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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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107214320427 · Jun 202019922001200920172026
48 results for Multiaffine variable relations

A novel AIRLS algorithm for multiaffine variable relations in high-dimensional problems.

problem Challenges in Maximum Likelihood Estimation in high-dimensional settings with complex variable relations.
method Proposes an Alternating and Iteratively-Reweighted Least Squares (AIRLS) algorithm for multiaffine variable relations.
result Proves convergence for problems with Generalized Normal Distributions and shows empirically super-linear convergence rate.

Bayesian networks, and especially their structures, are powerful tools for representing conditional independencies and dependencies between random variables. In applications where related variables form a priori known groups, chosen to represent different "views" to or aspects of the same entities, one may be more inte…

2015-08-31abs ↗pdf ↗

Tree-based regularization improves latent variable inference from related datasets.

problem Inferring latent variables from multiple related datasets in causal systems.
method Tree-Based Regularization (TBR) for sparse changes across environments.
result TBR identifies true latent variables up to simple transformations under sparse changes.

Researchers create a star product on a Grassmannian with separation of variables.

problem Constructing a star product with separation of variables on G2,4(C)G_{2,4}(\mathbb{C}).
method Solving recurrence relations using creation and annihilation operators on a Fock space.
result Explicit formula for a star product with separation of variables on G2,4(C)G_{2,4}(\mathbb{C}).

This work presents entropic constraints from DAGs with hidden variables.

problem Characterizing causal relations in systems with hidden variables.
method Entropic inequality constraints derived from ee-separation relations.
result These constraints can learn about true causal models from observed data.

Study super cluster algebras from super Plücker and Ptolemy relations.

problem Developing super cluster algebra structure in super Grassmannians.
method Analyzing super Plücker and Ptolemy relations, developing super cluster structure.
result New simple form of super Plücker relations for $\Gr_{r|1}(n|1)$.

This work restricts hidden cardinality in causal models to infer causal relations.

problem Causal relations between variables with a common unobserved cause cannot be directly inferred.
method Derive inequality constraints from d-separation in causal models with known cardinalities of unobserved variables.
result Inference of causal relations is possible with additional assumptions about cardinalities.

Aggregated variables can mask causal effects, turning unconfounded into confounded relations.

problem Aggregated variables can mask causal effects, leading to paradoxical confounding.
method Analysis of how aggregated variables can change the definition of causality and the feasibility of causal relations.
result Macro causal relations are defined by micro states, not just aggregated variables.

Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the trading activity, defined here as the number of trades NN, the traded volume VV, the asset price PP, the squared volatility σ2σ^2, the bid…

2018-03-13abs ↗pdf ↗

DAG models with hidden variables present many difficulties that are not present when all nodes are observed. In particular, fully observed DAG models are identified and correspond to well-defined sets ofdistributions, whereas this is not true if nodes are unobserved. Inthis paper we characterize exactly the set of dist…

2013-01-10abs ↗pdf ↗

MTHetGNN models complex relations in multivariate time series forecasting.

problem Complex relations among variables in multivariate time series forecasting.
method Designs a relation embedding module and a temporal embedding module, using graph neural networks and CNNs.
result Achieves state-of-the-art results in multivariate time series forecasting.

New invariant CWRCWR for alternating links is stronger than existing invariants.

problem Developing a stronger invariant for alternating links.
method Introducing CWRCWR invariant as an array of two-variable polynomials.
result The CWRCWR invariant is stronger than classical invariants like HOMFLYPT and Kauffman polynomials.

New method identifies cause-effect relations in multivariate time series data.

problem Identifying cause-effect relations in multivariate time series data.
method Fictitious vector autoregressive model to identify long-run relations and causality strength.
result High accuracy in identifying true cause-effect relations in simulations and climate change analysis.

Discovering causal relations is fundamental to reasoning and intelligence. In particular, observational causal discovery algorithms estimate the cause-effect relation between two random entities XX and YY, given nn samples from P(X,Y)P(X,Y). In this paper, we develop a framework to estimate the cause-effect relation bet…

2017-02-23abs ↗pdf ↗

Hybrid continuous-discrete models naturally represent many real-world applications in robotics, finance, and environmental engineering. Inference with large-scale models is challenging because relational structures deteriorate rapidly during inference with observations. The main contribution of this paper is an efficie…

2012-10-16abs ↗pdf ↗

New method disentangles latent variables in nonstationary data.

problem Disentangling latent variables in nonstationary sequential data.
method NCTRL framework exploiting Markov assumption and temporal structure.
result Independent latent components can be recovered from nonlinear mixture without auxiliary variables.

Proposes a new condition to estimate latent variable causal graphs from observed data.

problem Estimating causal structures when observed variables are not the underlying causal variables.
method Introduces Generalized Independent Noise (GIN) condition and a recursive learning algorithm.
result Shows that GIN helps locate latent variables and identify their causal structure.

This paper tackles causal representation learning from multiple distributions without hard interventions.

problem Recovering latent causal variables and their relations from multiple distributions.
method Develops general solutions for causal representation learning without hard interventions, under sparsity constraints and suitable change conditions.
result Recovering the moralized graph of the underlying directed acyclic graph and latent variables related to the underlying causal model.

New framework TDRL identifies latent causal variables from sequential data.

problem Identify latent causal variables from sequential data.
method Proposes TDRL framework to recover time-delayed latent causal variables and identify their relations from measured sequential data.
result Identifies latent causal variables reliably from sequential data.

Researchers identify latent variables and causal structures from nonlinear hierarchical models.

problem Challenging task of identifying latent variables and causal structures from observational data, especially when relationships are nonlinear.
method Investigated nonlinear latent hierarchical causal models, developed identification criterion, and constructed an estimation procedure.
result Identifiability of causal structures and latent variables achieved under mild assumptions.

We give a congruence relating a one variable specialization of the two variable Kauffman polynomial of any periodic link to that of its mirror image. Consequently, we obtain a new and simple criterion for periodicity of links.

2015-09-28abs ↗pdf ↗

Bayesian optimization reduces hyperparameters for mixed variable design problems.

problem Optimizing designs with a large number of mixed continuous, integer, and categorical variables.
method Adaptive dimension reduction using partial least squares for fewer hyperparameters.
result Significant improvement in performance compared to genetic algorithms.

Given any oriented link diagram, one can construct knot invariants using skein relations. Usually such a skein relation contains three or four terms. In this paper, the author introduces several new ways to smooth a crossings, and uses a system of skein equations to construct link invariant. This invariant can also be …

2017-03-17abs ↗pdf ↗

Study provides explicit formula for complex 2D Kähler manifold quantization.

problem Quantization of complex 2D locally symmetric Kähler manifolds.
method Deformation quantization with separation of variables, solving recurrence relations.
result Explicit formula for star product on complex 2D locally symmetric Kähler manifolds.

Extends linear structural causal models to include deterministic relations and latent confounders for causal discovery.

problem Causal discovery in linear SCMs with deterministic relations and latent confounders.
method Extended existing results to include deterministic relations and latent confounders, derived necessary and sufficient conditions for unique identifiability, proposed an algorithm for recovery.
result First work on identifiability results for causal discovery under latent confounding and deterministic relationships.

A new polynomial invariant for strongly involutive links.

problem Characterizing strongly involutive links using polynomial invariants.
method Introducing a two-variable polynomial invariant \(P^e\) with equivariant skein relations.
result Specialisation of \(P^e\) recovers the graded Euler characteristic of a spectral sequence.

The paper analyzes counterfactual invariance and its relation to conditional independence.

problem Understanding the relationship between counterfactual invariance and conditional independence.
method Theoretical analysis of existing definitions, graphical implications, and mathematical proofs.
result Counterfactual invariance implies conditional independence, but not the other way around.

Suppose SS is a semispray on a manifold MM. We know that the complete lift ScS^c of SS is a semispray on TMTM with the property that geodesics of ScS^c correspond to Jacobi fields of SS. In this note we generalize this result and show how geodesic variations of kk-variables are related to geodesics of the kkth it…

2011-12-01abs ↗pdf ↗

iCITRIS learns causal variables from interactive systems with instantaneous effects.

problem Identifying causal variables from temporal sequences with instantaneous effects.
method iCITRIS method for causal representation learning that handles instantaneous effects in intervened temporal sequences.
result iCITRIS accurately identifies causal variables and their causal graph from three interactive system datasets.

We present a domain-general account of causation that applies to settings in which macro-level causal relations between two systems are of interest, but the relevant causal features are poorly understood and have to be aggregated from vast arrays of micro-measurements. Our approach generalizes that of Chalupka et al. (…

2015-12-25abs ↗pdf ↗

A serious problem in learning probabilistic models is the presence of hidden variables. These variables are not observed, yet interact with several of the observed variables. Detecting hidden variables poses two problems: determining the relations to other variables in the model and determining the number of states of …

2013-01-10abs ↗pdf ↗

Fermat-Torricelli points help assess investment risks by smoothing series data.

problem Analyzing investment risks in series with large variance, nonlinear trends, or non-normal distributions.
method Construct Fermat-Torricelli points to reduce random component influence.
result Smoothing series by Fermat-Torricelli points reduces risk assessment errors.

New local MDI variable importances derived from global scores match Shapley values.

problem Local feature relevance in tree-based models.
method Deriving local MDI importance measure from global scores and linking it to Shapley values.
result Local MDI importances have a natural connection with Shapley values.

Relational probabilistic models have the challenge of aggregation, where one variable depends on a population of other variables. Consider the problem of predicting gender from movie ratings; this is challenging because the number of movies per user and users per movie can vary greatly. Surprisingly, aggregation is not…

2017-07-25abs ↗pdf ↗

New class of heavy-tailed distributions shows weighted averages dominate individual variables.

problem Understanding and comparing risks in heavy-tailed distributions.
method Introducing a new class of heavy-tailed distributions and proving stochastic dominance relations.
result Weighted averages of random variables in this class are stochastically larger than individual variables.