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This paper presents novel prompting techniques to improve the performance of automatic summarization systems for scientific articles. Scientific article summarization is highly challenging due to the length and complexity of these documents. We conceive, implement, and evaluate prompting techniques that provide additional contextual information to guide summarization systems. Specifically, we feed summarizers with lists of key terms extracted from articles, such as author keywords or automatically generated keywords. Our techniques are tested with various summarization models and input texts. Results show performance gains, especially for smaller models summarizing sections separately. This evidences that prompting is a promising approach to overcoming the limitations of less powerful systems. Our findings introduce a new research direction of using prompts to aid smaller models.

The impact of outliers and anomalies on model estimation and data processing is of paramount importance, as evidenced by the extensive body of research spanning various fields over several decades: thousands of research papers have been published on the subject. As a consequence, numerous reviews, surveys, and textbooks have sought to summarize the existing literature, encompassing a wide range of methods from both the statistical and data mining communities. While these endeavors to organize and summarize the research are invaluable, they face inherent challenges due to the pervasive nature of outliers and anomalies in all data-intensive applications, irrespective of the specific application field or scientific discipline. As a result, the resulting collection of papers remains voluminous and somewhat heterogeneous. To address the need for knowledge organization in this domain, this paper implements the first systematic meta-survey of general surveys and reviews on outlier and anomaly detection. Employing a classical systematic survey approach, the study collects nearly 500 papers using two specialized scientific search engines. From this comprehensive collection, a subset of 56 papers that claim to be general surveys on outlier detection is selected using a snowball search technique to enhance field coverage. A meticulous quality assessment phase further refines the selection to a subset of 25 high-quality general surveys. Using this curated collection, the paper investigates the evolution of the outlier detection field over a 20-year period, revealing emerging themes and methods. Furthermore, an analysis of the surveys sheds light on the survey writing practices adopted by scholars from different communities who have contributed to this field. Finally, the paper delves into several topics where consensus has emerged from the literature. These include taxonomies of outlier types, challenges posed by high-dimensional data, the importance of anomaly scores, the impact of learning conditions, difficulties in benchmarking, and the significance of neural networks. Non-consensual aspects are also discussed, particularly the distinction between local and global outliers and the challenges in organizing detection methods into meaningful taxonomies.

We consider the problem of chance constrained optimization where it is sought to optimize a function and satisfy constraints, both of which are affected by uncertainties. The real world declinations of this problem are particularly challenging because of their inherent computational cost. To tackle such problems, we propose a new Bayesian optimization method. It applies to the situation where the uncertainty comes from some of the inputs, so that it becomes possible to define an acquisition criterion in the joint controlled-uncontrolled input space. The main contribution of this work is an acquisition criterion that accounts for both the average improvement in objective function and the constraint reliability. The criterion is derived following the Stepwise Uncertainty Reduction logic and its maximization provides both optimal controlled and uncontrolled parameters. Analytical expressions are given to efficiently calculate the criterion. Numerical studies on test functions are presented. It is found through experimental comparisons with alternative sampling criteria that the adequation between the sampling criterion and the problem contributes to the efficiency of the overall optimization. As a side result, an expression for the variance of the improvement is given.

Singularly perturbed boundary value problems pose a significant challenge for their numerical approximations because of the presence of sharp boundary layers. These sharp boundary layers are responsible for the stiffness of solutions, which leads to large computational errors, if not properly handled. It is well-known that the classical numerical methods as well as the Physics-Informed Neural Networks (PINNs) require some special treatments near the boundary, e.g., using extensive mesh refinements or finer collocation points, in order to obtain an accurate approximate solution especially inside of the stiff boundary layer. In this article, we modify the PINNs and construct our new semi-analytic SL-PINNs suitable for singularly perturbed boundary value problems. Performing the boundary layer analysis, we first find the corrector functions describing the singular behavior of the stiff solutions inside boundary layers. Then we obtain the SL-PINN approximations of the singularly perturbed problems by embedding the explicit correctors in the structure of PINNs or by training the correctors together with the PINN approximations. Our numerical experiments confirm that our new SL-PINN methods produce stable and accurate approximations for stiff solutions.

This study elaborates a text-based metric to quantify the unique position of stylized scientific research, characterized by its innovative integration of diverse knowledge components and potential to pivot established scientific paradigms. Our analysis reveals a concerning decline in stylized research, highlighted by its comparative undervaluation in terms of citation counts and protracted peer-review duration. Despite facing these challenges, the disruptive potential of stylized research remains robust, consistently introducing groundbreaking questions and theories. This paper posits that substantive reforms are necessary to incentivize and recognize the value of stylized research, including optimizations to the peer-review process and the criteria for evaluating scientific impact. Embracing these changes may be imperative to halt the downturn in stylized research and ensure enduring scholarly exploration in endless frontiers.

In a one-way analysis-of-variance (ANOVA) model, the number of all pairwise comparisons can be large even when there are only a moderate number of groups. Motivated by this, we consider a regime with a growing number of groups, and prove that for testing pairwise comparisons the BH procedure can offer asymptotic control on false discoveries, despite that the t-statistics involved do not exhibit the well-known positive dependence structure called the PRDS to guarantee exact false discovery rate (FDR) control. Sharing Tukey's viewpoint that the difference in the means of any two groups cannot be exactly zero, our main result is stated in terms of the control on the directional false discovery rate and directional false discovery proportion. A key technical contribution is that we have shown the dependence among the t-statistics to be weak enough to induce a convergence result typically needed for establishing asymptotic FDR control. Our analysis does not adhere to stylized assumptions such as normality, variance homogeneity and a balanced design, and thus provides a theoretical grounding for applications in more general situations.

A novel regression method is introduced and studied. The procedure weights squared residuals based on their magnitude. Unlike the classic least squares which treats every squared residual equally important, the new procedure exponentially down-weights squared-residuals that lie far away from the cloud of all residuals and assigns a constant weight (one) to squared-residuals that lie close to the center of the squared-residual cloud. The new procedure can keep a good balance between robustness and efficiency, it possesses the highest breakdown point robustness for any regression equivariant procedure, much more robust than the classic least squares, yet much more efficient than the benchmark of robust method, the least trimmed squares (LTS) of Rousseeuw (1984). With a smooth weight function, the new procedure could be computed very fast by the first-order (first-derivative) method and the second-order (second-derivative) method. Assertions and other theoretical findings are verified in simulated and real data examples.

In this paper we explore the concept of sequential inductive prediction intervals using theory from sequential testing. We furthermore introduce a 3-parameter PAC definition of prediction intervals that allows us via simulation to achieve almost sharp bounds with high probability.

This paper considers the problem of robust iterative Bayesian smoothing in nonlinear state-space models with additive noise using Gaussian approximations. Iterative methods are known to improve smoothed estimates but are not guaranteed to converge, motivating the development of more robust versions of the algorithms. The aim of this article is to present Levenberg-Marquardt (LM) and line-search extensions of the classical iterated extended Kalman smoother (IEKS) as well as the iterated posterior linearisation smoother (IPLS). The IEKS has previously been shown to be equivalent to the Gauss-Newton (GN) method. We derive a similar GN interpretation for the IPLS. Furthermore, we show that an LM extension for both iterative methods can be achieved with a simple modification of the smoothing iterations, enabling algorithms with efficient implementations. Our numerical experiments show the importance of robust methods, in particular for the IEKS-based smoothers. The computationally expensive IPLS-based smoothers are naturally robust but can still benefit from further regularisation.

In this paper we develop a novel neural network model for predicting implied volatility surface. Prior financial domain knowledge is taken into account. A new activation function that incorporates volatility smile is proposed, which is used for the hidden nodes that process the underlying asset price. In addition, financial conditions, such as the absence of arbitrage, the boundaries and the asymptotic slope, are embedded into the loss function. This is one of the very first studies which discuss a methodological framework that incorporates prior financial domain knowledge into neural network architecture design and model training. The proposed model outperforms the benchmarked models with the option data on the S&P 500 index over 20 years. More importantly, the domain knowledge is satisfied empirically, showing the model is consistent with the existing financial theories and conditions related to implied volatility surface.