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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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48 results for causation entropy

Efficiently constructs sparse ROMs for high-dimensional data using causation entropy.

problem Creating effective reduced-order models for high-dimensional dynamical data.
method Uses causation entropy to identify important terms and construct ROMs with varying sparsity.
result Demonstrates the effectiveness of causation entropy in constructing sparse ROMs for chaotic systems with skewed statistics.

New method tightens bounds on causation probabilities using independent datasets.

problem Challenging point identification of causation probabilities without strong assumptions.
method Imposes counterfactual consistency between SCMs constructed from independent datasets and uses conditional mutual information.
result Significantly tighter bounds on causation probabilities are established.

A novel framework infers causal direction from symbolic sequences using pattern entropy.

problem Challenges in discovering causal direction from temporal symbolic data.
method Dictionary Based Pattern Entropy (DPEDPE) framework integrating AIT and Shannon Information Theory.
result Minimizing pattern level uncertainty yields a robust framework for causal discovery.

The study learns causal graphs from time series data using entropy measures.

problem Learning causal graphs from time series data.
method Constraint-based framework, information-theoretic measures, generalized causation entropy, PC and FCI algorithms.
result The methods effectively construct causal graphs from time series data.

We study the problem of discovering the simplest latent variable that can make two observed discrete variables conditionally independent. The minimum entropy required for such a latent is known as common entropy in information theory. We extend this notion to Renyi common entropy by minimizing the Renyi entropy of the …

2018-07-26abs ↗pdf ↗

Paper simplifies calculating causation probabilities and ranks root causes.

problem Computational challenges in assessing causal relationships.
method Algorithmic simplifications and novel methodological framework for Root Cause Analysis.
result Significantly reduces computational complexity for calculating causation probabilities.

Models predict probabilities of causation from limited data.

problem Estimating probabilities of causation requires unreliable or impractical experimental and observational data.
method Proposed Exact-MLP and Mask-MLP models trained on reliable subpopulations.
result Models achieve average MAEs of roughly 0.03, reducing MAE by 80%.

One of the goals of probabilistic inference is to decide whether an empirically observed distribution is compatible with a candidate Bayesian network. However, Bayesian networks with hidden variables give rise to highly non-trivial constraints on the observed distribution. Here, we propose an information-theoretic appr…

2014-07-08abs ↗pdf ↗

Critiques causal reductionism in financial studies, suggesting alternative approaches.

problem Limitations of unidirectional causation in self-referencing systems like finance.
method Critical assessment of causal inference in empirical finance, using ecological models.
result Current financial tools may be limited to ex post inference, especially in reflexive contexts.

Study shows gaps in Bitcoin order book are linked to returns but only in the short term.

problem Understanding the relationship between gaps and returns in Bitcoin order books.
method Examined the dynamics of gaps and returns in a Bitcoin order book without considering long-term causation.
result The causal relationship between gaps and returns is limited to instantaneous causation.

New pricing framework allocates costs of operating reserves and transmission.

problem Allocating costs of operating reserves and transmission efficiently.
method Causation-based framework using contingency-constrained scheduling models.
result More comprehensive and efficient cost-reflective market operations.

AI models forget statistics' lesson: correlation doesn't imply causation.

problem AI models often produce flawed causal models due to ignoring correlation vs causation.
method Demonstrates examples of flawed AI models and proposes rethinking core models.
result Current efforts to make AI models ethical are insufficient.

Paper proposes learning causal graphs with only relevant variables.

problem Discovering causal relationships in large-scale graphs often includes irrelevant variables.
method Developed NSCSL algorithm to learn necessary and sufficient causal graphs (NSCG).
result NSCSL algorithm identifies relevant causal features for specific outcomes.

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.

Neural Shadow-Mapping uncovers causal links in dynamic systems.

problem Discovering causal structures in dynamic systems with mirage correlations.
method Neural network based method embedding high-dimensional data into a shadow representation for causal link estimation.
result Demonstrates performance in discovering causal links from video-representations of dynamic systems.

We are interested in learning causal relationships between pairs of random variables, purely from observational data. To effectively address this task, the state-of-the-art relies on strong assumptions regarding the mechanisms mapping causes to effects, such as invertibility or the existence of additive noise, which on…

2014-09-15abs ↗pdf ↗

New PEMs improve network inference from time-series data.

problem Causal inference from time-series data with trade-off between accuracy and feasibility.
method Infer networks via process motifs for lagged correlation in linear stochastic processes.
result Proposed PEMs achieve high accuracy and efficiency in network inference.

CausalBench aims to advance causal learning research with a transparent platform.

problem Lack of unified benchmark datasets, algorithms, metrics, and evaluation interfaces for causal learning.
method Introduces CausalBench, a flexible benchmark framework for causal analysis and machine learning.
result Promotes scientific collaboration, reproducibility, and awareness in causal learning research.

BayesMR estimates causal effects and directionality from genetic data.

problem Challenges in finding good genetic instruments and estimating causal effects.
method Bayesian Mendelian randomization approach that accounts for pleiotropy and reverse causation.
result BayesMR provides a posterior distribution over causal effects and uncertainty.

Causal processes in biomedicine may contain cycles, evolve over time or differ between populations. However, many graphical models cannot accommodate these conditions. We propose to model causation using a mixture of directed cyclic graphs (DAGs), where the joint distribution in a population follows a DAG at any single…

2019-01-28abs ↗pdf ↗

Mastering the dynamics of social influence requires separating, in a database of information propagation traces, the genuine causal processes from temporal correlation, i.e., homophily and other spurious causes. However, most studies to characterize social influence, and, in general, most data-science analyses focus on…

2018-08-06abs ↗pdf ↗

A method to approximate causal models using information theory.

problem Inferring causal direction and effect between discrete variables.
method Embedding distributions into a higher dimensional space and solving a linear optimization problem.
result Information-theoretic approximation (IACM) can be used for causal discovery in bivariate, discrete cases.

Framework identifies causal factors of climate change using correlations and machine learning.

problem Understanding socioeconomic factors influencing carbon emissions and climate change.
method Three-step framework: correlation analysis, causal discovery, LLM interpretations.
result Adaptable solutions for data-driven policy-making and strategic decision-making.

Proposes Causal Loss to improve machine learning models' causal inference.

problem Machine learning algorithms often fail to capture causal relationships when data is inconsistent.
method Introduces Causal Loss, a model-agnostic loss function that enhances interventional capabilities.
result Causal Loss improves non-causal associative models to have interventional capabilities.

A new FFT-based method simplifies causal structure recovery for linear dynamical systems.

problem Efficiently identifying dynamic causal effects from time-series data.
method FFT-based approach to reduce computational complexity to O(Tn3logN)O(Tn^3 \log N).
result Significant computational advantage for graph reconstruction.

In application domains such as healthcare, we want accurate predictive models that are also causally interpretable. In pursuit of such models, we propose a causal regularizer to steer predictive models towards causally-interpretable solutions and theoretically study its properties. In a large-scale analysis of Electron…

2017-02-08abs ↗pdf ↗

Hierarchical analysis is considered and a multilevel model is presented in order to explore causality, chance and complexity in financial economics. A coupled system of models is used to describe multilevel interactions, consistent with market data: the lowest level is occupied by agents generating the prices of indivi…

2014-08-24abs ↗pdf ↗

Enhances RL by controlling policy stochasticity through trajectory entropy constraints.

problem Non-stationary Q-value estimation and short-sighted entropy tuning in maximum entropy RL.
method Proposes TECRL framework with separate Q-functions for reward and entropy, enforcing a trajectory entropy constraint.
result DSAC-E algorithm achieves higher returns and better stability on OpenAI Gym benchmarks.

The paper calculates bounds for risk metrics and entropies under partial information constraints.

problem Analyzing risk metrics and entropies for unimodal, symmetric distributions with limited information.
method Develops lower and upper bounds for worst-case distortion riskmetrics and weighted entropy for unimodal, symmetric distributions with known mean and variance.
result Sharp upper bounds for distortion riskmetrics and weighted entropy for symmetric distributions.

The paper analyzes worst-case distortion risk metrics and weighted entropy under partial information.

problem Analyzing worst-case distortion risk metrics and weighted entropy with limited information.
method General distributions, partial information (mean and variance), various entropies and risk measures.
result Provides worst-case results for distortion risk metrics and weighted entropy.

HCLM framework uses entropy regularization for open learning systems.

problem Real-world AI challenges and limitations of deep learning.
method Dynamical and information-theoretic framework with entropy regularization.
result Geometric entropy surrogates, especially log-determinant covariance entropy, induce stronger and more stable information forces.

We present a domain-general account of causation that applies to settings in which macro-level causal relations between two systems are of interest, but the relevant causal features are poorly understood and have to be aggregated from vast arrays of micro-measurements. Our approach generalizes that of Chalupka et al. (…

2015-12-25abs ↗pdf ↗

JES optimizes expensive functions by considering joint entropy over input and output spaces.

problem Optimizing expensive functions with limited evaluations.
method Joint Entropy Search (JES) considers joint entropy over input and output spaces.
result JES outperforms other information-theoretic methods in Bayesian optimization.