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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.

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56112168224 · Jun 202019922001200920172026
48 results for do calculus

The concept of causality has a controversial history. The question of whether it is possible to represent and address causal problems with probability theory, or if fundamentally new mathematics such as the do calculus is required has been hotly debated, e.g. Pearl (2001) states "the building blocks of our scientific a…

2019-06-17abs ↗pdf ↗

The classical Getzler rescaling theorem is extended to the transverse geometry of foliations. More precisely, a Getzler rescaling calculus, as well as a Block-Fox calculus of asymptotic operators, is constructed for all transversely spin foliations. This calculus applies to operators of degree mm globally times degree…

2015-11-18abs ↗pdf ↗

AP-Calculus offers a new framework for causal inference in Bayesian networks.

problem Causal inference in Bayesian networks with complex architectures.
method Introduces Attribution Projection Calculus (AP-Calculus) to determine causal relationships.
result Proves that for each label, exactly one intermediate node acts as a deconfounder.

The concept of causality has a controversial history. The question of whether it is possible to represent and address causal problems with probability theory, or if fundamentally new mathematics such as the do-calculus is required has been hotly debated, In this paper we demonstrate that, while it is critical to explic…

2019-10-02abs ↗pdf ↗

Paper characterizes causal graphs from hard interventions and proposes a learning algorithm.

problem Discovering causal structure from hard interventions and observational data.
method Proposes graphical constraints and a learning algorithm based on do-calculus.
result Characterizes interventional equivalence classes of causal graphs with latent variables.

We establish causal semantics for SDEs and develop methods to reason about them.

problem Understanding causal relationships in systems modeled by stochastic differential equations.
method We introduce a causal graph framework, Markov properties, and do-calculus for SDEs.
result We prove the σσ-separation Markov property and do-calculus for causal SDEs.

The paper compares and optimizes estimators for treatment effects with observed confounders and mediators.

problem Estimating treatment effects with observed confounders and mediators.
method Investigates the linear Gaussian causal model, compares and optimizes estimators, and combines datasets.
result An optimal estimator outperforms the backdoor and frontdoor estimators by an unbounded constant factor.

This paper is an attempt to explain all the matrix calculus you need in order to understand the training of deep neural networks. We assume no math knowledge beyond what you learned in calculus 1, and provide links to help you refresh the necessary math where needed. Note that you do not need to understand this materia…

2018-02-05abs ↗pdf ↗

New calculus for pseudodifferential operators on manifolds with cylindrical ends.

problem Analyzing layer potentials on manifolds with cylindrical ends.
method Introducing and studying two classes of pseudodifferential operators.
result Spectrally invariant property of the 'essentially translation invariant calculus'.

New calculus for invariant differential operators in parabolic geometries.

problem Understanding invariant differential operators for parabolic geometries.
method Developed a universal calculus to construct all affine invariants of Weyl connections.
result A natural procedure to determine affine invariants of Weyl connections.

CCHM algorithm learns BN structure with latent variables, improving causal effect measurement.

problem Latent variables cause spurious relationships in BN structure learning.
method Hybrid approach combining constraint-based and score-based learning, incorporating do-calculus.
result CCHM outperforms state-of-the-art in reconstructing true BN structure.

COTA learns abstraction maps from data without complete SCM knowledge.

problem Learning causally consistent representations at different resolutions.
method Multi-marginal Optimal Transport (OT) with do-calculus constraints and interventional cost.
result COTA outperforms non-causal and independent formulations on synthetic and real-world problems.

New approach for estimating individual treatment effects in low compliance settings.

problem Estimating individual treatment effects in scenarios with low compliance.
method Proposes a new approach using Structural Causal Model and do-calculus to estimate Individual Prescription Effect (IPE) with asymptotic variance guarantees.
result Consistently improves state-of-the-art in low compliance settings.

Paper develops a continuous-time framework for financial markets without stochastic calculus.

problem Developing continuous-time financial models without stochastic calculus.
method A general framework using conditional topologies and pseudo-distance topologies.
result No-arbitrage conditions hold in continuous time if and only if they hold in discrete time.

Novel approach to compute hazard ratios from observational studies using SCMs and backdoor adjustment.

problem Identifying causal relationships from observational data using hazard ratios.
method Backdoor adjustment through structural causal models (SCMs) and do-calculus.
result Novel approach for computing hazard ratios from observational studies.

We describe Taylor towers for spaces of knots arising from Goodwillie-Weiss calculus of the embedding functor and extend the configuration space integrals of Bott and Taubes from spaces of knots to the stages of the towers. We show that certain combinations of integrals, indexed by trivalent diagrams, yield cohomology …

2004-01-21abs ↗pdf ↗

A new approach to symbol calculus on filtered manifolds using CC^{*}-algebras.

problem Symbol calculus on filtered manifolds with local isomorphism to stratified Lie groups.
method Establishing a surjective *-homomorphism between a CC^{*}-algebra bundle and the algebra of bounded continuous sections.
result Existence of a surjective *-homomorphism sym_M: Π_M → C_b(E_hom) with specific kernel properties.

Hierarchical causal models help understand cause and effect in nested data.

problem Learning cause and effect from nested hierarchical data.
method Extend structural causal models and causal graphical models with inner plates, develop graphical identification technique and estimation methods.
result Hierarchical data can enable causal identification even when non-hierarchical data cannot.

Develops a new theory of loss functions for statistical machine learning.

problem Evaluation of solutions in binary and multiclass classification problems.
method Defines loss functions as subgradients of support functions of convex sets, enabling a calculus of losses.
result Provides a novel perspective on losses and develops a calculus that interpolates between different losses.

Study compares different integrals for optimal portfolio optimization with insider information.

problem Optimizing portfolios in a financial market with insider information.
method Anticipating stochastic calculus and various integrals (Russo-Vallois forward, Ayed-Kuo, Hitsuda-Skorokhod).
result The Hitsuda-Skorokhod and Ayed-Kuo integrals do not provide a financially meaningful investment strategy.

This study uses causal Shapley values to analyze how socioeconomic factors cause the spread of COVID-19.

problem Understanding how socioeconomic factors cause the spread of COVID-19.
method The study employs an explanatory framework from cooperative game theory augmented with do calculus, specifically causal Shapley values, to analyze the causal connections.
result The causal Shapley values reveal distinct advantages of non-linear machine learning models over linear models in multivariate analysis.

The Leibniz rule for derivations is invariant under cyclic permutations of co-multiples within the arguments of derivations. We explore the implications of this principle: in effect, we construct a class of noncommutative bundles in which the sheaves of algebras of walks along a tesselated affine manifold form the base…

2012-10-02abs ↗pdf ↗

Study of BGG sequences on foliated manifolds with transverse parabolic geometry.

problem Analysis of BGG sequences on foliated manifolds with transverse parabolic structures.
method Filtered calculus and transversal index theory for filtered manifolds.
result Derived curved BGG sequences for foliated manifolds with transverse parabolic geometry.

We investigate the use of Malliavin calculus in order to calculate the Greeks of multidimensional complex path-dependent options by simulation. For this purpose, we extend the formulas employed by Montero and Kohatsu-Higa to the multidimensional case. The multidimensional setting shows the convenience of the Malliavin …

2011-03-29abs ↗pdf ↗

Study geometric characterization of asymptotic pseudodifferential calculus on spinor bundles.

problem Geometric characterization of asymptotic pseudodifferential calculus on spinor bundles.
method Groupoid approach to pseudodifferential calculus, rescaled bundle.
result Rescaled bundle provides geometric characterization to asymptotic pseudodifferential calculus on spinor bundles.

We explain that general differential calculus and Lie theory have a common foundation: Lie Calculus is differential calculus, seen from the point of view of Lie theory, by making use of the groupoid concept as link between them. Higher order theory naturally involves higher algebra (n-fold groupoids).(conceptual, topol…

2017-02-27abs ↗pdf ↗

Secondary Calculus formalizes PDEs using cohomology, simplifying their study.

problem Formalizing and simplifying the study of partial differential equations (PDEs).
method Using cohomology of diffieties to formalize PDEs and their properties.
result Differential calculus on PDE solution spaces is homotopy calculus on horizontal De Rham algebras of diffieties.

In arXiv:1207.0332 [cs.LO] was proposed a graphic lambda calculus formalism, which has sectors corresponding to untyped lambda calculus and emergent algebras. Here we explore the sector covering knot diagrams, which are constructed as macros over the graphic lambda calculus.

2012-11-07abs ↗pdf ↗

We examine the N-Koszul calculus for the N-symmetric algebras. The case N=2 corresponds to the Elie Cartan calculus. We conjecture that, as in the case N=2, the N-Cartan calculus extends to manifolds when N>2, which would provide a new type of noncommutative differential geometry.

2017-08-21abs ↗pdf ↗