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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.

168,742 papers · 148 categories

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156312468624 · Jun 202019922001200920172026
48 results for conditional local independence

Method discovers local independence in systems with continuous variables.

problem Applying Context-Specific Independence (CSI) to continuous variables is impractical.
method Neural contextual decomposition (NCD) learns partition of joint outcome space.
result NCD successfully discovers local independence in synthetic and real-world systems.

Develops a test for conditional local independence of counting processes.

problem Testing the hypothesis of conditional local independence among continuous time stochastic processes.
method Introduces a new functional parameter, the Local Covariance Measure (LCM), and proposes a test called (X)-LCT using nonparametric estimators and sample splitting or cross-fitting.
result The (X)-LCT test can be controlled uniformly with modest rates, and it works well without restrictive parametric assumptions.

MixCIT tests conditional independence for mixed data types efficiently and reliably.

problem Testing conditional independence for mixed data types, especially when at least one is continuous.
method Graph-based test statistic comparing kernel similarities, debiased local-polynomial approach for continuous variables.
result Unified, efficient, and statistically guaranteed solution across heterogeneous data types.

New method aggregates Gaussian experts by detecting conditional independence violations.

problem Aggregation of dependent Gaussian experts leads to sub-optimal solutions.
method Uses Gaussian graphical model to detect and correct conditional independence violations.
result Improves aggregation of Gaussian experts, outperforming SOTA DGP approaches.

New method tests independence with single nonstationary time series.

problem Testing independence in nonstationary nonlinear time series.
method Time-varying nonlinear regression, local long-run covariance estimation, strong Gaussian approximation.
result First framework for conditional independence testing with a single realization of a nonstationary nonlinear process.

Paper introduces a new test for conditional independence using weighted partial copulas.

problem Testing conditional independence between variables.
method The approach uses a weighted partial copula function and a bootstrap procedure to compute regions of rejection.
result The proposed test has competitive power compared to existing methods.

A method to select important experts for Gaussian processes to balance computational efficiency and uncertainty quantification.

problem Balancing computational efficiency and uncertainty quantification in Gaussian processes for big data.
method Using graphical models to select important experts and aggregate their predictions while ensuring uncertainty quantification.
result Substantially reduces computational cost of aggregating dependent experts while ensuring calibrated uncertainty quantification.

FastKCI speeds up KCI tests for causal inference on large datasets.

problem Cubic computational complexity of kernel-based conditional independence tests.
method Mixture-of-experts approach with parallel Gaussian process inference.
result Substantial computational speedups with maintained statistical power.

We present an algebraic procedure that finds the Lie algebra of the local Killing fields of a smooth metric. In particular, we determine the number of independent local Killing fields about a given point on the manifold. Spaces of constant curvature and locally symmetric spaces are also discussed. Furthermore, we obtai…

2008-08-27abs ↗pdf ↗

BEGIN network models binary data without parametric assumptions.

problem Conditional independence in non-parametric families of binary data.
method BEGIN network models binary data using sparse linear representations and block factorizations.
result BEGIN network captures conditional independence for arbitrary binary and multinomial variables.

New estimator robust to adversarial noise and data heterogeneity.

problem Sensitive to adversarial noise and poor performance with heterogeneous data.
method Distributionally robust estimator minimizing worst-case conditional expected loss over adversarial distributions.
result Efficiently finds non-parametric local estimates via convex optimization.

Polynomial delay algorithm tests causal models with hidden variables.

problem Testing causal models with hidden variables in polynomial delay.
method c-component local Markov property (C-LMP) and polynomial delay algorithm.
result First algorithm for poly-delay testing of CIs in causal graphs with hidden variables.

New test for conditional independence using GNNs avoids estimating conditional distributions.

problem Testing conditional independence of XX and YY given ZZ.
method Proposes a non-parametric testing procedure using GNNs to sample from marginal conditional distributions.
result Test statistic is doubly robust against GNN approximation errors.

Develops model-free methods for event history analysis and efficient covariate adjustment.

problem Estimating treatment effects while accounting for confounding and understanding event history.
method Model-free prediction techniques, Local Covariance Measure (LCM), Debiased Outcome-adapted Propensity Estimator (DOPE), Aalen Covariance Measure (ACM).
result Demonstrates the effectiveness and robustness of the proposed methods in various settings.

New method tests CMI using deep neural networks for high-dimensional data.

problem Testing conditional mean independence in high-dimensional settings.
method Population CMI measure and bootstrap-based testing with deep generative neural networks.
result Strong empirical performance and versatility in various scenarios.

A new method combines Gaussian graphical models for better distributed Gaussian process predictions.

problem Poor results from traditional DGP due to violated conditional independence assumption.
method Proposes using Gaussian graphical models to aggregate local predictions from subsets of data.
result Our method outperforms other state-of-the-art DGP approaches on both synthetic and real datasets.

New model captures time and mark inter-dependence in TPPs.

problem Limited predictive performance of conditionally independent TPP models on entangled time and mark interactions.
method Developed a multivariate TPP that models conditional inter-dependence of time and mark, using both intensity-based and intensity-free models.
result Proposed TPP models outperform conditionally independent and dependent models in standard prediction tasks.

Scientific discovery is limited by hypothesis redundancy, and hybrid methods can exploit non-local exploration.

problem Limitation of scientific discovery due to hypothesis redundancy.
method Hybrid discovery systems combining structured local search with LLM-generated non-local proposals.
result Hybrid methods can exploit non-local exploration when three geometric conditions co-occur.

Operators on the ring of algebraically constructible functions are used to compute local obstructions for a four-dimensional semialgebraic set to be homeomorphic to a real algebraic set. The link operator and arithmetic operators yield 243432^{43}-43 independent characteristic numbers mod 2, which generalize the Akbulut-K…

1998-09-11abs ↗pdf ↗

fedCI and fedCI-IOD enable federated causal discovery across diverse datasets with privacy and power enhancements.

problem Causal discovery across multiple datasets with privacy constraints and heterogeneity.
method federated conditional independence test (fedCI) and Integration of Overlapping Datasets (IOD) algorithm extension (fedCI-IOD).
result fedCI-IOD achieves comparable performance to fully pooled analyses, enhancing statistical power and privacy.

BN refines local partition geometry in piecewise-affine networks during training.

problem Understanding the effect of BN on the function realized during training in piecewise-affine networks.
method Analyzing the geometry of switching hyperplanes and affine-region partition conditioned on a mini-batch.
result BN increases expected local partition refinement in ReLU and piecewise-affine networks.

A new method tests conditional independence by transforming it into an unconditional problem using transport maps.

problem Testing conditional independence between two random vectors given a third.
method Constructing transport maps to transform conditional independence into unconditional independence, estimating these maps from data using conditional continuous normalizing flow models.
result The proposed method is validated through simulations and real-data analysis, demonstrating practical effectiveness.

Small sub-Riemannian balls have diameter close to twice their radius.

problem Understanding the diameter of small sub-Riemannian balls.
method Analyzing C1,1C^{1,1} and C0C^0 sub-Riemannian manifolds.
result The diameter of small sub-Riemannian balls equals twice the radius in C1,1C^{1,1} manifolds, and is close to twice the radius in C0C^0 manifolds.

The paper uses deep learning to detect asset price bubbles in tech stocks.

problem Detecting financial asset price bubbles using deep learning.
method Deep learning techniques applied to call option prices for financial asset bubbles detection.
result The proposed deep learning algorithm provides a theoretical foundation for positive and continuous stochastic asset price processes.

New method uses neural maps to efficiently sample lattice QCD distributions.

problem Challenges in sampling Boltzmann distributions of lattice field theories.
method Sparse triangular transport maps exploiting conditional independence structure of lattice graphs.
result Sparse triangular maps achieve efficient sampling with linear time complexity in lattice size.

We generalize the classical study of Alexander polynomials of smooth or PL locally-flat knots to PL knots that are not necessarily locally-flat. We introduce three families of generalized Alexander polynomials and study their properties. For knots with point singularities, we obtain a classification of these polynomial…

2003-07-24abs ↗pdf ↗

New findings show different cost functions yield equivalent curvature bounds.

problem Establishing equivalence of curvature bounds under various transport costs.
method Needle decomposition and localization technique for optimal transport.
result All CDp(K,N)\mathrm{CD}_{p}(K,N) conditions are equivalent for p>1p>1.

The paper tests semantic importance in opaque models using betting.

problem Precise statistical guarantees for semantic concepts in black-box models.
method Formalizes global and local statistical importance via conditional independence and SKIT.
result Shows effectiveness and flexibility of the framework on various models.

New GAN design uses conditional independence graphs to improve model-based GANs.

problem Designing model-based GANs using additional information about underlying distribution.
method Study subadditivity properties of probability divergences to design model-based GANs.
result Model-based GANs using neighborhood discriminators provide significant statistical and computational benefits.

Unified analysis for graph learning from multi-attribute Gaussian time series.

problem Estimating conditional independence graph from multi-attribute Gaussian time series data.
method Unified theoretical analysis using a penalized log-likelihood objective function in the frequency domain.
result Established sufficient conditions for consistency and graph recovery in high-dimensional settings.

This work explores the connection between distances and kernels for conditional independence.

problem Measuring conditional independence in various fields like causal discovery and feature selection.
method Investigates the relationship between conditional independence measures induced by distances and reproducing kernels.
result Some kernel-based conditional independence measures are not equivalent to distance-based measures.

We study 'meta-dependence' in conditional independence tests across different empirical distributions.

problem Understanding the breakdown of conditional independence properties in finite data.
method Geometric intuition and information projections to measure meta-dependence between conditional independences.
result We provide a measure of meta-dependence that consolidates findings across synthetic and real-world data.