Tootfinder

Efficient Gibbs Sampling in Cox Regression Models Using Composite Partial Likelihood and P\'olya-Gamma Augmentation
Shu Tamano, Yui Tomo
https://arxiv.org/abs/2506.04675

Efficient Gibbs Sampling in Cox Regression Models Using Composite Partial Likelihood and Pólya-Gamma Augmentation
The Cox regression model and its Bayesian extensions are widely used in survival analysis. However, standard Bayesian approaches require modeling of the baseline hazard, and their full conditional distributions lack closed-form expressions. Therefore, the Metropolis-Hastings sampling algorithm is typically employed, whose efficiency is highly sensitive to the choice of proposal distribution. To address these issues, we propose the GS4Cox, an efficient Gibbs sampling algorithm for the Cox regres…

Constraint-Guided Symbolic Regression for Data-Efficient Kinetic Model Discovery
Miguel \'Angel de Carvalho Servia (Mimi), Ilya Orson Sandoval (Mimi), King Kuok (Mimi), Hii, Klaus Hellgardt, Dongda Zhang, Ehecatl Antonio del Rio Chanona
https://arxiv.org/abs/2507.02730

Constraint-Guided Symbolic Regression for Data-Efficient Kinetic Model Discovery
The industrialization of catalytic processes hinges on the availability of reliable kinetic models for design, optimization, and control. Traditional mechanistic models demand extensive domain expertise, while many data-driven approaches often lack interpretability and fail to enforce physical consistency. To overcome these limitations, we propose the Physics-Informed Automated Discovery of Kinetics (PI-ADoK) framework. By integrating physical constraints directly into a symbolic regression app…

Latent Variable Autoregression with Exogenous Inputs
Daniil Bargman
https://arxiv.org/abs/2506.04488 https://arxiv.org/pdf/2506.04488…

Latent Variable Autoregression with Exogenous Inputs
This paper introduces a new least squares regression methodology called (C)LARX: a (constrained) latent variable autoregressive model with exogenous inputs. Two additional contributions are made as a side effect: First, a new matrix operator is introduced for matrices and vectors with blocks along one dimension; Second, a new latent variable regression (LVR) framework is proposed for economics and finance. The empirical section examines how well the stock market predicts real economic activity …

Average quantile regression: a new non-mean regression model and coherent risk measure
Rong Jiang, M. C. Jones, Keming Yu, Jiangfeng Wang
https://arxiv.org/abs/2506.23059

Average quantile regression: a new non-mean regression model and coherent risk measure
Regression models that go beyond the mean, alongside coherent risk measures, have been important tools in modern data analysis. This paper introduces the innovative concept of Average Quantile Regression (AQR), which is smooth at the quantile-like level, comonotonically additive, and explicitly accounts for the severity of tail losses relative to quantile regression. AQR serves as a versatile regression model capable of describing distributional information across all positions, akin to quantil…

Residual 1D CNN for Low SFR Surface Density Regression: A Design Note
Po-Chieh Yu
#toXiv_bot_toot

Nonlinear projection-based model order reduction with machine learning regression for closure error modeling in the latent space
S. Ares de Parga, Radek Tezaur, Carlos G. Hern\'andez, Charbel Farhat
https://arxiv.org/abs/2507.00634

Nonlinear projection-based model order reduction with machine learning regression for closure error modeling in the latent space
A significant advancement in nonlinear projection-based model order reduction (PMOR) is presented through a highly effective methodology. This methodology employs Gaussian process regression (GPR) and radial basis function (RBF) interpolation for closure error modeling in the latent space, offering notable gains in efficiency and expanding the scope of PMOR. Moving beyond the limitations of deep artificial neural networks (ANNs), previously used for this task, this approach provides crucial adv…

Test of partial effects for Frechet regression on Bures-Wasserstein manifolds
Haoshu Xu, Hongzhe Li
https://arxiv.org/abs/2506.23487 https://

Test of partial effects for Frechet regression on Bures-Wasserstein manifolds
We propose a novel test for assessing partial effects in Frechet regression on Bures Wasserstein manifolds. Our approach employs a sample splitting strategy: the first subsample is used to fit the Frechet regression model, yielding estimates of the covariance matrices and their associated optimal transport maps, while the second subsample is used to construct the test statistic. We prove that this statistic converges in distribution to a weighted mixture of chi squared components, where the wei…

Discovering the underlying analytic structure within Standard Model constants using artificial intelligence
S. V. Chekanov, H. Kjellerstrand
https://arxiv.org/abs/2507.00225

Discovering the underlying analytic structure within Standard Model constants using artificial intelligence
This paper presents a search for underlying analytic structures among the fundamental parameters of the Standard Model (SM) using symbolic regression and genetic programming. We identify the simplest analytic relationships connecting pairs of these constants and report several notable observations based on about a thousand expressions with relative precision better than 1%. These results may serve as valuable inputs for model builders and artificial intelligence methods aimed at uncovering hidd…

Modeling the Effective Elastic Modulus and Thickness of Corrugated Boards Using Gaussian Process Regression and Expected Hypervolume Improvement
Ricardo Fitas
https://arxiv.org/abs/2507.02208

Modeling the Effective Elastic Modulus and Thickness of Corrugated Boards Using Gaussian Process Regression and Expected Hypervolume Improvement
This work aims to model the hypersurface of the effective elastic modulus, \( E_{z, \text{eff}} \), and thickness, \( th_{\text{eff}} \), in corrugated boards. A Latin Hypercube Sampling (LHS) is followed by Gaussian Process Regression (GP), enhanced by EHVI as a multi-objective acquisition function. Accurate modeling of \( E_{z, \text{eff}} \) and \( th_{\text{eff}} \) is critical for optimizing the mechanical properties of corrugated materials in engineering applications. LHS provides an effi…

Estimating properties of a homogeneous bounded soil using machine learning models
Konstantinos Kalimeris, Leonidas Mindrinos, Nikolaos Pallikarakis
https://arxiv.org/abs/2506.04256

Estimating properties of a homogeneous bounded soil using machine learning models
This work focuses on estimating soil properties from water moisture measurements. We consider simulated data generated by solving the initial-boundary value problem governing vertical infiltration in a homogeneous, bounded soil profile, with the usage of the Fokas method. To address the parameter identification problem, which is formulated as a two-output regression task, we explore various machine learning models. The performance of each model is assessed under different data conditions: full,…

Reproducing kernel Hilbert space methods for modelling the discount curve
Andreas Celary, Paul Kr\"uhner, Zehra Eksi
https://arxiv.org/abs/2506.03342 …

Reproducing kernel Hilbert space methods for modelling the discount curve
We consider the theory of bond discounts, defined as the difference between the terminal payoff of the contract and its current price. Working in the setting of finite-dimensional realizations in the HJM framework, under suitable notions of no-arbitrage, the admissible discount curves take the form of polynomial, exponential functions. We introduce reproducing kernels that are admissible under no-arbitrage as a tractable regression basis for the estimation problem in calibrating the model to ma…

Modeling the Optical Properties of Biological Structures using Symbolic Regression
Julian Sierra-Velez, Alexandre Vial, Marina Inchaussandague, Diana Skigin, Demetrio Mac\'ias
https://arxiv.org/abs/2506.01862

Modeling the Optical Properties of Biological Structures using Symbolic Regression
We present a Machine Learning approach based on Symbolic Regression to derive, from either numerically generated or experimentally measured spectral data, closed-form expressions that model the optical properties of biological materials. To evaluate the performance of our approach, we consider three case studies with the aim of retrieving the refractive index of the materials that constitute the biological structures considered. The results obtained show that, in addition to retrieving readable…

Probabilistic measures afford fair comparisons of AIWP and NWP model output
Tilmann Gneiting, Tobias Biegert, Kristof Kraus, Eva-Maria Walz, Alexander I. Jordan, Sebastian Lerch
https://arxiv.org/abs/2506.03744

Probabilistic measures afford fair comparisons of AIWP and NWP model output
We introduce a new measure for fair and meaningful comparisons of single-valued output from artificial intelligence based weather prediction (AIWP) and numerical weather prediction (NWP) models, called potential continuous ranked probability score (PC). In a nutshell, we subject the deterministic backbone of physics-based and data-driven models post hoc to the same statistical postprocessing technique, namely, isotonic distributional regression (IDR). Then we find PC as the mean continuous rank…

This https://arxiv.org/abs/2502.05210 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_qfi…

Regression and Forecasting of U.S. Stock Returns Based on LSTM
This paper analyses the investment returns of three stock sectors, Manuf, Hitec, and Other, in the U.S. stock market, based on the Fama-French three-factor model, the Carhart four-factor model, and the Fama-French five-factor model, in order to test the validity of the Fama-French three-factor model, the Carhart four-factor model, and the Fama-French five-factor model for the three sectors of the market. French five-factor model for the three sectors of the market. Also, the LSTM model is used …

A Self-scaled Approximate $\ell_0$ Regularization Robust Model for Outlier Detection
Pengyang Song, Jue Wang
https://arxiv.org/abs/2506.22277 https://

A Self-scaled Approximate $\ell_0$ Regularization Robust Model for Outlier Detection
Robust regression models in the presence of outliers have significant practical relevance in areas such as signal processing, financial econometrics, and energy management. Many existing robust regression methods, either grounded in statistical theory or sparse signal recovery, typically rely on the explicit or implicit assumption of outlier sparsity to filter anomalies and recover the underlying signal or data. However, these methods often suffer from limited robustness or high computational c…

This https://arxiv.org/abs/2504.14515 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_sta…

A robust mixed-effects quantile regression model using generalized Laplace mixtures to handle outliers and skewness
Mixed-effects quantile regression models are widely used to capture heterogeneous responses in hierarchically structured data. The asymmetric Laplace (AL) distribution has traditionally served as the basis for quantile regression; however, its fixed skewness limits flexibility and renders it sensitive to outliers. In contrast, the generalized asymmetric Laplace (GAL) distribution enables more flexible modeling of skewness and heavy-tailed behavior, yet it remains vulnerable to extreme observati…

Use multi level models with {parsnip}: http://multilevelmod.tidymodels.org/ #rstats #ML

AuralNet: Hierarchical Attention-based 3D Binaural Localization of Overlapping Speakers
Linya Fu, Yu Liu, Zhijie Liu, Zedong Yang, Zhong-Qiu Wang, Youfu Li, He Kong
https://arxiv.org/abs/2506.02773

AuralNet: Hierarchical Attention-based 3D Binaural Localization of Overlapping Speakers
We propose AuralNet, a novel 3D multi-source binaural sound source localization approach that localizes overlapping sources in both azimuth and elevation without prior knowledge of the number of sources. AuralNet employs a gated coarse-tofine architecture, combining a coarse classification stage with a fine-grained regression stage, allowing for flexible spatial resolution through sector partitioning. The model incorporates a multi-head self-attention mechanism to capture spatial cues in binaur…

Online design of experiments by active learning for nonlinear system identification
Kui Xie, Alberto Bemporad
https://arxiv.org/abs/2506.21754 https://

Online design of experiments by active learning for nonlinear system identification
We investigate the use of active-learning (AL) strategies to generate the input excitation signal at runtime for system identification of linear and nonlinear autoregressive and state-space models. We adapt various existing AL approaches for static model regression to the dynamic context, coupling them with a Kalman filter to update the model parameters recursively, and also cope with the presence of input and output constraints. We show the increased sample efficiency of the proposed approache…

Derivation of Tissue Properties from Basis-Vector Model Weights for Dual-Energy CT-Based Monte Carlo Proton Beam Dose Calculations
Maria Jose Medrano, Xinyuan Chen, Lucas Norberto Burigo, Joseph A. O'Sullivan, Jeffrey F. Williamson
https://arxiv.org/abs/2506.22425

Derivation of Tissue Properties from Basis-Vector Model Weights for Dual-Energy CT-Based Monte Carlo Proton Beam Dose Calculations
We propose a novel method, basis vector model material indexing (BVM-MI), for predicting atomic composition and mass density from two independent basis vector model weights derived from dual-energy CT (DECT) for Monte Carlo (MC) dose planning. BVM-MI employs multiple linear regression on BVM weights and their quotient to predict elemental composition and mass density for 70 representative tissues. Predicted values were imported into the TOPAS MC code to simulate proton dose deposition to a unif…

Machine-learning Growth at Risk
Tobias Adrian, Hongqi Chen, Max-Sebastian Dov\`i, Ji Hyung Lee
https://arxiv.org/abs/2506.00572 https://

Machine-learning Growth at Risk
We analyse growth vulnerabilities in the US using quantile partial correlation regression, a selection-based machine-learning method that achieves model selection consistency under time series. We find that downside risk is primarily driven by financial, labour-market, and housing variables, with their importance changing over time. Decomposing downside risk into its individual components, we construct sector-specific indices that predict it, while controlling for information from other sectors…

Partially-shared Imaging Regression on Integrating Heterogeneous Brain-Cognition Associations across Alzheimer's Diagnoses
Yang Sui, Qi Xu, Ting Li, Yang Bai, Annie Qu
https://arxiv.org/abs/2505.24259

Partially-shared Imaging Regression on Integrating Heterogeneous Brain-Cognition Associations across Alzheimer's Diagnoses
This paper is motivated by the heterogeneous associations among demographic covariates, imaging data, and cognitive performances across different diagnostic groups within the Alzheimer's Disease Neuroimaging Initiative (ADNI) study. We propose a novel PArtially-shared Imaging Regression (PAIR) model with smooth spatial component integration to capture heterogeneous imaging coefficients across multiple data sources. The model assumes that each imaging coefficient can be represented as a weighted…

Integrating Pharmacokinetics and Pharmacodynamics Modeling with Quantum Regression for Predicting Herbal Compound Toxicity
Don Roosan, Saif Nirzhor, Rubayat Khan
https://arxiv.org/abs/2506.20157

Integrating Pharmacokinetics and Pharmacodynamics Modeling with Quantum Regression for Predicting Herbal Compound Toxicity
Herbal compounds present complex toxicity profiles that are often influenced by both intrinsic chemical properties and pharmacokinetics (PK) governing absorption and clearance. In this study, we develop a quantum regression model to predict acute toxicity severity for herbal-derived compounds by integrating toxicity data from NICEATM with pharmacological features from TCMSP.

AICO: Feature Significance Tests for Supervised Learning
Kay Giesecke, Enguerrand Horel, Chartsiri Jirachotkulthorn
https://arxiv.org/abs/2506.23396 https:…

AICO: Feature Significance Tests for Supervised Learning
The opacity of many supervised learning algorithms remains a key challenge, hindering scientific discovery and limiting broader deployment -- particularly in high-stakes domains. This paper develops model- and distribution-agnostic significance tests to assess the influence of input features in any regression or classification algorithm. Our method evaluates a feature's incremental contribution to model performance by masking its values across samples. Under the null hypothesis, the distributio…

Bayesian Regression Analysis with the Drift-Diffusion Model
Zekai Jin (Mental Health Data Science, New York State Psychiatric Institute, New York, USA), Yaakov Stern (Departments of Neurology, Columbia University Irving Medical Center, New York, USA), Seonjoo Lee (Mental Health Data Science, New York State Psychiatric Institute, New York, USA, Department of Biostatistics, Columbia University Irving Medical Center, New York, USA)

Bayesian Regression Analysis with the Drift-Diffusion Model
The Drift-Diffusion Model (DDM) is widely used in neuropsychological studies to understand the decision process by incorporating both reaction times and subjects' responses. Various models have been developed to estimate DDM parameters, with some employing Bayesian inference. However, when examining associations between phenotypes of interest and DDM parameters, most studies adopt a two-step approach: first estimating DDM parameters, then applying a separate statistical model to the estimated v…

This https://arxiv.org/abs/2310.16207 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_sta…

Propensity weighting plus adjustment in proportional hazards model is not doubly robust
Recently, it has become common for applied works to combine commonly used survival analysis modeling methods, such as the multivariable Cox model and propensity score weighting, with the intention of forming a doubly robust estimator of an exposure effect hazard ratio that is unbiased in large samples when either the Cox model or the propensity score model is correctly specified. This combination does not, in general, produce a doubly robust estimator, even after regression standardization, whe…

This https://arxiv.org/abs/2502.14479 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_qfi…

Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework
The lifetime behaviour of loans is notoriously difficult to model, which can compromise a bank's financial reserves against future losses, if modelled poorly. Therefore, we present a data-driven comparative study amongst three techniques in modelling a series of default risk estimates over the lifetime of each loan, i.e., its term-structure. The behaviour of loans can be described using a nonstationary and time-dependent semi-Markov model, though we model its elements using a multistate regress…

SABR-Informed Multitask Gaussian Process: A Synthetic-to-Real Framework for Implied Volatility Surface Construction
Jirong Zhuang, Xuan Wu
https://arxiv.org/abs/2506.22888

SABR-Informed Multitask Gaussian Process: A Synthetic-to-Real Framework for Implied Volatility Surface Construction
Constructing the Implied Volatility Surface (IVS) is a challenging task in quantitative finance due to the complexity of real markets and the sparsity of market data. Structural models like Stochastic Alpha Beta Rho (SABR) model offer interpretability and theoretical consistency but lack flexibility, while purely data-driven methods such as Gaussian Process regression can struggle with sparse data. We introduce SABR-Informed Multi-Task Gaussian Process (SABR-MTGP), treating IVS construction as …

Shrinkage-Based Regressions with Many Related Treatments
Enes Dilber, Colin Gray
https://arxiv.org/abs/2507.01202 https://arxiv.org/p…

Shrinkage-Based Regressions with Many Related Treatments
When using observational causal models, practitioners often want to disentangle the effects of many related, partially-overlapping treatments. Examples include estimating treatment effects of different marketing touchpoints, ordering different types of products, or signing up for different services. Common approaches that estimate separate treatment coefficients are too noisy for practical decision-making. We propose a computationally light model that uses a customized ridge regression to move …

Strategies and statistical evaluation of Italy's regional model for COVID-19 restrictions
Giuseppe Drago, Giulia Marcon, Alberto Lombardo, Giuseppe Aiello
https://arxiv.org/abs/2507.02504

Strategies and statistical evaluation of Italy's regional model for COVID-19 restrictions
This study presents a comprehensive assessment of the Italian risk model used during the COVID-19 pandemic to guide regional mobility restrictions through a colour-coded classification system. The research focuses on evaluating the variables selected by the Italian Ministry of Health for this purpose and their effectiveness in supporting public health decision-making. The analysis adopts a statistical framework which combines data reduction and regression modelling techniques to enhance interpr…

FundaQ-8: A Clinically-Inspired Scoring Framework for Automated Fundus Image Quality Assessment
Lee Qi Zun, Oscar Wong Jin Hao, Nor Anita Binti Che Omar, Zalifa Zakiah Binti Asnir, Mohamad Sabri bin Sinal Zainal, Goh Man Fye
https://arxiv.org/abs/2506.20303

FundaQ-8: A Clinically-Inspired Scoring Framework for Automated Fundus Image Quality Assessment
Automated fundus image quality assessment (FIQA) remains a challenge due to variations in image acquisition and subjective expert evaluations. We introduce FundaQ-8, a novel expert-validated framework for systematically assessing fundus image quality using eight critical parameters, including field coverage, anatomical visibility, illumination, and image artifacts. Using FundaQ-8 as a structured scoring reference, we develop a ResNet18-based regression model to predict continuous quality scores…

This https://arxiv.org/abs/2506.01348 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_csLG_…

Distributionally Robust Learning in Survival Analysis
We introduce an innovative approach that incorporates a Distributionally Robust Learning (DRL) approach into Cox regression to enhance the robustness and accuracy of survival predictions. By formulating a DRL framework with a Wasserstein distance-based ambiguity set, we develop a variant Cox model that is less sensitive to assumptions about the underlying data distribution and more resilient to model misspecification and data perturbations. By leveraging Wasserstein duality, we reformulate the …

This https://arxiv.org/abs/2107.04946 has been replaced.
link: https://scholar.google.com/scholar?q=a

Inference for the proportional odds cumulative logit model with monotonicity constraints for ordinal predictors and ordinal response
The proportional odds cumulative logit model (POCLM) is a standard regression model for an ordinal response. Ordinality of predictors can be incorporated by monotonicity constraints for the corresponding parameters. It is shown that estimators defined by optimization, such as maximum likelihood estimators, for an unconstrained model and for parameters in the interior set of the parameter space of a constrained model are asymptotically equivalent. This is used in order to derive asymptotic confi…

Oldies but Goldies: The Potential of Character N-grams for Romanian Texts
Dana Lupsa, Sanda-Maria Avram
https://arxiv.org/abs/2506.15650 https://

Oldies but Goldies: The Potential of Character N-grams for Romanian Texts
This study addresses the problem of authorship attribution for Romanian texts using the ROST corpus, a standard benchmark in the field. We systematically evaluate six machine learning techniques: Support Vector Machine (SVM), Logistic Regression (LR), k-Nearest Neighbors (k-NN), Decision Trees (DT), Random Forests (RF), and Artificial Neural Networks (ANN), employing character n-gram features for classification. Among these, the ANN model achieved the highest performance, including perfect clas…

Clustering-based accelerometer measures to model relationships between physical activity and key outcomes
Hyatt Moore IV, Thomas N. Robinson, Alexandria Jensen, Fatma Gunturkun, K. Farish Haydel, Kristopher I Kapphahn, Manisha Desai
https://arxiv.org/abs/2507.00484

Clustering-based accelerometer measures to model relationships between physical activity and key outcomes
Accelerometers produce enormous amounts of data. Research that incorporates such data often involves a derived summary metric to describe physical activity. Traditional metrics have often ignored the temporal nature of the data. We build on previous work that applies unsupervised machine learning techniques to describe physical activity patterns over time. Specifically, we evaluate a summary measure of accelerometer data derived from unsupervised clustering in a regression framework through com…

Cosmic Distance Duality Relation with DESI DR2 and Transparency
Xuwei Zhang, Xiaofeng Yang, Yunliang Ren, Shuangnan Chen, Yangjun Shi, Cheng Cheng, Xiaolong He
https://arxiv.org/abs/2506.17926

Cosmic Distance Duality Relation with DESI DR2 and Transparency
The Cosmic Distance Duality Relation (CDDR), a fundamental assumption in modern cosmology, posits a direct link between angular diameter distance and luminosity distance. This study presents a comprehensive, model-independent, and data-driven test of the CDDR using a combination of cosmological observations, including Supernovae (SN), Baryon Acoustic Oscillations (BAO), and Hubble parameter ($H(z)$) measurements. We employ both Gaussian Process Regression (GPR) and a novel Compressed Point (CPI…

Robust PDE discovery under sparse and highly noisy conditions via attention neural networks
Shilin Zhang, Yunqing Huang, Nianyu Yi, shihan Zhang
https://arxiv.org/abs/2506.17908

Robust PDE discovery under sparse and highly noisy conditions via attention neural networks
The discovery of partial differential equations (PDEs) from experimental data holds great promise for uncovering predictive models of complex physical systems. In this study, we introduce an efficient automatic model discovery framework, ANN-PYSR, which integrates attention neural networks with the state-of-the-art PySR symbolic regression library. Our approach successfully identifies the governing PDE in six benchmark examples. Compared to the DLGA framework, numerical experiments demonstrate …

Predicting Stock Market Crash with Bayesian Generalised Pareto Regression
Sourish Das
https://arxiv.org/abs/2506.17549 https://arxiv.…

Predicting Stock Market Crash with Bayesian Generalised Pareto Regression
This paper develops a Bayesian Generalised Pareto Regression (GPR) model to forecast extreme losses in Indian equity markets, with a focus on the Nifty 50 index. Extreme negative returns, though rare, can cause significant financial disruption, and accurate modelling of such events is essential for effective risk management. Traditional Generalised Pareto Distribution (GPD) models often ignore market conditions; in contrast, our framework links the scale parameter to covariates using a log-line…

This https://arxiv.org/abs/2501.18221 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_sta…

Network Weighted Functional Regression: a method for modeling dependencies between functional data in a network
This paper focuses on predicting continuous signals in a sensor lab network, particularly studying microclimate changes. We propose two novel concepts: Network Functional Data (NFD), which represents time series signals as functions on network nodes, and the Network Weighted Functional Regression (NWFR) model, which analyzes relationships between functional responses and predictors in a weighted network. Additionally, we introduce a functional conformal method to provide prediction bands with g…

Analysis of Photonic Circuit Losses with Machine Learning Techniques
Adrian Nugraha Utama, Simon Chun Kiat Goh, Li Hongyu, Wang Xiangyu, Zhou Yanyan, Victor Leong, Manas Mukherjee
https://arxiv.org/abs/2506.17999

Analysis of Photonic Circuit Losses with Machine Learning Techniques
Low-loss waveguides enable efficient light delivery in photonic circuits, which are essential for high-speed optical communications and scalable implementations of photonic quantum technologies. We study the effects of several fabrication and experimental parameters on the waveguide losses of a silicon nitride integrated photonics platform using various machine learning techniques. Compared to more complex machine learning algorithms, our results show that a simple linear regression model with …

Empirical Models of the Time Evolution of SPX Option Prices
Alessio Brini, David A. Hsieh, Patrick Kuiper, Sean Moushegian, David Ye
https://arxiv.org/abs/2506.17511

Empirical Models of the Time Evolution of SPX Option Prices
The key objective of this paper is to develop an empirical model for pricing SPX options that can be simulated over future paths of the SPX. To accomplish this, we formulate and rigorously evaluate several statistical models, including neural network, random forest, and linear regression. These models use the observed characteristics of the options as inputs -- their price, moneyness and time-to-maturity, as well as a small set of external inputs, such as the SPX and its past history, dividend …

Model-Free Kernel Conformal Depth Measures Algorithm for Uncertainty Quantification in Regression Models in Separable Hilbert Spaces
Marcos Matabuena, Rahul Ghosal, Pavlo Mozharovskyi, Oscar Hernan Madrid Padilla, Jukka-Pekka Onnela
https://arxiv.org/abs/2506.08325

Model-Free Kernel Conformal Depth Measures Algorithm for Uncertainty Quantification in Regression Models in Separable Hilbert Spaces
Depth measures are powerful tools for defining level sets in emerging, non--standard, and complex random objects such as high-dimensional multivariate data, functional data, and random graphs. Despite their favorable theoretical properties, the integration of depth measures into regression modeling to provide prediction regions remains a largely underexplored area of research. To address this gap, we propose a novel, model-free uncertainty quantification algorithm based on conditional depth mea…

Symbolic Regression-Enhanced Dynamic Wake Meandering: Fast and Physically Consistent Wind-Turbine Wake Modeling
Ding Wang, Dachuan Feng, Kangcheng Zhou, Yuntian Chen, Shijun Liao, Shiyi Chen
https://arxiv.org/abs/2506.14403

Symbolic Regression-Enhanced Dynamic Wake Meandering: Fast and Physically Consistent Wind-Turbine Wake Modeling
Accurately modeling wind turbine wakes is essential for optimizing wind farm performance but remains a persistent challenge. While the dynamic wake meandering (DWM) model captures unsteady wake behavior, it suffers from near-wake inaccuracies due to empirical closures. We propose a Symbolic Regression-enhanced DWM (SRDWM) framework that achieves equation-level closure by embedding symbolic expressions for volumetric forcing and boundary terms explicitly into governing equations. These physicall…

Fully Few-shot Class-incremental Audio Classification Using Multi-level Embedding Extractor and Ridge Regression Classifier
Yongjie Si, Yanxiong Li, Jiaxin Tan, Qianhua He, Il-Youp Kwak
https://arxiv.org/abs/2506.18406

Fully Few-shot Class-incremental Audio Classification Using Multi-level Embedding Extractor and Ridge Regression Classifier
In the task of Few-shot Class-incremental Audio Classification (FCAC), training samples of each base class are required to be abundant to train model. However, it is not easy to collect abundant training samples for many base classes due to data scarcity and high collection cost. We discuss a more realistic issue, Fully FCAC (FFCAC), in which training samples of both base and incremental classes are only a few. Furthermore, we propose a FFCAC method using a model which is decoupled into a multi…

This https://arxiv.org/abs/2312.01602 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_qu…

Quantum Time Series Similarity Measures and Quantum Temporal Kernels
This article presents a quantum computing approach to designing of similarity measures and kernels for classification of stochastic symbolic time series. In the area of machine learning, kernels are important components of various similarity-based classification, clustering, and regression algorithms. An effective strategy for devising problem-specific kernels is leveraging existing generative models of the example space. In this study we assume that a quantum generative model, known as quantum…

Orthogonality conditions for convex regression
Sheng Dai, Timo Kuosmanen, Xun Zhou
https://arxiv.org/abs/2506.21110 https://arxiv.org…

Orthogonality conditions for convex regression
Econometric identification generally relies on orthogonality conditions, which usually state that the random error term is uncorrelated with the explanatory variables. In convex regression, the orthogonality conditions for identification are unknown. Applying Lagrangian duality theory, we establish the sample orthogonality conditions for convex regression, including additive and multiplicative formulations of the regression model, with and without monotonicity and homogeneity constraints. We th…

Bayesian Modeling of Long-Term Dynamics in Indian Temperature Extremes
Chitradipa Chakraborty
https://arxiv.org/abs/2507.01540 https://

Bayesian Modeling of Long-Term Dynamics in Indian Temperature Extremes
Annual maximum temperature data provides crucial insights into the impacts of climate change, especially for regions like India, where temperature variations have significant implications for agriculture, health, and infrastructure. In this study, we propose the Coupled Continuous Time Random Walk (CTRW) model to analyze annual maximum temperature data in India from 1901 to 2017 and compare its performance with the Bayesian Spectral Analysis Regression (BSAR) model. The CTRW model extends the s…

A Framework for Creating Non-Regressive Test Cases via Branch Consistency Analysis Driven by Descriptions
Yuxiang Zhang, Pengyu Xue, Zhen Yang, Xiaoxue Ren, Xiang Li, Linhao Wu, Jiancheng Zhao, Xingda Yu
https://arxiv.org/abs/2506.07486

A Framework for Creating Non-Regressive Test Cases via Branch Consistency Analysis Driven by Descriptions
Automated test-generation research overwhelmingly assumes the correctness of focal methods, yet practitioners routinely face non-regression scenarios where the focal method may be defective. A baseline evaluation of EvoSuite and two leading Large Language Model (LLM)-based generators, namely ChatTester and ChatUniTest, on defective focal methods reveals that despite achieving up to 83% of branch coverage, none of the generated tests expose defects. To resolve this problem, we first construct …

Refining Tc Prediction in Hydrides via Symbolic-Regression-Enhanced Electron-Localization-Function-Based Descriptors
Francesco Belli, Sean Torres, Julia Contreras-Garc\`ia, Eva Zurek
https://arxiv.org/abs/2506.17456

Refining Tc Prediction in Hydrides via Symbolic-Regression-Enhanced Electron-Localization-Function-Based Descriptors
Hydrogen-based materials are able to possess extremely high superconducting critical temperatures, \tc s, due to hydrogen's low atomic mass and strong electron-phonon interaction. Recently, a descriptor based on the Electron Localization Function (ELF) has enabled the rapid estimation of the \tc\ of hydrogen-containing compounds from electronic networking properties, but its applicability has been limited by the small size and homogeneity of the training dataset used. Herein, the model is re-ex…

Jet Reconstruction with Mamba Networks in Collider Events
Jinmian Li, Peng Li, Bingwei Long, Rao Zhang
https://arxiv.org/abs/2506.18336 https://

Jet Reconstruction with Mamba Networks in Collider Events
We introduce a novel end-to-end framework for jet reconstruction in high-energy collider events, leveraging the efficiency and long-range modeling capabilities of the Mamba architecture. Our model unifies instance segmentation, classification, and kinematic regression into a single multi-task learning system, enabling a sophisticated multi-level reconstruction that simultaneously identifies primary heavy jets ($t$, $H$, $W/Z$) and their constituent sub-jets. To facilitate supervised learning fo…

Mixtures of Neural Network Experts with Application to Phytoplankton Flow Cytometry Data
Ethan Pawl, Fran\c{c}ois Ribalet, Paul A. Parker, Sangwon Hyun
https://arxiv.org/abs/2507.01375

Mixtures of Neural Network Experts with Application to Phytoplankton Flow Cytometry Data
Flow cytometry is a valuable technique that measures the optical properties of particles at a single-cell resolution. When deployed in the ocean, flow cytometry allows oceanographers to study different types of photosynthetic microbes called phytoplankton. It is of great interest to study how phytoplankton properties change in response to environmental conditions. In our work, we develop a nonlinear mixture of experts model for simultaneous clustering and regression utilizing random-weight neur…

Next-Generation Conflict Forecasting: Unleashing Predictive Patterns through Spatiotemporal Learning
Simon P. von der Maase
https://arxiv.org/abs/2506.14817

Next-Generation Conflict Forecasting: Unleashing Predictive Patterns through Spatiotemporal Learning
Forecasting violent conflict at high spatial and temporal resolution remains a central challenge for both researchers and policymakers. This study presents a novel neural network architecture for forecasting three distinct types of violence -- state-based, non-state, and one-sided -- at the subnational (priogrid-month) level, up to 36 months in advance. The model jointly performs classification and regression tasks, producing both probabilistic estimates and expected magnitudes of future events…

Multi-Task Reward Learning from Human Ratings
Mingkang Wu, Devin White, Evelyn Rose, Vernon Lawhern, Nicholas R Waytowich, Yongcan Cao
https://arxiv.org/abs/2506.09183

Multi-Task Reward Learning from Human Ratings
Reinforcement learning from human feeback (RLHF) has become a key factor in aligning model behavior with users' goals. However, while humans integrate multiple strategies when making decisions, current RLHF approaches often simplify this process by modeling human reasoning through isolated tasks such as classification or regression. In this paper, we propose a novel reinforcement learning (RL) method that mimics human decision-making by jointly considering multiple tasks. Specifically, we lever…

Revisiting Randomization in Greedy Model Search
Xin Chen, Jason M. Klusowski, Yan Shuo Tan, Chang Yu
https://arxiv.org/abs/2506.15643 https://

Revisiting Randomization in Greedy Model Search
Combining randomized estimators in an ensemble, such as via random forests, has become a fundamental technique in modern data science, but can be computationally expensive. Furthermore, the mechanism by which this improves predictive performance is poorly understood. We address these issues in the context of sparse linear regression by proposing and analyzing an ensemble of greedy forward selection estimators that are randomized by feature subsampling -- at each iteration, the best feature is s…

Data-Driven Nonlinear Regulation: Gaussian Process Learning
Telema Harry, Martin Guay, Shimin Wang, Richard D. Braatz
https://arxiv.org/abs/2506.09273 http…

Data-Driven Nonlinear Regulation: Gaussian Process Learning
This article addresses the output regulation problem for a class of nonlinear systems using a data-driven approach. An output feedback controller is proposed that integrates a traditional control component with a data-driven learning algorithm based on Gaussian Process (GP) regression to learn the nonlinear internal model. Specifically, a data-driven technique is employed to directly approximate the unknown internal model steady-state map from observed input-output data online. Our method does …

Gradient Boosting for Spatial Regression Models with Autoregressive Disturbances
Michael Balzer
https://arxiv.org/abs/2506.13682 https://

Gradient Boosting for Spatial Regression Models with Autoregressive Disturbances
Researchers in urban and regional studies increasingly deal with spatial data that reflects geographic location and spatial relationships. As a framework for dealing with the unique nature of spatial data, various spatial regression models have been introduced. In this article, a novel model-based gradient boosting algorithm for spatial regression models with autoregressive disturbances is proposed. Due to the modular nature, the approach provides an alternative estimation procedure which is fe…

An Interpretable Machine Learning Approach in Predicting Inflation Using Payments System Data: A Case Study of Indonesia
Wishnu Badrawani
https://arxiv.org/abs/2506.10369

An Interpretable Machine Learning Approach in Predicting Inflation Using Payments System Data: A Case Study of Indonesia
This paper evaluates the performance of prominent machine learning (ML) algorithms in predicting Indonesia's inflation using the payment system, capital market, and macroeconomic data. We compare the forecasting performance of each ML model, namely shrinkage regression, ensemble learning, and super vector regression, to that of the univariate time series ARIMA and SARIMA models. We examine various out-of-bag sample periods in each ML model to determine the appropriate data-splitting ratios for …

Machine learning approach to stock price crash risk
Abdullah Karasan, Ozge Sezgin Alp, Gerhard-Wilhelm Weber
https://arxiv.org/abs/2505.16287 https://

Machine learning approach to stock price crash risk
In this study, we propose a novel machine-learning-based measure for stock price crash risk, utilizing the minimum covariance determinant methodology. Employing this newly introduced dependent variable, we predict stock price crash risk through cross-sectional regression analysis. The findings confirm that the proposed method effectively captures stock price crash risk, with the model demonstrating strong performance in terms of both statistical significance and economic relevance. Furthermore,…

Causal Inference in Panel Data with a Continuous Treatment
Zhiguo Xiao, Peikai Wu
https://arxiv.org/abs/2506.23226 https://arxiv.org/…

Causal Inference in Panel Data with a Continuous Treatment
This paper proposes a framework that incorporates the two-way fixed effects model as a special case to conduct causal inference with a continuous treatment. Treatments are allowed to change over time and potential outcomes are dependent on historical treatments. Regression models on potential outcomes, along with the sequentially conditional independence assumptions (SCIAs) are introduced to identify the treatment effects, which are measured by aggre causal responses. Least squares and generali…

Let the Tree Decide: FABART A Non-Parametric Factor Model
Sofia Velasco
https://arxiv.org/abs/2506.11551 https://arxiv.org/pdf/2506.1…

Let the Tree Decide: FABART A Non-Parametric Factor Model
This article proposes a novel framework that integrates Bayesian Additive Regression Trees (BART) into a Factor-Augmented Vector Autoregressive (FAVAR) model to forecast macro-financial variables and examine asymmetries in the transmission of oil price shocks. By employing nonparametric techniques for dimension reduction, the model captures complex, nonlinear relationships between observables and latent factors that are often missed by linear approaches. A simulation experiment comparing FABART…

Let's play POLO: Integrating the probability of lesion origin into proton treatment plan optimization for low-grade glioma patients
Tim Ortkamp, Habiba Sallem, Semi Harrabi, Martin Frank, Oliver J\"akel, Julia Bauer, Niklas Wahl
https://arxiv.org/abs/2506.13539

Let's play POLO: Integrating the probability of lesion origin into proton treatment plan optimization for low-grade glioma patients
In proton therapy of low-grade glioma (LGG) patients, contrast-enhancing brain lesions (CEBLs) on magnetic resonance imaging are considered predictive of late radiation-induced lesions. From the observation that CEBLs tend to concentrate in regions of increased dose-averaged linear energy transfer (LET) and proximal to the ventricular system, the probability of lesion origin (POLO) model has been established as a multivariate logistic regression model for the voxel-wise probability prediction o…

High-dimensional regression with outcomes of mixed-type using the multivariate spike-and-slab LASSO
Soham Ghosh, Sameer K. Deshpande
https://arxiv.org/abs/2506.13007

High-dimensional regression with outcomes of mixed-type using the multivariate spike-and-slab LASSO
We consider a high-dimensional multi-outcome regression in which $q,$ possibly dependent, binary and continuous outcomes are regressed onto $p$ covariates. We model the observed outcome vector as a partially observed latent realization from a multivariate linear regression model. Our goal is to estimate simultaneously a sparse matrix ($B$) of latent regression coefficients (i.e., partial covariate effects) and a sparse latent residual precision matrix ($Ω$), which induces partial correlations …

Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound
Erum Iftikhar, Wei Wei, John Cartlidge
https://arxiv.org/abs/2506.12855

Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound
Blockchain-based decentralised lending is a rapidly growing and evolving alternative to traditional lending, but it poses new risks. To mitigate these risks, lending protocols have integrated automated risk management tools into their smart contracts. However, the effectiveness of the latest risk management features introduced in the most recent versions of these lending protocols is understudied. To close this gap, we use a panel regression fixed effects model to empirically analyse the cross-…

Estimating the Number of Components in Panel Data Finite Mixture Regression Models with an Application to Production Function Heterogeneity
Yu Hao, Hiroyuki Kasahara
https://arxiv.org/abs/2506.09666

Estimating the Number of Components in Panel Data Finite Mixture Regression Models with an Application to Production Function Heterogeneity
This paper develops statistical methods for determining the number of components in panel data finite mixture regression models with regression errors independently distributed as normal or more flexible normal mixtures. We analyze the asymptotic properties of the likelihood ratio test (LRT) and information criteria (AIC and BIC) for model selection in both conditionally independent and dynamic panel settings. Unlike cross-sectional normal mixture models, we show that panel data structures elim…

Akaike information criterion for segmented regression models
Kazuki Nakajima, Yoshiyuki Ninomiya
https://arxiv.org/abs/2506.08760 https://

Akaike information criterion for segmented regression models
In segmented regression, when the regression function is continuous at the change-points that are the boundaries of the segments, it is also called joinpoint regression, and the analysis package developed by \cite{KimFFM00} has become a standard tool for analyzing trends in longitudinal data in the field of epidemiology. In addition, it is sometimes natural to expect the regression function to be discontinuous at the change-points, and in the field of epidemiology, this model is used in \cite{J…

Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections
Tom Boot, Bart Keijsers
https://arxiv.org/abs/2506.09575 htt…

Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections
We study the accuracy of forecasts in the diffusion index forecast model with possibly weak loadings. The default option to construct forecasts is to estimate the factors through principal component analysis (PCA) on the available predictor matrix, and use the estimated factors to forecast the outcome variable. Alternatively, we can directly relate the outcome variable to the predictors through either ridge regression or random projections. We establish that forecasts based on PCA, ridge regres…

TRUST: Transparent, Robust and Ultra-Sparse Trees
Albert Dorador
https://arxiv.org/abs/2506.15791 https://arxiv.org/pdf/2506.15791

TRUST: Transparent, Robust and Ultra-Sparse Trees
Piecewise-constant regression trees remain popular for their interpretability, yet often lag behind black-box models like Random Forest in predictive accuracy. In this work, we introduce TRUST (Transparent, Robust, and Ultra-Sparse Trees), a novel regression tree model that combines the accuracy of Random Forests with the interpretability of shallow decision trees and sparse linear models. TRUST further enhances transparency by leveraging Large Language Models to generate tailored, user-friendl…

This https://arxiv.org/abs/2503.00772 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_eco…

Bayesian inference for dynamic spatial quantile models with interactive effects
With the rapid advancement of information technology and data collection systems, large-scale spatial panel data presents new methodological and computational challenges. This paper introduces a dynamic spatial panel quantile model that incorporates unobserved heterogeneity. The proposed model captures the dynamic structure of panel data, high-dimensional cross-sectional dependence, and allows for heterogeneous regression coefficients. To estimate the model, we propose a novel Bayesian Markov C…

Bayesian variable selection in a Cox proportional hazards model with the "Sum of Single Effects" prior
Yunqi Yang, Karl Tayeb, Peter Carbonetto, Xiaoyuan Zhong, Carole Ober, Matthew Stephens
https://arxiv.org/abs/2506.06233

Bayesian variable selection in a Cox proportional hazards model with the "Sum of Single Effects" prior
Motivated by genetic fine-mapping applications, we introduce a new approach to Bayesian variable selection regression (BVSR) for time-to-event (TTE) outcomes. This new approach is designed to deal with the specific challenges that arise in genetic fine-mapping, including: the presence of very strong correlations among the covariates, often exceeding 0.99; very large data sets containing potentially thousands of covariates and hundreds of thousands of samples. We accomplish this by extending the…

The use of cross validation in the analysis of designed experiments
Maria L. Weese, Byran J. Smucker, David J. Edwards
https://arxiv.org/abs/2506.14593 htt…

The use of cross validation in the analysis of designed experiments
Cross-validation (CV) is a common method to tune machine learning methods and can be used for model selection in regression as well. Because of the structured nature of small, traditional experimental designs, the literature has warned against using CV in their analysis. The striking increase in the use of machine learning, and thus CV, in the analysis of experimental designs, has led us to empirically study the effectiveness of CV compared to other methods of selecting models in designed exper…

Guidelines for LASSO and derivatives use under different dependence and scale structures
Laura Freijeiro-Gonz\'alez, Manuel Febrero-Bande, Wenceslao Gonz\'alez-Manteiga
https://arxiv.org/abs/2506.08582

Guidelines for LASSO and derivatives use under different dependence and scale structures
In a multivariate linear regression model with $p>1$ covariates, implementation of penalization techniques often implies a preliminary univariate standardization step. Although this prevents scale effects on the covariates selection procedure, possible dependence structures can be disrupted, leading to wrong results. This is particularly challenging in high-dimensional settings where $p \geq n$. In this paper, we analyze the standardization effect on the LASSO for different dependence-scales co…

Testing Hypotheses of Covariate Effects on Topics of Discourse
Gabriel Phelan, David A. Campbell
https://arxiv.org/abs/2506.05570 https://

Testing Hypotheses of Covariate Effects on Topics of Discourse
We introduce an approach to topic modelling with document-level covariates that remains tractable in the face of large text corpora. This is achieved by de-emphasizing the role of parameter estimation in an underlying probabilistic model, assuming instead that the data come from a fixed but unknown distribution whose statistical functionals are of interest. We propose combining a convex formulation of non-negative matrix factorization with standard regression techniques as a fast-to-compute and…