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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.

168,694 papers · 148 categories

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214428641855 · Jun 202019922001200920172026
48 results for Bounding causal effects

Proposes efficient bounds for causal effect estimation under weak confounding.

problem Estimating causal effects with weakly confounded variables.
method Develops an efficient linear program to derive upper and lower bounds on causal effect under small entropy of unobserved confounders.
result Bounds are consistent and tighter for weakly confounded variables.

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.

New bounds for causal effect identification in time series graphs with latent confounders.

problem Identifying causal effects in time series graphs with latent confounders over unbounded time intervals.
method Applying the Causal Identification algorithm to a constant-size segment of the time series graph.
result A bound on the number of past time steps needed for causal effect identification.

This paper identifies and bounds ICE central moments using PO marginal central moments.

problem Identifying and characterizing treatment effect heterogeneity.
method Using only marginal central moments of potential outcomes, the paper identifies and bounds central moments of individual causal effects.
result Identification and bounding of central moments of ICE using marginal moments of POs.

New algorithms bound treatment effects with unmeasured confounding.

problem Estimating causal effects when confounding is unmeasured.
method Formulate causal effects as objective functions in optimization, using stochastic methods and Monte Carlo.
result Efficient algorithms for bounded treatment effects in complex settings.

The paper provides PAC bounds for estimating causal effects using covariate adjustment with a valid set.

problem Estimating causal effects in high-dimensional settings without randomized experiments.
method PAC learning perspective, valid adjustment set, $\eps$-Markov blanket, constraint-based algorithms.
result PAC-bounds the estimation error of covariate adjustment by a term exponential in the size of the adjustment set.

Adaptive kernel approach learns causal effects from diverse data sources.

problem Learning causal effects from multiple, decentralized data sources in a federated setting.
method Adaptive transfer algorithm using Random Fourier Features to estimate similarities and disentangle loss function components.
result Empirically outperforms baselines on decentralized data sources with different distributions.

Graph-coupled causal Bayesian optimization transfers information across related interventions.

problem Optimizing expensive systems where interventions are costly and causal effects are confounded.
method Ties intervention effects together through shared causal parameters, improving estimation.
result Information-gain and regret bounds show improved performance with shared mechanisms.

Proposes a new method for algorithmic recourse in confounded settings.

problem Provides actionable recommendations for individuals affected by automated decisions.
method Relaxes assumptions of no hidden confounding and additive noise, requiring only causal graph and confounding structure.
result Bounds the expected counterfactual effect of recourse actions, ensuring favourable outcomes in expectation.

Causal trees struggle with accuracy in estimating treatment effects.

problem Estimating heterogeneous causal treatment effects using recursive decision trees.
method Adaptive recursive partitioning with and without sample splitting.
result Causal tree estimators can have uniform-norm errors decreasing more slowly than any power of the sample size.

Method bounds continuous-valued treatment effects when confounding variables are hidden.

problem Inferring causal effects of continuous treatments when hidden confounders are present.
method Novel methodology to bound average and conditional average continuous-valued treatment effects.
result Method gives tighter coverage of true dose-response curve than existing methods.

Proposes a method to estimate causal effects over a range of DAGs, addressing uncertainty in prior knowledge.

problem Uncertainty in prior knowledge of causal relationships between variables.
method Gradient-based optimization method providing bounds for causal queries over a collection of causal graphs.
result Bounds achieve good coverage and sharpness for causal queries in various settings.

The paper tackles stock prediction models by improving their generalizability to out-of-sample domains using causal representation learning.

problem Low signal-to-noise ratio and nonstationary nature of financial markets lead to poor performance of stock prediction models.
method The paper investigates Domain Generalization techniques, focusing on causal representation learning to improve model generalizability. It introduces a novel error bound and a causal discovery technique to mitigate spurious correlations.
result The proposed approach enhances the generalizability of stock prediction models, as demonstrated by numerical results.

Study functional confounders in causal inference, enabling estimable effects.

problem Causal inference challenges with functional confounders violating positivity.
method Functional interventions, functional positivity, gradient fields, Level-set Orthogonal Descent Estimation (LODE).
result Valid causal effect estimation under certain conditions.

One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study, because one has no direct evidence that all confounders have been adjusted for. We introduce a novel approach for estimating causal effects that explo…

2014-06-02abs ↗pdf ↗

Estimating average causal effect (ACE) is useful whenever we want to know the effect of an intervention on a given outcome. In the absence of a randomized experiment, many methods such as stratification and inverse propensity weighting have been proposed to estimate ACE. However, it is hard to know which method is opti…

2019-07-10abs ↗pdf ↗

A neural framework corrects bias in estimating individual treatment effects.

problem Estimating individual treatment effects from observational data.
method An anchored neural architecture and precision-corrected intersection-bound inference.
result Corrected bias and maintained nominal coverage in high-dimensional settings.

Researchers develop methods for causal inference with imperfect instrumental variables.

problem Quantifying cause and effect relationships with imperfect instrumental variables.
method Established a quantitative relationship between violations of instrumental inequalities and minimal measurement dependence, providing adapted inequalities valid in the presence of relaxed measurement dependence.
result Adapted inequalities for average causal effect in instrumental scenarios with binary outcomes, addressing violations of instrumental inequalities.

Comparing counterfactual distributions can provide more nuanced and valuable measures for causal effects, going beyond typical summary statistics such as averages. In this work, we consider characterizing causal effects via distributional distances, focusing on two kinds of target parameters. The first is the counterfa…

2018-06-08abs ↗pdf ↗

Bounds on treatment effect sensitivity in causal reasoning using Hölder's inequality.

problem Estimating treatment effects in presence of unobserved confounders.
method Using Hölder's inequality, derived bounds on confounding bias based on unmeasured confounding strength.
result Bounds are tight under specific conditions of independence between U and T/Y.

NeuralCSA uses neural networks to analyze causal effects under unobserved confounding.

problem Challenges in causal inference from observational data due to unobserved confounding.
method Proposes a neural framework (NeuralCSA) for generalized causal sensitivity analysis.
result Demonstrates theoretical and empirical validity of NeuralCSA for causal inference.

TV-SurvCaus improves causal inference for dynamic treatments in survival analysis.

problem Estimating causal effects of time-varying treatments on survival outcomes.
method Representation balancing techniques extended to time-varying treatment regimes with survival outcomes.
result TV-SurvCaus outperforms existing methods in estimating individualized treatment effects with time-varying covariates and treatments.

Theory and methods to mitigate omitted variable bias in causal machine learning.

problem Mitigating omitted variable bias in causal machine learning models.
method Developed a general theory and flexible statistical inference methods for bounding and testing the magnitude of omitted variable bias.
result Simple plausibility judgments can bound the magnitude of omitted variable bias in complex, nonlinear models.

Proposes MCBO for causal Bayesian optimization with model learning and regret bounds.

problem Maximizing downstream variables in unknown structural models.
method Model-based causal Bayesian optimization (MCBO) that learns full system models and trades off exploration and exploitation.
result First non-asymptotic bounds for CBO and practical implementation showing superior performance.

Framework detects and mitigates data-poisoning attacks in causal effect estimation.

problem Vulnerability to append-only attacks in observational causal analyses.
method Develops a data-poisoning audit for augmented inverse-probability-weighted estimation.
result Proposes a greedy scan to compute exact worst-case movement at every append budget.

This work transfers causal knowledge between tasks for Individual Treatment Effect estimation.

problem Estimating Individual Treatment Effects (ITE) requires a large amount of data, making it challenging.
method The authors introduce a practical framework for efficient transfer of causal knowledge between tasks, using a Causal Inference Task Affinity (CITA) measure.
result ITE knowledge transfer can significantly reduce the amount of data needed for ITE estimation.

We propose a method to learn causal response representations through direct effect analysis.

problem Uncovering direct causal effects in complex, multivariate settings.
method Our method bridges conditional independence testing with causal representation learning, formulating an optimisation problem to maximise evidence against conditional independence.
result The largest eigenvalue distribution can be bounded by an FF-distribution, providing testable conditional independence.

A new causal graph framework identifies treatment effects without adjusting for confounders.

problem Invalid identification of causal effects due to unmeasured confounders.
method Developed the Napkin graph to identify causal effects through a ratio of g-formulas, using influence-function-based estimators.
result Demonstrated substantial efficiency gains in estimating causal effects using the Napkin graph.

Novel method to quantify aleatoric uncertainty of treatment effects from observational data.

problem Understanding randomness in treatment effects for medical treatments.
method Partial identification and Neyman-orthogonality to quantify aleatoric uncertainty.
result Developed a novel orthogonal learner (AU-learner) for quantifying aleatoric uncertainty.

Optimal experiments tighten causal effect bounds efficiently.

problem Selecting experiments to tighten causal effect bounds from observational data.
method Formalized as max-potency problem, NP-hard. Polynomial-programming framework with graphical pruning criteria.
result Pruning criteria reduce search space significantly, enabling efficient experiment selection.

Method estimates causal effects from combined interventional and observational data.

problem Estimating causal effects from unobserved confounders.
method Causal reduction method replacing latent confounders with a single latent confounder.
result Improves estimation accuracy from combined data without observing all confounders.

Bandit is a framework for designing sequential experiments. In each experiment, a learner selects an arm AAA \in \mathcal{A} and obtains an observation corresponding to AA. Theoretically, the tight regret lower-bound for the general bandit is polynomial with respect to the number of arms A|\mathcal{A}|. This makes ba…

2018-06-06abs ↗pdf ↗

DeepMed uses DNNs to estimate causal mediation effects without sparsity constraints.

problem Estimating Natural Direct and Indirect Effects in mediation analysis.
method DeepMed employs deep neural networks to cross-fit infinite-dimensional nuisance functions.
result DeepMed achieves semiparametric efficiency bound and adapts to low-dimensional nuisance structures.