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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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48 results for causal sensitivity

NeuralCSA uses neural networks to analyze causal effects under unobserved confounding.

problem Challenges in causal inference from observational data due to unobserved confounding.
method Proposes a neural framework (NeuralCSA) for generalized causal sensitivity analysis.
result Demonstrates theoretical and empirical validity of NeuralCSA for causal inference.

Optimizes portfolios by identifying causal drivers of diversification.

problem Achieving efficient portfolio optimization based on asset and diversification dynamics.
method Commonality Principle, Reichenbach Common Cause Principle, conformal maps, Bayesian networks, correlation-based algorithms, neural networks, SDEs.
result Optimal portfolio diversification achieved through causal methodologies and sensitivity forecasting.

Proposes a method to assess unobserved confounding effects in causal inference.

problem Assessing unobserved confounding in causal inference studies.
method Copula-based normalizing flows with sensitivity parameter ρρ.
result Estimates average causal effect (ACE) as a function of unobserved confounding strength.

Extends expected value framework for cost-sensitive causal decision-making.

problem Optimizing operational decision-making with cost-sensitive causal classification.
method Introduces a cost-sensitive decision boundary based on estimated individual treatment effects, positive outcome probability, and cost parameters.
result Effective in maximizing expected causal profit, outperforming cost-insensitive ranking approach.

Proposes a sensitivity framework to handle limited overlap in causal inference.

problem Limited overlap between treated and control groups in observational studies.
method Sensitivity framework based on worst-case confidence bounds on bias introduced by trimming.
result Protects against spurious findings by quantifying uncertainty in regions with limited overlap.

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.

New method mitigates bias without sensitive data using causal graph and variational autoencoder.

problem Lack of fairness strategies when sensitive attributes are not collected.
method SRCVAE framework based on causal graph for inferring a proxy sensitive attribute.
result Significant improvements in fairness metrics over existing methods.

Caus-Modens uses deep ensembles to better predict causal outcomes in hidden confounding scenarios.

problem Predicting causal outcomes in the presence of hidden confounders.
method Caus-Modens employs a modulated ensemble approach to improve prediction intervals for causal outcomes using sensitivity models.
result Caus-Modens provides tighter prediction intervals for causal outcomes compared to existing methods.

Bayesian methods improve causal effect estimation, offering shrinkage and sensitivity analysis.

problem Improving causal effect estimation in practical settings.
method Parametric and nonparametric Bayesian approaches.
result Priors induce shrinkage and sparsity in parametric models.

Method bounds continuous-valued treatment effects when confounding variables are hidden.

problem Inferring causal effects of continuous treatments when hidden confounders are present.
method Novel methodology to bound average and conditional average continuous-valued treatment effects.
result Method gives tighter coverage of true dose-response curve than existing methods.

Proposes a new model to identify unknown counterfactual outcomes for continuous variables.

problem Counterfactual inference for continuous outcomes with strong assumptions.
method Curvature Sensitivity Model to relax assumptions and provide informative bounds.
result Demonstrates effectiveness of the Curvature Sensitivity Model in identifying counterfactual outcomes.

The paper examines how timing of observations affects causal discovery methods.

problem The sensitivity of causal discovery methods to mismatched observation timing.
method Empirical and theoretical analysis of classical and recent causal discovery methods.
result Causal discovery methods are sensitive to sampling rate and window length.

Framework calculates positional influence in causal residual Transformers.

problem Understanding positional influence in causal residual Transformers.
method Adjoint-sensitivity framework for positional influence in causal residual Transformers.
result Exact evolution of adjoint-energy influence density and decomposition into residual transmission, nonlocal Volterra, and local channels.

New framework for estimating treatment effects in observational studies.

problem Estimating average treatment effects in the presence of unobserved confounders.
method Distributionally robust optimization, sensitivity models.
result Sharp bounds on average treatment effects under distributional assumptions.

Proposes counterfactual explainability for causal attribution, extending variance analysis methods.

problem Lack of mechanistic understanding in existing tools for explaining complex models.
method Extends global sensitivity analysis methods to causal explanations using directed acyclic graphs.
result Developed methods to estimate counterfactual explainability and applied to income inequality analysis.

Causal approaches to fairness have seen substantial recent interest, both from the machine learning community and from wider parties interested in ethical prediction algorithms. In no small part, this has been due to the fact that causal models allow one to simultaneously leverage data and expert knowledge to remove di…

2019-07-01abs ↗pdf ↗

EXOC framework uses auxiliary variables for counterfactual fairness in machine learning.

problem Balancing fairness and predictive accuracy in models with sensitive attributes.
method EXOC framework uses auxiliary variables to define an auxiliary node and a control node for counterfactual fairness.
result EXOC framework outperforms state-of-the-art approaches in achieving counterfactual fairness.

Study reveals limitations of fair representation learning methods and cautions against their use in performance-sensitive tasks.

problem Limitations of fair representation learning methods in performance-sensitive tasks.
method Using causal reasoning, the study defines and formalizes different sources of dataset bias and examines the performance of fair representation learning under distribution shifts.
result Fundamental limitations on fair representation learning when evaluation data is drawn from the same distribution as training data.

RISE learns decisions with sensitive variables, improving worst-case outcomes.

problem Uncertainty and bias in decisions due to delayed sensitive variable data.
method Incorporates sensitive variables offline but not at deployment, using quantile or infimum optimization.
result Improves worst-case outcomes for individuals affected by unavailable sensitive variables.

Framework achieves fairness in predictions using partially known causal graph over clusters of variables.

problem Achieving fairness in algorithmic decisions when causal graph knowledge is limited.
method Leverages a causal graph over clusters of variables to train a prediction model, reducing interventional distribution discrepancies.
result Framework strikes a better balance between fairness and accuracy than existing approaches under limited causal graph knowledge.

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.

Work proposes CLAIRE to achieve counterfactual fairness from observational data without causal models.

problem Achieving counterfactual fairness from observational data without prior causal models.
method Proposes CLAIRE, a representation learning framework based on counterfactual data augmentation and an invariant penalty.
result CLAIRE effectively mitigates biases from the sensitive attribute and improves counterfactual fairness and prediction performance.

SLdisco uses supervised learning to discover causal models from observational data.

problem Estimating causal effects from observational data with limited samples and sparse models.
method Supervised machine learning to map observational data to causal equivalence classes.
result SLdisco is more conservative, less sensitive to sample size, and provides better model inference.

Develops scalable methods to assess sensitivity and uncertainty in continuous treatment effects.

problem Estimating effects of continuous-valued interventions from observational data, especially when ignorability and positivity assumptions are violated.
method Continuous treatment-effect marginal sensitivity model (CMSM), scalable algorithm, uncertainty-aware deep models.
result Derives bounds that agree with observed data and a defined level of hidden confounding.

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.

Sharp bounds on ATE with unmeasured confounders, valid even when misspecified.

problem Bounding average treatment effects with unmeasured confounders.
method Distributionally robust optimization, double sharpness, double validity.
result Proposes estimators with robustness properties for valid bounds.

C-kNN-LSH identifies similar patient histories for causal inference in longitudinal data.

problem Estimating causal effects from longitudinal trajectories with high-dimensional confounding.
method C-kNN-LSH uses locality-sensitive hashing to find clinical twins and estimate treatment effects.
result C-kNN-LSH outperforms existing methods in capturing recovery heterogeneity and estimating policy values.

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.

New bounds assess policy evaluation under unobserved confounders, showing model-based methods are more effective.

problem Policy evaluation under unobserved confounders in uncertain causal environments.
method Developed worst-case bounds for sensitivity to unobserved confounders, demonstrating model-based methods are more effective.
result Model-based approaches with robust MDPs provide sharper lower bounds for policy evaluation.

This work analyzes fairness-accuracy trade-offs using causal methods.

problem Discriminatory behavior in machine learning systems based on sensitive characteristics.
method Introduces path-specific excess loss (PSEL) and causal fairness/utility ratio to quantify trade-offs.
result Shows how enforcing fairness constraints can reduce discrimination while increasing loss.

Develops Austen plots for assessing bias from unobserved confounding in observational studies.

problem Bias in causal estimates due to unobserved confounding.
method Formalizes confounding strength, uses Austen plots to visualize and quantify bias.
result Allows domain experts to assess the plausibility of strong confounders.

Study finds a method to discover causal relationships that are invariant to marginal distributions.

problem Current causal discovery methods are sensitive to marginal distributions, leading to unreliable results.
method Proposes a non-parametric estimator that marginalizes the marginals to find intrinsic causal relationships.
result The proposed method yields causal estimators competitive with current methodologies and emphasizes uncertainty.

Causal inference deals with identifying which random variables "cause" or control other random variables. Recent advances on the topic of causal inference based on tools from statistical estimation and machine learning have resulted in practical algorithms for causal inference. Causal inference has the potential to hav…

2015-12-17abs ↗pdf ↗

A new method uses LLMs to discover causal pathways that affect fairness in machine learning.

problem Discovering fairness-relevant causal pathways in the presence of noise and confounding.
method Hybrid LLM-guided causal discovery framework combining active learning and dynamic scoring.
result LLM-guided methods, including the proposed active, dynamically scored variant, outperform baselines in recovering fairness-relevant structure under noisy conditions.

A method to detect spillover effects and select valid donors for synthetic control models.

problem Identifying valid donors in synthetic control models when spillover effects are possible.
method Theoretical grounding and practical method using pre-intervention data to identify donor values and debias causal estimates.
result A Theorem that identifies assumptions for identifying donor values and debias causal estimates.