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

52104156208 · May 202619922001200920172026
48 results for causal separation

New framework for cyclic quantum causal models with graph separation property.

problem Understanding causal relationships in feedback processes and exotic scenarios.
method Introducing a robust probability rule and a novel graph-separation property, p-separation.
result Established graph-separation properties for all consistent cyclic causal models.

Develops a new framework for causal models on cyclic graphs, solving unique solvability issues.

problem Challenges in specifying unique probability distributions for cyclic functional causal models.
method Introduces a new probability rule and graph-separation property (p-separation) for cyclic fCMs.
result Proves p-separation is sound and complete for all consistent cyclic fCMs, recovering d-separation for DAGs.

We formalize causal separation in portfolio theory, deriving a closed-form projected Markowitz solution.

problem Portfolio optimization under causal separation conditions.
method Derive a closed-form solution for portfolio optimization using causal separation conditions.
result A closed-form projected Markowitz solution is derived under causal separation conditions.

This work restricts hidden cardinality in causal models to infer causal relations.

problem Causal relations between variables with a common unobserved cause cannot be directly inferred.
method Derive inequality constraints from d-separation in causal models with known cardinalities of unobserved variables.
result Inference of causal relations is possible with additional assumptions about cardinalities.

Detects causal scenarios with inequality constraints among classical correlations.

problem Classifying causal structures and identifying those with inequality constraints.
method Using d-separation, e-separation, incompatible supports, and HLP condition.
result Resolved all but three causal scenarios with up to 4 observed variables.

New PCstar algorithm discovers causal structure of max-linear Bayesian networks.

problem Discovering causal structure in max-linear Bayesian networks due to non-faithfulness.
method PC algorithm modified with CC^\ast-separation assumptions.
result PCstar algorithm can orient additional edges not possible with standard PC algorithm.

Paper distinguishes causal structures under latent confounding and selection bias.

problem Distinguishing causal relationships when latent variables and selection bias are present.
method Formulated selected-marginalized directed graphs (smDGs) to distinguish causal structures.
result Two causal structures are indistinguishable if they have the same selected-marginalized directed graph.

Separation of the sources and analysis of their connectivity have been an important topic in EEG/MEG analysis. To solve this problem in an automatic manner, we propose a two-layer model, in which the sources are conditionally uncorrelated from each other, but not independent; the dependence is caused by the causality i…

2012-03-15abs ↗pdf ↗

The paper proposes a method to stabilize predictions by identifying causal variables using a seed variable.

problem Stable prediction across unknown test data with potential spurious correlations.
method Conditional independence test based algorithm using a seed variable to separate causal from non-causal variables.
result The algorithm precisely separates causal and non-causal variables for stable prediction across test data.

We establish causal semantics for SDEs and develop methods to reason about them.

problem Understanding causal relationships in systems modeled by stochastic differential equations.
method We introduce a causal graph framework, Markov properties, and do-calculus for SDEs.
result We prove the σσ-separation Markov property and do-calculus for causal SDEs.

This work presents entropic constraints from DAGs with hidden variables.

problem Characterizing causal relations in systems with hidden variables.
method Entropic inequality constraints derived from ee-separation relations.
result These constraints can learn about true causal models from observed data.

Study designs experiments to identify causal graph structure with cycles and latent confounders.

problem Identify causal graph structure with cycles and latent confounders.
method Established lower bounds, developed CI and do see tests algorithms, and proved tightness.
result Proposed algorithms can recover all causal edges except for double adjacent bidirected edges.

Proposes CSG model to separate semantic and variation factors for OOD prediction.

problem Out-of-distribution examples cause conventional models to mix semantic and variation factors, leading to poor performance.
method Causal Semantic Generative model (CSG) based on causal reasoning, using variational Bayes for efficient learning and prediction.
result CSG can identify semantic factor and improve OOD prediction performance.

Study tackles causal structure learning in linear models with unobserved variables and measurement error.

problem Challenges of unobserved common causes and measurement error in causal structure learning.
method Introduces LV-SEM-ME model with four types of variables and characterizes identifiability under separability condition.
result Establishes form of identification robustness for target effect in broader LV-SEM-ME model.

We consider the problem of learning causal networks with interventions, when each intervention is limited in size under Pearl's Structural Equation Model with independent errors (SEM-IE). The objective is to minimize the number of experiments to discover the causal directions of all the edges in a causal graph. Previou…

2015-10-30abs ↗pdf ↗

Develops a model for causal discovery in path spaces.

problem Discover causal relationships in path spaces using asymmetric independence.
method Theory linking E-separation in DMGs to conditional independence in SDEs, proving global Markov property, characterizing equivalence classes of graphs.
result Each equivalence class of graphs has a greatest element as a parsimonious representation, which can be identified from data.

It is shown that if MM is a strongly causal free of naked singularities space-time, then its causal structure is completely characterized by a partial order in the space of skies defined by means of a class non-negative Legendrian isotopies. It is also proved that such partial order is determined by the class of futur…

2014-11-06abs ↗pdf ↗

New method discovers mean and variance causal graphs from heteroscedastic data.

problem Understanding causal relationships in data with varying variance.
method Bayesian, moment-driven approach inferring separate mean and variance causal graphs.
result Accurately recovers mean and variance structures from heteroscedastic data.

New framework learns interaction rules from animal trajectories.

problem Challenges in extracting interaction rules from animal movement data.
method Augmented behavioral models with neural networks and theory-guided regularization.
result Improved performance over baselines and novel biological insights.

The paper develops a method to discover causal relations and predict material laws with uncertainty quantification.

problem Discovering causal relations and predicting material laws with uncertainty in civil engineering applications.
method The paper develops a causal discovery algorithm to infer causal relations among time-history data. It uses a deep neural network with dropout layers for uncertainty quantification and propagates predictions through a causal graph.
result The method accurately predicts material laws and quantifies uncertainty, as demonstrated in two numerical examples.

Framework isolates causal effects from time series data, improving accuracy under non-stationarity and autocorrelation.

problem Causal inference in non-stationary, autocorrelated time series data.
method Decomposes time series into trend, seasonal, and residual components; performs component-specific causal analysis.
result Framework more accurately recovers ground-truth causal structure than state-of-the-art baselines, especially under strong non-stationarity and temporal autocorrelation.

Efficiently estimates SAGE values using causal structure learning.

problem Computational infeasibility of exact SAGE calculations.
method Uses causal structure learning to identify conditional independencies and accelerate SAGE approximation.
result Empirically demonstrates efficient and accurate estimation of SAGE values.

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.

The paper introduces a framework to assess nonlinear causality in financial markets.

problem Identifying and quantifying co-dependence between financial instruments.
method Transfer entropy and convergent cross-mapping methods to assess linear and nonlinear causality.
result Stock indices exhibit significant nonlinear causality, and correlation underestimates causality.

ABCI infers causal models and queries simultaneously using Bayesian active learning.

problem Inference of causal models and effects in a two-stage process is inefficient and unnatural.
method Active Bayesian Causal Inference (ABCI) using Gaussian processes for sequentially designing experiments.
result ABCI is more data-efficient and accurate in learning causal queries from fewer samples.

A linear non-Gaussian structural equation model called LiNGAM is an identifiable model for exploratory causal analysis. Previous methods estimate a causal ordering of variables and their connection strengths based on a single dataset. However, in many application domains, data are obtained under different conditions, t…

2011-04-28abs ↗pdf ↗

It is commonly known that in Riemannian and sub-Riemannian Geometry, the metric tensor on a manifold defines a distance function. In Lorentzian Geometry, instead of a distance function it provides causal relations and the Lorentzian time-separation function. Both lead to the definition of the Alexandrov topology, which…

2013-01-03abs ↗pdf ↗

This paper extends stable blanket theory to models with hidden variables and causal cycles.

problem Identifying stable predictors in models with hidden variables and causal cycles.
method Use acyclic directed mixed graphs (ADMGs) and directed graphs (DGs) with mm-separation and σσ-separation to characterize and construct intervention-stable predictor sets.
result Graphical characterizations of Markov blankets, stable frontiers, and stable blankets in models with hidden variables and cycles.

New causal versions of MaxEnt and PIR avoid paradoxical probability updates.

problem Paradoxical probability updates in causal MaxEnt and PIR.
method Separate constraints into cause-specific and mechanism-specific restrictions.
result Causal MaxEnt avoids paradoxical updates and aligns with Information Geometric Causal Inference.

New model improves neural network robustness against input manipulations.

problem Improving neural network robustness against input manipulations.
method Causal view and deep causal manipulation augmented model (deep CAMA) with data augmentation and test-time fine-tuning.
result Deep CAMA shows superior robustness against unseen manipulations compared to traditional models.