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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.

168,657 papers · 148 categories

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125251376501 · Jun 202019922001200920172026
48 results for Causal Dynamic Variational Autoencoder

CDVAE estimates treatment effects over time by accounting for unobserved variables.

problem Estimating treatment effects over time in the presence of unobserved confounders.
method Causal Dynamic Variational Autoencoder (CDVAE) that addresses unconfoundedness and unobserved heterogeneity.
result CDVAE outperforms existing methods in estimating Conditional Average Treatment Effects (CATEs).

VACA models graph data for causal inference without hidden confounders.

problem Causal inference in observational data with hidden confounders.
method Variational graph autoencoders for structural causal models.
result Accurately approximates interventional and counterfactual distributions.

Develops methods for causal inference in longitudinal data.

problem Estimating Individual Treatment Effects (ITEs) in high-dimensional, time-varying data.
method Causal Dynamic Variational Autoencoder (CDVAE) and long-term counterfactual regression framework.
result CDVAE outperforms baselines and improves state-of-the-art models, approaching oracle performance.

Weak supervision enables learning causal representations from unstructured data.

problem Learning high-level causal representations from unstructured data like images.
method Weakly supervised setting with paired samples before and after interventions. Implicit latent causal models using variational autoencoders.
result Models can reliably identify causal structure and disentangle causal variables.

DAGSurv uses deep neural networks to analyze survival data based on causal graphs.

problem Analyzing survival data with causal relationships between variables.
method Variational inference-based conditional variational autoencoder for causal structured survival prediction.
result DAGSurv outperforms other survival analysis methods in predicting time-to-event.

New method mitigates bias without sensitive data using causal graph and variational autoencoder.

problem Lack of fairness strategies when sensitive attributes are not collected.
method SRCVAE framework based on causal graph for inferring a proxy sensitive attribute.
result Significant improvements in fairness metrics over existing methods.

Proposes a new VAE model to estimate treatment effects from confounded data.

problem Estimating treatment effects in the presence of confounding variables.
method Intact-VAE, a variant of variational autoencoder (VAE), using a latent variable for confounders.
result Proves identification of treatment effects under unconfoundedness and shows state-of-the-art performance.

GD-VAEs learn dynamics from observations using geometric and topological information.

problem Learning parsimonious representations of nonlinear dynamics from observations.
method Develops data-driven methods incorporating geometric and topological information using Variational Autoencoders (VAEs).
result GD-VAEs provide methods for learning reduced dimensional representations of nonlinear dynamics.

CausalVAE learns causal relationships in VAE models for better data disentanglement.

problem Learning disentanglement of independent factors from observational data.
method CausalVAE framework with a Causal Layer to transform exogenous factors into causal endogenous ones.
result CausalVAE learns semantically interpretable causal representations and accurately identifies their DAG structure.

New method identifies latent causal variables from observed data, overcoming indeterminacies.

problem Identifying latent causal variables from observed data, especially when latent variables are weight-variant.
method Introduces a novel identifiability condition for latent causal models, proposing SuaVE method.
result Identifies latent causal variables up to trivial permutation and scaling, demonstrating consistency and efficacy.

New framework improves counterfactual predictions using causal inference.

problem Challenges in predicting counterfactual outcomes with limited covariates and high-dimensional outcomes.
method Variational Bayesian causal inference framework for counterfactual generative modeling.
result Framework encourages disentangled exogenous noise and correct identification of causal effects.

Spatial Deconfounder tackles interference and confounding in spatial data.

problem Interference and unmeasured spatial factors confound causal inference in spatial domains.
method Two-stage method using CVAE with spatial prior to reconstruct confounder, then estimate causal effects.
result Nonparametric identification of direct and spillover effects under weak assumptions.

Amortized Causal Discovery learns to infer causal graphs from time-series data, improving performance.

problem Inference of causal graphs from time-series data is inefficient due to fitting new models for each sample.
method Proposes Amortized Causal Discovery, a variational model that leverages shared dynamics across samples with different causal graphs.
result Significant improvements in causal discovery performance demonstrated experimentally.

Learning network representations is a fundamental task for many graph applications such as link prediction, node classification, graph clustering, and graph visualization. Many real-world networks are interpreted as dynamic networks and evolve over time. Most existing graph embedding algorithms were developed for stati…

2019-10-04abs ↗pdf ↗

A new method learns complex dynamical systems from data efficiently.

problem Learning complex dynamical systems from large-scale data efficiently.
method Low-rank structured variational autoencoding framework for nonlinear Gaussian state-space models.
result Consistently demonstrates better predictive capabilities compared to other models.

PRI-VAE learns disentangled representations by optimizing principle-of-relevant-information.

problem Learning disentangled representations under VAE framework remains unknown.
method Proposes PRI-VAE, a novel learning objective to optimize disentanglement.
result Demonstrates effectiveness of PRI-VAE on four benchmark datasets.

Bayesian model updating uses VAEs to approximate likelihood with small data.

problem Approximating likelihood for small data sets in structural analysis.
method Uses multimodal VAEs to approximate likelihood, suitable for high-dimensional correlated observations.
result Demonstrates computational efficiency and accuracy compared to original VAE approach.

RVRAE combines deep learning and dynamic factor models for better stock returns prediction.

problem Improving stock returns prediction in volatile markets.
method Combines dynamic factor modeling with variational recurrent autoencoder (VRAE). Uses prior-posterior learning for optimal factor model.
result RVRAE outperforms traditional methods in predicting stock returns and estimating variances.

This paper tackles unsupervised speech enhancement using RVAE and proposes efficient sampling methods.

problem Unsupervised speech enhancement with high computational complexity.
method Recurrent variational autoencoder (RVAE) combined with Langevin dynamics and Metropolis-Hasting sampling.
result Sampling-based algorithms outperform VEM and achieve robust generalization.

Langevin autoencoders improve deep latent variable models with efficient posterior sampling.

problem Efficient posterior sampling in deep latent variable models using MCMC.
method Amortized Langevin dynamics (ALD) replaces datapoint-wise sampling with encoder updates.
result ALD is valid as an MCMC algorithm with the target posterior as a stationary distribution.

Proposes TNCM-VAE for generating causal financial time series.

problem Lack of causal reasoning in market generators.
method Combines VAE with structural causal models, enforcing causal constraints through DAGs and using causal Wasserstein distance.
result Superior performance in counterfactual probability estimation, L1 distances as low as 0.03-0.10.

Modeling complex systems with multi-resolution data and causal dependencies.

problem Accurate prediction of complex systems with varying causal dependencies and multi-resolution data.
method Score-based Variational Graphical Diffusion Model (Temporal-SVGDM) that constructs individual SDEs for each variable at its native resolution and couples them through a causal score mechanism.
result Improved prediction accuracy and causal understanding compared to existing methods, especially in temporal scenarios.

New method handles indirect mediators in CMA for complex scenarios.

problem Handling indirect and multi-dimensional mediators in causal mediation analysis.
method Identifiable Variational Autoencoder (iVAE) architecture for multi-dimensional, indirectly observed mediators.
result Accurate estimation of direct and mediated effects in synthetic and semi-synthetic experiments.

New methods use machine learning to simulate rare transitions in molecular systems.

problem Simulating rare transitions between metastable states in molecular dynamics.
method Generative models and reinforcement learning for importance sampling.
result Efficiently generated transition paths linking metastable states.

Develops ΦΦ-DVAE for assimilating unstructured data into physical models.

problem Challenges in incorporating unstructured data into physical models.
method Physics-informed dynamical variational autoencoder (ΦΦ-DVAE) combining latent state-space model and VAE.
result Demonstrates data-efficient dynamics encoding with competitive performance and uncertainty quantification.

VDA improves disentanglement of latent representations in complex signals.

problem Learning disentangled and interpretable representations in nonstationary, high-dimensional time-evolving signals.
method Variational decomposition autoencoding (VDA) framework, incorporating signal decomposition, contrastive self-supervised task, and variational prior approximation.
result DecVAEs surpass state-of-the-art VAE-based methods in disentanglement quality and generalization.

How can we understand classification decisions made by deep neural networks? Many existing explainability methods rely solely on correlations and fail to account for confounding, which may result in potentially misleading explanations. To overcome this problem, we define the Causal Concept Effect (CaCE) as the causal e…

2019-07-16abs ↗pdf ↗

The paper proposes a probabilistic autoencoder for discovering causal directions between variables.

problem Finding the causal direction between two associated variables.
method Building an autoencoder of the joint distribution and maximizing its estimation capacity relative to marginal distributions.
result The higher estimation capacity is consistent with the unconstrained choice of a distribution representing the cause, while the lower capacity reflects the constraints imposed by the mechanism on the distribution of the effect.

Learning individual-level causal effects from observational data, such as inferring the most effective medication for a specific patient, is a problem of growing importance for policy makers. The most important aspect of inferring causal effects from observational data is the handling of confounders, factors that affec…

2017-05-24abs ↗pdf ↗

DualVDT improves time-series forecasting with a novel dual reparametrized structure.

problem Time-series forecasting with improved performance and analytical rigor.
method Dual reparametrized variational mechanisms on VAE, latent score based generative model, reverse time stochastic differential equation, variational ancestral sampling, KL divergence reduction.
result Advanced performance in time-series forecasting with reduced KL divergence.