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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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77155232309 · Jun 202019922001200920172026
48 results for Omitted Variable Bias

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.

Foundation models improve wage gap decomposition by capturing omitted career history factors.

problem Estimating wage disparities using incomplete career history data.
method Fine-tuning foundation models to mitigate omitted variable bias and estimate wage gaps.
result Foundation models can decompose gender wage gaps more accurately than traditional econometric methods.

Sensitivity analysis for individualized effects in OTRs with binary risk factors.

problem Addressing omitted confounding in individualized effects of OTRs.
method Simulation-based sensitivity analysis to simulate unmeasured confounders.
result Benchmarking the strength of omitted confounding for binary risk factors.

Study shows explanation disparities in machine learning models are influenced by data and model properties.

problem Disparities in post-hoc machine learning explanation methods across race and gender.
method Simulations and experiments on a real-world dataset to assess challenges to explanation disparities.
result Increased covariate shift, concept shift, and omission of covariates increase explanation disparities, especially for neural network models.

The paper shows how demographic data can lead to biased predictions, proposing 'Affirmative Information' as a solution.

problem Bias in predictions due to demographic data.
method Characterization of error types and conditions leading to disparate impact.
result Demographic variables in data can lead to biased predictions, with higher average outcomes receiving higher false positive rates.

This work shows how penalising bias terms in norm regularisation leads to sparse solutions.

problem Understanding the relation between parameter norm regularization and the sparsity of neural network solutions.
method Analyzes one hidden ReLU layer networks with unidimensional data, showing the norm required for function representation and the importance of the bias term's norm.
result Penalising the bias terms in regularisation leads to sparse solutions, enforcing the uniqueness and sparsity of the minimal norm interpolator.

Geometric framework analyzes bias in variational inference for posterior functionals.

problem Analyzing the bias of posterior functionals under variational approximations.
method Developed a geometric framework to evaluate the bias of posterior functionals using the variational tangent space.
result The leading-order bias of a posterior functional is determined by its component orthogonal to the variational tangent space.

Predictive modeling is increasingly being employed to assist human decision-makers. One purported advantage of replacing human judgment with computer models in high stakes settings-- such as sentencing, hiring, policing, college admissions, and parole decisions-- is the perceived "neutrality" of computers. It is argued…

2016-10-25abs ↗pdf ↗

How can we control for latent discrimination in predictive models? How can we provably remove it? Such questions are at the heart of algorithmic fairness and its impacts on society. In this paper, we define a new operational fairness criteria, inspired by the well-understood notion of omitted variable-bias in statistic…

2018-11-12abs ↗pdf ↗

This paper introduces a new method to deceive causal structure learning by omitting data.

problem Deceiving causal structure learning algorithms with incompletely observed data.
method Adversarial missingness attack to bias the learned causal structures.
result Theoretical and practical attack mechanisms are developed for various SCMs.

New method tackles endogeneity in online learning with improved regret bounds.

problem Endogeneity in real data due to omitted variables, strategic behaviors, etc.
method O2SLS (Online Two-Stage Least Squares) for Instrumental Variable (IV) regression.
result O2SLS achieves identification and oracle regret bounds for stochastic online learning.

We derive a precise asymptotic expansion of the complete Kähler-Einstein metric on the punctured Riemann sphere with three or more omitting points. By using Schwarzian derivative, we prove that the coefficients of the expansion are polynomials on the two parameters which are uniquely determined by the omitting points. …

2019-01-21abs ↗pdf ↗

New method reduces bias in estimating causal effects from discretized variables.

problem Bias in estimating causal effects from discretized continuous variables.
method Proposes a bias-reduced functional that evaluates outcome regression at within-bin conditional means.
result Demonstrates substantial bias reduction and near-nominal confidence interval coverage.

Estimates causal effects with selection bias and confounding using regression.

problem Estimating causal effects in presence of selection bias and confounding.
method Two-step regression estimator (TSR) that corrects for selection bias and accounts for confounding.
result TSR estimator reduces variance and is validated in simulations.

The paper develops asymptotic theory for QRF variable importance, revealing a bias-variance trade-off.

problem Challenges in statistical inference for QRF variable importance due to non-smoothness and bias-variance trade-off.
method Developed asymptotic theory using pinball loss and Knight's identity, uncovered phase transition phenomenon, derived asymptotic bias.
result Theoretical foundation for understanding QRF inference limitations in high-dimensional settings.

Unified framework for causal inference under sample selection.

problem Causal inference under sample selection with treatment and outcome non-randomness.
method ForestRiesz estimator, Riesz representation framework.
result ForestRiesz estimator yields more stable treatment effect estimates than conventional double machine learning approaches.

LatentNN corrects neural network attenuation bias in astronomical data.

problem Neural networks underestimate extreme values due to measurement errors.
method Jointly optimizes network parameters and latent input values.
result LatentNN reduces attenuation bias across various signal-to-noise ratios.

DML-IV improves IV regression for learning decision policies by reducing bias.

problem Spurious correlations in offline datasets caused by hidden confounders.
method Double/debiased machine learning (DML) framework to reduce bias in two-stage IV regression.
result DML-IV outperforms state-of-the-art methods and learns high-performing policies.

New framework assesses value of labeled vs unlabeled data in latent variable models.

problem Determining the optimal use of labeled and unlabeled data in latent variable models.
method Developed a bias-variance decomposition of the generalization error for method-of-moments latent variable estimation, and introduced a correction for misspecification.
result Labeled data is more valuable than unlabeled data when models are misspecified, but this value can be reduced with correction.

The paper analyzes the bias-variance tradeoff for Bregman divergences.

problem Understanding the bias-variance tradeoff for Bregman divergences.
method Analyzes the bias-variance tradeoff through operations in dual space.
result Derives several results including a generalized law of total variance and ensembling operations.

Study on NNs for forecasting time series with novel control variable combinations.

problem Forecast future time series with novel combinations of control variables.
method Modular NN architecture with inductive bias for independence of control variables.
result Modular NN architecture improves forecasting of dependent variables up to large horizons.

Generative model improves wind field downscaling from coarse climate models.

problem Limited spatial resolution and biases in GCMs for wind energy studies.
method SerpentFlow for domain alignment and conditional fine-scale learning.
result Improved spatial coherence, inter-variable consistency, robustness under climate change.

In [15] Robert Osserman proved that the image of the Gauss map of a complete, non flat minimal surface in R^3 with finite total curvature miss at most 3 points. In this paper we prove that the Gauss map of such a minimal immersions omit at most 2 points. This is a sharp result since the Gauss map of the catenoid omits …

2016-07-25abs ↗pdf ↗

sgboost reduces variable selection bias in boosting with balanced group selection.

problem Reduces variable selection bias in boosting algorithms.
method Simulation-based approach to balance selection frequencies of base-learners.
result Demonstrates efficacy through simulations and flexible group variable selection.

Proposes TSCI method to infer causal effects with weak or invalid instruments using machine learning.

problem Causal inference with weak or invalid instrumental variables.
method Two-stage curvature identification (TSCI) using machine learning.
result Asymptotically unbiased and Gaussian estimator for causal effects.

Study proves rigidity of specific self-shrinkers under certain geometric conditions.

problem Proving rigidity of self-shrinkers under geometric constraints.
method Analyzing complete self-shrinkers with specific tangent planes.
result Sphere, plane, and cylinder are the only self-shrinkers under the given geometric assumption.

A new boosting method corrects endogeneity bias in instrumental variable regression.

problem Endogeneity bias in instrumental variable regression.
method Causal Gradient Boosting (boostIV) that builds on gradient boosting algorithm.
result boostIV is consistent and performs well in finite samples compared to other methods.

New algorithm makes machine learning fairer by removing bias from data.

problem Reduces bias in machine learning models through orthogonal data transformation.
method Orthogonal to Bias (OB) algorithm based on structural causal models.
result Promotes counterfactual fairness without sacrificing model accuracy.

Estimates crypto risk premia using hidden factors and finds significant integration with traditional markets.

problem Estimating risk premia in cryptocurrency returns.
method Giglio-Xiu (2021) three-pass approach, controlling for latent factors and non-tradable state variables.
result Latent factors significantly impact crypto returns, highlighting the importance of controlling for unobserved risks.

Researchers identify critical protein residues using advanced graph theory.

problem Identifying essential residues in proteins for function.
method Learning Random Geometric Graphs (RGG) with Cramer's V correlation and organic thresholding.
result Advanced RGG methods accurately identify critical residues compared to existing techniques.

Solar algorithm selects variables faster and more accurately in high-dimensional data.

problem Variable selection in high-dimensional data with high accuracy and stability.
method Subsample-ordered least-angle regression (solar) and its coordinate descent generalization (solar-cd) using L0L_0 norm solution path averaging.
result Solar selects variables with high accuracy and stability, reducing redundant variable selection.