Sequential Audit Sampling with Statistical Guarantees
Fuente:
arXiv
Saved in:
| Main Authors: | Kato, Masahiro, Nakagawa, Kei |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Statistical Inference for Score Decompositions
by: Dimitriadis, Timo, et al.
Published: (2026)
by: Dimitriadis, Timo, et al.
Published: (2026)
Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market
by: Chęć, Katarzyna, et al.
Published: (2025)
by: Chęć, Katarzyna, et al.
Published: (2025)
Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective
by: Caporin, Massimiliano, et al.
Published: (2026)
by: Caporin, Massimiliano, et al.
Published: (2026)
General Equilibrium Amplification and Crisis Vulnerability: Cross-Crisis Evidence from Global Banks
by: Kikuchi, Tatsuru
Published: (2025)
by: Kikuchi, Tatsuru
Published: (2025)
Dynamic CoVaR Modeling and Estimation
by: Dimitriadis, Timo, et al.
Published: (2022)
by: Dimitriadis, Timo, et al.
Published: (2022)
A nonparametric test for rough volatility
by: Chong, Carsten H., et al.
Published: (2024)
by: Chong, Carsten H., et al.
Published: (2024)
Debiased Nonparametric Regression for Statistical Inference and Distributionally Robustness
by: Kato, Masahiro
Published: (2024)
by: Kato, Masahiro
Published: (2024)
Systemic Risk Surveillance
by: Dimitriadis, Timo, et al.
Published: (2026)
by: Dimitriadis, Timo, et al.
Published: (2026)
Spot Regressions with Candlesticks
by: Simsek, Yasin
Published: (2025)
by: Simsek, Yasin
Published: (2025)
Principal Component Copulas for Capital Modelling and Systemic Risk
by: Gubbels, K. B., et al.
Published: (2023)
by: Gubbels, K. B., et al.
Published: (2023)
Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models
by: Dimitriadis, Timo, et al.
Published: (2022)
by: Dimitriadis, Timo, et al.
Published: (2022)
Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon in High-Dimensional Time Series
by: Gao, Zhaoxing
Published: (2024)
by: Gao, Zhaoxing
Published: (2024)
Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
by: Wang, Haibo, et al.
Published: (2026)
by: Wang, Haibo, et al.
Published: (2026)
Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries
by: Wang, Haibo
Published: (2025)
by: Wang, Haibo
Published: (2025)
Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning
by: Kato, Masahiro
Published: (2026)
by: Kato, Masahiro
Published: (2026)
General Bayesian Policy Learning
by: Kato, Masahiro
Published: (2026)
by: Kato, Masahiro
Published: (2026)
genriesz: A Python Package for Automatic Debiased Machine Learning with Generalized Riesz Regression
by: Kato, Masahiro
Published: (2026)
by: Kato, Masahiro
Published: (2026)
A Unified Framework for Debiased Machine Learning: Riesz Representer Fitting under Bregman Divergence
by: Kato, Masahiro
Published: (2026)
by: Kato, Masahiro
Published: (2026)
Riesz Regression As Direct Density Ratio Estimation
by: Kato, Masahiro
Published: (2025)
by: Kato, Masahiro
Published: (2025)
Semi-Supervised Treatment Effect Estimation with Unlabeled Covariates for Prediction-Powered Causal Inference
by: Kato, Masahiro
Published: (2025)
by: Kato, Masahiro
Published: (2025)
Nearest Neighbor Matching as Least Squares Density Ratio Estimation and Riesz Regression
by: Kato, Masahiro
Published: (2025)
by: Kato, Masahiro
Published: (2025)
Direct Bias-Correction Term Estimation for Average Treatment Effect Estimation
by: Kato, Masahiro
Published: (2025)
by: Kato, Masahiro
Published: (2025)
Minimax and Bayes Optimal Best-Arm Identification
by: Kato, Masahiro
Published: (2025)
by: Kato, Masahiro
Published: (2025)
Locally Optimal Fixed-Budget Best Arm Identification in Two-Armed Gaussian Bandits with Unknown Variances
by: Kato, Masahiro
Published: (2023)
by: Kato, Masahiro
Published: (2023)
Causal-Policy Forest for End-to-End Policy Learning
by: Kato, Masahiro
Published: (2025)
by: Kato, Masahiro
Published: (2025)
Direct Debiased Machine Learning via Bregman Divergence Minimization
by: Kato, Masahiro
Published: (2025)
by: Kato, Masahiro
Published: (2025)
A Unified Theory for Causal Inference: Direct Debiased Machine Learning via Bregman-Riesz Regression
by: Kato, Masahiro
Published: (2025)
by: Kato, Masahiro
Published: (2025)
A Note on Doubly Robust Estimator in Regression Discontinuity Designs
by: Kato, Masahiro
Published: (2024)
by: Kato, Masahiro
Published: (2024)
Minimax and Bayes Optimal Adaptive Experimental Design for Treatment Choice
by: Kato, Masahiro
Published: (2025)
by: Kato, Masahiro
Published: (2025)
Bridging the Gap between Empirical Welfare Maximization and Conditional Average Treatment Effect Estimation in Policy Learning
by: Kato, Masahiro
Published: (2025)
by: Kato, Masahiro
Published: (2025)
Worst-Case Optimal Multi-Armed Gaussian Best Arm Identification with a Fixed Budget
by: Kato, Masahiro
Published: (2023)
by: Kato, Masahiro
Published: (2023)
ScoreMatchingRiesz: Score Matching for Debiased Machine Learning and Policy Path Estimation
by: Kato, Masahiro
Published: (2025)
by: Kato, Masahiro
Published: (2025)
Debiased Regression for Root-N-Consistent Conditional Mean Estimation
by: Kato, Masahiro
Published: (2024)
by: Kato, Masahiro
Published: (2024)
Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from the 2008 Financial Crisis
by: Kikuchi, Tatsuru
Published: (2025)
by: Kikuchi, Tatsuru
Published: (2025)
Enhancing a Risk Model by Adding Transient Statistical Factors
by: Tzikas, Alexandros E., et al.
Published: (2026)
by: Tzikas, Alexandros E., et al.
Published: (2026)
When can weak latent factors be statistically inferred?
by: Fan, Jianqing, et al.
Published: (2024)
by: Fan, Jianqing, et al.
Published: (2024)
The Role of Contextual Information in Best Arm Identification
by: Kato, Masahiro, et al.
Published: (2021)
by: Kato, Masahiro, et al.
Published: (2021)
Uni-FinLLM: A Unified Multimodal Large Language Model with Modular Task Heads for Micro-Level Stock Prediction and Macro-Level Systemic Risk Assessment
by: Zhang, Gongao, et al.
Published: (2026)
by: Zhang, Gongao, et al.
Published: (2026)
Hybrid Hidden Markov Model for Modeling Equity Excess Growth Rate Dynamics: A Discrete-State Approach with Jump-Diffusion
by: Alswaidan, Abdulrahman, et al.
Published: (2026)
by: Alswaidan, Abdulrahman, et al.
Published: (2026)
A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios
by: Kündig, Pascal, et al.
Published: (2024)
by: Kündig, Pascal, et al.
Published: (2024)
Similar Items
-
Statistical Inference for Score Decompositions
by: Dimitriadis, Timo, et al.
Published: (2026) -
Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market
by: Chęć, Katarzyna, et al.
Published: (2025) -
Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective
by: Caporin, Massimiliano, et al.
Published: (2026) -
General Equilibrium Amplification and Crisis Vulnerability: Cross-Crisis Evidence from Global Banks
by: Kikuchi, Tatsuru
Published: (2025) -
Dynamic CoVaR Modeling and Estimation
by: Dimitriadis, Timo, et al.
Published: (2022)