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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.

169,181 papers · 148 categories

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48 results for Nested Potential Outcomes

Gradient-guided nested sampling improves posterior inference efficiency.

problem Efficiently sampling from complex posterior distributions.
method Gradient-guided nested sampling combining differentiable programming, Hamiltonian slice sampling, clustering, mode separation, dynamic nested sampling, and parallelization.
result Significantly faster mode discovery and more accurate partition function estimates.

PO-Flow models potential and counterfactual outcomes for personalized treatment decisions.

problem Predicting individualized treatment effects from observational data.
method Continuous normalizing flow (CNF) framework for causal inference.
result Unified approach to potential outcome prediction, treatment effect estimation, and counterfactual prediction.

The paper introduces metrics to rank potential outcomes for better decision-making.

problem Optimal action selection in uncertain situations using causal reasoning.
method Introducing two new metrics: probabilities of potential outcome ranking (PoR) and probability of achieving the best potential outcome (PoB). Establishing identification theorems and deriving bounds for these metrics, and presenting estimation methods.
result The estimators' finite-sample properties and their application to a real-world dataset are demonstrated.

The scientific method relies on the iterated processes of inference and inquiry. The inference phase consists of selecting the most probable models based on the available data; whereas the inquiry phase consists of using what is known about the models to select the most relevant experiment. Optimizing inquiry involves …

2010-08-29abs ↗pdf ↗

Paper tackles robust model training with a new stochastic algorithm.

problem Training robust models against data distribution shift.
method Derives a novel dual formulation and proposes a nested stochastic gradient descent algorithm.
result Establishes polynomial iteration and sample complexities for large-scale DRO problems.

Models predict soccer match outcomes with similar accuracy.

problem Predicting soccer match outcomes (win, draw, loss).
method Compared Bradley-Terry extensions and hierarchical Poisson log-linear model. Parameters estimated using log-likelihood or integrated nested Laplace approximations. Predictive performance assessed using temporal validation.
result Bradley-Terry extensions and hierarchical Poisson log-linear model perform similarly in predicting match outcomes.

CCN estimates full potential outcome distributions without restrictive assumptions.

problem Estimating CATE is insufficient; full potential outcome distributions provide greater insights.
method Collaborating Causal Networks (CCN) learns full potential outcome distributions without restrictive assumptions.
result CCN learns distributions that asymptotically capture true potential outcome distributions.

Paper introduces GDR-learners for estimating potential outcomes from observational data.

problem Lack of theoretical property of general Neyman-orthogonality in deep generative models.
method Develops flexible GDR-learners based on various deep generative models.
result GDR-learners possess quasi-oracle efficiency and rate double robustness, asymptotically optimal.

Improves decision making by estimating bounds on potential outcomes.

problem Estimating individual treatment effects is complex and hard to estimate.
method Developed an algorithm to learn upper and lower bounds on potential outcomes that optimize an objective function defined by the decision maker.
result Our algorithm outperforms baselines, providing tighter, more reliable bounds.

The paper bounds and identifies joint probabilities in causal inference with monotonicity assumptions.

problem Bounding and identifying joint probabilities of potential outcomes and observed variables under monotonicity assumptions.
method Proposes new families of monotonicity assumptions, formulates bounding problem as linear programming, introduces new monotonicity assumption for identification.
result Validated methods through numerical experiments and applied to real-world datasets.

Nested sampling is a powerful technique for exploring high-likelihood regions, but its theoretical derivation is complex and involves approximations.

problem Sampling from likelihood-constrained priors in nested sampling
method Providing a comprehensive and detailed exposition of nested sampling derivation and practical challenges
result Deepening understanding of nested sampling and fostering future enhancements

New algorithm tackles nested bi-level optimization problems for robust feature learning.

problem Nested compositional bi-level optimization problems in machine learning.
method Stochastic approximation algorithms for solving nested compositional bi-level optimization problems without matrix inversions.
result Achieves an ε-stationary solution with an oracle complexity of approximately O_T(1/ε^2).

New ROC tools assess predictive abilities for any linearly ordered outcomes.

problem Fundamental restriction in ROC analysis for non-dichotomous outcomes.
method ROC movies and UROC curves for linearly ordered outcomes.
result CPA equals AUC for binary outcomes and relates to Spearman's coefficient for pairwise distinct outcomes.

Study clarifies variance of stratification estimators for causal effects.

problem Estimating average causal effects with discrete covariates.
method Combines insights from potential outcomes, causal diagrams, and structural models.
result Derives expressions for the variance of stratification estimators.

Novel AMM model for pegged cryptoassets using nested OU processes.

problem Liquidity and risk management in markets for pegged cryptoassets.
method Multi-level nested Ornstein-Uhlenbeck (OU) processes for exchange rate dynamics, calibrated and filtered AMM model.
result Consistent efficient quotes and improved liquidity provision for pegged cryptoassets.

Bayesian DOE accelerates experimental design with improved efficiency.

problem Enhancing experimental design efficiency and reliability.
method Bayesian framework, conditional density estimation, informative data selection.
result Significantly improved computational efficiency of experimental design.

Proposes a method to improve CATE estimation by imputing missing potential outcomes.

problem Statistical discrepancy between distinct treatment groups in CATE estimation.
method Contrastive learning approach to reliably impute missing potential outcomes for a subset of individuals.
result Improves the accuracy and robustness of CATE estimation models.

Two new methods generate probabilistic forecasts of individual treatment effects.

problem Generating probabilistic forecasts of individual treatment effects for risk-aware decision-making.
method Proposes CCT and CMC meta-learners combining conformal predictive systems with analytic convolution or Monte Carlo sampling.
result Achieve probabilistically calibrated predictive distributions and performant continuous ranked probability scores.

Deep learning and genetic algorithms speed up cosmological Bayesian inference.

problem Substantial computational demands in Bayesian inference for cosmological parameter estimation.
method Deep learning using feedforward neural networks to approximate likelihood functions dynamically, optimized with genetic algorithms.
result Significant speed-up in Bayesian inference process for cosmological models and datasets.

Study cobordisms of nested manifolds and their invariants.

problem Understanding cobordisms of nested manifolds and their invariants.
method Identify a nested analog of the Pontryagin-Thom construction and find spaces homotopy equivalent to nested Pontryagin-Thom spaces.
result Discover nested cobordism invariants and provide an alternative proof of Wall's splitting result.

Model clusters networks and their communities simultaneously.

problem Clustering networks and their communities in unlabeled, heterogeneous networks.
method Nested Stochastic Block Model (NSBM) with Bayesian approach and NDP prior.
result Model accurately estimates both within and across network clustering structures.

The paper identifies the best treatment to maximize NDPO, a key outcome in causal mediation analysis.

problem Identifying the treatment that maximizes the expected natural direct potential outcome (NDPO) in causal mediation analysis.
method Developed a fixed-confidence best-arm identification (BAI) algorithm based on the Track-and-Stop (TaS) framework, using a cutting-set method to solve a semi-infinite optimization problem.
result The proposed algorithm achieves sample-efficient identification with a high-probability correctness guarantee and asymptotic optimality.

A new method removes biases in data integration by using surrogate control outcomes.

problem Data integration methods can be biased due to data-dependent processes.
method Post-integrated inference method using surrogate control outcomes to account for latent heterogeneity.
result The method provides consistent and efficient estimators under minimal assumptions and potential misspecifications.

We propose a novel approach for inferring the individualized causal effects of a treatment (intervention) from observational data. Our approach conceptualizes causal inference as a multitask learning problem; we model a subject's potential outcomes using a deep multitask network with a set of shared layers among the fa…

2017-06-19abs ↗pdf ↗

Quantum algorithm speeds up nested expectation estimation by nearly quadratically.

problem Estimating repeatedly nested expectations with quantum computing.
method Proposes a quantum algorithm achieving nearly quadratic speedup over classical methods.
result Achieves nearly quadratic speedup for RNEs, up to logarithmic factors.

Develops model selection for bandits balancing adversarial and stochastic guarantees.

problem Model selection in bandit scenarios with simultaneous adversarial and stochastic high-probability regret.
method Nested policy classes, balanced candidate regret bounds, mis-specification tests.
result Best of both world guarantees in linear bandits with simultaneous adversarial and stochastic environments.

Improved nested simulation for financial risk measurement.

problem Efficiently estimating nested risk measures in financial engineering.
method Reusing inner simulation outputs to improve efficiency and accuracy.
result The proposed approach outperforms standard nested simulation and regression methods.

Let R be an o-minimal expansion of the real field, and let L(R) be the language consisting of all nested Rolle leaves over R. We call a set nested subpfaffian over R if it is the projection of a boolean combination of definable sets and nested Rolle leaves over R. Assuming that R admits analytic cell decomposition, we …

2006-02-09abs ↗pdf ↗

A new meta-learner improves prediction of individualized outcomes in sequential decisions.

problem Predicting individualized outcomes over long horizons in sequential decision-making.
method Developed a novel meta-learner called DRQ-learner with theoretical guarantees of orthogonality and quasi-oracle efficiency.
result DRQ-learner achieves quasi-oracle efficiency, doubly robustness, and Neyman-orthogonality.

The paper introduces vortex cycles and nerves, inspired by Thomson's vortex atoms.

problem Understanding vortex structures and their homology.
method Introducing and analyzing non-concentric, nesting vortex cycles and nerves.
result Whitehead CW topology and Leader uniform topology outcomes of vortex cycles.

Nested model averaging improves high-dimensional linear regression performance.

problem High-dimensional linear regression with predictor ordering impact.
method Combining model averaging with regularized estimators on the solution path.
result Nested model averaging with lasso and SLOPE outperforms competing methods.

The goal is to understand the index-theoretic aspects of the recent preprint of R. Nest and F. Radulescu, math.OA/9911042. The basic observation (due to E. Guenter/N. Higson) is that the index of the Toeplitz operator is equal to the index of an associated Callias type operator, i.e. a Dirac operator with potential, th…

1999-11-23abs ↗pdf ↗