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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.

168,695 papers · 148 categories

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130259389518 · Jun 202019922001200920172026
48 results for causal value theory

This study uses causal Shapley values to analyze how socioeconomic factors cause the spread of COVID-19.

problem Understanding how socioeconomic factors cause the spread of COVID-19.
method The study employs an explanatory framework from cooperative game theory augmented with do calculus, specifically causal Shapley values, to analyze the causal connections.
result The causal Shapley values reveal distinct advantages of non-linear machine learning models over linear models in multivariate analysis.

Shapley value improves model interpretation but not causal inference.

problem Improving model interpretability without losing predictive power.
method Analyzed Shapley value in Bayesian networks, linking it to conditional independence.
result Eliminating high Shapley value variables does not harm predictive performance, but low Shapley value variables can.

Estimates treatment effects in rare extreme events using EVT.

problem Estimating treatment effects in rare, impactful events like extreme climate events.
method Introduces a novel framework using EVT and multivariate regular variation for consistent treatment effect estimation.
result Developed a consistent estimator for extreme treatment effects with rigorous non-asymptotic analysis.

We describe a formal approach to identify 'root causes' of outliers observed in nn variables X1,,XnX_1,\dots,X_n in a scenario where the causal relation between the variables is a known directed acyclic graph (DAG). To this end, we first introduce a systematic way to define outlier scores. Further, we introduce the concep…

2019-12-05abs ↗pdf ↗

New method reveals true causal functions in nonlinear time series, not just scores.

problem Causal discovery in nonlinear time series often uses scalar edge scores, which hide true function-valued causal influence.
method Formalized function-valued causal influence for additive, contribution-decomposable architectures. Introduced a practical framework based on ICE for estimating causal response functions directly from trained models.
result Edges with indistinguishable scalar scores can exhibit qualitatively different functional behaviors.

The paper explores how missing data problems are related to causal inference.

problem Missing data in experiments makes causal inference difficult.
method The paper reinterprets missing data as a form of causal inference by considering counterfactual variables.
result Identification assumptions in missing data can be encoded using graphical models of counterfactual and observed variables.

New method estimates causal effects with multi-valued, time-varying treatments.

problem Estimating causal effects with complex time-varying exposures.
method Combines machine learning and semiparametric efficiency theory.
result Proposes an efficient, asymptotically normal estimator for marginal structural models.

Study estimates heterogeneous principal causal effects with binary treatments and intermediate variables.

problem Estimating subgroup effects within strata defined by potential values of an intermediate variable.
method Proposes a framework for estimating and forming confidence intervals for heterogeneous principal causal effects under principal ignorability assumption. Develops several estimators with varying robustness properties.
result Established large-sample theory and analyzed bias contributions of each approach.

CAST predicts distribution-valued time series by stabilizing and transporting simplex-supported successors.

problem Forecasting distribution-valued time series with structural failure modes.
method CAST (Causal Anchored Simplex Transport) uses successors retrieved from causal context, stabilized with a persistence anchor, and locally transported on ordered supports.
result CAST outperforms baselines on eleven public and simulated benchmarks, achieving best average rank on both one-step KL and autoregressive rollout JSD.

Shapley Flow interprets model predictions using a graph-based approach to feature importance.

problem Existing feature importance methods ignore or hide feature dependencies.
method Shapley Flow considers the entire causal graph and assigns credit to edges.
result Shapley Flow provides a deeper, graph-based view of feature importance.

Proposes a method to infer causal effects from incomplete data using latent confounders.

problem Missing data complicates causal inference, especially for non-linear models.
method Uses variational autoencoders to learn latent confounders and incorporate missing values.
result Demonstrates effectiveness of the method, especially for non-linear models.

CD-RCA method identifies causal relationships in prediction errors without predefined graphs.

problem Challenges in diagnosing prediction errors due to lack of transparency in black-box models.
method Causal-Discovery-based Root-Cause Analysis (CD-RCA) method that estimates causal relationships without predefined causal graphs.
result CD-RCA outperforms heuristic attribution methods in identifying variable contributions to prediction errors.

New algorithms predict causal links better than traditional methods in time series data.

problem Learning causal structure from time series data with challenges in real-world Earth sciences.
method Combination of established ideas for linear methods to identify causal links in non-linear systems, with a focus on large regression coefficients.
result Large regression coefficients can predict causal links better than small p-values in practice.

Develops geometric causal models for causal inference from dependent data.

problem Causal inference from structured, dependent data (e.g., spatial, network, molecular).
method Geometric causal models (GCMs) exploiting symmetries of data generating process, combining group theory, ergodic theory, and Bayesian inference.
result Establishes identification and estimation of causal effects from dependent data.

Proposes a new method to avoid model extrapolation in Shapley values.

problem Model extrapolation in marginal Shapley values leads to unreliable explanations.
method Proposes a new approach that avoids model extrapolation using marginal averaging and causal information.
result Demonstrates the impacts of model extrapolation on Shapley values and proposes a new method to avoid it.

Paper resolves conflicting Shapley value approaches by showing conditional is unsound and marginal is preferred.

problem Conflicting results from conditional and marginal Shapley value approaches when features are correlated.
method Uses causal arguments to show differences arise from assumptions about missing causal information.
result Marginal approach is preferred over conditional due to causal soundness.

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.

New method tests Granger non-causality in panel data with cross-sectional dependencies.

problem Testing Granger non-causality in panel data with cross-sectional dependencies.
method Proposes a new approach to aggregate p-values from panel members to test Granger non-causality, showing lower FDR.
result Our approach discovers true causal relations in panel data, unlike state-of-the-art methods.

Casper uses causal graph neural networks to improve spatiotemporal time series imputation.

problem Imputing missing values in spatiotemporal time series with confounders and non-causal correlations.
method Casper introduces a novel Prompt Based Decoder (PBD) and Spatiotemporal Causal Attention (SCA) to block confounders and discover causal relationships.
result Casper outperforms baselines and effectively discovers causal relationships in spatiotemporal time series imputation.

Novel method uses information theory to measure causal influences during transient neural events.

problem Characterizing network interactions during transient neural events.
method Structural Causal Models, Information Theory, Transfer Entropy, Dynamic Causal Strength, Relative Dynamic Causal Strength.
result Introduced a novel measure, relative Dynamic Causal Strength, with theoretical and empirical support.

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple treatment models in a selection-on-observables framework by modifying the Causal Fore…

2018-12-22abs ↗pdf ↗

We describe, in the general setting of closed cone fields, the set of causal functions which can be approximated by smooth Lyapunov. We derive several consequences on causality theory. Dans le contexte général des champs de cones fermés, on décrit l'ensemble des fonctions causales qui peuvent être approchées par des fo…

2017-11-10abs ↗pdf ↗

We give an up-to-date perspective with a general overview of the theory of causal properties, the derived causal structures, their classification and applications, and the definition and construction of causal boundaries and of causal symmetries, mostly for Lorentzian manifolds but also in more abstract settings.

2005-01-24abs ↗pdf ↗

Missing data are ubiquitous in many domains including healthcare. When these data entries are not missing completely at random, the (conditional) independence relations in the observed data may be different from those in the complete data generated by the underlying causal process. Consequently, simply applying existin…

2018-07-11abs ↗pdf ↗

Develops a new method to measure causal effects in continuous and discrete settings.

problem Measuring direct causal effects in complex scenarios with continuous and interventionally changing variables.
method Probabilistic Easy Variational Causal Effect (PEACE) method, developed for both continuous and discrete cases.
result PEACE can measure causal effects under various conditions and is stable under small changes.

Causal-NECO VaR improves financial risk assessment under market turbulence.

problem Inaccurate risk assessment in volatile markets.
method Causal Network Contagion Value at Risk (Causal-NECO VaR) using causal network framework.
result Robust and invariant predictive power in unstable financial environments.

The paper develops fair machine learning models using causal path-specific effects.

problem Fairness in machine learning models under causal constraints.
method Lagrange multiplier approach for infinite-dimensional functional estimation, closed-form solutions for constrained optimization.
result Theoretical and flexible semiparametric estimation strategies for fair predictions.

This paper uses machine learning to estimate how different types of crashes affect highway traffic.

problem Estimating the heterogeneous causal effects of crashes on highway traffic.
method Neyman-Rubin Causal Model, Conditional Shapley Value Index, Structural Causal Model, Doubly Robust Learning.
result Different types of crashes have varying impacts on traffic, with rear-end crashes causing the most severe congestion.

Study functional confounders in causal inference, enabling estimable effects.

problem Causal inference challenges with functional confounders violating positivity.
method Functional interventions, functional positivity, gradient fields, Level-set Orthogonal Descent Estimation (LODE).
result Valid causal effect estimation under certain conditions.

Quantum theory challenges traditional cause-effect relations, showing causal influences even without Bell inequality violations.

problem Challenging traditional concepts of cause-effect relations in quantum mechanics.
method Introducing a general framework to estimate causal influences without interventions or classical/quantum assumptions.
result Every pure bipartite entangled state violates classical bounds on causal influence, negating the idea that Bell inequalities are the only signature of incompatibility.

New method for causal effect estimation with hidden confounders.

problem Estimating causal effects in the presence of hidden confounders.
method Singular value decomposition of a conditional expectation operator followed by saddle-point optimization.
result Our method outperforms existing methods on common benchmarks.

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 uses information theory to uncover causal relationships in complex systems.

problem Discovering causal relationships in multivariate systems, especially in Bayesian networks and hypergraphs.
method Partial Information Decomposition (PID) to explicitly model higher-order interactions.
result PID components reveal direct causal neighbors and collider relationships in Bayesian networks and multi-tail hyperedges in causal hypergraphs.

Study finds Value Granger-causes Size during crisis regimes but not during normal times.

problem Understanding regime-dependent predictive relationships between equity factors.
method Used 35 years of Fama-French data and a Student-t Hidden Markov Model (HMM) to identify crisis regimes.
result Value Granger-causes Size during crisis regimes but not during normal times, validating across multiple historical events.