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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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8.3%16.7%25.0%33.3% · Jan 199319922001200920172026
48 results for Ancestral Recombination Graphs

Ancestral graph models, introduced by Richardson and Spirtes (2002), generalize both Markov random fields and Bayesian networks to a class of graphs with a global Markov property that is closed under conditioning and marginalization. By design, ancestral graphs encode precisely the conditional independence structures t…

2012-07-11abs ↗pdf ↗

New algorithm identifies causal relationships from graphs, even with selection bias.

problem Identifying causal relationships from graphs with selection bias.
method Developed a measure-theoretic version of Pearl's causal calculus and a sound, complete identification algorithm.
result General measure-theoretic version of causal calculus allows for identification of causal relationships under selection bias.

In this paper, we study classes of graphs with three types of edges that capture the modified independence structure of a directed acyclic graph (DAG) after marginalisation over unobserved variables and conditioning on selection variables using the mm-separation criterion. These include MC, summary, and ancestral grap…

2011-10-19abs ↗pdf ↗

Study of Betti numbers in prodsimplicial complexes for directed graphs, focusing on DNA recombination.

problem Analyzing Betti numbers in directed graphs for DNA recombination.
method Custom prodsimplicial complexes for acyclic directed graphs, investigating Betti numbers.
result Investigated Betti numbers and cycles in prodsimplicial complexes for DNA recombination.

A new algorithm learns MAGs from data more efficiently using entropy.

problem Learning MAGs from data is unstable and computationally expensive.
method Uses entropy estimation and refined Markov property to score MAGs.
result Algorithm is polynomial in number of nodes and outperforms existing methods.

AGFN improves causal discovery by integrating expert feedback and handling latent confounding.

problem Inaccurate causal discovery due to unreliable expert knowledge and latent confounding.
method Ancestral GFlowNet (AGFN) is a reinforcement learning algorithm that iteratively refines a policy based on noisy expert feedback to infer ancestral graphs.
result AGFN converges to the true ancestral graph given accurate expert responses and outperforms baselines in structural Hamming distance and Bayesian Information Criterion.

The paper develops methods to bound causal effects using Partial Ancestral Graphs.

problem Bounding causal effects from observational data when true causal diagrams are unknown.
method Proposes a method using Partial Ancestral Graphs to derive bounds on causal effects from observational data.
result Demonstrates the effectiveness of the method with synthetic and real data examples.

Improved method for unbiased causal discovery in presence of unobserved confounding.

problem Unbiased data synthesis for causal discovery algorithms in the presence of unobserved confounding.
method Explicit block-hierarchical ancestral sampling to address limitations of implicit parameterization.
result Our approach fully covers the space of causal models, including those generated by implicit parameterization.

New algorithm groups variables by ancestral relationships to improve causal graph estimation accuracy.

problem Difficulty in estimating causal graphs with small sample sizes relative to variables.
method CAG algorithm groups variables based on ancestral relationships, reducing complexity and improving accuracy.
result CAG outperforms existing methods in estimation accuracy and computation time.

CCHM algorithm learns BN structure with latent variables, improving causal effect measurement.

problem Latent variables cause spurious relationships in BN structure learning.
method Hybrid approach combining constraint-based and score-based learning, incorporating do-calculus.
result CCHM outperforms state-of-the-art in reconstructing true BN structure.

In this paper, we unify the Markov theory of a variety of different types of graphs used in graphical Markov models by introducing the class of loopless mixed graphs, and show that all independence models induced by mm-separation on such graphs are compositional graphoids. We focus in particular on the subclass of rib…

2011-09-27abs ↗pdf ↗

I-SPEC learns stable models from data without full causal knowledge.

problem Learning models that generalize well across shifts in environment.
method End-to-end framework using partial ancestral graph to learn stable interventional distribution.
result I-SPEC can learn robust models without full causal knowledge.

In this paper we discuss four problems regarding Markov equivalences for subclasses of loopless mixed graphs. We classify these four problems as finding conditions for internal Markov equivalence, which is Markov equivalence within a subclass, for external Markov equivalence, which is Markov equivalence between subclas…

2011-10-20abs ↗pdf ↗

Proposes a method to identify causal relationships using background knowledge.

problem Identifying causal relationships in the presence of background knowledge.
method Learning local structure using all types of causal background knowledge (direct, non-ancestral, ancestral). Criteria for identifying causal relationships based on local structure.
result Effective and efficient method for local structure learning and causal relationship identification.

New method for ancestral inference in branching processes with random environments.

problem Determining ancestor distribution parameters in branching processes with random environments.
method Generalized method of moments for ancestral inference.
result Limiting distribution of ancestor and offspring estimators decouple and converge to independent Gaussian variables under certain conditions.

Paper develops a high-order recombination algorithm for financial modeling.

problem Creating accurate approximations of stochastic differential equations in finance.
method High-order recombination method applied to practical financial problems.
result Algorithm effectively avoids explosive growth in support cardinality for high-order approximations.

Novel graphical models for time series with latent confounders improve causal inference.

problem Causal relationships and independencies in multivariate time series with unobserved confounders.
method Introduced a novel class of graphical models and characterized their properties.
result Novel graphs provide stronger causal inferences without additional assumptions.

The theme in this paper is the recombining binomial tree to price American put option when the underlying stock follows constant elasticity of variance(CEV) process. Recombining nodes of binomial tree are decided from finite difference scheme to emulate CEV process and the tree has a linear complexity. Also it is deriv…

2014-10-22abs ↗pdf ↗

We categorise coherent band (aka nullification) pathways between knots and 2-component links. Additionally, we characterise the minimal coherent band pathways (with intermediates) between any two knots or 2-component links with small crossing number. We demonstrate these band surgeries for knots and links with small cr…

2014-08-08abs ↗pdf ↗

We extend the tangle model, originally developed by Ernst and Sumners, to include composite knots. We show that, for any prime tangle, there are no rational tangle attachments of distance greater than one that first yield a 4-plat and then a connected sum of 4-plats. This is done by building on results on exceptional D…

2010-07-06abs ↗pdf ↗

Recently, it has been shown that the Jones polynomial, in [LS19], and the Alexander polynomial, in [NT18], of rational knots can be obtained by specializing FF-polynomials of cluster variables. At the core of both results are continued fractions, which parameterize rational knots and are used to obtain cluster variabl…

2019-10-22abs ↗pdf ↗

We introduce a notion of genus range as a set of values of genera over all surfaces into which a graph is embedded cellularly, and we study the genus ranges of a special family of four-regular graphs with rigid vertices that has been used in modeling homologous DNA recombination. We show that the genus ranges are sets …

2012-11-21abs ↗pdf ↗

Study decomposes market portfolio into body and tail legs, revealing systematic differences.

problem Understanding the relationship between body and tail components in market portfolios.
method Decomposes CRSP market portfolio into body and tail legs, analyzes their recombination identity.
result Recombination identity holds for all models but not for all, indicating systematic differences.

The protein recombinase can change the knot type of circular DNA. The action of a recombinase converting one knot into another knot is normally mathematically modeled by band surgery. Band surgeries on a 2-bridge knot N((4mn-1)/(2m)) yielding a (2,2k)-torus link are characterized. We apply this and other rational tangl…

2011-08-03abs ↗pdf ↗

A new tree model, GRST, improves option pricing without log-normality assumptions.

problem Limitations of CRR binomial trees in valuing securities with early exercise characteristics.
method Gaussian Recombining Split Tree (GRST) that generates a discrete probability mass function approximating a Gaussian distribution.
result Option prices from GRST align closely with market prices.

A new data-level recombination strategy improves RGB-D salient object detection.

problem RGB-D salient object detection struggles with depth information.
method Proposes a novel data-level recombination strategy to fuse RGB and depth data before feature extraction.
result Achieves a new state-of-the-art performance in RGB-D salient object detection.