loss distribution
Quantum Amplitude Estimation for Catastrophe Insurance Tail-Risk Pricing: Empirical Convergence and NISQ Noise Analysis
Classical Monte Carlo methods for pricing catastrophe insurance tail risk converge at order reciprocal root N, requiring large simulation budgets to resolve upper-tail percentiles of the loss distribution. This sample-sparsity problem can lead to AI models trained on impoverished tail data, producing poorly calibrated risk estimates where insolvency risk is greatest. Quantum Amplitude Estimation (QAE), following Montanaro, achieves convergence approaching order reciprocal N in oracle queries - a quadratic speedup that, at scale, would enable high-resolution tail estimation within practical budgets. We validate this advantage empirically using a Qiskit Aer simulator with genuine Grover amplification. A complete pipeline encodes fitted lognormal catastrophe distributions into quantum oracles via amplitude encoding, producing small readout probabilities that enable safe Grover amplification with up to k=16 iterations. Seven experiments on synthetic and real (NOAA Storm Events, 58,028 records) data yield three main findings: an oracle-model advantage, that strong classical baselines win when analytical access is available, and that discretisation, not estimation, is the current bottleneck.
Taming Heavy-Tailed Losses in Adversarial Bandits and the Best-of-Both-Worlds Setting
Consider the multi-armed bandits (MAB) problem (Auer et al., 2002a,b), which is a useful framework Typically, the losses are assumed to have a support on a bounded interval (e.g., Moreover, while the former ones enjoy a logarithmic regret (i.e., These performance discrepancies motivated the study of the Best-of-Both-W orlds (BOBW) setting.
PAC-Bayes under potentially heavy tails
WederivePAC-Bayesian learning guarantees forheavy-tailed losses, andobtain a novel optimal Gibbs posterior which enjoys finite-sample excess risk bounds atlogarithmic confidence. Ourcoretechnique itselfmakesuseofPAC-Bayesian inequalities in order to derive a robust risk estimator, which by design is easy to compute.
Cutting Through the Noise: On-the-fly Outlier Detection for Robust Training of Machine Learning Interatomic Potentials
Lam, Terry C. W., O'Neill, Niamh, Schran, Christoph, Schaaf, Lars L.
The accuracy of machine learning interatomic potentials suffers from reference data that contains numerical noise. Often originating from unconverged or inconsistent electronic-structure calculations, this noise is challenging to identify. Existing mitigation strategies such as manual filtering or iterative refinement of outliers, require either substantial expert effort or multiple expensive retraining cycles, making them difficult to scale to large datasets. Here, we introduce an on-the-fly outlier detection scheme that automatically down-weights noisy samples, without requiring additional reference calculations. By tracking the loss distribution via an exponential moving average, this unsupervised method identifies outliers throughout a single training run. We show that this approach prevents overfitting and matches the performance of iterative refinement baselines with significantly reduced overhead. The method's effectiveness is demonstrated by recovering accurate physical observables for liquid water from unconverged reference data, including diffusion coefficients. Furthermore, we validate its scalability by training a foundation model for organic chemistry on the SPICE dataset, where it reduces energy errors by a factor of three. This framework provides a simple, automated solution for training robust models on imperfect datasets across dataset sizes.
The Tail Tells All: Estimating Model-Level Membership Inference Vulnerability Without Reference Models
Dodd, Euodia, Krฤo, Nataลกa, Shilov, Igor, de Montjoye, Yves-Alexandre
Membership inference attacks (MIAs) have emerged as the standard tool for evaluating the privacy risks of AI models. However, state-of-the-art attacks require training numerous, often computationally expensive, reference models, limiting their practicality. We present a novel approach for estimating model-level vulnerability, the TPR at low FPR, to membership inference attacks without requiring reference models. Empirical analysis shows loss distributions to be asymmetric and heavy-tailed and suggests that most points at risk from MIAs have moved from the tail (high-loss region) to the head (low-loss region) of the distribution after training. We leverage this insight to propose a method to estimate model-level vulnerability from the training and testing distribution alone: using the absence of outliers from the high-loss region as a predictor of the risk. We evaluate our method, the TNR of a simple loss attack, across a wide range of architectures and datasets and show it to accurately estimate model-level vulnerability to the SOTA MIA attack (LiRA). We also show our method to outperform both low-cost (few reference models) attacks such as RMIA and other measures of distribution difference. We finally evaluate the use of non-linear functions to evaluate risk and show the approach to be promising to evaluate the risk in large-language models.
From Entity Reliability to Clean Feedback: An Entity-Aware Denoising Framework Beyond Interaction-Level Signals
Liu, Ze, Wang, Xianquan, Liu, Shuochen, Ma, Jie, Xu, Huibo, Han, Yupeng, Zhang, Kai, Zhou, Jun
Implicit feedback is central to modern recommender systems but is inherently noisy, often impairing model training and degrading user experience. At scale, such noise can mislead learning processes, reducing both recommendation accuracy and platform value. Existing denoising strategies typically overlook the entity-specific nature of noise while introducing high computational costs and complex hyperparameter tuning. To address these challenges, we propose \textbf{EARD} (\textbf{E}ntity-\textbf{A}ware \textbf{R}eliability-\textbf{D}riven Denoising), a lightweight framework that shifts the focus from interaction-level signals to entity-level reliability. Motivated by the empirical observation that training loss correlates with noise, EARD quantifies user and item reliability via their average training losses as a proxy for reputation, and integrates these entity-level factors with interaction-level confidence. The framework is \textbf{model-agnostic}, \textbf{computationally efficient}, and requires \textbf{only two intuitive hyperparameters}. Extensive experiments across multiple datasets and backbone models demonstrate that EARD yields substantial improvements over state-of-the-art baselines (e.g., up to 27.01\% gain in NDCG@50), while incurring negligible additional computational cost. Comprehensive ablation studies and mechanism analyses further confirm EARD's robustness to hyperparameter choices and its practical scalability. These results highlight the importance of entity-aware reliability modeling for denoising implicit feedback and pave the way for more robust recommendation research.