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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.

168,694 papers · 148 categories

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84167251334 · Jun 202019922001200920172026
48 results for causally simple

It is shown that the space of null geodesics of a causally simple Lorentzian manifold is Hausdorff if it admits an open conformal embedding into a globally hyperbolic spacetime. This provides an obstruction to conformal embeddings of causally simple spacetimes into globally hyperbolic ones irrespective of curvature con…

2019-01-02abs ↗pdf ↗

A simple guide to understanding hierarchical causality in complex systems.

problem Understanding hierarchical causality in complex systems.
method Formalizing hierarchical causality in terms of actors and agents, with three key structures.
result The system requires three additional structures: causation classes, aggregation operators, and discrete event-time maps.

Continuous Lorentzian metrics yield infinitesimal Minkowskian spacetimes.

problem Understanding spacetime properties from continuous Lorentzian metrics.
method Proving infinitesimal Minkowskianity for causally simple metric measure spacetimes.
result Continuous Lorentzian metrics result in spacetimes that are infinitesimally Minkowskian.

Defines explanations for classifier outcomes using causal concepts.

problem Understanding classifier outcomes in a causal context.
method Proposes a new definition of explanation based on causality, compares it with existing notions, and evaluates it experimentally.
result Experimental evaluation shows the new definition's effectiveness on financial datasets.

We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit feedback that is not exploited by existing approaches. We propose a new algorithm t…

2016-06-10abs ↗pdf ↗

New criteria distinguish cause from effect in data, overcoming statistical limitations.

problem Determining causal direction from statistical dependence alone.
method Intuitive criteria based on simplicity of prediction, tested on synthetic data.
result Criteria accurately distinguish cause from effect in various scenarios.

Study open orbits in causal flag manifolds with applications in AQFT.

problem Understanding open orbits in causal flag manifolds for applications in AQFT.
method Analyzing open orbits of symmetric subgroups on causal flag manifolds, focusing on invariant causal structures and modular flows.
result Determine the positivity regions of modular flows and their global hyperbolicity for different types of open orbits.

Weak supervision enables learning causal representations from unstructured data.

problem Learning high-level causal representations from unstructured data like images.
method Weakly supervised setting with paired samples before and after interventions. Implicit latent causal models using variational autoencoders.
result Models can reliably identify causal structure and disentangle causal variables.

Structural Causal Models (SCMs) provide a popular causal modeling framework. In this work, we show that SCMs are not flexible enough to give a complete causal representation of dynamical systems at equilibrium. Instead, we propose a generalization of the notion of an SCM, that we call Causal Constraints Model (CCM), an…

2018-05-16abs ↗pdf ↗

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.

We solve structure learning for cyclic linear causal models using observational data.

problem Learning the structure of cyclic linear causal models from observational data.
method Assuming simple graphs, we use a criterion for distributional equivalence and implement a greedy search method.
result We show that simple cyclic models are of expected dimension and justify score-based methods for structure learning.

The paper explores Wiener-Granger causality and its computational enhancements.

problem Analyzing causal relationships between time series data.
method Detailed overview of Granger causality, historical development, and computational advancements.
result Enhanced application of Granger causality in various fields.

We study the performance of Local Causal Discovery (LCD), a simple and efficient constraint-based method for causal discovery, in predicting causal effects in large-scale gene expression data. We construct practical estimators specific to the high-dimensional regime. Inspired by the ICP algorithm, we use an optional pr…

2019-10-06abs ↗pdf ↗

We consider the problem of learning the functions computing children from parents in a Structural Causal Model once the underlying causal graph has been identified. This is in some sense the second step after causal discovery. Taking a probabilistic approach to estimating these functions, we derive a natural myopic act…

2017-06-30abs ↗pdf ↗

Generalizes causal inference to high-dimensional outcomes.

problem Limited causal inference methods for multivariate outcomes.
method Formulates causal discrepancy tests for nominal variables, uses conditional independence tests.
result Causal CDcorr method improves finite sample validity and power.

The estimation of optimal treatment regimes is of considerable interest to precision medicine. In this work, we propose a causal kk-nearest neighbor method to estimate the optimal treatment regime. The method roots in the framework of causal inference, and estimates the causal treatment effects within the nearest neig…

2017-11-22abs ↗pdf ↗

Method estimates bivariate causal models using normalising flows and variational Gaussian process regression.

problem Lack of explainability in AI models, especially in causal mechanisms.
method Combination of normalising flows for density estimation and variational Gaussian process regression for post-nonlinear models.
result Method better explains cause-effect pairs than simple additive noise models.

New method reduces bias in estimating causal effects from discretized variables.

problem Bias in estimating causal effects from discretized continuous variables.
method Proposes a bias-reduced functional that evaluates outcome regression at within-bin conditional means.
result Demonstrates substantial bias reduction and near-nominal confidence interval coverage.

Causal autoregressive flows enable accurate causal inference and prediction.

problem Causal discovery and interventional predictions in machine learning.
method Autoregressive normalizing flows with fixed variable orderings.
result Causal models derived from autoregressive flows are identifiable and allow for accurate interventional and counterfactual predictions.

Simple linear models reveal complex cryptocurrency networks.

problem Understanding complex causal networks in cryptocurrency markets.
method Multivariate linear models to infer financial networks from cryptocurrency price series.
result Simple linear models can create informative cryptocurrency networks reflecting economic intuition.

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.

A rank-n tensor on a Lorentzian manifold V whose contraction with n arbitrary causal future directed vectors is non-negative is said to have the dominant property. These tensors, up to sign, are called causal tensors, and we determine their general properties in dimension N. We prove that rank-2 tensors which map the n…

2001-04-26abs ↗pdf ↗

Inferring the causal structure that links n observables is usually based upon detecting statistical dependences and choosing simple graphs that make the joint measure Markovian. Here we argue why causal inference is also possible when only single observations are present. We develop a theory how to generate causal grap…

2008-04-23abs ↗pdf ↗

The study uncovers latent capabilities of language models via causal representation learning.

problem Rigorous causal evaluations of language model capabilities are challenging due to confounding effects and computational costs.
method Proposes a causal representation learning framework to identify latent capability factors as causally interrelated after controlling for a common confounder (base model).
result Identifies a three-node linear causal structure explaining performance variations across 1500 models and six benchmarks.

Proposes a new Alzheimer's disease simulator for causal effect estimation.

problem Lack of suitable benchmarks for evaluating causal effect estimators in real-world healthcare data.
method Developed a simulator of Alzheimer's disease using ADNI dataset, incorporating various parameters to model complexities.
result Compared estimators of average and conditional treatment effects using the new simulator.

Study interpolating estimators for causal learning from observational data.

problem Learning causal models from observational data in complex model classes.
method Investigate min-norm interpolators and ridge-regularized regressors in a linearly confounded model.
result Interpolators cannot be optimal for causal learning under the principle of independent causal mechanisms, requiring stronger regularization.

The paper discusses selecting predictive models for causal inference, highlighting the challenges and proposing a solution.

problem Selecting the best predictive models for causal inference from a variety of machine learning models.
method The paper proposes using RextriskR ext{-risk}, flexible estimators, and splitting data to compute risks for model selection.
result The proposed method controls both outcome errors for treated and non-treated individuals, addressing the issue of model selection for causal inference.

New findings on lightconvex boundaries in Finslerian spacetimes.

problem Understanding causal structures in Finslerian spacetimes.
method General results for indefinite Finslerian manifolds with boundary, and equivalence among boundary lightconvexity, causally simple interior, and Hausdorff space of cone geodesics.
result Equivalence among boundary lightconvexity, causally simple interior, and Hausdorff space of cone geodesics in globally hyperbolic spacetimes.

TRAM-DAG models bridge interpretability and flexibility in causal modeling.

problem Modeling causal relationships in diverse data types while maintaining interpretability.
method Using transformation models (TRAMs) within structural causal models (SCMs) to handle various data types and maintain interpretability.
result TRAM-DAG models achieve equal or superior performance in causal queries across different levels of the causal hierarchy.