arXiv subjects

Lukas Bauer

Publications and source records attributed to Lukas Bauer.

4 recordsLinked to original sources

arXiv2025

VoxTell: Free-Text Promptable Universal 3D Medical Image Segmentation

We introduce VoxTell, a vision-language model for text-prompted volumetric medical image segmentation. It maps free-form descriptions, from single words to full clinical sentences, to 3D masks. Trained on 62K+ CT, MRI, and PET volumes spanning over 1K anatomical and pathological classes, VoxTell uses multi-stage vision-language fusion across decoder layers to align textual and visual features at multiple scales. It achieves state-of-the-art zero-shot performance across modalities on unseen datasets, excelling on familiar concepts while generalizing to related unseen classes. Extensive experiments further demonstrate strong cross-modality transfer, robustness to linguistic variations and clinical language, as well as accurate instance-specific segmentation from real-world text. Code is available at: https://www.github.com/MIC-DKFZ/VoxTell

cs.CV↗

arXiv2025

Evaluating financial tail risk forecasts: Testing Equal Predictive Ability

This paper provides comprehensive simulation results on the finite sample properties of the Diebold-Mariano (DM) test by Diebold and Mariano (1995) and the model confidence set (MCS) testing procedure by Hansen et al. (2011) applied to the asymmetric loss functions specific to financial tail risk forecasts, such as Value-at-Risk (VaR) and Expected Shortfall (ES). We focus on statistical loss functions that are strictly consistent in the sense of Gneiting (2011a). We find that the tests show little power against models that underestimate the tail risk at the most extreme quantile levels, while the finite sample properties generally improve with the quantile level and the out-of-sample size. For the small quantile levels and out-of-sample sizes of up to two years, we observe heavily skewed test statistics and non-negligible type III errors, which implies that researchers should be cautious about using standard normal or bootstrapped critical values. We demonstrate both empirically and theoretically how these unfavorable finite sample results relate to the asymmetric loss functions and the time varying volatility inherent in financial return data.

econ.EM↗

arXiv2025

Conditional Method Confidence Set

This paper proposes a Conditional Method Confidence Set (CMCS) which allows to select the best subset of forecasting methods with equal predictive ability conditional on a specific economic regime. The test resembles the Model Confidence Set by Hansen et al. (2011) and is adapted for conditional forecast evaluation. We show the asymptotic validity of the proposed test and illustrate its properties in a simulation study. The proposed testing procedure is particularly suitable for stress-testing of financial risk models required by the regulators. We showcase the empirical relevance of the CMCS using the stress-testing scenario of Expected Shortfall. The empirical evidence suggests that the proposed CMCS procedure can be used as a robust tool for forecast evaluation of market risk models for different economic regimes.

econ.EM↗

arXiv2020

An Exercise in Open Data: Triple Axis Data on Si single crystal

Efforts are rising in opening up science by making data more transparent and more easily available, including the data reduction and evaluation procedures and code. A strong foundation for this is the F.A.I.R. principle, building on Findability, Accessibility, Interoperability, and Reuse of digital assets, complemented by the letter T for trustworthyness of the data. Here, we have used data, which was made available by the Institute Laue-Langevin and can be identified using a DOI, to follow the F.A.I.R.+T. principle in extracting, evaluating and publishing triple axis data, recorded at IN3.

cond-mat.mtrl-sci↗