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.
We address the problem of distinguishing cause from effect in bivariate setting. Based on recent developments in nonlinear independent component analysis (ICA), we train nonparametrically general nonlinear causal models that allow non-additive noise. Further, we build an ensemble framework, namely Causal Mosaic, which …
Bayesian model for cost-effectiveness analysis with subgroup discovery.
problem Statistical challenges in cost-effectiveness analysis, especially with non-random treatment assignment and censored data.
method Developed a nonparametric Bayesian model using Dirichlet and Gamma processes to estimate cost-survival distributions and identify cost-effectiveness subgroups.
result Identified and estimated policy-relevant causal CEA estimands using a Bayesian nonparametric g-computation procedure.
Study estimates heterogeneous principal causal effects with binary treatments and intermediate variables.
problem Estimating subgroup effects within strata defined by potential values of an intermediate variable.
method Proposes a framework for estimating and forming confidence intervals for heterogeneous principal causal effects under principal ignorability assumption. Develops several estimators with varying robustness properties.
result Established large-sample theory and analyzed bias contributions of each approach.
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…
We present the Causal Gaussian Process Convolution Model (CGPCM), a doubly nonparametric model for causal, spectrally complex dynamical phenomena. The CGPCM is a generative model in which white noise is passed through a causal, nonparametric-window moving-average filter, a construction that we show to be equivalent to …
Discovering the causal structure among a set of variables is a fundamental problem in many areas of science. In this paper, we propose Kernel Conditional Deviance for Causal Inference (KCDC) a fully nonparametric causal discovery method based on purely observational data. From a novel interpretation of the notion of as…
The paper tackles counterfactual inference with multioutput deep kernels in high-dimensional settings.
problem Performing counterfactual inference with observational data in high-dimensional settings with multiple actions and outcomes.
method The paper presents a general class of counterfactual multi-task deep kernels models based on Structural Causal Models (SCM) and Gaussian Processes.
result The models estimate causal effects and learn policies efficiently, scaling well with high dimensions.
New method recovers causal DAGs from general environments without strict assumptions.
problem Recovering causal DAGs from real-world data with varying distributions.
method Formalizes desiderata for causal representation learning in general environments, leveraging sufficient change conditions up to third-order derivatives.
result Fully recovers latent DAG and identifies latent variables up to minor indeterminacies under nonparametric mixing.
The paper introduces a DRM for causal inference, offering a flexible method to analyze counterfactual distributions.
problem Estimating mean causal effects is limited; a distributional perspective is needed for a more thorough understanding.
method The paper employs a semiparametric density ratio model (DRM) with an empirical likelihood (EL) approach to estimate counterfactual distribution functions.
result The DRM framework enables direct and transparent causal inference from a distributional perspective, validated by numerical studies.
A new method learns outcome-aware spectral features for causal effect estimation.
problem Estimation of causal effects in the presence of hidden confounders.
method Augmented Spectral Feature Learning framework that minimizes a contrastive loss derived from an augmented operator incorporating outcome information.
result Our method remains effective even under spectral misalignment.