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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.

168,695 papers · 148 categories

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48 results for Observational data

Combines observational and randomized data to estimate treatment effects.

problem Estimating heterogeneous treatment effects using only observational data is biased.
method Two-step framework: learn shared structure from observational data, then data-specific structures from randomized data.
result Combining observational and randomized data improves treatment effect estimation.

Paper tackles survival data analysis with positive and unlabeled observations.

problem Traditional survival analysis yields biased results with positive-unlabeled data.
method Developed parametric, nonparametric, and machine learning models for positive and unlabeled survival data.
result Proposed estimation method provides valid results for positive-unlabeled survival data.

A new algorithm CAP learns optimal policies from observational data with confounding bias and missing observations.

problem Offline contextual bandit with confounding bias and missing observations.
method CAP policy learning, forming reward function as solution of integral equation system, building confidence set, and greedily taking action with pessimism.
result Developed an upper bound to the suboptimality of CAP for the offline contextual bandit problem.

Stochastic methods improve data assimilation with high-frequency sensor data.

problem Computational challenges in data assimilation with high-frequency sensor data.
method Adapted stochastic approximation methods to handle high-frequency observations.
result Produces high-quality estimates using all observations without compromising statistical accuracy.

Sig-PCA integrates model outputs and observations to correct model biases.

problem Improving model accuracy and reliability by correcting biases and numerical approximations.
method Sig-PCA framework that combines summary statistics from model outputs with localized observations via a neural network.
result Corrects model outputs to align closely with observational data, preserving essential statistical information.

This work defines observation-specific explanations for black-box models.

problem Assigning importance to data points in black-box model predictions.
method Surrogate model construction using scattered data approximation and orthogonal matching pursuit.
result Validated approach on simulated and real-world datasets.

EnSF uses image inpainting to handle partial observations in data assimilation.

problem Data assimilation challenges with partial observations.
method EnSF integrates image inpainting with diffusion models to predict unobserved states.
result EnSF successfully tracks SQG dynamics with partial observations.

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.

New method combines experimental and observational data for causal inference.

problem Combining internal validity of experiments and larger sample sizes of observations.
method Empirical risk minimization (ERM) framework with cross-validation.
result Efficacy and reliability demonstrated on real and synthetic data.

Algorithm detects influential observations in high-dimensional data.

problem Challenges in identifying influential observations in high-dimensional datasets.
method Three-step algorithm based on expectiles and asymmetric correlations.
result Higher detection power than competing methods.

Causal Interaction Trees identify treatment subgroup effects in observational data.

problem Identifying subgroups with enhanced treatment effects in observational studies.
method Extending Classification and Regression Trees with subgroup-specific treatment effect estimators.
result The proposed algorithms enhance treatment effect heterogeneity in subgroups.

Paper improves feature selection for predicting outcomes from observational data.

problem Feature selection for post-intervention outcome prediction from pre-intervention variables in healthcare settings.
method Extends Markov boundary concept to treatment-outcome pairs, uses observational and experimental data.
result Combining observational and experimental data improves feature selection and effect estimation.

Combining experimental and observational data for long-term causal effects.

problem Estimating causal effects of treatment on long-term outcomes using mixed data types.
method Three approaches for fusing experimental and observational data: equal confounding, shared confounder, and proxy variables.
result Developed estimators for each approach and analyzed their robustness.

LD-EnSF speeds up data assimilation with sparse observations.

problem Efficiently assimilate sparse and noisy data into complex dynamical systems.
method LD-EnSF uses latent dynamics networks and history-aware LSTM encoders to process sparse observations without full-space simulations.
result Achieves significant speedups over existing methods while maintaining high accuracy.

Theoretical limits show experimental data can falsify but not validate causal estimates from observational studies.

problem Fundamental limits on validating causal estimates using experimental data in observational studies.
method Impossible inference framework, Gaussian Process based approach.
result Experimental data can falsify but not validate causal estimates from observational studies.

DOVI improves reinforcement learning with offline data, reducing trial-and-error in critical scenarios.

problem Lack of sample efficiency in deep reinforcement learning for critical applications.
method Proposes DOVI algorithm to incorporate confounded observational data provably efficiently.
result DOVI reduces regret by a multiplicative factor compared to pure online setting, especially when data are informative.

Method estimates causal effects from incremental data, overcoming missing data challenges.

problem Estimating causal effects from non-stationary, incrementally available observational data.
method Continual Causal Effect Representation Learning
result Method achieves continual causal effect estimation without compromising original data.

Observational data is increasingly used as a means for making individual-level causal predictions and intervention recommendations. The foremost challenge of causal inference from observational data is hidden confounding, whose presence cannot be tested in data and can invalidate any causal conclusion. Experimental dat…

2018-10-27abs ↗pdf ↗

Combines IV and observational data to estimate CATEs with low compliance and unobserved confounding.

problem Estimating CATEs in personalized medicine and analytics with observational data and weak IVs.
method Two-stage framework: first learns biased CATEs from observational data, then corrects using IV data.
result Effective in estimating CATEs with low compliance and unobserved confounding.

LUQ learns QoI from dynamical systems for consistent observation inversion.

problem Quantifying uncertainties on model inputs corresponding to observable QoI in dynamical systems.
method LUQ framework for SIPs, including data filtering, dynamics learning, observation classification, and feature extraction.
result LUQ provides tractable solutions to SIPs for dynamical systems, enabling uncertainty quantification.

A new method for analyzing high-dimensional time-series data using deep neural networks.

problem Challenges in modeling high-dimensional time-series data with explicit state and observation processes.
method Deep Direct Discriminative Decoders (D4) for high-dimensional observation processes.
result D4 outperforms traditional SSMs and RNNs in various time-series data applications.

Algorithm detects unmeasured confounding in observational data.

problem Estimating treatment effects in observational studies with untestable conditions.
method Two-stage procedure that detects dependencies between causal mechanisms.
result Algorithm efficiently detects confounding on simulated and semi-synthetic data.

New method identifies latent causal factors from observational data alone.

problem Identifying latent causal factors without interventions or graphical restrictions.
method Characterization of latent factors in nonlinear causal models with additive Gaussian noise and linear mixing, using a practical algorithm based on solving a quadratic program over observed data.
result Latent causal variables can be identified up to a layer-wise transformation, and further disentanglement is not possible.

The paper develops loss functions for pricing models using observational data.

problem Evaluating pricing policies directly from observational data with historical biases.
method Adapting machine learning techniques for corrupted labels to derive unbiased loss functions.
result Identifies minimum variance and robust estimators for contextual pricing.

Detect hidden confounding in observational data using multiple environments.

problem Detect hidden confounding in observational data.
method Theoretical framework and simulation studies to test for hidden confounding.
result The proposed procedure correctly predicts hidden confounding, especially when bias is large.

Develops a framework for causal structure learning using both interventional and observational data.

problem Lack of identifiability of causal structures with only observational data.
method Bilevel polynomial optimization (Bloom) framework for causal structure discovery from interventional and observational data.
result Bloom framework provides convergence and optimality guarantees, surpassing other learning algorithms in experiments.

The paper tackles imbalance in production data by proposing sampling methods to improve model performance on underrepresented observations.

problem Imbalance in production data negatively impacts model predictive performance on underrepresented observations.
method Three sampling approaches are investigated to adjust for imbalance in training data and improve model performance.
result Fitting a model using sampled data yields a small reduction in overall predictive performance but a better performance on underrepresented observations.

Latent-EnSF improves data assimilation for high-dimensional systems with sparse observations.

problem Challenges in high-dimensional, nonlinear Bayesian filtering with sparse observations.
method A novel data assimilation method using latent representations and a coupled VAE for efficient state encoding and reconstruction.
result Latent-EnSF outperforms traditional methods in accuracy, convergence, and efficiency for complex systems.

The paper develops a method to learn robust decision policies from observational data, reducing high-cost outcomes.

problem Learning safe decision policies from observational data with high-risk outcomes.
method Develops a method to learn policies that reduce high-cost outcomes, valid under finite samples and uneven feature overlap.
result Validates the method with real and synthetic data, providing statistical bounds on decision costs.

Validates policies using past observational data with guarantees about out-of-sample performance.

problem Evaluating decision policies using past data observed under a different policy.
method Sample-splitting method to draw inferences about the entire loss distribution with finite-sample coverage guarantees.
result Valid inferences about out-of-sample loss with finite-sample coverage guarantees, accounting for model misspecifications.

VTD uses deep embeddings to estimate treatment effects from longitudinal data without unconfoundedness assumption.

problem Challenges in estimating individualized treatment effects from longitudinal observational data due to confounding bias.
method Leverages deep variational embeddings and observed proxies to learn hidden confounders.
result Effective in estimating treatment effects when hidden confounding is the leading bias.

Estimates long-term effects from short-term experiments and observational data with unobserved confounders.

problem Estimating long-term causal effects from short-term experiments and long-term observational data with unobserved confounding.
method Combining regression residuals with short-term experimental outcomes to create an instrumental variable for estimating long-term causal effects.
result The estimator is unbiased and its variance is analytically studied.

Fine-tuning LLMs with observational data can lead to spurious correlations, but DeconfoundLM can mitigate this.

problem Aligning LLMs with human preferences and business objectives using observational data.
method DeconfoundLM, a method that removes confounders from reward signals.
result DeconfoundLM improves recovery of causal relationships and mitigates spurious correlations.

A novel disentangled graph autoencoder improves treatment effect estimation from networked observational data.

problem Treatment effect estimation from observational data is challenging due to unconfoundedness assumption and latent confounders.
method Proposes a disentangled variational graph autoencoder to disentangle latent factors and enforce factor independence.
result Extensive experiments show superior performance compared to state-of-the-art approaches.

DAISI improves data assimilation for complex systems with noisy observations.

problem Limited accuracy of classical DA methods in complex, nonlinear systems.
method Generative models with inverse sampling for flexible probabilistic inference.
result DAISI achieves accurate filtering results in challenging nonlinear systems.

Develops scalable methods to assess sensitivity and uncertainty in continuous treatment effects.

problem Estimating effects of continuous-valued interventions from observational data, especially when ignorability and positivity assumptions are violated.
method Continuous treatment-effect marginal sensitivity model (CMSM), scalable algorithm, uncertainty-aware deep models.
result Derives bounds that agree with observed data and a defined level of hidden confounding.

We propose a general formulation for addressing reinforcement learning (RL) problems in settings with observational data. That is, we consider the problem of learning good policies solely from historical data in which unobserved factors (confounders) affect both observed actions and rewards. Our formulation allows us t…

2018-12-26abs ↗pdf ↗