing of Securities (q-fin.PR); Methodology (stat.ME)

[805] arXiv:2107.12494 (cross-list from econ.EM) [pdf, other]

Title: A Unifying Framework for Testing Shape Restrictions

Zheng Fang

Subjects: Econometrics (econ.EM); Statistics Theory (math.ST); Methodology (stat.ME)

[806] arXiv:2107.12521 (cross-list from cs.LG) [pdf, other]

Title: Restricted Boltzmann Machine and Deep Belief Network: Tutorial and Survey

Benyamin Ghojogh, Ali Ghodsi, Fakhri Karray, Mark Crowley

Comments: To appear as a part of an upcoming textbook on dimensionality reduction and manifold learning. v2: applied readers' feedback

Subjects: Machine Learning (cs.LG); Neural and Evolutionary Computing (cs.NE); Data Analysis, Statistics and Probability (physics.data-an); Machine Learning (stat.ML)

[807] arXiv:2107.12554 (cross-list from math.PR) [pdf, other]

Title: Bi-Directional Grid Constrained Stochastic Processes' Link to Multi-Skew Brownian Motion

Aldo Taranto, Ron Addie, Shahjahan Khan

Comments: Manuscript accepted for publication in the Journal of Applied Probability & Statistics and will appear in issue 1 of volume 17 to be published in April 2022

Subjects: Probability (math.PR); Statistics Theory (math.ST); Applications (stat.AP); Computation (stat.CO)

[808] arXiv:2107.12580 (cross-list from cs.LG) [pdf, other]

Title: Pointer Value Retrieval: A new benchmark for understanding the limits of neural network generalization

Chiyuan Zhang, Maithra Raghu, Jon Kleinberg, Samy Bengio

Subjects: Machine Learning (cs.LG); Artificial Intelligence (cs.AI); Machine Learning (stat.ML)

[809] arXiv:2107.12592 (cross-list from cs.CR) [pdf, other]

Title: Detection of cybersecurity attacks through analysis of web browsing activities using principal component analysis

Insha Ullah, Kerrie Mengersen, Rob J Hyndman, James McGree

Subjects: Cryptography and Security (cs.CR); Methodology (stat.ME)

[810] arXiv:2107.12685 (cross-list from cs.LG) [pdf, other]

Title: On the Role of Optimization in Double Descent: A Least Squares Study

Ilja Kuzborskij, Csaba Szepesvári, Omar Rivasplata, Amal Rannen-Triki, Razvan Pascanu

Subjects: Machine Learning (cs.LG); Optimization and Control (math.OC); Machine Learning (stat.ML)

[811] arXiv:2107.12770 (cross-list from cs.LG) [pdf, other]

Title: Comparing Prophet and Deep Learning to ARIMA in Forecasting Wholesale Food Prices

Lorenzo Menculini, Andrea Marini, Massimiliano Proietti, Alberto Garinei, Alessio Bozza, Cecilia Moretti, Marcello Marconi

Comments: 17 pages, 9 figures, 10 tables. v3: improved structure and content, added figures and references

Subjects: Machine Learning (cs.LG); Applications (stat.AP)

[812] arXiv:2107.12771 (cross-list from math.OC) [pdf, other]

Title: Theoretical Study and Comparison of SPSA and RDSA Algorithms

Yiwen Chen

Comments: 33 pages, 7 figures, 10 tables

Subjects: Optimization and Control (math.OC); Applications (stat.AP)

[813] arXiv:2107.12825 (cross-list from cs.LG) [pdf, other]

Title: Individual Survival Curves with Conditional Normalizing Flows

Guillaume Ausset, Tom Ciffreo, Francois Portier, Stephan Clémençon, Timothée Papin

Comments: IEEE DSAA '21

Subjects: Machine Learning (cs.LG); Machine Learning (stat.ML)

[814] arXiv:2107.12940 (cross-list from cs.LG) [pdf, other]

Title: Finding Failures in High-Fidelity Simulation using Adaptive Stress Testing and the Backward Algorithm

Mark Koren, Ahmed Nassar, Mykel J. Kochenderfer

Comments: Accepted to IROS 2021

Subjects: Machine Learning (cs.LG); Machine Learning (stat.ML)

[815] arXiv:2107.12972 (cross-list from cs.LG) [pdf, other]

Title: Channel-Wise Early Stopping without a Validation Set via NNK Polytope Interpolation

David Bonet, Antonio Ortega, Javier Ruiz-Hidalgo, Sarath Shekkizhar

Comments: Submitted to APSIPA 2021

Subjects: Machine Learning (cs.LG); Machine Learning (stat.ML)

[816] arXiv:2107.13059 (cross-list from cs.LG) [pdf, other]

Title: Explicit Pairwise Factorized Graph Neural Network for Semi-Supervised Node Classification

Yu Wang, Yuesong Shen, Daniel Cremers

Subjects: Machine Learning (cs.LG); Machine Learning (stat.ML)

[817] arXiv:2107.13068 (cross-list from cs.LG) [pdf, other]

Title: End-to-End Balancing for Causal Continuous Treatment-Effect Estimation

Mohammad Taha Bahadori, Eric Tchetgen Tchetgen, David E. Heckerman

Comments: To be presented in ICML 2022

Subjects: Machine Learning (cs.LG); Methodology (stat.ME); Machine Learning (stat.ML)

[818] arXiv:2107.13090 (cross-list from math.OC) [pdf, other]

Title: Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games

Ben Hambly, Renyuan Xu, Huining Yang

Subjects: Optimization and Control (math.OC); Computer Science and Game Theory (cs.GT); Machine Learning (cs.LG); Machine Learning (stat.ML)

[819] arXiv:2107.13146 (cross-list from math.OC) [pdf, other]

Title: Dynamic Programming and Linear Programming for Odds Problem

Sachika Kurokawa, Tomomi Matsui (Graduate School of Engineering, Tokyo Institute of Technology)

Comments: 12 pages, 1 figure

Subjects: Optimization and Control (math.OC); Applications (stat.AP)

[820] arXiv:2107.13163 (cross-list from cs.LG) [pdf, other]

Title: Statistically Meaningful Approximation: a Case Study on Approximating Turing Machines with Transformers

Colin Wei, Yining Chen, Tengyu Ma

Subjects: Machine Learning (cs.LG); Machine Learning (stat.ML)

[821] arXiv:2107.13205 (cross-list from math.PR) [pdf, other]

Title: Refined Cram\'er Type Moderate Deviation Theorems for General Self-normalized Sums with Applications to Dependent Random Variables and Winsorized Mean

Lan Gao, Qi-Man Shao, Jiasheng Shi

Subjects: Probability (math.PR); Statistics Theory (math.ST)

[822] arXiv:2107.13304 (cross-list from cs.LG) [pdf, other]

Title: Bayesian Autoencoders: Analysing and Fixing the Bernoulli likelihood for Out-of-Distribution Detection

Bang Xiang Yong, Tim Pearce, Alexandra Brintrup

Comments: Presented at the ICML 2020 Workshop on Uncertainty and Ro-bustness in Deep Learning

Subjects: Machine Learning (cs.LG); Machine Learning (stat.ML)

[823] arXiv:2107.13346 (cross-list from cs.LG) [pdf, other]

Title: Doing Great at Estimating CATE? On the Neglected Assumptions in Benchmark Comparisons of Treatment Effect Estimators

Alicia Curth, Mihaela van der Schaar

Comments: Workshop on the Neglected Assumptions in Causal Inference at the International Conference on Machine Learning (ICML), 2021

Subjects: Machine Learning (cs.LG); Methodology (stat.ME)

[824] arXiv:2107.13369 (cross-list from math.PR) [pdf, other]

Title: Recursive Estimation of a Failure Probability for a Lipschitz Function

Lucie Bernard (IDP), Albert Cohen (LJLL (UMR\_7598)), Arnaud Guyader (LPSM (UMR\_8001), CERMICS), Florent Malrieu (IDP)

Subjects: Probability (math.PR); Statistics Theory (math.ST)

[825] arXiv:2107.13610 (cross-list from cs.LG) [pdf, other]

Title: Large sample spectral analysis of graph-based multi-manifold clustering

Nicolas Garcia Trillos, Pengfei He, Chenghui Li

Comments: We fixed some typos and added some detailed discussion to our theoretical results. We also supplemented more experimental discussions

Subjects: Machine Learning (cs.LG); Differential Geometry (math.DG); Spectral Theory (math.SP); Machine Learning (stat.ML)

[826] arXiv:2107.13656 (cross-list from cs.LG) [pdf, other]

Title: Characterizing the Generalization Error of Gibbs Algorithm with Symmetrized KL information

Gholamali Aminian, Yuheng Bu, Laura Toni, Miguel R. D. Rodrigues, Gregory Wornell

Comments: The first and second author have contributed equally to the paper. This paper is accepted in the ICML-21 Workshop on Information-Theoretic Methods for Rigorous, Responsible, and Reliable Machine Learning: this https URL

Subjects: Machine Learning (cs.LG); Information Theory (cs.IT); Statistics Theory (math.ST); Machine Learning (stat.ML)

[827] arXiv:2107.13737 (cross-list from econ.EM) [pdf, other]

Title: Design-Robust Two-Way-Fixed-Effects Regression For Panel Data

Dmitry Arkhangelsky, Guido W. Imbens, Lihua Lei, Xiaoman Luo

Comments: 131 pages; R package available at this https URL replication files available at this https URL

Subjects: Econometrics (econ.EM); General Economics (econ.GN); Methodology (stat.ME)

[828] arXiv:2107.13772 (cross-list from cs.LG) [pdf, other]

Title: Bayesian Optimization for Min Max Optimization

Dorina Weichert, Alexander Kister

Subjects: Machine Learning (cs.LG); Optimization and Control (math.OC); Machine Learning (stat.ML)

[829] arXiv:2107.13856 (cross-list from cs.LG) [pdf, other]

Title: Predicting battery end of life from solar off-grid system field data using machine learning

Antti Aitio, David A. Howey

Subjects: Machine Learning (cs.LG); Systems and Control (eess.SY); Applications (stat.AP)

[830] arXiv:2107.13894 (cross-list from econ.EM) [pdf, other]

Title: Inference in heavy-tailed non-stationary multivariate time series

Matteo Barigozzi, Giuseppe Cavaliere, Lorenzo Trapani

Subjects: Econometrics (econ.EM); Other Statistics (stat.OT)

[831] arXiv:2107.13944 (cross-list from cs.LG) [pdf, other]

Title: Lyapunov-based uncertainty-aware safe reinforcement learning

Ashkan B. Jeddi, Nariman L. Dehghani, Abdollah Shafieezadeh

Comments: Submitted to IEEE Transactions on Neural Networks and Learning Systems

Subjects: Machine Learning (cs.LG); Artificial Intelligence (cs.AI); Machine Learning (stat.ML)

[832] arXiv:2107.14026 (cross-list from q-fin.ST) [pdf, other]

Title: Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces

Han Lin Shang, Fearghal Kearney

Comments: 52 pages, 5 figures, to appear at the International Journal of Forecasting

Subjects: Statistical Finance (q-fin.ST); Applications (stat.AP); Computation (stat.CO)

[833] arXiv:2107.14045 (cross-list from cond-mat.stat-mech) [pdf, other]

Title: The nonlinear dynamics of a bistable energy harvesting system with colored noise disturbances

Vinicius Gonçalves Lopes, João Victor L. L. Peterson, Americo Cunha Jr

Journal-ref: Journal of Computational Interdisciplinary Sciences, vol. 10, pp. 125, 2019

Subjects: Statistical Mechanics (cond-mat.stat-mech); Computational Engineering, Finance, and Science (cs.CE); Classical Physics (physics.class-ph); Applications (stat.AP)

[834] arXiv:2107.14055 (cross-list from q-fin.TR) [pdf, other]

Title: Profit and loss manipulations by online trading brokers

Golnaz Shahtahmassebi, Lascelles Wright

Comments: 20 pages, 7 tables, 5 figures

Subjects: Trading and Market Microstructure (q-fin.TR); Other Statistics (stat.OT)

[835] arXiv:2107.14226 (cross-list from cs.LG) [pdf, other]

Title: Learning more skills through optimistic exploration

DJ Strouse, Kate Baumli, David Warde-Farley, Vlad Mnih, Steven Hansen

Comments: Accepted at ICLR 2022 (spotlight)

Subjects: Machine Learning (cs.LG); Artificial Intelligence (cs.AI); Machine Learning (stat.ML)

[836] arXiv:2107.14323 (cross-list from cs.CG) [pdf, other]

Title: Reconstruction of Random Geometric Graphs: Breaking the Omega(r) distortion barrier

Varsha Dani, Josep Díaz, Thomas P. Hayes, Cristopher Moore

Comments: v1 on arxiv was titled "Improved Reconstruction of Random Geometric Graphs." An extended abstract with the above title appeared in ICALP 2022. The current version includes the proofs that were omitted from the ICALP version and adds the section "Missing Edges."

Subjects: Computational Geometry (cs.CG); Social and Information Networks (cs.SI); Probability (math.PR); Physics and Society (physics.soc-ph); Machine Learning (stat.ML)

[837] arXiv:2107.14405 (cross-list from econ.EM) [pdf, other]

Title: Semiparametric Estimation of Long-Term Treatment Effects

Jiafeng Chen, David M. Ritzwoller

Subjects: Econometrics (econ.EM); Statistics Theory (math.ST)

[838] arXiv:2107.14410 (cross-list from q-fin.ST) [pdf, other]

Title: The Adaptive Multi-Factor Model and the Financial Market

Liao Zhu

Comments: PhD thesis

Journal-ref: eCommons 2020

Subjects: Statistical Finance (q-fin.ST); Machine Learning (cs.LG); Machine Learning (stat.ML)

[839] arXiv:2107.14465 (cross-list from cs.LG) [pdf, other]

Title: Trusted-Maximizers Entropy Search for Efficient Bayesian Optimization

Quoc Phong Nguyen, Zhaoxuan Wu, Bryan Kian Hsiang Low, Patrick Jaillet

Comments: Published as a conference paper at UAI 2021

Subjects: Machine Learning (cs.LG); Artificial Intelligence (cs.AI); Machine Learning (stat.ML)

[840] arXiv:2107.14542 (cross-list from math.PR) [pdf, other]

Title: Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics

Alain Durmus, Aurélien Enfroy, Éric Moulines, Gabriel Stoltz

Subjects: Probability (math.PR); Numerical Analysis (math.NA); Computation (stat.CO)

[841] arXiv:2107.14702 (cross-list from cs.GT) [pdf, other]

Title: Towards General Function Approximation in Zero-Sum Markov Games

Baihe Huang, Jason D. Lee, Zhaoran Wang, Zhuoran Yang

Subjects: Computer Science and Game Theory (cs.GT); Machine Learning (cs.LG); Machine Learning (stat.ML)