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48 results for empirical discovery

Cluster-DAGs improve causal discovery with prior knowledge.

problem Finding cause-effect relationships from high-dimensional data.
method Cluster-DAGs as prior knowledge framework, modified constraint-based algorithms Cluster-PC and Cluster-FCI.
result Cluster-PC and Cluster-FCI outperform baselines without prior knowledge.

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.

Differentiable causal discovery methods perform robustly under model violations.

problem Causal discovery algorithms struggle with real-world data due to unverifiable causal assumptions.
method Benchmarked differentiable causal discovery methods under eight model assumption violations.
result Differentiable causal discovery methods exhibit robust performance under Structural Hamming Distance and Structural Intervention Distance metrics.

ECCIT improves conditional independence tests by calibrating for miscalibration.

problem Inaccurate frequentist guarantees in CITs, especially in small samples and misspecified models.
method Empirically Calibrated Conditional Independence Tests (ECCIT) that optimize and correct for miscalibration.
result ECCIT achieves valid FDR with higher power than existing calibration strategies.

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.

This paper investigates the impact of dark pools on price discovery (the efficiency of prices on stock exchanges to aggregate information). Assets are traded in either an exchange or a dark pool, with the dark pool offering better prices but lower execution rates. Informed traders receive noisy and heterogeneous signal…

2016-12-27abs ↗pdf ↗

Investment strategy developed using causal discovery algorithms in equity markets.

problem Lack of actionable causal relationships in large equity markets.
method Causal discovery algorithms applied to equity market data.
result Causal discovery algorithms can uncover actionable causal relationships in equity markets, leading to profitable investment outcomes.

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…

2019-10-06abs ↗pdf ↗

Dagma-DCE improves causal discovery with interpretable measures and open-source code.

problem Arbitrary proxy measures of causal strength in non-parametric causal discovery.
method Uses weighted adjacency matrices based on an interpretable measure of causal strength.
result Achieves state-of-the-art performance in simulated datasets.

The paper optimizes A/B tests by balancing lift and cost in large-scale settings.

problem Balancing lift and cost in A/B tests for large-scale experimentation.
method Empirical Bayes approach using a greedy knapsack algorithm to rank experiments based on lift-to-cost ratio, incorporating local false discovery rate (lfdr).
result The proposed method maximizes expected profit while controlling false discovery rate, demonstrating superior performance in large-scale settings.

dcFCI discovers causal relationships robustly under latent confounding and mixed data.

problem Causal discovery under latent confounding and unfaithfulness.
method dcFCI integrates a new score to assess PAG compatibility, guided by FCI search.
result Significantly outperforms state-of-the-art methods in small and heterogeneous datasets.

New method combines gradient optimization with constraint-based techniques for causal discovery.

problem Causal discovery from observational data, especially with small sample sizes.
method Differentiable dd-separation scores using percolation theory and soft logic for gradient-based optimization of conditional independence constraints.
result Empirical evaluations show robust performance in low-sample regimes, surpassing traditional methods.

Develops a new method to discover causal relationships from nonstationary time series data.

problem Challenges in inferring causal relationships from observational data, especially for nonstationary time series.
method State-Dependent Causal Inference (SDCI) for conditionally stationary time series.
result SDCI can recover underlying causal dependencies with provable identifiability for state-dependent causal structures.

Theoretical model for iterative user discovery in recommender systems.

problem Iterative feedback loops in recommender systems and their biases.
method Theoretical framework to model system evolution and convergence properties.
result Theoretical bounds and convergence properties on user discovery and blind spots.

We use the score function for causal discovery, tackling challenges with hidden variables.

problem Causal discovery from observational data with hidden variables.
method Fine-tuning identifiability results, establishing conditions for inferring causal relations from the score, proposing a flexible algorithm.
result Empirical validation of the proposed algorithm for causal discovery on linear, nonlinear, and latent variable models.

LLM agents discover cryptocurrency factors under reproducible constraints.

problem Flexibility of LLM agents in empirical discovery leads to uncontrolled search.
method Sequential hypothesis search with fixed data splits and portfolio tests.
result Ridge-combined portfolio achieves 44.55% annualized return in out-of-sample period.

Decentralized detection avoids sharing data, controls false discoveries.

problem Global false discovery rate control in decentralized novelty detection.
method Quantized surrogate models for low-precision sharing, preserving exchangeability.
result Quantized composite scores maintain competitive statistical power with reduced communication.

The paper controls false discovery rate in link prediction using conformal inference.

problem Identifying true edges in a graph while controlling false discoveries.
method Proposes a novel method based on conformal inference to control false discovery rate (FDR) in link prediction.
result Empirically demonstrates FDR control for both simulated and real data.

Bayesian autoencoders discover physics from noisy data.

problem Challenges in identifying governing equations and coordinates from noisy, low-data real-world data.
method Bayesian SINDy autoencoders with hierarchical Bayesian sparsifying prior and adaptive empirical Bayesian method.
result Better physics discovery with lower data and fewer training epochs, along with valid uncertainty quantification.

New method identifies nonstationary causal structures in time series data.

problem Identifying causal relationships in time series data that change over time.
method High-order Markov Switching Models for regime-dependent causal discovery.
result Scalable approach for estimating high-order regime-dependent causal structures.

Improved time series causal discovery with bootstrap aggregation and confidence measures.

problem Uncertainty estimation in time series causal discovery.
method Bootstrap aggregation and confidence measures for time series causal discovery.
result Bagged-PCMCI+ improves precision and recall compared to PCMCI+.

Proposes a method to select features for deep learning in noisy, high-dimensional data.

problem Feature selection for deep learning in ultra-high dimensional and highly correlated data.
method Data-adaptive multi-resolutional screening and cleaning with deep learning.
result Achieves high power while keeping false discovery rate low.

Generates synthetic manufacturing data for causal discovery benchmarking.

problem Lack of suitable real data for validating causal discovery algorithms.
method Distributional random forests for estimating conditional distributions.
result Semisynthetic manufacturing data adheres to a causal model.

b-LOAD extends local causal discovery with prior knowledge, improving causal effect estimation.

problem Local causal discovery struggles in data-scarce settings due to uncertainty and incomplete neighborhoods.
method b-LOAD incorporates prior knowledge directly into local structure learning, using Meek's rules to refine discovery.
result b-LOAD refines the admissible equivalence class and enlarges identifiable causal queries, improving causal effect estimation.

Three RFF-based methods for nonlinear causal discovery in mixed data.

problem Nonlinear causal discovery in mixed data with computational constraints.
method FFML, TRFF, and FFCI methods for score-based, constraint-based, and hybrid causal discovery.
result FFML and TRFF methods provide complementary performance in causal discovery.

A model learns causal graphs from summary statistics of synthetic data.

problem Causal discovery algorithms are brittle with large sets of variables and limited data.
method A supervised model trained on synthetic data predicts causal graphs from summary statistics.
result The model generalizes well beyond its training set and runs on large graphs.

Researchers solved a model of an exhaustible resource with stochastic discoveries.

problem Optimal exploration of an exhaustible resource with uncertain discoveries.
method Impulse control and Poisson process of new discoveries.
result A frontier of critical levels of proven reserves exists, above which exploration is stopped.

Neural node embeddings have recently emerged as a powerful representation for supervised learning tasks involving graph-structured data. We leverage this recent advance to develop a novel algorithm for unsupervised community discovery in graphs. Through extensive experimental studies on simulated and real-world data, w…

2016-11-09abs ↗pdf ↗

Diamond method controls FDR for trustworthy feature interaction discovery in ML models.

problem Limited interpretability of ML models due to black box nature.
method Diamond method integrates model-X knockoffs framework to control FDR for non-additive interactions.
result Diamond method ensures accurate discovery of feature interactions with FDR control.

Massively multitask neural architectures provide a learning framework for drug discovery that synthesizes information from many distinct biological sources. To train these architectures at scale, we gather large amounts of data from public sources to create a dataset of nearly 40 million measurements across more than 2…

2015-02-06abs ↗pdf ↗

Bayesian network structure learning algorithms with limited data are being used in domains such as systems biology and neuroscience to gain insight into the underlying processes that produce observed data. Learning reliable networks from limited data is difficult, therefore transfer learning can improve the robustness …

2013-07-09abs ↗pdf ↗