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.
Paper characterizes and represents pairwise causal background knowledge for improved causal inference.
The Tsetlin Machine (TM) is an interpretable mechanism for pattern recognition that constructs conjunctive clauses from data. The clauses capture frequent patterns with high discriminating power, providing increasing expression power with each additional clause. However, the resulting accuracy gain comes at the cost of…
We present a case-study demonstrating the usefulness of Bayesian hierarchical mixture modelling for investigating cognitive processes. In sentence comprehension, it is widely assumed that the distance between linguistic co-dependents affects the latency of dependency resolution: the longer the distance, the longer the …
Faster Tsetlin Machines use clause indexing to speed inference and learning.
The Regression Tsetlin Machine (RTM) addresses the lack of interpretability impeding state-of-the-art nonlinear regression models. It does this by using conjunctive clauses in propositional logic to capture the underlying non-linear frequent patterns in the data. These, in turn, are combined into a continuous output th…
Statistical relational frameworks such as Markov logic networks and probabilistic soft logic (PSL) encode model structure with weighted first-order logical clauses. Learning these clauses from data is referred to as structure learning. Structure learning alleviates the manual cost of specifying models. However, this be…
New study shows low-degree polynomial algorithms struggle at clause densities close to Fix's.
Convolutional neural networks (CNNs) have obtained astounding successes for important pattern recognition tasks, but they suffer from high computational complexity and the lack of interpretability. The recent Tsetlin Machine (TM) attempts to address this lack by using easy-to-interpret conjunctive clauses in propositio…
ClauseLens uses reinforcement learning to price reinsurance treaties transparently and auditably.
The recently introduced Tsetlin Machine (TM) has provided competitive pattern recognition accuracy in several benchmarks, however, requires a 3-dimensional hyperparameter search. In this paper, we introduce the Multigranular Tsetlin Machine (MTM). The MTM eliminates the specificity hyperparameter, used by the TM to con…
We present a dataset and experiments on applying recurrent neural networks (RNNs) for guiding clause selection in the connection tableau proof calculus. The RNN encodes a sequence of literals from the current branch of the partial proof tree to a hidden vector state; using it, the system selects a clause for extending …
The recently introduced Tsetlin Machine (TM) has provided competitive pattern classification accuracy in several benchmarks, composing patterns with easy-to-interpret conjunctive clauses in propositional logic. In this paper, we go beyond pattern classification by introducing a new type of TMs, namely, the Regression T…
This paper works out fair values of stock loan model with automatic termination clause, cap and margin. This stock loan is treated as a generalized perpetual American option with possibly negative interest rate and some constraints. Since it helps a bank to control the risk, the banks charge less service fees compared …
Paper presents LLM-enhanced contract metadata extraction.
The paper introduces closed-form expressions for interpreting Tsetlin Machines.
Causal discovery from data affected by latent confounders is an important and difficult challenge. Causal functional model-based approaches have not been used to present variables whose relationships are affected by latent confounders, while some constraint-based methods can present them. This paper proposes a causal f…
Identification of causal direction between a causal-effect pair from observed data has recently attracted much attention. Various methods based on functional causal models have been proposed to solve this problem, by assuming the causal process satisfies some (structural) constraints and showing that the reverse direct…
Pricing Chinese convertible bonds using Monte Carlo simulation and dynamic programming.
The discovery of causal relationships is a fundamental problem in science and medicine. In recent years, many elegant approaches to discovering causal relationships between two variables from observational data have been proposed. However, most of these deal only with purely directed causal relationships and cannot det…
New algorithms improve causal direction inference accuracy using parallel ensemble methods.
New method identifies valid IVs for bi-directional MR with invalid instruments.
Study on merging predictors in causal and anticausal directions using CMAXENT.
Local discovery method uncovers direct unfairness in complex systems.
We fully develop the concept of causal symmetry introduced in Class. Quant. Grav. 20 (2003) L139. A causal symmetry is a transformation of a Lorentzian manifold (V,g) which maps every future-directed vector onto a future-directed vector. We prove that the set of all causal symmetries is not a group under the usual comp…
Paper constructs unfaithful probability distributions in binary causal graphs.
New method identifies causal parameters in tree-shaped linear models using cycles.
Causal reasoning has been an indispensable capability for humans and other intelligent animals to interact with the physical world. In this work, we propose to endow an artificial agent with the capability of causal reasoning for completing goal-directed tasks. We develop learning-based approaches to inducing causal kn…
In this work we define and study the relations between Lorentzian Manifolds given by the diffeomorphisms which map causal future directed vectors onto causal future directed vectors. This class of diffeomorphisms, called proper causal relations, contains as a subset the well-known group of conformal relations and are d…
This paper establishes the existence of observable footprints that reveal the "causal dispositions" of the object categories appearing in collections of images. We achieve this goal in two steps. First, we take a learning approach to observational causal discovery, and build a classifier that achieves state-of-the-art …
We introduce a new family of graphical models that consists of graphs with possibly directed, undirected and bidirected edges but without directed cycles. We show that these models are suitable for representing causal models with additive error terms. We provide a set of sufficient graphical criteria for the identifica…
We define a new type of transformation for Lorentzian manifolds characterized by mapping every causal future-directed vector onto a causal future-directed vector. The set of all such transformations, which we call causal symmetries, has the structure of a submonoid. Some of their properties are investigated and we give…
Identifying causal direction in location-scale noise models with hidden variables
Direct learning framework for integrating multi-source causal data.
CASTLE learns causal DAG to improve model generalization.
A novel framework infers causal direction from symbolic sequences using pattern entropy.
Enhances neural networks with logical knowledge for better performance.
Paper proves causal direction can be inferred from data with limited randomness.
We propose a method to learn causal response representations through direct effect analysis.
Local causal structure learning aims to discover and distinguish direct causes (parents) and direct effects (children) of a variable of interest from data. While emerging successes have been made, existing methods need to search a large space to distinguish direct causes from direct effects of a target variable \emph{T…
We propose a new method of discovering causal relationships in temporal data based on the notion of causal compression. To this end, we adopt the Pearlian graph setting and the directed information as an information theoretic tool for quantifying causality. We introduce chain rule for directed information and use it to…
This paper analyzes the direction of the causality between crude oil, gold and stock markets for the largest economy in the world with respect to such markets, the US. To do so, we apply non-linear Granger causality tests. We find a nonlinear causal relationship among the three markets considered, with the causality go…
A framework infers causal direction from symbolic sequences using compression measures.
New framework detects directional influence in multivariate time series.
We identify direct causes of a target variable from observational data without full DAG identifiability.
We consider learning the possible causal direction of two observed variables in the presence of latent confounding variables. Several existing methods have been shown to consistently estimate causal direction assuming linear or some type of nonlinear relationship and no latent confounders. However, the estimation resul…
DAG-FM discovers causal relationships from heterogeneous data.
Autoregressive flow models can perform causal discovery and inference tasks.
Causal autoregressive flows enable accurate causal inference and prediction.