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.
It is common practice in using regression type models for inferring causal effects, that inferring the correct causal relationship requires extra covariates are included or ``adjusted for''. Without performing this adjustment erroneous causal effects can be inferred. Given this phenomenon it is common practice to inclu…
ProPublica's analysis of recidivism predictions produced by Correctional Offender Management Profiling for Alternative Sanctions (COMPAS) software tool for the task, has shown that the predictions were racially biased against African American defendants. We analyze the COMPAS data using a causal reformulation of the un…
Starting from the recent classification of quotients of Freund--Rubin backgrounds in string theory of the type AdS_{p+1} x S^q by one-parameter subgroups of isometries, we investigate the physical interpretation of the associated quotients by discrete cyclic subgroups. We establish which quotients have well-behaved cau…
As virtually all aspects of our lives are increasingly impacted by algorithmic decision making systems, it is incumbent upon us as a society to ensure such systems do not become instruments of unfair discrimination on the basis of gender, race, ethnicity, religion, etc. We consider the problem of determining whether th…
We investigate the problem of estimating the causal effect of a treatment on individual subjects from observational data, this is a central problem in various application domains, including healthcare, social sciences, and online advertising. Within the Neyman Rubin potential outcomes model, we use the Kullback Leibler…
Model criticism is usually carried out by assessing if replicated data generated under the fitted model looks similar to the observed data, see e.g. Gelman, Carlin, Stern, and Rubin [2004, p. 165]. This paper presents a method for latent variable models by pulling back the data into the space of latent variables, and c…
We classify Freund-Rubin backgrounds of eleven-dimensional supergravity of the form AdS_4 x X^7 which are at least half BPS; equivalently, smooth quotients of the round 7-sphere by finite subgroups of SO(8) which admit an (N>3)-dimensional subspace of Killing spinors. The classification is given in terms of pairs consi…
We give general classification and structure theorems for actions of groups of homeomorphisms and diffeomorphisms on manifolds, reminiscent of classical results for actions of (locally) compact groups. This gives a negative answer to Ghys' "extension problem" for diffeomorphisms of manifolds with boundary, as well as a…
The volumes, spectra and geodesics of a recently constructed infinite family of five-dimensional inhomogeneous Einstein metrics on the two S3 bundles over S2 are examined. The metrics are in general of cohomogeneity one but they contain the infinite family of homogeneous metrics Tp,1. The geodesic flow is sh…
We study the eleven dimensional supergravity equations which describe a low energy approximation to string theories and are related to M-theory under the AdS/CFT correspondence. These equations take the form of a non-linear differential system, on B7×S4 with the characteristic degeneracy at t…
We quantify causal bias in continuous treatment settings.
problem Identifying and quantifying causal bias in continuous treatment scenarios.
method Developed a novel characterization of causal bias in structural causal models, proving conditions for zero bias and efficient estimation.
result Causal bias can be estimated efficiently under certain structural equation restrictions, allowing for causal regularization of predictive models.
Identification of causal direction between a causal-effect pair from observed data has recently attracted much attention. Various methods based on functional causal models have been proposed to solve this problem, by assuming the causal process satisfies some (structural) constraints and showing that the reverse direct…
We consider joint estimation of multiple graphical models arising from heterogeneous and high-dimensional observations. Unlike most previous approaches which assume that the cluster structure is given in advance, an appealing feature of our method is to learn cluster structure while estimating heterogeneous graphical m…