Research
On-device research index

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

Trend · papers per month

1345 · Mar 202419922001200920172026
48 results for SCM

Estimates causal effects in Gaussian Linear SCMs with finite data.

problem Estimating causal effects from observational data with latent confounders.
method Centralized Gaussian Linear SCMs (CGL-SCMs) and EM-based estimation algorithm.
result Learned CGL-SCM parameters accurately recover causal distributions from finite observational samples.

Paper simplifies complex causal identifiability problems with exogenous isomorphism.

problem Achieving consistent answers to causal questions in Structural Causal Models.
method Introducing exogenous isomorphism and proposing EI\sim_{\mathrm{EI}}-identifiability.
result Unified and generalized theories for practical applications in counterfactual reasoning.

Paper proves linear convergence of SCMS algorithm for directional data.

problem Identifying density ridges in directional data.
method Generalized SCMS algorithm to directional data, derived from SCGA with adaptive step size.
result Linear convergence of the proposed directional SCMS algorithm.

Expands experimental design for causal discovery from limited data.

problem Challenges in causal discovery from observational and interventional data.
method Bayesian optimal experimental design incorporating recent advances in causal discovery.
result Active causal discovery of large, nonlinear SCMs with both intervention target and value selection.

Improved covariance matrix estimation for multiple classes with limited data.

problem Estimating covariance matrices for multiple classes with scarce data.
method Coupled regularized sample covariance matrix estimator (RSCM) that combines pooled SCM and scaled identity matrix for regularization.
result The coupled RSCM estimators outperform cross-validation in classification tasks with comparable accuracy but faster computation.

COTA learns abstraction maps from data without complete SCM knowledge.

problem Learning causally consistent representations at different resolutions.
method Multi-marginal Optimal Transport (OT) with do-calculus constraints and interventional cost.
result COTA outperforms non-causal and independent formulations on synthetic and real-world problems.

A popular regularized (shrinkage) covariance estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrinks its eigenvalues toward its grand mean. In this paper, a more general approach is considered in which the SCM is replaced by an M-estimator of scatter ma…

2020-02-12abs ↗pdf ↗

Structural Causal Models (SCMs) provide a popular causal modeling framework. In this work, we show that SCMs are not flexible enough to give a complete causal representation of dynamical systems at equilibrium. Instead, we propose a generalization of the notion of an SCM, that we call Causal Constraints Model (CCM), an…

2018-05-16abs ↗pdf ↗

Dynamical systems are widely used in science and engineering to model systems consisting of several interacting components. Often, they can be given a causal interpretation in the sense that they not only model the evolution of the states of the system's components over time, but also describe how their evolution is af…

2018-03-23abs ↗pdf ↗

The paper tackles causal bandits with unknown SCMs and soft interventions, providing upper and lower bounds on regret.

problem Optimizing interventions in a causal system with unknown SCMs and soft interventions.
method Assumes unknown SCMs from a general class, allows infinite interventions, and provides upper and lower bounds on regret.
result General upper and lower bounds on cumulative achievable regret for various SCMs.

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.

Novel approach to compute hazard ratios from observational studies using SCMs and backdoor adjustment.

problem Identifying causal relationships from observational data using hazard ratios.
method Backdoor adjustment through structural causal models (SCMs) and do-calculus.
result Novel approach for computing hazard ratios from observational studies.

New method distinguishes cause from effect using causal velocity.

problem Inferring causal direction from bivariate data.
method Parametrization of bivariate SCMs in terms of causal velocity, using tools from measure transport.
result Method extends beyond known model classes and requires no assumptions on noise distributions.

We give an explicit algorithm and source code for combining alpha streams via bounded regression. In practical applications typically there is insufficient history to compute a sample covariance matrix (SCM) for a large number of alphas. To compute alpha allocation weights, one then resorts to (weighted) regression ove…

2015-01-22abs ↗pdf ↗

New method warns of counterfactual non-identifiability in DSCMs.

problem Counterfactual inference from observational data is non-identifiable even without unobserved confounding.
method Prove counterfactual identifiability for monotonic generation mechanisms, provide impossibility result for general mechanisms, propose method for estimating worst-case errors.
result Non-identifiability of counterfactual inference from observational data, even in absence of unobserved confounding.

TRAM-DAG models bridge interpretability and flexibility in causal modeling.

problem Modeling causal relationships in diverse data types while maintaining interpretability.
method Using transformation models (TRAMs) within structural causal models (SCMs) to handle various data types and maintain interpretability.
result TRAM-DAG models achieve equal or superior performance in causal queries across different levels of the causal hierarchy.

Two environments are enough to infer causal graphs and counterfactuals.

problem Inferring causal relations from multiple environments, especially for nonlinear mechanisms.
method Using structural causal models and the invariance principle, the study shows that only two auxiliary environments are sufficient for causal graph inference and counterfactual inference.
result Two auxiliary environments are sufficient for identifying causal graphs and counterfactuals.

New method tightens bounds on causation probabilities using independent datasets.

problem Challenging point identification of causation probabilities without strong assumptions.
method Imposes counterfactual consistency between SCMs constructed from independent datasets and uses conditional mutual information.
result Significantly tighter bounds on causation probabilities are established.

The study quantifies the information needed for causal queries at different levels of Pearl's hierarchy.

problem How much additional information is needed for interventional and counterfactual queries compared to observational queries?
method Formalized via query-class description length, using Kolmogorov complexity of answer oracles induced by SCMs.
result Binary acyclic SCMs show a quadratic gap between observational and interventional descriptions, and a logarithmic gap between interventional and counterfactual descriptions.

VACA models graph data for causal inference without hidden confounders.

problem Causal inference in observational data with hidden confounders.
method Variational graph autoencoders for structural causal models.
result Accurately approximates interventional and counterfactual distributions.

Proposes Exogenous Matching for efficient counterfactual estimation.

problem Efficient estimation of counterfactual expressions in general settings.
method Transforms variance minimization into conditional distribution learning.
result Outperforms other importance sampling methods in counterfactual estimation.

New model predicts drug effects across various cell types using causal imputation.

problem Predict drug effects across different cell types given limited data.
method Introduces a novel SCM-based model class with latent factor structure and uses Synthetic Interventions estimator.
result Method outperforms other matrix completion approaches in drug repurposing dataset.

New method infers causal relationships from nonstationary time series data.

problem Challenges in inferring causal relationships from nonstationary time series data.
method Proposes a new class of restricted SCM with time-varying filters and stationary noise, leveraging asymmetry from nonstationarity.
result Demonstrates effectiveness of the proposed methodology on various synthetic and real datasets.

Markov boundary improves tabular prediction but not as expected.

problem Improving tabular prediction using the Markov boundary.
method Evaluation on a synthetic SCM benchmark with feature counts from 40 to 1000.
result Restricting a regressor to the Markov boundary often improves prediction, but existing discovery and training pipelines do not fully exploit this.

Identifies shifts in causal mechanisms between related datasets using ANMs.

problem Estimating the full causal structure from data is challenging; focus on identifying shifts in causal mechanisms.
method Assumes nonlinear additive noise models, uses Jacobian of score function for mixture distribution to identify shifts.
result Shows applicability of the approach on synthetic and real-world data.

For decades, researchers in fields, such as the natural and social sciences, have been verifying causal relationships and investigating hypotheses that are now well-established or understood as truth. These causal mechanisms are properties of the natural world, and thus are invariant conditions regardless of the collec…

2019-11-27abs ↗pdf ↗

New method identifies causal structure in count data using cumulants and path analysis.

problem Challenges in discovering causal structure from count data, especially due to non-identifiability.
method Poisson Branching Structural Causal Model (PB-SCM) with path analysis using high-order cumulants.
result Causal order is identifiable under specific conditions in PB-SCM using cumulant information.