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Ibrahima Niang

Publications and source records attributed to Ibrahima Niang.

4 recordsLinked to original sources

Hallucination by proxy in LLM-assisted differential diagnosis

Current evidence suggests that LLM assistance could augment the diagnostic accuracy of clinicians. However, these systems are black boxes, susceptible to hallucinations, and project a potentially misleading level of confidence. It is currently unknown whether physicians are susceptible to accepting fabricated LLM suggestions, and whether this susceptibility varies with experience. We poisoned the system prompt of an LLM-based diagnostic assistant, forcing it to suggest a fictitious disease (neurocadmiumatosis) within an otherwise legitimate differential diagnosis. Across two independent phases, 18 of 41 participants (44%) incorporated neurocadmiumatosis into their final differential following LLM interaction: 18 of 26 participants with 6 months or less of neuroradiology training (69%) and 0 of 15 participants with >6 months of neuroradiology training (0%). Our results indicate that radiologists, particularly early in their training, are susceptible to LLM hallucinations. This "hallucination by proxy" phenomenon was exclusive to physicians with limited subspecialty experience, underscoring the need for structured training in critical appraisal of AI-generated content.

cs.HC

Estimation of quantile oriented sensitivity indices

The paper concerns quantile oriented sensitivity analysis. We rewrite the corresponding indices using the Conditional Tail Expectation risk measure. Then, we use this new expression to built estimators.

math.ST

On the range of admissible term-structures

In this paper, we analyze the diversity of term structure functions (e.g., yield curves, swap curves, credit curves) constructed in a process which complies with some admissible properties: arbitrage-freeness, ability to fit market quotes and a certain degree of smooth- ness. When present values of building instruments are expressed as linear combinations of some primary quantities such as zero-coupon bonds, discount factor, or survival probabilit- ies, arbitrage-free bounds can be derived for those quantities at the most liquid maturities. As a matter of example, we present an iterative procedure that allows to compute model-free bounds for OIS-implied discount rates and CDS-implied default probabilities. We then show how mean-reverting term structure models can be used as generators of admissible curves. This framework is based on a particular specification of the mean-reverting level which al- lows to perfectly reproduce market quotes of standard vanilla interest-rate and default-risky securities while preserving a certain degree of smoothness. The numerical results suggest that, for both OIS discounting curves and CDS credit curves, the operational task of term- structure construction may be associated with a significant degree of uncertainty.

q-fin.CP