activity
20092026
most citedDeep Learning in Characteristics-Sorted Factor Models

120 citations · 124 across the 17 of their papers we have counts for

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6 papers · 1 filter

stat.AP2026

Chess Signatures of Play

Christian Turk, Nicholas Polson

A game of chess is a stream: a time-ordered sequence of moves, each carrying an engine evaluation, a measure of accuracy, a measure of position complexity, and a clock reading. We…

math.ST2026

E-Values, Bayes Risk, Dual Role of Markov's Inequality

Nicholas G. Polson, Daniel Zantedeschi

Two approaches to hypothesis testing, e-value testing and Bayes risk minimisation, both invoke Markov's inequality to control error probabilities. They differ in which distribution…

cs.IT2026

Kakeya Conjecture and Conditional Kolmogorov Complexity

Nicholas G. Polson, Daniel Zantedeschi

This paper develops an information-theoretic framework for algorithmic complexity under regular identifiable fibering. The central question is: when a decoder is given information…

math.ST2026

A New Look at Bayesian Testing

Jyotishka Datta, Nicholas G. Polson, Vadim Sokolov +1

We identify the critical deviation scale governing Bayesian evidence accumulation in regular parametric testing. Under integrated Bayes risk with zero-one loss, the risk-optimal re…

stat.ML2026

Bayes with No Shame: Admissibility Geometries of Predictive Inference

Nicholas G. Polson, Daniel Zantedeschi

Modern predictive systems combine predictors, sequential monitors, prediction sets, and online strategies, each with a different certificate of optimality. We study four criterion-…

math.ST2026

Bayes Risk for Goodness of Fit Tests

Nicholas G. Polson, Vadim Sokolov, Daniel Zantedeschi

We develop a unified framework for goodness-of-fit (GOF) testing through the lens of Bayes risk. Classical GOF procedures are commonly calibrated either at fixed significance level…