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.
Cluster-DAGs improve causal discovery with prior knowledge.
Semi-supervised clustering methods incorporate a limited amount of supervision into the clustering process. Typically, this supervision is provided by the user in the form of pairwise constraints. Existing methods use such constraints in one of the following ways: they adapt their clustering procedure, their similarity…
Proposes ConstraintMatch for semi-supervised clustering with unconstrained data.
Clustering is inherently ill-posed: there often exist multiple valid clusterings of a single dataset, and without any additional information a clustering system has no way of knowing which clustering it should produce. This motivates the use of constraints in clustering, as they allow users to communicate their interes…
Constraint-based clustering algorithms exploit background knowledge to construct clusterings that are aligned with the interests of a particular user. This background knowledge is often obtained by allowing the clustering system to pose pairwise queries to the user: should these two elements be in the same cluster or n…
Hierarchical clustering is a popular unsupervised data analysis method. For many real-world applications, we would like to exploit prior information about the data that imposes constraints on the clustering hierarchy, and is not captured by the set of features available to the algorithm. This gives rise to the problem …
Proposes ConiVAT for better cluster assessment and clustering with background knowledge.
Discovering causal relationships from data is the ultimate goal of many research areas. Constraint based causal exploration algorithms, such as PC, FCI, RFCI, PC-simple, IDA and Joint-IDA have achieved significant progress and have many applications. A common problem with these methods is the high computational complex…
Interactive steering improves hierarchical clustering for diverse user needs.
New method combines gradient optimization with constraint-based techniques for causal discovery.
Proposes a new algorithm for learning continuous-time Bayesian network structures.
The paper defines conditions for learning causal graphs from data with unobserved variables.
New concept of illiquidity linked to credit risk, using Jarrow & Turnbull's analogy.
New algorithm reduces conditional independence tests needed for causal discovery.
A new method reduces CI tests for causal structure learning.
Three classes of algorithms to learn the structure of Bayesian networks from data are common in the literature: constraint-based algorithms, which use conditional independence tests to learn the dependence structure of the data; score-based algorithms, which use goodness-of-fit scores as objective functions to maximise…
Causal processes in nature may contain cycles, and real datasets may violate causal sufficiency as well as contain selection bias. No constraint-based causal discovery algorithm can currently handle cycles, latent variables and selection bias (CLS) simultaneously. I therefore introduce an algorithm called Cyclic Causal…
LP algorithm optimizes neural networks with architectural constraints.
The study learns causal graphs from time series data using entropy measures.
Paper presents new algorithms for causal discovery with latent variables and overlapping datasets.
This work integrates domain knowledge into A*-based causal discovery methods.
Bayesian method estimates dynamics from near-optimal trajectories.
A new algorithm for robust causal discovery in small sample sizes.
Survey of integrating domain knowledge into DL models.
Bayesian networks are probabilistic graphical models widely employed to understand dependencies in high dimensional data, and even to facilitate causal discovery. Learning the underlying network structure, which is encoded as a directed acyclic graph (DAG) is highly challenging mainly due to the vast number of possible…
New method for identifying causal relationships in financial time series data.
Constraint-based (CB) learning is a formalism for learning a causal network with a database D by performing a series of conditional-independence tests to infer structural information. This paper considers a new test of independence that combines ideas from Bayesian learning, Bayesian network inference, and classical hy…
DiCoLa recursively decomposes causal structure learning for latent variables.
We address the problem of Bayesian structure learning for domains with hundreds of variables by employing non-parametric bootstrap, recursively. We propose a method that covers both model averaging and model selection in the same framework. The proposed method deals with the main weakness of constraint-based learning--…
We consider constraint-based methods for causal structure learning, such as the PC-, FCI-, RFCI- and CCD- algorithms (Spirtes et al. (2000, 1993), Richardson (1996), Colombo et al. (2012), Claassen et al. (2013)). The first step of all these algorithms consists of the PC-algorithm. This algorithm is known to be order-d…
This paper deals with chain graphs under the alternative Andersson-Madigan-Perlman (AMP) interpretation. In particular, we present a constraint based algorithm for learning an AMP chain graph a given probability distribution is faithful to. We also show that the extension of Meek's conjecture to AMP chain graphs does n…
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 …
A new algorithm infers causal networks from data using topological thresholds.
New algorithm uncovers causal relations in non-stationary time series.
bnlearn is an R package which includes several algorithms for learning the structure of Bayesian networks with either discrete or continuous variables. Both constraint-based and score-based algorithms are implemented, and can use the functionality provided by the snow package to improve their performance via parallel c…
New method reduces errors in causal discovery from data.
This paper deals with chain graphs under the Andersson-Madigan-Perlman (AMP) interpretation. In particular, we present a constraint based algorithm for learning an AMP chain graph a given probability distribution is faithful to. Moreover, we show that the extension of Meek's conjecture to AMP chain graphs does not hold…
New method identifies causal structure in exchangeable data.
New score-based methods identify causal structures with latent variables.
Scalable method learns context-specific models for hundreds of variables.
Fast nonparametric conditional independence testing via two-stage regression
Maps between surfaces have degree constraints based on their Euler characteristics.
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…
New method for estimating local structure around target nodes in DAGs.
It is commonplace to encounter heterogeneous or nonstationary data, of which the underlying generating process changes across domains or over time. Such a distribution shift feature presents both challenges and opportunities for causal discovery. In this paper, we develop a framework for causal discovery from such data…
Paper optimizes portfolio selection with ICX order constraints.
Algorithm improves recommendation subset selection in the presence of biases.
Causal discovery algorithms infer causal relations from data based on several assumptions, including notably the absence of measurement error. However, this assumption is most likely violated in practical applications, which may result in erroneous, irreproducible results. In this work we show how to obtain an upper bo…