25 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Risk Engineering (Bulgaria)BG2 papers
- Aisin (United States)US1 paper
- Amirkabir University of TechnologyIR1 paper
- Berkeley CollegeUS1 paper
- Bexley HallUS1 paper
- Booth University CollegeCA1 paper
- Deutsches Zentrum für Luft- und Raumfahrt e. V. (DLR)DE1 paper
- Ferdowsi University of MashhadIR1 paper
- Institute for Security StudiesKE1 paper
- K. N. Toosi University of TechnologyIR1 paper
- National Tsing Hua UniversityTW1 paper
- Simon Fraser UniversityCA1 paper
9 papers
ZeroFalse: Improving Precision in Static Analysis with LLMs
Mohsen Iranmanesh, Sina Moradi Sabet, Sina Marefat +4
Static Application Security Testing (SAST) tools are integral to modern software development, yet their adoption is undermined by excessive false positives that weaken developer tr…
GraphCSVAE: Graph Categorical Structured Variational Autoencoder for Spatiotemporal Auditing of Physical Vulnerability Towards Sustainable Post-Disaster Risk Reduction
Joshua Dimasaka, Christian Geiß, Robert Muir-Wood +1
In the aftermath of disasters, many institutions worldwide face challenges in monitoring changes in disaster risk, limiting assessment of progress towards the UN Sendai Framework f…
Emergent Misalignment: Narrow finetuning can produce broadly misaligned LLMs
Jan Betley, Daniel Tan, Niels Warncke +5
We present a surprising result regarding LLMs and alignment. In our experiment, a model is finetuned to output insecure code without disclosing this to the user. The resulting mode…
Robust Trading in a Generalized Lattice Market
Chung-Han Hsieh, Xin-Yu Wang
This paper introduces a novel robust trading paradigm, called \textit{multi-double linear policies}, situated within a \textit{generalized} lattice market. Distinctively, our frame…
Quantum Monte Carlo simulations for financial risk analytics: scenario generation for equity, rate, and credit risk factors
Titos Matsakos, Stuart Nield
Monte Carlo (MC) simulations are widely used in financial risk management, from estimating value-at-risk (VaR) to pricing over-the-counter derivatives. However, they come at a sign…
BNP-Seq: Bayesian Nonparametric Differential Expression Analysis of Sequencing Count Data
Siamak Zamani Dadaneh, Xiaoning Qian, Mingyuan Zhou
We perform differential expression analysis of high-throughput sequencing count data under a Bayesian nonparametric framework, removing sophisticated ad-hoc pre-processing steps co…
A deconvolution path for mixtures
Oscar Hernan Madrid Padilla, Nicholas G. Polson, James G. Scott
We propose a class of estimators for deconvolution in mixture models based on a simple two-step "bin-and-smooth" procedure applied to histogram counts. The method is both statistic…
Decoupling shrinkage and selection in Bayesian linear models: a posterior summary perspective
P. Richard Hahn, Carlos M. Carvalho
Selecting a subset of variables for linear models remains an active area of research. This paper reviews many of the recent contributions to the Bayesian model selection and shrink…
A New Framework for the Assessment and Calibration of Medium Range Ensemble Temperature Forecasts
Stephen Jewson, Anders Brix, Christine Ziehmann
We present a new framework for the assessment and calibration of medium range ensemble temperature forecasts. The method is based on maximising the likelihood of a simple parametri…