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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.

168,742 papers · 148 categories

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72143215286 · May 202619922001200920172026
48 results for causal mechanism drifts

Method recovers causal diffusion mechanisms from steady-state data without parametric assumptions.

problem Recovering causal diffusion mechanisms from steady-state gene expression data.
method Non-parametric kernel estimator for drift function, cross-validation for hyperparameter tuning.
result Full causal mechanism can be non-parametrically identified under weak non-explosion criterion.

SYNC learns time-aware causal representations to improve model generalization in evolving domains.

problem Spurious correlations and shortcut learning in existing EDG methods hinder model generalization.
method SYNC integrates dynamic causal factors and causal mechanism drifts into a sequential VAE framework.
result SYNC achieves superior temporal generalization performance on synthetic and real-world datasets.

CICME estimates common and domain-specific causal mechanisms from multi-sensor data.

problem Inferring causal mechanisms from heterogeneous multi-sensor data across multiple domains.
method Three-step approach using Causal Transfer Learning (CTL).
result CICME reliably detects domain-invariant causal mechanisms and guides individual domain causal mechanism estimation.

We solve continuous-time latent SDE identifiability using diffusion shifts.

problem Identifiability of latent SDEs in continuous-time time series.
method Environment-induced shifts in diffusion covariance for additive-noise latent SDEs.
result Two diagonal diffusion regimes with distinct variance ratios identify latent coordinates up to permutation and scaling.

New framework learns disentangled causal representations from observed labels.

problem Learning meaningful disentangled causal representations from observed data.
method ICM-VAE framework using flow-based diffeomorphic functions and causal disentanglement prior.
result Induces highly disentangled causal factors and improves robustness.

Proposes a new method for estimating counterfactual treatment effects.

problem Uncertainty in identifying causal mechanisms from observational data.
method Introduces a parameterized family of causal mechanisms that generalize Gumbel-max, trained to minimize counterfactual effect variance.
result Trained mechanisms yield lower variance estimates of counterfactual treatment effects.

MetaCI uses meta-learning to generalize causal inference across heterogeneous populations.

problem Generalizing causal inference from multiple homogeneous subgroups to a heterogeneous population.
method MetaCI employs meta-learning to handle data distribution shifts and concept drifts.
result MetaCI outperforms random initialization and other methods in counterfactual inference.

We consider the problem of function estimation in the case where an underlying causal model can be inferred. This has implications for popular scenarios such as covariate shift, concept drift, transfer learning and semi-supervised learning. We argue that causal knowledge may facilitate some approaches for a given probl…

2012-06-27abs ↗pdf ↗

With today's abundant streams of data, the only constant we can rely on is change. For stream classification algorithms, it is necessary to adapt to concept drift. This can be achieved by monitoring the model error, and triggering counter measures as changes occur. In this paper, we propose a drift detection mechanism …

2018-11-27abs ↗pdf ↗

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.

EML-CD discovers causal mechanisms from neural networks in a structured way.

problem Extracting causal mechanisms from neural network weights is ill-posed.
method Integrates EML operator into causal structure learning, representing each edge mechanism as a gated EML binary tree.
result Achieves SHD=11.2 +/- 0.4 on real data, matching or outperforming existing methods.

Tests whether a treatment's effect is fully mediated by observed outcomes and identifies causal mechanisms.

problem Understanding how a treatment affects an outcome through intermediate variables.
method Proposes a test to evaluate full mediation and causal mechanism identification, extending to non-randomly assigned treatments.
result A conditionally random treatment is conditionally independent of the outcome given mediators and covariates if full mediation and causal mechanism identification hold.

New methods predict language model out-of-distribution behaviors using causal mechanisms.

problem Predicting how language models behave on unseen data.
method Two methods: counterfactual simulation and value probing.
result Both methods achieve high AUC-ROC and outperform causal-agnostic approaches in out-of-distribution settings.

New method detects bias in AI models that generate data.

problem Detecting bias in AI models that generate data.
method Formalized causal fairness in generative AI, derived new decomposition results, established identification conditions, and introduced efficient estimators.
result Demonstrated the value of new methodology in analyzing bias in large language models.

DAG-FM discovers causal relationships from heterogeneous data.

problem Challenges in causal discovery from heterogeneous causal mechanisms.
method DAG-FM uses two specialized Transformer-based sub-modules and a robust tabular interaction block to model complex row-column interactions.
result DAG-FM achieves state-of-the-art performance on synthetic and real-world datasets.

We identify causal models with unobserved confounding using bijective generation mechanisms.

problem Identifying causal relationships with unobserved confounders.
method Establish counterfactual identifiability for BGMs and propose a learning method.
result Learned BGMs enable efficient counterfactual estimation.

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.

Drift-Resilient TabPFN learns to adapt to changing data distributions.

problem Real-world data often shifts over time, degrading model performance.
method In-Context Learning with a Prior-Data Fitted Network, using structural causal models.
result Significant performance improvements across various datasets.

Framework monitors insurance pricing models for drift and recalibration.

problem Maintaining predictive performance of pricing models in evolving insurance portfolios.
method Formalizes deviance loss and Murphy's score, studies Gini score, develops monitoring framework.
result Framework guides decisions on refitting or recalibrating pricing models.

New method improves domain generalization by aligning causal mechanisms across domains.

problem Improving model's ability to generalize across different distributions.
method Introduces invariance of average causal effect of features to labels, regularizing training approach.
result Demonstrates superior performance on benchmark datasets compared to state-of-the-art methods.

Proposes MSS to identify causal structure from heterogeneous environments.

problem Distribution shifts between environments violate i.i.d. data assumption.
method Sparse mechanism shift hypothesis, score-based approach.
result Identifies entire causal structure with high probability.

DoWhy-GCM extends causal inference in graphical models for diverse queries.

problem Addressing diverse causal queries in graphical causal models.
method Specify cause-effect relations via a causal graph, fit causal mechanisms, pose causal queries.
result Identification of root causes, attribution of causal influences, diagnosis of causal structures.

Paper proposes mechanism learning to reverse causal inference in ML.

problem Machine learning models learn associational, not causal, relationships.
method Causally weighted Gaussian mixture models (CW-GMMs).
result CW-GMMs can deconfound observational data for reverse causal inference.

TS-K-means improves financial data clustering with dynamic time warping.

problem Inadequate handling of temporal dependencies in financial time series data.
method Integrates Dynamic Time Warping into Time Series K-means for financial data.
result TS-K-means outperforms traditional K-means in financial data analysis.

The paper develops a new framework for detecting distributional drifts conditioned on context.

problem Detecting distributional drifts in machine learning systems when context changes.
method Develops a framework using two-sample tests for conditional distributional treatment effects.
result Demonstrates effectiveness for detecting drift in subpopulations of data.

New method improves bivariate causal discovery by accurately estimating cause variable complexity.

problem Improper estimation of cause variable complexity in current MDL-based methods.
method Rate-distortion MDL (RDMDL) using information dimension for cause variable complexity estimation.
result RDMDL achieves competitive performance on Tübingen dataset.

New approach to portfolio optimization shows entropy regularization is ineffective.

problem Entropy regularization in mean-variance portfolio optimization under drift uncertainty.
method Combining Bayesian filtering and stochastic policy optimization.
result Entropy regularization does not accelerate learning about unknown drift.

Causal diagrams based on do intervention are useful tools to formalize, process and understand causal relationship among variables. However, the do intervention has controversial interpretation of causal questions for non-manipulable variables, and it also lacks the power to check the conditions related to counterfactu…

2019-07-24abs ↗pdf ↗

New findings show invariance alone isn't enough to identify latent causal variables.

problem Lack of theoretical insights for identifying latent causal variables when variables are latent.
method Assessed the connection between invariance and causal representation learning using impossibility results.
result Invariance alone is insufficient to identify latent causal variables.

The paper develops a method for inferring second opinions from experts using counterfactual inference.

problem Designing efficient decision support systems for second opinions.
method Set invariant Gumbel-Max structural causal model for multiclass classification.
result The proposed model can infer second opinions more accurately than non-causal models.

Paper adapts causal analysis for time-dependent systems, especially energy management.

problem Challenges in root-cause analysis for systems with lagged time-dependencies, particularly in energy management.
method Adapts causal root-cause analysis method to time-dependent systems, discusses two truncation approaches.
result Extension effectively localizes root-causes in feature and time domain with enough lags.

New framework improves model robustness by focusing on stable relations across environments.

problem Standard supervised learning fails under data distribution shift.
method Gradient-based learning framework derived from the principle of independent causal mechanisms (ICM).
result Models generalize well to unseen scenarios, ignoring unstable relations.

Meta-causal states group equivalent qualitative causal dynamics, useful for analyzing system changes.

problem Qualitative changes in causal relationships due to agent actions or environmental tipping points.
method Propose meta-causal states to group causal models based on equivalent qualitative behavior and parameterize specific mechanisms.
result Meta-causal states can be inferred from observed agent behavior and disentangled from unlabeled data.

This work tackles OOD generalization by leveraging causal invariance without needing to recover causal features.

problem Learning models that perform well on out-of-distribution (OOD) data.
method Causal invariant transformations to modify non-causal features while preserving causal parts.
result Theoretical and practical methods to learn a minimax optimal model across domains using single domain data.

CDFM aims to unify causal discovery across diverse datasets.

problem Fragmented, test-driven causal discovery approaches struggle with modern data heterogeneity.
method CDFM is a unified, general-purpose framework using a variational decomposition of causal mechanisms.
result CDFM outperforms traditional algorithms across diverse datasets.

Generative Intervention Models predict perturbation effects without knowing the underlying mechanisms.

problem Predicting perturbation effects when the mechanisms are unknown.
method Generative Intervention Models (GIM) that map perturbation features to distributions over atomic interventions in a causal model.
result GIMs achieve robust out-of-distribution predictions and infer underlying perturbation mechanisms.