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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.

168,694 papers · 148 categories

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3907801,1701,560 · Jun 202019922001200920172026
48 results for linear causal model

The paper tackles causal disentanglement with linear models and interventions.

problem Identify latent variables in a causal model from observed data.
method Use linear transformations and interventions to uniquely identify latent variables.
result A single intervention on each latent variable is sufficient for identifying the latent causal model.

Estimates causal effects in Gaussian Linear SCMs with finite data.

problem Estimating causal effects from observational data with latent confounders.
method Centralized Gaussian Linear SCMs (CGL-SCMs) and EM-based estimation algorithm.
result Learned CGL-SCM parameters accurately recover causal distributions from finite observational samples.

Causality-aware methods outperform linear residualization in confounding adjustment for anticausal prediction.

problem Adjusting for confounding in anticausal prediction tasks.
method Causality-aware counterfactual confounding adjustment.
result Causality-aware methods asymptotically outperform linear residualization in predictive performance.

New method identifies causal parameters in tree-shaped linear models using cycles.

problem Identifying causal parameters from correlations in tree-shaped linear models.
method Investigates tree-shaped linear models, uses missing cycles to identify causal parameters, solves quadratic equations.
result Shows how missing cycles can be combined to obtain a unique solution for causal parameters.

Efficient algorithm for identifying causal effects in linear models.

problem Determining causal effects from observational data under latent confounding.
method Symbolic computation and efficient algorithm for finding identifying formulas.
result Proves the existence of identifying formulas of a specified degree in quasi-polynomial time.

Algorithm BGLM-OFU minimizes regret in combinatorial causal bandits with binary models.

problem Minimizing expected regret in combinatorial causal bandits with binary generalized linear models.
method BGLM-OFU algorithm based on maximum likelihood estimation for Markovian BGLMs, and causal inference techniques for linear models with hidden variables.
result Achieves O(TlogT)O(\sqrt{T}\log T) regret for binary generalized linear models.

Extends linear structural causal models to include deterministic relations and latent confounders for causal discovery.

problem Causal discovery in linear SCMs with deterministic relations and latent confounders.
method Extended existing results to include deterministic relations and latent confounders, derived necessary and sufficient conditions for unique identifiability, proposed an algorithm for recovery.
result First work on identifiability results for causal discovery under latent confounding and deterministic relationships.

Proposes using DII to identify non-linear causal relationships in EU Allowances returns.

problem Identifying causal relationships in non-linear data of EU Allowances returns.
method Uses Differentiable Information Imbalance (DII) for non-parametric causal discovery compared to multivariate Granger causality.
result Significant overlap and differences in causal variables identified by linear and non-linear methods.

Develops a method to identify causal effects in linear models with latent variables.

problem Identifying causal effects in models with latent variables that are not independent.
method A novel graphical criterion and an integer linear program algorithm.
result Sufficient condition for identifying causal effects by rational formulas in the covariance matrix.

Paper proposes a new method to identify causal graphs with latent variables using higher-order cumulants.

problem Estimating causal directed acyclic graphs with latent confounders.
method Uses higher-order cumulants to identify causal structures among observed and latent variables.
result Validates the proposed algorithm through simulations and real-world data.

A model learns causal representations from high-dimensional data.

problem Challenges in learning causal representations from high-dimensional data.
method Formulated a latent variable decoder model, Decoder BCD, for Bayesian causal discovery.
result Shows that using known intervention targets as labels helps in unsupervised Bayesian inference over structure and parameters.

We solve structure learning for cyclic linear causal models using observational data.

problem Learning the structure of cyclic linear causal models from observational data.
method Assuming simple graphs, we use a criterion for distributional equivalence and implement a greedy search method.
result We show that simple cyclic models are of expected dimension and justify score-based methods for structure learning.

New algorithm for learning causal structures with disjoint cycles in linear non-Gaussian models.

problem Learning causal structures with cycles in linear non-Gaussian models.
method Characterizing when graphs determine the same model, using quadratic and cubic polynomial relations, and a strategy of decorrelating cycles and multivariate regression.
result Consistent and computationally efficient algorithm for learning causal structures with disjoint cycles.

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.

New algorithm disentangles latent features without strict assumptions.

problem Disentangling complex data-generating mechanisms into causally interpretable latent features.
method Linear CRL algorithm with topological ordering, pruning, and disentanglement.
result Recovering latent causal features up to an equivalence class under weaker assumptions.

SLEM uses machine learning to improve causal inference from observational data.

problem Improving causal inference from observational data using non-linear relationships.
method Super Learner Equation Modeling integrating machine learning ensembles.
result SLEM provides consistent and unbiased estimates of causal effects.

Study identifies parameters in causal models with latent confounding.

problem Parameter identification in linear non-Gaussian causal models with latent confounding.
method Graphical criterion for necessary and sufficient identifiability of direct causal effects, with polynomial-time algorithm.
result Developed a graphical criterion for identifying direct causal effects in latent variable models with arbitrary non-linear confounding.

We study how to learn optimal interventions sequentially given causal information represented as a causal graph along with associated conditional distributions. Causal modeling is useful in real world problems like online advertisement where complex causal mechanisms underlie the relationship between interventions and …

2019-10-11abs ↗pdf ↗

This paper addresses robust CBs for linear SEMs with model fluctuations.

problem Designing interventions in causal systems with linear SEMs that are robust to model fluctuations.
method Develops a robust CB algorithm and analyzes its regret under model deviation.
result The proposed algorithm achieves nearly optimal ildeO(T) ilde{\mathcal{O}}(\sqrt{T}) regret when CC is o(T)o(\sqrt{T}) and maintains sub-linear regret for a broader range of CC.

The paper identifies causal effects in latent variable models using higher-order cumulants.

problem Challenges in identifying causal effects in latent variable models with latent confounders.
method Using higher-order cumulants, the paper addresses two challenging setups: a single proxy variable and underspecified instrumental variables.
result Causal effects are identifiable with a single proxy or instrument.

New algorithm reduces regret in CBs with time-varying models.

problem Designing robust interventions in CBs with unknown, fluctuating causal models.
method Proposes a robust CB algorithm with upper and lower bounds on regret.
result Achieves nearly optimal ildeO(T) ilde{\mathcal{O}}(\sqrt{T}) regret under certain conditions.

New method identifies latent variables with causal dependencies from observed data.

problem Identify latent variables with causal relationships from observed data.
method Linear causal disentanglement via higher-order cumulants, with perfect and soft interventions.
result Recovery of parameters via coupled tensor decomposition and polynomial equations.

Proposes a method to create robust linear models with noisy proxies of unobserved variables.

problem Learning robust linear models to handle interventions on unobserved variables with noisy proxies.
method Regularization term that balances in-distribution performance and robustness to interventions.
result Single proxy can create prediction optimal estimators under interventions of bounded strength.

The paper introduces a framework to assess nonlinear causality in financial markets.

problem Identifying and quantifying co-dependence between financial instruments.
method Transfer entropy and convergent cross-mapping methods to assess linear and nonlinear causality.
result Stock indices exhibit significant nonlinear causality, and correlation underestimates causality.

New method discovers causal relationships in sparse linear data.

problem Discovering cause-effect relationships in sparse linear data.
method Uses structural matrix to reconstruct data and identify causal structures without independence tests.
result Outperforms existing methods in sparse causal structure recovery.

New method detects causal relationships from noisy measurements.

problem Discover causal relationships from noisy, imperfect measurements.
method Transformed Independent Noise (TIN) condition and ordered group decomposition.
result Identifies causal graph structure without over-complete ICA.

Study tackles causal structure learning in linear models with unobserved variables and measurement error.

problem Challenges of unobserved common causes and measurement error in causal structure learning.
method Introduces LV-SEM-ME model with four types of variables and characterizes identifiability under separability condition.
result Establishes form of identification robustness for target effect in broader LV-SEM-ME model.

This paper tackles causal representation learning with linear and general transformations.

problem Identify and recover latent causal variables and graphs under unknown transformations.
method Score-based algorithms that use gradients of log-density functions for identifiability and achievability.
result Two stochastic hard interventions per node are sufficient for identifiability of general transformations.

We tackle causal discovery in linear systems with measurement error and unobserved causes.

problem Causal discovery in linear systems with measurement error and unobserved causes.
method Characterization of identifiability based on the mixing matrix, proposing causal structure learning methods.
result The structure of causal models can be identified under certain faithfulness assumptions.