Research
On-device research index

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

Trend · papers per month

74148221295 · Jun 202019922001200920172026
48 results for proximal causal inference

Unified framework for causal inference with reliable uncertainty quantification.

problem Causal inference under unobserved confounding with unreliable uncertainty quantification.
method Deconditional Gaussian Process (DGP) framework for uncertainty-aware causal learning.
result Strong predictive performance and informative uncertainty quantification.

Extends robust methods for causal inference, improving estimator performance.

problem Estimating causal effects in the presence of latent confounders.
method Minimax kernel machine learning for doubly robust functionals.
result Proposed method leads to robust and high-performance estimators.

DML-CMR estimator reduces bias in CMR problems using deep neural networks.

problem Solving conditional moment restrictions with deep neural networks.
method Double/debiased machine learning framework for unbiased estimation.
result Achieves minimax optimal convergence rate of O(N1/2)O(N^{-1/2}).

Develops methods for personalized treatment decisions in the presence of unmeasured factors.

problem Personalized treatment decisions in the presence of unmeasured confounding.
method Proximal learning approaches to estimate optimal individualized treatment regimes (ITRs).
result Established identification results for different classes of ITRs, improving decision-making value function.

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

SPACY discovers causal graphs from spatiotemporal data using variational inference.

problem Inferring causal relationships from high-dimensional spatiotemporal data with complex correlations.
method SPACY uses variational inference to model latent time series and their causal relationships, incorporating spatial factors to aggregate correlated data.
result SPACY outperforms state-of-the-art methods on synthetic and real-world data, identifying key causal phenomena.

A method to detect spillover effects and select valid donors for synthetic control models.

problem Identifying valid donors in synthetic control models when spillover effects are possible.
method Theoretical grounding and practical method using pre-intervention data to identify donor values and debias causal estimates.
result A Theorem that identifies assumptions for identifying donor values and debias causal estimates.

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.

Proposes methods for learning optimal dynamic treatment regimes robust to unconfoundedness violations.

problem Estimating optimal dynamic treatment regimes using historical observational data when unconfoundedness is violated.
method Utilizes proximal causal inference framework to propose three nonparametric identification methods, a (K+1)-robust method, and establish a semiparametric efficiency bound.
result Establishes the (K+1)-robust method for learning optimal dynamic treatment regimes, validating its efficiency and multiple robustness through numerical experiments.

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.

New method for inference on strongly identified functionals even when nuisance functions are weakly identified.

problem Inference on continuous linear functionals of weakly identified nuisance functions defined by conditional moment restrictions.
method Proposes penalized minimax estimators for both the primary and debiasing nuisance functions, which can converge to fixed limits regardless of nuisance identifiability.
result Proves the asymptotic normality of a debiased estimator for the functional of interest, leading to asymptotically valid confidence intervals.

Unified framework for estimating indirect effects in observational studies with unmeasured confounding.

problem Challenges in evaluating indirect effects due to unmeasured confounding and unethical exposures.
method Developed a unified identification and estimation framework using proximal causal inference.
result Unified identification and estimation of PIIE and causal effect of an intervening variable in settings with pervasive unmeasured confounding.

Combining experimental and observational data for long-term causal effects.

problem Estimating causal effects of treatment on long-term outcomes using mixed data types.
method Three approaches for fusing experimental and observational data: equal confounding, shared confounder, and proxy variables.
result Developed estimators for each approach and analyzed their robustness.

A method learns representations for conditional moment models with controlled ill-posedness.

problem Efficient estimation of nonparametric conditional moment models with flexible models is challenging.
method Proposes a procedure that learns spectral representations with controlled measures of ill-posedness.
result The proposed method can efficiently estimate representations from data and is L2 consistent.

New method identifies causal effects with categorical unobserved confounders.

problem Estimating causal effects in the presence of unobserved confounders.
method Mixture learning and tensor decomposition for consistent estimation.
result Causal effects are identifiable with categorical unobserved confounders under suitable conditions.

New method for causal inference with observed covariates improves learning rates.

problem Causal inference with observed covariates in nonparametric instrumental variable regression.
method Introduces novel Fourier measure for partial smoothing and adapts kernel lengthscales for anisotropic smoothness.
result Upper and lower learning rates for KIV-O show interpolation between NPIV and NPR rates.

Interpretable framework evaluates structure learning methods for causal discovery from observational data.

problem Evaluation of structure learning methods under assumption violations in causal discovery.
method Six-dimensional evaluation metric (DOS) tailored for causal discovery.
result Amortized causal discovery delivers results with high proximity to the optimal solution.

The paper analyzes two ISGD modes for statistical inference, deriving error bounds and confidence intervals.

problem Statistical inference with implicit SGD for smooth convex functions.
method Proximal Robbins-Monro (proxRM) and proximal Polyak-Ruppert (proxPR) procedures for ISGD.
result Derives non-asymptotic error bounds and confidence interval estimators for model parameters.

Variational inference is a powerful approach for approximate posterior inference. However, it is sensitive to initialization and can be subject to poor local optima. In this paper, we develop proximity variational inference (PVI). PVI is a new method for optimizing the variational objective that constrains subsequent i…

2017-05-24abs ↗pdf ↗

Probabilistic models can handle causal inference without special tools.

problem Confusion over necessary tools for causal inference.
method Demonstrated through concrete examples that causal questions can be answered using standard probabilistic models.
result Causal questions can be addressed using standard probabilistic modelling and inference.

Paper uses UKS to improve BLE RSSI for proximity inference in mobile phone apps.

problem Improper BLE RSSI for accurate proximity inference during pandemics.
method Single-dimensional Unscented Kalman Smoother (UKS) with Gaussian process observation transforms.
result UKS outperforms traditional methods in predicting infection risk from BLE RSSI.

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.

Causal inference deals with identifying which random variables "cause" or control other random variables. Recent advances on the topic of causal inference based on tools from statistical estimation and machine learning have resulted in practical algorithms for causal inference. Causal inference has the potential to hav…

2015-12-17abs ↗pdf ↗

Guarantees convergence for black-box variational inference without modifications.

problem Convergence guarantees for black-box variational inference.
method Analysis of log-smooth posterior densities, location-scale variational family, and convergence rates of algorithm design choices.
result Proximal stochastic gradient descent fixes suboptimal convergence rates and achieves strongest known guarantees.

Two environments are enough to infer causal graphs and counterfactuals.

problem Inferring causal relations from multiple environments, especially for nonlinear mechanisms.
method Using structural causal models and the invariance principle, the study shows that only two auxiliary environments are sufficient for causal graph inference and counterfactual inference.
result Two auxiliary environments are sufficient for identifying causal graphs and counterfactuals.

ABCI infers causal models and queries simultaneously using Bayesian active learning.

problem Inference of causal models and effects in a two-stage process is inefficient and unnatural.
method Active Bayesian Causal Inference (ABCI) using Gaussian processes for sequentially designing experiments.
result ABCI is more data-efficient and accurate in learning causal queries from fewer samples.

Variational Causal Networks approximate Bayesian inference over causal structures.

problem Quantifying uncertainty in causal structure inference from finite data.
method Parametric variational family over DAGs, using Evidence Lower Bound (ELBO) for tractable learning.
result Approximation of the true posterior over DAGs is demonstrated to be good.

Proposes DCNAR for dynamic causal inference from neural time series.

problem Uncertainty and evolution of causal structure in real-world domains.
method Two-stage neural causal modeling integrating discovery and inference.
result Dynamic causal inferences are more stable and meaningful than alternatives.

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.

RealCause provides a realistic benchmark for causal inference.

problem Lack of a reliable benchmark for comparing causal effect estimators.
method Flexible generative models to create a benchmark that is both ground-truth and realistic.
result Evaluation of over 1500 causal estimators provides evidence for choosing hyperparameters using predictive metrics.

Paper constructs unfaithful probability distributions in binary causal graphs.

problem Unfaithful probability distributions in binary causal graphs.
method Constructs unfaithful probability distributions in binary causal graphs.
result Examples of unfaithful probability distributions in binary causal graphs.