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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.

168,742 papers · 148 categories

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48 results for network causal effects

Blog post comparing neural network methods for causal inference.

problem Estimating heterogeneous treatment effects in causal inference.
method Developed and compared a fully connected neural network implementation of Bayesian Causal Forest.
result Improvements in performance in simulation settings.

This work addresses causal inference challenges in networked interference and proposes GNN-based estimators for individual treatment effects.

problem Estimating individual treatment effects in randomized experiments with networked interference.
method Uses Graph Neural Networks (GNNs) to capture network dependencies and derive causal effect estimators.
result Provides policy regret bounds and heuristic error bounds for GNN-based causal estimators under network interference and treatment capacity constraints.

Method estimates heterogeneous causal effects on networks using orthogonal learning.

problem Challenges in estimating causal effects on networks due to treatment effects on both treated and neighbors, and network homophily.
method Two-stage orthogonal learning framework: first stage uses graph neural networks for nuisance components, second stage residualizes and interpretable attention-based model for causal effects.
result Improves heterogeneous effect estimation and supports interpretable analyses.

CgNN uses network structure as IVs to estimate causal effects in networks.

problem Hidden confounders complicate causal effect estimation in network data.
method CgNN combines GNNs and attention mechanisms to leverage network structure as IVs.
result CgNN effectively mitigates hidden confounder bias and improves causal effect estimation.

Bayesian method estimates causal effects with proxy networks.

problem Estimating causal effects with only proxy measurements of a latent interference network.
method Structural causal model with Block Gibbs sampler and Locally Informed Proposals.
result Accurately estimates causal effects even with noisy proxy networks.

Single proxy variable helps estimate causal effects from confounders.

problem Estimating causal effects from treatment to outcome when unobserved confounders are present.
method Assumes a single, potentially multi-dimensional proxy variable of the unobserved confounder and a known mechanism generating the proxy from the confounder. Proves causal effects are identifiable under completeness assumption.
result Causal effects are identifiable under SPICE assumption.

Integrates nearest neighbors with neural networks for more accurate treatment effect estimation.

problem Inaccurate causal effect estimations from observational data.
method NNCI methodology integrating nearest neighbors with neural network models.
result Improves treatment effect estimations on various benchmarks.

Graph neural networks integrate causal knowledge for more accurate uplift modeling.

problem Identifying the most effective treatments and clients for marketing interventions.
method Combining graph neural networks with causal knowledge to estimate uplift values.
result The proposed method outperforms traditional approaches in predicting uplift values with minimal errors.

Estimates network causal effects considering contagion and latent confounding.

problem Determining if correlations in network studies are due to contagion or latent confounding.
method Segregated graph representation, likelihood ratio tests, network causal effect estimation strategies.
result Proposes methods to estimate network causal effects under full interference scenarios.

We propose a new attribution method for neural networks developed using first principles of causality (to the best of our knowledge, the first such). The neural network architecture is viewed as a Structural Causal Model, and a methodology to compute the causal effect of each feature on the output is presented. With re…

2019-02-06abs ↗pdf ↗

Study efficient inference for network quantile causal effects with partial interference.

problem Estimating network causal effects on outcome quantiles with partial interference.
method Developed a nonparametric efficiency theory and a nonparametrically efficient estimator using a three-way cross-fitting procedure.
result Proposed estimator is consistent, asymptotically normal, and allows flexible estimation of nuisance functions.

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.

In our previous study we have presented an approach to studying lead--lag effect in financial markets using information and network theories. Methodology presented there, as well as previous studies using Pearson's correlation for the same purpose, approached the concept of lead--lag effect in a naive way. In this pape…

2014-07-18abs ↗pdf ↗

A new ride-hailing subsidy system uses deep causal networks to estimate consumer elasticity.

problem Estimating consumer elasticity with subsidies in ride-hailing industry.
method Introduces a consumer subsidizing system using deep causal networks to address confounding effects.
result Effective in estimating the uplift effect of subsidies without confounding.

Decomposes financial networks to reveal cause-effect hierarchies during crises.

problem Complex financial networks are hard to interpret due to Granger causality.
method Helmholtz-Hodge-Kodaira decomposition to separate networks into rotational and gradient components.
result Precious metals and pharmaceutical products are identified as causal drivers during crises.

New framework for estimating treatment effects in experiments with network interference.

problem Network interference biases traditional treatment effect estimations in randomized experiments.
method Causal message-passing framework based on high-dimensional approximate message passing.
result Practical algorithm to estimate total treatment effect in multi-period experiments.

This paper introduces a new method to better understand financial market causality.

problem Lack of comprehensive understanding of distributional causality in financial markets.
method Combines piecewise quantile regression with a piecewise linear embedding scheme.
result Uncovered significant tail-tail causal effects and substantial causal asymmetry in cryptocurrency return series.

Survey of deep causal models for industrial applications.

problem Estimating causal effects using deep learning.
method Deep causal models map covariates to a representation space and use objective functions for unbiased counterfactual data estimation.
result Comprehensive overview of deep causal models with industry applications.

New method quantifies intrinsic causal contributions in neural networks.

problem Measuring the causal influence of input features in deep neural networks.
method Proposes an identifiable generative post-hoc framework to quantify intrinsic causal contributions (ICC) as structural causal models.
result ICC generates more intuitive and reliable explanations compared to existing global explanation techniques.

Estimates causal effects in networks with varying interference.

problem Estimating causal effects in settings with network interference.
method Proposes neighborhood adaptive estimators for average direct treatment effect on the treated.
result Establishes rates of convergence and distributional results for proposed estimators.

Reinterprets Granger causality with causal Bayesian networks and Reichenbach's principles.

problem Lack of a rigorous causal foundation in Granger causality.
method Reinterpreting Granger causality through Reichenbach's principles and causal Bayesian networks, implementing as c-GC.
result c-GC provides a more principled framework for causal discovery in observational datasets.

Causal inference concerns the identification of cause-effect relationships between variables, e.g. establishing whether a stimulus affects activity in a certain brain region. The observed variables themselves often do not constitute meaningful causal variables, however, and linear combinations need to be considered. In…

2015-12-03abs ↗pdf ↗

New method improves causal inference by estimating complex treatment effects with active learning.

problem Traditional causal inference frameworks ignore interference and assume independent treatment effects.
method Active Learning in Causal Inference with Interference (ACI) using Gaussian process and genetic algorithms.
result ACI achieves accurate effects estimation with reduced data requirements in complex interference scenarios.

Several methods exist to infer causal networks from massive volumes of observational data. However, almost all existing methods require a considerable length of time series data to capture cause and effect relationships. In contrast, memory-less transition networks or Markov Chain data, which refers to one-step transit…

2016-08-08abs ↗pdf ↗

Deep learning aids causal inference in complex settings.

problem Estimating heterogeneous treatment effects in non-linear, time-varying, and encoded confounders.
method Intuitive introduction to deep learning and causal inference, focusing on observational data.
result Maximizes accessibility to causal inference through deep learning.

NeuralCSA uses neural networks to analyze causal effects under unobserved confounding.

problem Challenges in causal inference from observational data due to unobserved confounding.
method Proposes a neural framework (NeuralCSA) for generalized causal sensitivity analysis.
result Demonstrates theoretical and empirical validity of NeuralCSA for causal inference.

Classical causal and statistical inference methods typically assume the observed data consists of independent realizations. However, in many applications this assumption is inappropriate due to a network of dependences between units in the data. Methods for estimating causal effects have been developed in the setting w…

2019-06-29abs ↗pdf ↗

New method estimates treatment effects in network data, accounting for spillover effects.

problem Treatment effect estimation in networks with spillover effects.
method Augmented inverse probability weighting (AIPW) with cross-fitting and machine learning.
result Semiparametric treatment effect estimator converges at parametric rate and follows Gaussian distribution.

Study proposes method to estimate causal effects from noisy treatment data.

problem Estimating causal effects from noisy treatment data without side information.
method Deep latent variable model with neural network parameterization and amortized importance-weighted variational objective.
result Causal effect estimates are identifiable without side information and measurement error variance knowledge.

We present Causal Generative Neural Networks (CGNNs) to learn functional causal models from observational data. CGNNs leverage conditional independencies and distributional asymmetries to discover bivariate and multivariate causal structures. CGNNs make no assumption regarding the lack of confounders, and learn a diffe…

2017-11-24abs ↗pdf ↗

Study causal effects on humans in mixed human-AI systems with unobserved unit types.

problem Estimating causal effects on humans in systems with unobserved unit types and interaction networks.
method Assumed human-AI prior, causal message passing (CMP) framework, subpopulation analysis.
result Consistently recover human-specific causal effects using subpopulations with varying expected human composition and treatment exposure.

OrphicX generates causal explanations for GNNs by isolating latent causal factors.

problem Generating interpretable causal explanations for complex graph neural networks.
method Develops a generative model and objective function to isolate latent causal factors, maximizing information flow.
result OrphicX effectively identifies causal semantics, significantly outperforming alternatives.

Casper uses causal graph neural networks to improve spatiotemporal time series imputation.

problem Imputing missing values in spatiotemporal time series with confounders and non-causal correlations.
method Casper introduces a novel Prompt Based Decoder (PBD) and Spatiotemporal Causal Attention (SCA) to block confounders and discover causal relationships.
result Casper outperforms baselines and effectively discovers causal relationships in spatiotemporal time series imputation.

Study improves maize yield prediction using BNs with mixed-effects models.

problem Limited causal inference in agronomic data models.
method Integrates random effects into Bayesian networks, leveraging hierarchical data structure.
result Significantly reduces maize yield prediction error from 28% to 17%.

New method infers causal relationships from nonstationary time series data.

problem Challenges in inferring causal relationships from nonstationary time series data.
method Proposes a new class of restricted SCM with time-varying filters and stationary noise, leveraging asymmetry from nonstationarity.
result Demonstrates effectiveness of the proposed methodology on various synthetic and real datasets.

Interpretable model for Granger causality using neural networks.

problem Inferring Granger causality in complex dynamical systems.
method Extension of self-explaining neural networks for multivariate Granger causality.
result Framework performs on par with baseline methods and better at inferring interaction signs.

CausalPFN automates causal effect estimation from observational data.

problem Manual selection of causal effect estimators is time-consuming and requires domain expertise.
method CausalPFN is a transformer that learns to infer causal effects from raw observations without task-specific adjustments.
result CausalPFN achieves superior performance on various benchmarks and real-world tasks.

NICE model estimates causal effects for image treatments.

problem Challenges in causal effect estimation for multi-dimensional treatments.
method Proposes NICE model for image treatments, incorporating rich multidimensional information.
result NICE significantly outperforms existing models in estimating causal effects for image treatments.

The paper uses neural networks to estimate treatment effects even with many confounders.

problem Estimating treatment effects with a growing number of confounders.
method General optimization framework using neural networks to approximate nuisance functions.
result Neural networks can handle a diverging number of confounders and alleviate the curse of dimensionality.

A fundamental goal in network neuroscience is to understand how activity in one region drives activity elsewhere, a process referred to as effective connectivity. Here we propose to model this causal interaction using integro-differential equations and causal kernels that allow for a rich analysis of effective connecti…

2017-05-16abs ↗pdf ↗