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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Martingale Doppelgänger-Eval: An Identification Framework...
Ziyao Wang · 2026-06-16 · via stat.ML updates on arXiv.org

We introduce Martingale Doppelgänger-Eval, a public shadow-market benchmark for auditing whether vision-language models (VLMs) use candlestick evidence rather than extrapolate past trends. The central difficulty is identification: on real market histories, chart evidence and trend are strongly coupled, so an observational score cannot determine whether a fluent technical-analysis narrative is grounded in local visual evidence. We prove this limitation formally: no evaluation functional computed from observational chart--label data can distinguish a grounded responder from a trend-shortcut responder under strong coupling, whereas matched evidence interventions separate the same responders at an exponential rate and trend--label swaps provide an independent shortcut stress test. The benchmark therefore evaluates frozen VLMs on rendered OHLCV charts under four controlled mechanisms: a martingale-null market, injected-alpha counterfactual pairs, trend-confounder swaps, and regime shifts. A structural behavioral model identifies null-market bias, trend sensitivity, evidence sensitivity, prompt/renderer fragility, and evidence faithfulness; the accompanying statistical toolkit provides minimum detectable effects, block-aware sequential testing for metered APIs, and an overlap-weighted artifact check. Across frozen commercial and open VLMs, the identified regression assigns large positive coefficients to past trend but evidence coefficients that are zero or opposite to the rule-implied sign. Matched-pair analyses show that models either ignore injected candlestick semantics or move opposite to the rule-implied direction conditional on responding. The benchmark isolates a failure mode that standard observational chart benchmarks cannot detect and gives a reusable audit template for time-series imagery with controllable label mechanisms.