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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.

168,657 papers · 148 categories

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3773110146 · Jun 202019922001200920172026
48 results for partial identification

Consistent partial identification of causal effects proved for neural models.

problem Consistency of neural causal partial identification methods.
method Proving consistency for neural models with continuous and categorical variables, considering architecture design and Lipschitz regularization.
result Proven consistency of partial identification via neural causal models in a general setting.

The paper tackles individualized decision-making under unmeasured confounding, providing a novel minimax solution and a paradox.

problem Unmeasured confounding in causal inference leads to biased estimates and affects individualized decision-making.
method The authors establish a formal link between individualized decision-making under partial identification and classical decision theory, providing a minimax solution and a paradox.
result A novel minimax solution for individualized decision-making/policy assignment is provided, and an interesting paradox is drawn.

Meta-learners estimate CATE from multiple environments with partial identification.

problem Estimating CATE from observational data across multiple environments with violations of causal assumptions.
method Adapt IV literature for partial identification, propose model-agnostic meta-learners.
result Meta-learners effectively estimate CATE bounds across various experiments.

Proposes SPCA to incorporate structural constraints in model identification.

problem Model identification with partial structural knowledge.
method Structural Principal Component Analysis (SPCA) that leverages structural information.
result Demonstrates improved model estimates using synthetic and industrial data.

Proposes neural delay differential equations for stable system identification with partially observed states.

problem Learning stable models for systems with partial or delayed observations.
method Augments states with history, uses neural delay differential equations, and ensures stability through time delay analysis.
result The approach ensures stability of learned models for partially observed systems.

This work uses a scalable approach to identify partially observed nonlinear systems.

problem Offline identification of partially observed nonlinear systems.
method Certainty-equivalent expectation-maximization (CEEM) as block coordinate-ascent.
result The CEEM approach can identify high-dimensional systems reliably and efficiently.

Identifies causal effects in partially directed acyclic graphs with observed variables.

problem Identifying conditional causal effects in graphs with background knowledge and observed variables.
method Three results: identification formula, do calculus generalization, and algorithm completeness.
result Complete algorithm for identifying conditional effects in MPDAGs.

New method estimates model performance bounds without ground truth labels.

problem Evaluation of weakly supervised models without direct access to ground truth labels.
method Formulates model evaluation as a partial identification problem and uses Fréchet bounds for performance estimation.
result Derives accurate and computationally efficient bounds for key metrics like accuracy, precision, recall, and F1-score.

AdaptOn achieves logarithmic regret in adaptive control of unknown partially observable linear systems.

problem Adaptive control in partially observable linear dynamical systems.
method AdaptOn algorithm that estimates system dynamics through online learning and gradient descent.
result AdaptOn achieves a logarithmic regret bound of polylog(T) after T steps.

New algorithm identifies causal relationships from graphs, even with selection bias.

problem Identifying causal relationships from graphs with selection bias.
method Developed a measure-theoretic version of Pearl's causal calculus and a sound, complete identification algorithm.
result General measure-theoretic version of causal calculus allows for identification of causal relationships under selection bias.

Improved latent dynamics identification framework reduces training time and improves accuracy.

problem Accurate numerical solutions of partial differential equations require computationally expensive solvers.
method Sequential decoder training (mLaSDI) to correct residual errors from previous stages.
result mLaSDI consistently outperforms standard LaSDI, achieving lower prediction errors and reduced training time.

Framework identifies population quantities from MNAR feedback using weak shadow variables from pretrained models.

problem Estimating mean outcomes from MNAR user feedback with bias and lack of identification.
method Develops a partial identification framework using linear programs and weak shadow variables from pretrained models.
result Bounds on estimand are obtained by solving linear programs incorporating pretrained model predictions.

Proposes a new model to identify unknown counterfactual outcomes for continuous variables.

problem Counterfactual inference for continuous outcomes with strong assumptions.
method Curvature Sensitivity Model to relax assumptions and provide informative bounds.
result Demonstrates effectiveness of the Curvature Sensitivity Model in identifying counterfactual outcomes.

Algorithm identifies bilinear dynamical systems from noisy data.

problem Learning a realization of a partially observed bilinear dynamical system.
method Regression of outputs to highly correlated covariates for Markov-like parameters.
result High probability error bounds on identification algorithm under uniform stability assumption.

We propose a generalization of the best arm identification problem in stochastic multi-armed bandits (MAB) to the setting where every pull of an arm is associated with delayed feedback. The delay in feedback increases the effective sample complexity of standard algorithms, but can be offset if we have access to partial…

2018-03-29abs ↗pdf ↗

Partial-label learning (PLL) is a typical weakly supervised learning problem, where each training instance is equipped with a set of candidate labels among which only one is the true label. Most existing methods elaborately designed learning objectives as constrained optimizations that must be solved in specific manner…

2020-02-19abs ↗pdf ↗

GP-NODE combines Gaussian processes and NeuralODEs for Bayesian system identification.

problem Bayesian systems identification from partial, noisy and irregular observations.
method Differentiable programming, Hamiltonian Monte Carlo, Gaussian Process priors, sparsity-promoting priors.
result Efficient inference of posterior distributions over plausible models with quantified uncertainty.

Proposes a method to estimate treatment effects using instruments.

problem Estimating treatment effects from observational data is challenging when unconfoundedness is violated.
method Leverages instruments to estimate bounds on conditional average treatment effect (CATE) through a mapping to a discrete representation space and a two-step procedure.
result Demonstrates theoretical validity and reduced estimation variance in finite-sample settings.

This paper improves system identification by reducing sample complexity for high-dimensional linear dynamical systems.

problem High sample complexity for learning partially observed linear dynamical systems in high dimensions.
method Introduces an 1\ell_1-regularized estimation method that reduces sample complexity from linear to logarithmic with system dimension.
result Markov parameters can be learned with logarithmic number of samples relative to system dimension, improving sample complexity.

We consider the problem of detecting anomalies in a large dataset. We propose a framework called Partial Identification which captures the intuition that anomalies are easy to distinguish from the overwhelming majority of points by relatively few attribute values. Formalizing this intuition, we propose a geometric anom…

2019-12-08abs ↗pdf ↗

PRL improves off-policy evaluation in partially observed MDPs.

problem Confounding and bias in offline reinforcement learning with unobserved state factors.
method Extends proximal causal inference to POMDPs, identifying and estimating target policy value.
result Semiparametrically efficient estimators for PRL in partially observed MDPs.

Caus-Modens uses deep ensembles to better predict causal outcomes in hidden confounding scenarios.

problem Predicting causal outcomes in the presence of hidden confounders.
method Caus-Modens employs a modulated ensemble approach to improve prediction intervals for causal outcomes using sensitivity models.
result Caus-Modens provides tighter prediction intervals for causal outcomes compared to existing methods.

Algorithm learns linear systems from partial observations with near-optimal rate.

problem Identifying linear dynamical systems from partial observations, especially those with long-term memory.
method Multi-scale low-rank approximation using SVD on Hankel matrices of increasing sizes, combined with Fourier domain concentration bounds.
result Near-optimal rate of $\widetilde O\left(\sqrt\frac{d}{T} ight)$ in H2\mathcal{H}_2 error, with logarithmic dependence on memory length.

Deep learning scheme identifies and reconstructs chaotic and stochastic systems from noisy data.

problem Challenging identification of governing equations from noisy and partial observations.
method Jointly learns inference model and governing laws using variational deep learning.
result Framework generalizes state-of-the-art methods and accounts for stochastic variabilities.

This paper addresses the data-driven identification of latent dynamical representations of partially-observed systems, i.e., dynamical systems for which some components are never observed, with an emphasis on forecasting applications, including long-term asymptotic patterns. Whereas state-of-the-art data-driven approac…

2019-07-04abs ↗pdf ↗

Data-driven approach learns effective equations for phase field interfaces.

problem Learning accurate equations for phase field interface dynamics.
method Data-driven identification of partial differential equations from phase field data.
result Data-driven equations outperform analytical approximations in certain regimes.

Improves model accuracy for neural nets in stochastic dynamics with partial prior knowledge.

problem Stability and accuracy in neural nets modeling stochastic dynamics with many parameters.
method Three steps: probabilistic weights, partial knowledge incorporation, and PAC-Bayesian training.
result Improved model fit with partial and noisy prior knowledge.

Unified method for inference on partially identified causal effects using covariates.

problem Partial identification of causal effects due to unobserved joint potential outcomes.
method Model-agnostic approach using duality theory for optimal transport problems.
result Uniformly valid inference for a wide class of estimands, even with inaccurate nuisance parameter estimates.

PhICNet combines physics and deep learning for forecasting and source identification in dynamical systems.

problem Forecasting and identifying unobservable external sources in spatio-temporal dynamical systems.
method Physics-Incorporated Convolutional Recurrent Neural Network (PhICNet).
result PhICNet can forecast dynamics and identify sources for relatively long periods.

Physics-informed GP regression solves eigenvalue problems by identifying non-trivial eigenspaces.

problem Solving eigenvalue problems of linear operators with trivial solutions.
method Constructing a transfer function-type indicator using physics-informed Gaussian Process posterior.
result The posterior covariance is non-trivial only for eigenvalues of the operator, indicating non-trivial eigenspaces.

Paper identifies and estimates CAPCEs in continuous treatment settings.

problem Estimating heterogeneous causal effects of continuous treatments.
method Instrumental variable approach to identify CAPCEs under weaker conditions.
result Developed three families of CAPCE estimators with statistical properties analyzed.

Let (L,h)(X,ω)(L, h)\to (X, ω) denote a polarized toric Kähler manifold. Fix a toric submanifold YY and denote by ρ^tk:XR\hatρ_{tk}:X\to \mathbb{R} the partial density function corresponding to the partial Bergman kernel projecting smooth sections of LkL^k onto holomorphic sections of LkL^k that vanish to order at least tktk along…

2011-11-22abs ↗pdf ↗

The paper tackles best arm identification in contaminated bandits with optimal error guarantees and sample complexity.

problem Best arm identification in stochastic bandits with adversarial reward contamination.
method Proposes two algorithms: a gap-based algorithm and a successive elimination-based algorithm for sub-Gaussian bandits.
result Asymptotically optimal sample complexity for both algorithms.

This work improves SINDy-type algorithms for system identification using score-guided dictionary selection.

problem Improving accuracy and interpretability in dynamical system identification.
method Score-guided library selection to refine dictionary terms in sparse regression.
result Score-guided methods enhance SINDy's robustness in discovering governing equations.

SINDy-PI robustly identifies implicit dynamics from noisy data.

problem Accurately modeling nonlinear dynamics from noisy data.
method Parallel, implicit SINDy algorithm with multiple optimization algorithms and model selection.
result Significantly more noise robust than previous SINDy approaches.

The generic identification problem is to decide whether a stochastic process (Xt)(X_t) is a hidden Markov process and if yes to infer its parameters for all but a subset of parametrizations that form a lower-dimensional subvariety in parameter space. Partial answers so far available depend on extra assumptions on the pro…

2011-01-19abs ↗pdf ↗

The paper addresses bias in survival analysis due to informative censoring.

problem Bias in treatment effect estimates due to informative censoring in survival analysis.
method Assumption-lean framework using partial identification to derive bounds on CATE.
result Proposes a meta-learner, SurvB-learner, to estimate bounds on CATE.