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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.

168,742 papers · 148 categories

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48 results for chronological causal bandits

Chronological Causal Bandits (CCB) tackles dynamic causal decision-making.

problem Dynamic causal decision-making in a system where rewards depend on past interventions.
method Introduces a new MAB problem (Chronological Causal Bandit) where rewards are influenced by a dynamic causal model.
result Early findings show the CCB can transfer information between sequential MABs.

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.

Researchers examine various causal structures for spacetimes with continuous metrics.

problem Comparing causal structures for spacetimes with continuous but not necessarily smooth metrics.
method Examined three key properties: push-up lemma, openness of chronological futures, and existence of limit causal curves.
result Spacetimes with continuous metrics do not always satisfy all three key properties.

Study causal structure of warped spacetimes using novel pre-length spaces.

problem Understanding the causal structure of warped spacetimes.
method Novel notion of Lorentzian pre-length spaces and proof of causal completion as globally hyperbolic pre-length space.
result Causal completion of GRW spacetime is a globally hyperbolic pre-length space under Hausdorff chronological topology.

Reconstruct spacetime from order and number of points.

problem Reconstruct spacetime from chronological relations and i.i.d. samples.
method Relaxing hypotheses of Gromov reconstruction theorem, using random adjacency matrices and chronological relations.
result Spacetime can be recovered by only knowing 'order' and 'number' of its points.

Irrespective of local conditions imposed on the metric, any extendible spacetime U has a maximal extension containing no closed causal curves outside the chronological past of U. We prove this fact and interpret it as impossibility (in classical general relativity) of the time machines, insofar as the latter are define…

2001-11-17abs ↗pdf ↗

New algorithms for causal bandits without knowing the graph structure.

problem Causal bandit problems with unknown graph structure.
method Developed novel causal bandit algorithms for causal trees, forests, and general graphs without prior knowledge of the causal graph.
result Regret guarantees significantly improved over standard MAB algorithms under mild conditions.

The paper establishes criteria for spacetime inextendibility using asymptotic volume-distance-ratio analysis.

problem Determining inextendibility of spacetimes near singularities.
method Asymptotic analysis of volume-distance-ratio (VDR) to prove inextendibility criteria.
result Failure of VDR convergence to the Minkowski value implies inextendibility of spacetime.

We demonstrate the breakdown of several fundamentals of Lorentzian causality theory in low regularity. Most notably, chronological futures (defined naturally using locally Lipschitz curves) may be non-open, and may differ from the corresponding sets defined via piecewise C1C^1-curves. By refining the notion of a causal…

2019-01-23abs ↗pdf ↗

This paper identifies the minimal set of nodes for optimal conditional interventions in causal bandits.

problem Optimizing decision-making in causal bandits with conditional interventions.
method Graphical characterization and efficient algorithm to identify the minimal set of nodes.
result The proposed algorithm significantly prunes the search space and accelerates convergence rates.

Bandit is a framework for designing sequential experiments. In each experiment, a learner selects an arm AAA \in \mathcal{A} and obtains an observation corresponding to AA. Theoretically, the tight regret lower-bound for the general bandit is polynomial with respect to the number of arms A|\mathcal{A}|. This makes ba…

2018-06-06abs ↗pdf ↗

On the Geroch-Kronheimer-Penrose future completion IP(X)IP(X) of a spacetime XX, there are two frequently used topologies. We systematically examine τ+τ_+, the stronger (metrizable) of them, which is the coarsest causally continuous topology, obtaining a variety of novel results, among them a complete characterization of…

2019-09-09abs ↗pdf ↗

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 ↗

The paper explores how to apply causal knowledge across different datasets to improve learning.

problem How to apply causal knowledge across different datasets to improve learning.
method Investigates the structural causal bandit with transportability, fusing priors from source environments to enhance learning in the deployment setting.
result Achieves a sub-linear regret bound with an explicit dependence on informativeness of prior data, potentially outperforming standard bandit approaches.

The paper tackles bandit problems with biased offline data by using causal methods.

problem Improving bandit algorithms with biased offline data that includes confounding and selection biases.
method Formalizes the problem from a causal perspective, categorizes biases, and derives robust bounds for each arm.
result Causal bounds can guide the bandit agent to learn a nearly-optimal decision policy and consistently reduce asymptotic regret.

This work explores adaptive strategies for multi-armed bandits with causal structure, achieving optimal regret bounds.

problem Adapting to causal structure in multi-armed bandits with additional observed variables.
method Reduction to linear bandits and establishment of Pareto optimal frontier of adaptive rates.
result Established upper and lower bounds on adaptive rates, resolving open questions.

This work explores the idea of a causal contextual multi-armed bandit approach to automated marketing, where we estimate and optimize the causal (incremental) effects. Focusing on causal effect leads to better return on investment (ROI) by targeting only the persuadable customers who wouldn't have taken the action orga…

2018-10-02abs ↗pdf ↗

New algorithm learns causal graph to minimize regret in bandits without full structure.

problem Learning optimal decisions in bandits with unknown causal graph and latent confounders.
method Two-stage approach: first learns ancestors and necessary confounders, second applies standard bandit algorithm.
result No full causal structure needed for optimal decisions; only necessary confounders are crucial.

Clarifies definitions of global hyperbolicity in various spaces.

problem Clarifying terminology in recent literature on global hyperbolicity.
method Comparing definitions in Lorentzian length spaces, optimal transport, and topological preordered spaces.
result The causal relation is a closed order and preserves compactness in all cases.

Algorithm BGLM-OFU minimizes regret in combinatorial causal bandits with binary models.

problem Minimizing expected regret in combinatorial causal bandits with binary generalized linear models.
method BGLM-OFU algorithm based on maximum likelihood estimation for Markovian BGLMs, and causal inference techniques for linear models with hidden variables.
result Achieves O(TlogT)O(\sqrt{T}\log T) regret for binary generalized linear models.

New algorithm reduces regret in combinatorial causal bandits without graph structure.

problem Minimizing regret in combinatorial causal bandits without graph structure.
method Design of algorithms for binary general causal models and BGLMs without graph skeleton.
result Achieves O(TlnT)O(\sqrt{T}\ln T) expected regret for causal models and O(T23lnT)O(T^{\frac{2}{3}}\ln T) for BGLMs.

We study how to learn optimal interventions sequentially given causal information represented as a causal graph along with associated conditional distributions. Causal modeling is useful in real world problems like online advertisement where complex causal mechanisms underlie the relationship between interventions and …

2019-10-11abs ↗pdf ↗

The paper tackles policy learning in dynamic environments using causal methods.

problem Existing reinforcement learning algorithms assume static mechanisms, but real-world systems often have changing mechanisms.
method The paper introduces multi-environment contextual bandits and policy invariance to handle environmental shifts.
result An optimal invariant policy is guaranteed to generalize across environments under suitable assumptions.

Study adapts combinatorial semi-bandit for piecewise stationary, causally related rewards.

problem Nonstationary environment with changing base arms' distributions and causal relationships.
method Upper Confidence Bound (UCB) algorithm with change-point detector and group restart strategy.
result Regret upper bound reflecting effects of structural and distribution changes.

This paper reviews causal inference methods for time series data.

problem Estimating treatment effects and identifying causal relations from time series data.
method Comprehensive review of approaches for treatment effect estimation and causal discovery.
result Provides a list of evaluation metrics and datasets for time series causal inference.

IMPaCT improves node classification in chronological split temporal graphs.

problem Domain adaptation challenges in graph data due to chronological splits.
method IMPaCT proposes a method to impose invariant properties based on realistic assumptions derived from temporal graph structures.
result IMPaCT achieves a 3.8% performance improvement over current SOTA method on the ogbn-mag graph dataset.

The paper tackles causal bandits for SEMs, proposing algorithms that avoid estimating 2N2^N reward distributions.

problem Designing an optimal sequence of interventions in causal graphical models to minimize cumulative regret.
method Proposes two algorithms for causal bandits for linear structural equation models (SEMs), avoiding the estimation of 2N2^N reward distributions.
result Cumulative regrets scale as ildeO(dL+12NT) ilde{\cal O} (d^{L+\frac{1}{2}} \sqrt{NT}) under bounded noise and parameter space.

Chronologically consistent models maintain accuracy with time-restricted data.

problem Training data introduces lookahead bias and training leakage in large language models.
method ChronoBERT and ChronoGPT trained with only available data at each time point.
result Models achieve strong performance and competitive with larger models, mitigating lookahead bias.

DFPV improves PCL for confounded bandit policy evaluation.

problem Estimating causal effects in confounded settings with high-dimensional data.
method Deep feature proxy variable method (DFPV) for high-dimensional, nonlinear relationships.
result DFPV outperforms state-of-the-art methods on synthetic benchmarks and confounded bandit problems.

Defines doubling conditions for Lorentzian spaces linked to curvature bounds.

problem Relating doubling conditions to curvature bounds in Lorentzian geometry.
method Defines doubling conditions using chronological diamonds and proves implications with timelike curvature bounds.
result Relates doubling to curvature bounds in Lorentzian geometry.

Combines offline causal inference and online bandit learning for better decision-making.

problem Making adaptive decisions using both logged and streaming data to avoid user harm.
method Unified offline causal inference and online learning algorithms, deriving bounds on decision accuracy.
result First upper regret bound for forest-based online bandit algorithms.

A new algorithm tackles delayed combinatorial semi-bandit with causal relations.

problem Optimizing decisions in a non-stationary environment with delayed and causally related rewards.
method Formalized as a non-stationary delayed combinatorial semi-bandit problem, the approach models causal relations with a directed graph in a stationary structural equation model. The agent learns these relations from delayed feedback to optimize decisions.
result Proved a regret bound for the proposed algorithm's performance.

Recently, a new viewpoint on the classical c-boundary in Mathematical Relativity has been developed, the relations of this boundary with the conformal one and other classical boundaries have been analyzed, and its computation in some classes of spacetimes, as the standard stationary ones, has been carried out. In the p…

2012-09-02abs ↗pdf ↗

The paper tackles causal bandits with unknown SCMs and soft interventions, providing upper and lower bounds on regret.

problem Optimizing interventions in a causal system with unknown SCMs and soft interventions.
method Assumes unknown SCMs from a general class, allows infinite interventions, and provides upper and lower bounds on regret.
result General upper and lower bounds on cumulative achievable regret for various SCMs.

New algorithm reduces regret in CBs with time-varying models.

problem Designing robust interventions in CBs with unknown, fluctuating causal models.
method Proposes a robust CB algorithm with upper and lower bounds on regret.
result Achieves nearly optimal ildeO(T) ilde{\mathcal{O}}(\sqrt{T}) regret under certain conditions.

The paper characterizes global hyperbolicity in Lorentzian manifolds without relying on manifold topology.

problem Characterizing global hyperbolicity in smooth Lorentzian manifolds without assuming manifold topology.
method Two formulations of global hyperbolicity: one using chronological diamonds and the other using properties of the Lorentzian distance function.
result The second formulation is equivalent to the definition of `Lorentzian metric space' and introduces the concept of dd-reflectivity.

Recent results on the maximization of the charged-particle action I in a globally hyperbolic spacetime are discussed and generalized. We focus on the maximization of I over a given causal homotopy class C of curves connecting two causally related events x_0 <= x_1. Action I is proved to admit a maximum on C, and also o…

2005-05-05abs ↗pdf ↗

New algorithms for efficient causal interventions with budget constraints and without constraints.

problem Efficiently learning best interventions in causal graphs with budget constraints.
method Developed algorithms for both budgeted and non-budgeted causal bandits, optimizing regret and side-information usage.
result Proposed algorithms minimize cumulative regret and perform better than standard methods.