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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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7142128 · May 202619922001200920182026
48 results for Unobserved Entries

Improved matrix completion for non-uniformly sampled data.

problem Estimating unobserved entries in a matrix with varying sampling probabilities.
method Developed entry-specific bounds for low-rank matrix completion under structured non-uniform sampling.
result Error bounds for each entry match minimax lower bounds under certain conditions.

Improved method for unbiased causal discovery in presence of unobserved confounding.

problem Unbiased data synthesis for causal discovery algorithms in the presence of unobserved confounding.
method Explicit block-hierarchical ancestral sampling to address limitations of implicit parameterization.
result Our approach fully covers the space of causal models, including those generated by implicit parameterization.

An algorithm finds the maximum entry of a stochastic low-rank matrix from noisy observations.

problem Finding the maximum entry of a stochastic low-rank matrix from sequential observations.
method LowRankElim algorithm, which is a statistical approach to find the maximum entry of a non-negative matrix.
result An upper bound on the regret of $O((K + L) \poly(d) Δ^{-1} \log n)$, where KK and LL are the number of rows and columns, dd is the rank of the matrix, and ΔΔ is the minimum gap.

New method predicts binary matrix entries using empirical Bayes and low-rank structure.

problem Predicting unobserved entries in binary matrices.
method Empirical Bayes method motivated by Efron--Morris estimator, exploiting low-rank structure.
result Superior performance in predictive accuracy, calibration, and efficiency compared to existing methods.

Paper introduces new cluster-based graphical models for high-dimensional data.

problem Inference for high-dimensional graphical models with many features.
method Cluster-based model with model-assisted clustering; likelihood-based estimation and inference strategies.
result Developed estimators for precision matrix of latent vector, with asymptotic central limit theorems.

The paper improves matrix completion with auxiliary covariates using LS estimation.

problem Matrix completion with noisy data and auxiliary covariates.
method Iterative least squares estimation with statistical properties derived.
result Asymptotic normal distributions of estimators for low-rank matrix and coefficient matrix.

FOCUS method forecasts counterfactuals in panel data with time series dynamics.

problem Forecasting unobserved potential outcomes in causal inference with missing entries and latent factors.
method FOCUS extends matrix completion methods by leveraging time series dynamics of latent factors.
result FOCUS method outperforms existing benchmarks in predicting future counterfactuals.

Estimates missing distributions using nearest neighbors with kernel methods.

problem Missing data and unobserved confounding in multivariate distributions.
method Distributional matrix completion framework with kernel nearest neighbors.
result Consistent recovery of underlying distributions with missing data.

Enhanced matrix completion with nonconvex penalties for better predictive performance.

problem Matrix completion from a subset of observed entries with low-rank assumption.
method Proposes nonconvex regularization with spectral thresholding operators and scalable EM-flavored algorithms.
result Nonconvex regularization leads to better predictive performance than nuclear norm methods.

Develops a regression model for partially observed dynamic tensor data.

problem Characterizing the relationship between dynamic tensor data and external covariates when data is only partially observed.
method Introduces low-rank, sparsity, and fusion structures on the regression coefficient tensor, and uses a loss function projected over observed entries. Developed an efficient non-convex alternating updating algorithm.
result Derived finite-sample error bounds for the estimator.

The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal inference studies may require unobserved high-level information which needs to be …

2017-03-13abs ↗pdf ↗

Study shows peers' graduation improves residents' success in TCs.

problem Identifying peer influence in therapeutic communities adjusting for latent homophily.
method Used data on affirmations and exit dates to form peer networks, modeled latent homophily, and proposed bias correction methods.
result Positive effect of peers' graduation on residents' graduation, varying by gender, race, and role model definition.

Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is distorted by a (typically unknown) nonlinear transformation. This paper addresses the…

2015-12-29abs ↗pdf ↗

KRCD detects unobserved confounders in nonlinear observational data.

problem Detecting unobserved confounders in nonlinear observational studies.
method Kernel Regression Confounder Detection (KRCD) using reproducing kernel Hilbert spaces.
result KRCD outperforms existing methods and achieves superior computational efficiency.

Valid causal inference with unobserved confounding in high-dimensional settings.

problem Estimating causal effects with unobserved confounders in high-dimensional data.
method Proposes methods to estimate causal effects with valid confidence intervals in the presence of unobserved confounders and high-dimensional nuisance models.
result Valid semiparametric inference can be obtained with unobserved confounding, and uncertainty intervals are proposed.

A new method uses randomized trials to estimate the strength of unobserved confounding.

problem Unobserved confounding compromises causal conclusions from non-randomized studies.
method Designs a statistical test to detect unobserved confounding strength and estimates a lower bound.
result Estimates an asymptotically valid lower bound on unobserved confounding strength.

Contagions such as the spread of popular news stories, or infectious diseases, propagate in cascades over dynamic networks with unobservable topologies. However, "social signals" such as product purchase time, or blog entry timestamps are measurable, and implicitly depend on the underlying topology, making it possible …

2016-06-28abs ↗pdf ↗

New method estimates treatment effects over time with unobserved confounders.

problem Estimating treatment effects from observational data with unobserved confounders.
method Sequential Deconfounder using Gaussian process latent variable model.
result Unbiased estimates of individualized treatment responses over time.

Spatial first differences used to estimate effects of unobservable geographic factors on agricultural productivity.

problem Estimating causal effects in the presence of unobservable heterogeneity.
method Developed a cross-sectional research design using spatial first differences (SFD) to identify causal effects.
result New estimates for the effects of time-invariant geographic factors on long-run agricultural productivities.

New method recovers predictions from unobservable source subpopulation in binary classification.

problem Challenging binary classification with unobservable subpopulation in source domain.
method Distribution matching method to estimate subpopulation proportions, rigorous derivation of prediction models.
result Our method outperforms naive benchmarks in synthetic and real-world datasets.

Study of a generalized geometric Brownian motion with varying entry and exit rates.

problem Understanding the long-run behavior of economic systems with growth, volatility, entry, and exit.
method Generalized geometric Brownian motion framework with varying entry and exit rates, analyzing moments and survival probability.
result Optimal exit rate minimizes mean first-passage time, influencing system outcome.

New method estimates policy performance under unobserved confounding.

problem Estimating policy performance when decisions depend on unobserved variables.
method Developed worst-case bounds for robust OPE under unobserved confounding.
result Efficient procedure for computing worst-case bounds, proving statistical consistency.

New research shows larger language models improve data processing for diverse entries.

problem Optimizing data processing for tables with diverse string entries.
method Analytical tasks on tables with varying language model sizes and a fuzzy join benchmark.
result Larger language models improve data processing for diverse entries, but fine-tuning is necessary.

CDVAE estimates treatment effects over time by accounting for unobserved variables.

problem Estimating treatment effects over time in the presence of unobserved confounders.
method Causal Dynamic Variational Autoencoder (CDVAE) that addresses unconfoundedness and unobserved heterogeneity.
result CDVAE outperforms existing methods in estimating Conditional Average Treatment Effects (CATEs).

Proposes ρρ-GNF for sensitivity analysis of unobserved confounding.

problem Sensitivity analysis of unobserved confounding in observational studies.
method Copulas and normalizing flows to estimate average causal effect (ACE) as a function of unobserved confounding strength.
result Develops ρcurveρ_{curve} to provide bounds for ACE and identify confounding strength required to nullify ACE.

Paper adapts DML for panel data, addressing unobserved heterogeneity.

problem Estimating causal effects with panel data and unobserved heterogeneity.
method Adapting double/debiased machine learning (DML) for panel data with predictive models based on correlated random effects.
result Predictive models based on correlated random effects within DML lead to accurate coefficient estimates.

New method removes hidden confounders for unbiased treatment effect estimation.

problem Bias in treatment effect estimation due to unobserved confounders.
method Proposes a new debiased estimation approach via SVD to handle heterogeneous confounding.
result Established rate of convergence for the estimator under different noise conditions.

For any matrix A in R^(m x n) of rank ρ, we present a probability distribution over the entries of A (the element-wise leverage scores of equation (2)) that reveals the most influential entries in the matrix. From a theoretical perspective, we prove that sampling at most s = O ((m + n) ρ^2 ln (m + n)) entries of the ma…

2013-10-14abs ↗pdf ↗

The paper tackles robust domain generalization by accounting for unobserved confounders.

problem Learning robust, generalizable models from multiple datasets in the presence of unobserved confounders.
method Defines a new invariance property for causal solutions, connects it to distributionally robust optimization, and incorporates regularization to encourage partial equality of error derivatives.
result Demonstrates the empirical effectiveness of the approach on healthcare data from various modalities.

Study on optimal bubble riding with price-dependent entry times in a mean field game model.

problem Optimal bubble riding with price-dependent entry times.
method Mean field game of controls with common noise and random entry time, existence result obtained through discretization and limit analysis.
result Existence of equilibrium in the mean field game model.

Paper challenges recent methods for causal inference with multiple causes and unobserved confounders.

problem Causal inference with multiple causes and unobserved confounders.
method Analytical counterexamples and impossibility proofs.
result Nonparametric identification is impossible for causal inference with multiple causes and unobserved confounders.