Research
On-device research index

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

Trend · papers per month

54109163217 · Jun 202019922001200920172026
48 results for Bayesian Causal Forests

Develops a sparsity-inducing Bayesian Causal Forest for estimating heterogeneous treatment effects.

problem Estimating heterogeneous treatment effects using observational data with varying degrees of sparsity.
method Introduces a sparsity-inducing version of Bayesian Causal Forests with additional priors to adjust covariate weights.
result Improves adaptability to sparse data generating processes and uncovering moderating factors driving heterogeneity.

BCF models estimate causal effects on multiple outcomes in TIMSS data.

problem Estimating causal effects on multiple outcomes in educational data.
method Bayesian Additive Regression Trees (BART) for multivariate causal inference.
result Positive and negative effects of home study conditions and school absence on student achievement.

New algorithm improves efficiency of Bayesian Causal Forest for subgroup analysis.

problem Estimating heterogeneous effects in subgroup analysis.
method Developed a novel algorithm for fitting Bayesian Causal Forest (BCF) model, more efficient than Gibbs sampler.
result New algorithm improves posterior exploration and coverage of interval estimates.

Bayesian Causal Forests model assesses part-time work's impact on student growth.

problem Estimating causal effects of part-time work on student growth in mathematics achievement.
method Longitudinal Bayesian Causal Forests model combining non-parametric and difference-in-differences methods.
result Negative impact of part-time work for most students, potential benefits for those with low school belonging, widening achievement gap identified.

DiD-BCF model improves causal inference in panel data with robust non-parametric methods.

problem Challenges in Difference-in-Differences (DiD) estimation, especially heterogeneous treatment effects and non-linearities.
method Difference-in-Differences Bayesian Causal Forest (DiD-BCF) with PTA-based reparameterization.
result DiD-BCF provides superior performance and uncovers significant heterogeneity in treatment effects.

Blog post comparing neural network methods for causal inference.

problem Estimating heterogeneous treatment effects in causal inference.
method Developed and compared a fully connected neural network implementation of Bayesian Causal Forest.
result Improvements in performance in simulation settings.

Bayesian X-Learner calibrates uncertainty and robustness for CATE estimation under heavy-tailed data.

problem Estimating heterogeneous treatment effects with calibrated uncertainty and robustness to heavy-tailed outcomes.
method Bayesian X-Learner using cross-fitted doubly robust pseudo-outcomes and MCMC for a full posterior over CATE.
result Bayesian X-Learner achieves robust and calibrated CATE estimation on real and contaminated data.

LILI clustering reduces bias in causal inference by grouping similar counterfactual outcomes.

problem Bias in causal inference from causal forest methods.
method LILI clustering algorithm integrates causal trees through leaf similarity.
result LILI clustering reduces bias and improves prediction accuracy for ATE.

New method quantifies variable importance in causal forests for treatment effect heterogeneity.

problem Lack of understanding how input variables affect treatment effect heterogeneity in causal forests.
method Developed a new importance variable algorithm for causal forests based on the drop and relearn principle.
result Shows how to handle forest retraining without a confounding variable and introduces a corrective term for confounders.

DBNs predict cryptocurrency price directions by uncovering causal relationships.

problem Predicting cryptocurrency price movements due to volatility and external factors.
method Dynamic Bayesian Networks (DBN) approach to identify causal relationships among features.
result DBN significantly outperforms baseline models in predicting cryptocurrency prices.

Ablation studies show BCF model's propensity score is not essential for treatment effect estimation.

problem Understanding the necessity of propensity score in nonparametric treatment effect estimation.
method Partial ablation studies of Bayesian Causal Forest (BCF) model.
result Excluding estimated propensity score does not affect treatment effect estimation or uncertainty quantification.

New method targets relative risk heterogeneity in clinical trials.

problem Identifying treatment effects across subgroups with absolute risk differences.
method Modified causal forests using a novel node-splitting procedure based on relative risk.
result Relative risk causal forests can capture heterogeneity not detected by absolute risk methods.

Forest-based methods estimate heterogeneous treatment effects, blending strengths for better performance.

problem Estimating heterogeneous treatment effects in randomized and observational studies.
method Causal forests and model-based forests, blending strengths for better performance.
result Local centering of treatment indicator and propensities is crucial for good performance in randomized trials.

Study improves maize yield prediction using BNs with mixed-effects models.

problem Limited causal inference in agronomic data models.
method Integrates random effects into Bayesian networks, leveraging hierarchical data structure.
result Significantly reduces maize yield prediction error from 28% to 17%.

New Random Forest variants estimate heterogeneous treatment effects using Wasserstein distances.

problem Estimating heterogeneous treatment effects in complex situations.
method Proposes natural variants of Random Forests using Wasserstein distances.
result Natural variants of Random Forests are well-suited for estimating conditional distributions.

New algorithms for causal bandits without knowing the graph structure.

problem Causal bandit problems with unknown graph structure.
method Developed novel causal bandit algorithms for causal trees, forests, and general graphs without prior knowledge of the causal graph.
result Regret guarantees significantly improved over standard MAB algorithms under mild conditions.

Proposes K-Fold Causal BART for improved CATE estimation.

problem Improving estimation of Conditional Average Treatment Effects (CATE).
method K-Fold Causal Bayesian Additive Regression Trees (K-Fold Causal BART).
result K-Fold Causal BART is not state-of-the-art for ATE and CATE estimation in the IHDP dataset, but provides insights into model robustness and evaluation methods.

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple treatment models in a selection-on-observables framework by modifying the Causal Fore…

2018-12-22abs ↗pdf ↗

CTRF combines logged data and randomized experiments for robust prediction.

problem Robust prediction models to handle distributional shifts between training and testing data.
method CTRF uses existing training data and a small amount of randomized experiment data to train a robust model.
result CTRF produces robust predictions and outperforms baseline methods in the presence of feature shifts.

This paper develops a new method to model treatment effects that are heterogeneous across different quantiles.

problem Modeling treatment effects that vary across different quantiles of the outcome distribution.
method The paper combines quantile classification with local polynomial estimation to build a decision tree and forest.
result The proposed QLPRT and QLPRF methods provide a new way to estimate and infer heterogeneous treatment effects.

Causal forests use honesty to reduce overfitting, but it can also reduce accuracy, especially with large datasets.

problem Causal forests' honesty can reduce accuracy of individual treatment effects.
method Using honest estimation to divide data into two samples, one for subgroup definition and another for effect estimation.
result Honest estimation can reduce accuracy by requiring 27% more data to match performance of non-honest models.

Bayesian model averaging improves causal effect estimation by averaging over multiple models.

problem Estimating causal effects under linear Structural Causal Models (SCMs).
method Bayesian model averaging using Gaussian scale mixture distributions for computational efficiency.
result Bayesian model averaging is optimal for causal effect estimation.

Bayesian tree ensemble model for estimating treatment effects in high-dimensional survival data.

problem Estimating heterogeneous treatment effects in censored survival data with many covariates.
method Developed a Bayesian tree ensemble model with a horseshoe prior for adaptive shrinkage.
result Accurately estimates treatment effects in high-dimensional covariate spaces and non-linear functions.

Study shows how financial report sentiment impacts bank profitability.

problem Understanding causal effects of financial report sentiment on bank profitability.
method Causal forest machine learning methodology, FinancialBERT sentiment scores, SHAP analysis, comprehensive dataset.
result Statistically significant causal associations between balance sheet and expense management variables and profitability.

Study detects unlawful insider trading using SHAP and CF, identifying key features.

problem Detecting and explaining unlawful insider trading with MNPI.
method Combining Shapley Values and Causal Forest approaches.
result Identifies key features explaining unlawful insider trading.

Meta-learning improves Bayesian causal discovery by sampling from the posterior.

problem Difficulty in estimating the full posterior over causal structures due to large number of possible graphs and functional relationships.
method Proposes a Bayesian meta-learning model that encodes key properties of the posterior and allows for sampling causal structures.
result Meta-Bayesian causal discovery allows for reliable sampling from the posterior over causal structures.

Bayesian model selection improves causal discovery in complex datasets.

problem Identifying causal direction in Markov equivalence classes with realistic assumptions.
method Incorporating causal assumptions within Bayesian framework for model selection.
result Bayesian model selection outperforms previous methods on various datasets.

Bayesian optimization improves forest inventory sampling using remote sensing data.

problem Optimizing forest inventory sampling in large areas with limited data.
method Bayesian optimization applied to RS data for improved sampling design.
result The proposed method outperforms baseline methods in terms of MSE values.

Generates synthetic manufacturing data for causal discovery benchmarking.

problem Lack of suitable real data for validating causal discovery algorithms.
method Distributional random forests for estimating conditional distributions.
result Semisynthetic manufacturing data adheres to a causal model.

GCF estimates heterogeneous treatment effects for continuous treatments in online marketplaces.

problem Estimating heterogeneous treatment effects for continuous treatments in online marketplaces.
method Kernel-based doubly robust estimator and distance-based splitting criterion.
result GCF estimates heterogeneous treatment effects for continuous treatments effectively.

Reinterprets Granger causality with causal Bayesian networks and Reichenbach's principles.

problem Lack of a rigorous causal foundation in Granger causality.
method Reinterpreting Granger causality through Reichenbach's principles and causal Bayesian networks, implementing as c-GC.
result c-GC provides a more principled framework for causal discovery in observational datasets.

Bayesian methods improve causal effect estimation, offering shrinkage and sensitivity analysis.

problem Improving causal effect estimation in practical settings.
method Parametric and nonparametric Bayesian approaches.
result Priors induce shrinkage and sparsity in parametric models.

GACBO optimizes unknown causal graphs with interventions.

problem Optimizing a target variable on an unknown causal graph with interventions.
method Graph Agnostic Causal Bayesian Optimisation (GACBO) seeks to balance exploitation and exploration of causal structures and functions.
result GACBO outperforms baselines in simulated and real-world applications.

A model learns causal representations from high-dimensional data.

problem Challenges in learning causal representations from high-dimensional data.
method Formulated a latent variable decoder model, Decoder BCD, for Bayesian causal discovery.
result Shows that using known intervention targets as labels helps in unsupervised Bayesian inference over structure and parameters.

ABCI infers causal models and queries simultaneously using Bayesian active learning.

problem Inference of causal models and effects in a two-stage process is inefficient and unnatural.
method Active Bayesian Causal Inference (ABCI) using Gaussian processes for sequentially designing experiments.
result ABCI is more data-efficient and accurate in learning causal queries from fewer samples.

New framework optimizes decisions under uncertainty considering causal and continuous data.

problem Optimizing decisions under uncertain distributions with causal and continuous data structures.
method Developed a framework using Causal Sinkhorn DRO with Soft Regression Forest decision rules.
result Framework provides interpretable and tractable decision rules for optimizing under uncertainty.

Automatic debiasing for causal and policy effects using Neural Nets and Random Forests.

problem Estimating causal and policy effects from high-dimensional or non-parametric regression functions.
method Automatic learning of Riesz representation using Neural Nets and Random Forests.
result Automatic debiasing method performs well compared to state-of-the-art algorithms.

We consider testing and learning problems on causal Bayesian networks as defined by Pearl (Pearl, 2009). Given a causal Bayesian network M\mathcal{M} on a graph with nn discrete variables and bounded in-degree and bounded `confounded components', we show that O(logn)O(\log n) interventions on an unknown causal Bayesian ne…

2018-05-24abs ↗pdf ↗