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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.

168,695 papers · 148 categories

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76151227302 · May 202619922001200920172026
48 results for path-specific derivatives

New methods estimate causal effects through mediators, handling confounding without strict assumptions.

problem Estimating causal effects through mediators while accounting for unmeasured confounding.
method Developed four nonparametric identification strategies using proximal confounding bridge functions, efficient influence function, and quadruply robust estimator. Proposed proximal debiased machine learning approach for high-dimensional nuisance parameters.
result Achieved n\sqrt{n}-consistency and asymptotic normality for path-specific effect estimation.

The paper develops fair machine learning models using causal path-specific effects.

problem Fairness in machine learning models under causal constraints.
method Lagrange multiplier approach for infinite-dimensional functional estimation, closed-form solutions for constrained optimization.
result Theoretical and flexible semiparametric estimation strategies for fair predictions.

Study finds racial bias in pulse oximeter readings has minimal impact on ICU ventilation rates.

problem Racial disparities in pulse oximeter readings affect clinical decisions in ICU settings.
method Causal inference using path-specific effects and doubly robust estimator.
result Minimal impact of racial discrepancies on invasive ventilation rates, but more pronounced on ventilation duration.

New framework for fairness in continuous protected attributes.

problem Inherited biases in AI predictions with continuous protected attributes.
method Formalizes SP and PP through path-specific partial derivatives, introduces a fair tuning algorithm.
result Existence and construction of fair predictors that satisfy SP along not-allowed paths and PP along allowed paths.

We consider the problem of learning fair decision systems in complex scenarios in which a sensitive attribute might affect the decision along both fair and unfair pathways. We introduce a causal approach to disregard effects along unfair pathways that simplifies and generalizes previous literature. Our method corrects …

2018-02-22abs ↗pdf ↗

Proximal Mediation Analysis with Hidden Recanting Witnesses

problem Identifying path-specific effects in mediation analysis when recanting witnesses are unknown
method Proximal causal inference and semiparametric inference framework
result Developed three novel identification strategies and a semiparametric inference framework

The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a third observed multinomial distribution. We study the entire relaxation path for thi…

2013-11-07abs ↗pdf ↗

Recently there has been sustained interest in modifying prediction algorithms to satisfy fairness constraints. These constraints are typically complex nonlinear functionals of the observed data distribution. Focusing on the path-specific causal constraints proposed by Nabi and Shpitser (2018), we introduce new theoreti…

2019-10-09abs ↗pdf ↗

New method for learning on heterogeneous graphs without meta-paths.

problem Learning on heterogeneous graphs is sensitive to meta-paths choice, leading to poor performance.
method Decompose heterogeneous graph into homogeneous relation-type graphs, combine higher-order representations, use attention mechanisms.
result Our model outperforms state-of-the-art baselines in vertex classification tasks on heterogeneous graph datasets.

The paper develops a method to learn cost-optimal sequential testing policies from retrospective data.

problem Learning cost-optimal sequential decision policies from retrospective data with missing test results.
method Doubly robust Q-learning framework with path-specific inverse probability weights.
result The method reduces testing cost without compromising predictive accuracy.

New method identifies important features and interactions in RF models.

problem Limited theoretical understanding of local feature and interaction importance in RF models.
method Combines global and local analysis to identify frequent feature co-occurrences.
result Proves consistent recovery of true local signal features and interactions.

Regulating causal effects through averaged constraints fails to enforce conditional independence.

problem Enforcing conditional independence in regulatory and analytic settings.
method Formulated causal masking as a linear program and analyzed the resulting enforcement problem from both regulator and optimizer perspectives.
result Averaged-constraint optimization often violates stratum-wise requirements while satisfying the averaged one exactly, and detection requires conditional-independence tests.

A new method uses deep learning to evaluate causal theories without strict assumptions.

problem Evaluating causal theories represented as DAGs requires arbitrary assumptions that can bias results.
method Causal-graphical normalizing flows (cGNFs) use deep neural networks to empirically evaluate DAGs without functional form assumptions.
result cGNFs allow flexible, semi-parametric estimation of causal effects from DAGs.

This work analyzes fairness-accuracy trade-offs using causal methods.

problem Discriminatory behavior in machine learning systems based on sensitive characteristics.
method Introduces path-specific excess loss (PSEL) and causal fairness/utility ratio to quantify trade-offs.
result Shows how enforcing fairness constraints can reduce discrimination while increasing loss.

Researchers found the Wigner derivative and its inverse are equal for spherical tetrahedra.

problem Computing the relationship between dihedral angles and edge lengths in tetrahedra.
method Computed the Wigner derivative and its inverse for spherical tetrahedra.
result The Wigner derivative and its inverse are equal for spherical tetrahedra.

The paper shows objective derivatives are covariant derivatives on Riemannian metrics.

problem The definition and interpretation of objective derivatives in continuum mechanics.
method Demonstrates that objective derivatives correspond to covariant derivatives on the manifold of Riemannian metrics.
result Objective derivatives are unified as covariant derivatives on the manifold of Riemannian metrics.

Schwarzian derivative connects to Euler-Lagrange equations in variational calculus.

problem Understanding the relationship between the Schwarzian derivative and variational equations.
method Analyzing the Schwarzian derivative as a first integral and Euler-Lagrange operator for specific variations.
result The Schwarzian derivative is both a first integral and the Euler-Lagrange operator for a certain class of variations.

Paper develops formulas for shape derivatives in wave scattering.

problem Computing high order shape derivatives for wave scattering is challenging.
method Introduces elegant recurrence formulas using differential forms and Lie derivatives.
result Unified framework for computing high order shape perturbations in scattering problems.

New derivations on diffeological spaces are not smooth, expanding tangent space definitions.

problem Lack of smoothness in derivations on diffeological spaces.
method Examined derivations satisfying the Leibniz rule but not smooth with respect to given diffeology.
result Tangent space defined via all derivations is larger than one defined using only smooth derivations.

Approximates derivative pricing under fractional stochastic volatility.

problem Derivative pricing under fractional stochastic volatility model.
method Approximate expression derived from deterministic functions and fractional Ornstein-Uhlenbeck process.
result Numerical simulations show the feasibility and effect of long-range dependencies on derivative prices.

In this article, we combine replication pricing with expectation pricing for derivative trades that are partially collateralized by cash. The derivatives are replicated by underlying assets and cash, using repurchasing agreement (repo) and margining, which incur funding costs. We derive a partial differential equation …

2013-02-03abs ↗pdf ↗

We introduce and study a construction of higher derived brackets generated by a (not necessarily inner) derivation of a Lie superalgebra. Higher derived brackets generated by an element of a Lie superalgebra were introduced in our earlier work. Examples of higher derived brackets naturally appear in geometry and mathem…

2004-12-09abs ↗pdf ↗

Develops a new approach to study nonlinear PDEs and their singularities.

problem Understanding the propagation domains of solutions to nonlinear PDEs.
method Derived geometric machinery and sheaf theory to study nonlinear PDEs and their singular supports.
result Estimates the domains of propagation for solutions of non-linear systems.

Derives derivatives of risk measures for various types of portfolio losses.

problem Calculating precise risk measures for portfolio losses.
method Analyzes first and second order derivatives of risk measures for both continuous and discrete portfolio loss scenarios.
result Provides asymptotic results for conditional moments of heavy-tailed portfolio losses.

We present a unified derivation of covariant time derivatives, which transform as tensors under a time-dependent coordinate change. Such derivatives are essential for formulating physical laws in a frame-independent manner. Three specific derivatives are described: convective, corotational, and directional. The covaria…

2001-02-28abs ↗pdf ↗

Invariant covariant derivatives on homogeneous spaces are characterized.

problem Understanding invariant covariant derivatives on homogeneous spaces.
method Expressing covariant derivatives in terms of horizontally lifted vector fields and bilinear maps.
result Existence and characterization of invariant covariant derivatives.

Derives derivatives and geometric framework for functions with non-independent variables.

problem Characterizing functions with non-independent variables in probabilistic models.
method Derives actual and dependent partial derivatives, dependent Jacobian matrix, and tensor metric.
result Derives gradient, Hessian, and Taylor expansion for functions with non-independent variables.